Dynamic System is a strategy which trades Mostly Stocks; (some forex).
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +1.5% | +3.6% | +3.5% | - | +6.6% | |||||||
| 2011 | +2.3% | +3.4% | (1.9%) | (2.9%) | (1.2%) | (2%) | +1.5% | (6.9%) | (3.6%) | +4.8% | (11.6%) | (5.6%) |
| 2012 | - |
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| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 12/13/11 15:28 | SELL | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 123.09 | 12/22 12:25 |
125.19 | Normal | ($191) |
| 12/9/11 12:12 | BUY | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 125.76 | 12/12 11:49 |
123.55 | Normal | ($201) |
| 12/7/11 15:48 | BUY | 1 | AUD/USD | 1.02961 | 12/8 15:57 |
1.01500 | Low | ($147) | |
| 11/10/11 13:22 | BUY | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 124.84 | 11/17 9:36 |
123.55 | Low | ($118) |
| 11/7/11 15:00 | BUY | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 125.94 | 11/9 13:54 |
124.10 | Low | ($168) |
| 11/1/11 15:53 | SELL | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 121.84 | 11/2 9:30 |
123.61 | Low | ($161) |
| 10/18/11 13:53 | BUY | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 121.59 | 11/1 9:30 |
122.12 | Low | $46 |
| 10/21/11 9:23 | BUY | 1 | EUR/USD | 1.38720 | 11/1 2:50 |
1.37900 | Low | ($83) | |
| 9/6/11 15:23 | SELL | 1 | EUR/USD | 1.39821 | 10/12 4:13 |
1.37000 | Low | $281 | |
| 9/8/11 15:58 | SELL | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 119.11 | 9/15 14:00 |
121.03 | Low | ($175) |
| 8/23/11 16:09 | BUY | 1 | AUD/USD | 1.05225 | 9/12 3:04 |
1.03000 | Normal | ($224) | |
| 7/13/11 5:13 | BUY | 1 | EUR/USD | 1.40736 | 9/6 11:07 |
1.40000 | Low | ($75) | |
| 8/25/11 11:08 | SELL | 90 | SPY | STANDARD & POOR'S DEPOSITARY | 116.78 | 8/29 9:30 |
119.52 | Normal | ($249) |
| 8/17/11 5:32 | BUY | 1 | AUD/USD | 1.05414 | 8/18 10:01 |
1.04000 | Low | ($142) | |
| 8/17/11 9:37 | BUY | 95 | SPY | STANDARD & POOR'S DEPOSITARY | 120.63 | 8/18 9:30 |
116.48 | Normal | ($396) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 30 |
| # Profitable | 8 (26.7%) |
| # months tracked | 18 |
| Profitable months | 8 (44.4%) |
| Avg trade duration | 15.8 days |
| Annual return (compounded) | -6.4% |
| Average win | $323 |
| Average loss | $165 |
| Profit factor | 0.8:1 |
| Max peak-to-valley drawdown (historical) | 26.97% |
| drawdown period | Feb 18, 2011 to Dec 23, 2011 |
| Correlation w/ S&P | 0.201 |
| Sharpe ratio | -0.564 |
Keep after worst-case slippage  | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 61.0% |
| Chance of 20% account loss | 7.1% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.25 |
| Average P/L per unit traded | ($0.25) |
| Sum of dividends and cash expir. in model account | $115 |
System Description
The objective is to follow trends that last weeks to months, and secure profits as the trend evolves. There are no profit targets, instead, once a higher low (or lower high in short positions) has formed in the daily time frame, the protective stop will be adjusted to secure increasingly more profits. This makes us true trend followers.
Recommended minimum to trade Dynamic System is $5,000. The $59 quarterly subscription fee is specifically conceived to make participation even with small amounts worthwhile.
Updates:
July 13, 2011: Introduced signals for the EUR/USD currency pair.
August 10, 2011: Introduced signals for the AUD/USD currency pair.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
