Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +0.8% | (2.1%) | (2.6%) | +0.6% | (0.8%) | (0.8%) | (0.8%) | (0.8%) | (0.8%) | (0.8%) | (1.6%) | |
| 2011 | - | (0.8%) | (0.8%) | (0.8%) | (1.7%) | - | (1.7%) | (0.9%) | (0.9%) | (0.9%) | (0.9%) | (0.9%) |
| 2012 | (0.9%) | (0.9%) | (0.9%) | (0.9%) | - |
Strategy Summary
Swing Trading System trades Crude Oil leveraged ETFs UCO and SCO. The system issues buy and sell signals using the daily chart time frame. The system buys and sells overbought and oversold conditions and it also follows trends on breakouts of trading ranges.
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.
Subscribe to System
| 14-day free trial, then $75 per month | Details |
There is a free trial period of 14 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $75 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.
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Model Account Status
| Started | $10,000 |
|---|---|
| Buy Power | $9,899 |
| Cash | $9,899 |
| Equity | $0 |
| Cumulative $ | ($101) |
| Total System Equity | $9,899 |
| Margined | $0 |
| Open P/L | $0 |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/17/10 9:59 | BUY | 125 | UCO | PROSHARE TR ULTRA CRUDE | 39.40 | 5/1711:26 | 38.40 | Low | ($128) |
| 5/7/10 11:49 | BUY | 200 | UCO | PROSHARE TR ULTRA CRUDE | 44.60 | 5/1114:19 | 45.92 | Low | $260 |
| 3/31/10 9:30 | BUY | 100 | SCO | PROSHARE TR UTRASHT CRD | 61.50 | 4/19:30 | 59.50 | Low | ($202) |
| 3/10/10 11:26 | BUY | 100 | SCO | PROSHARE TR UTRASHT CRD | 62.25 | 3/179:33 | 62.20 | Low | ($7) |
| 2/22/10 9:30 | BUY | 100 | SCO | PROSHARE TR UTRASHT CRD | 66.30 | 3/211:52 | 65.95 | Low | ($37) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 5 |
| # Profitable | 1 (20.0%) |
| # months tracked | 28 |
| Profitable months | 2 (7.1%) |
| Avg trade duration | 4.0 days |
| Annual return (compounded) | -0.4% |
| Average win | $264 |
| Average loss | $91 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 6.88% |
| drawdown period | Feb 25, 2010 to May 07, 2010 |
| Correlation w/ S&P | 0.031 |
| Sharpe ratio | -0.326 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| Chance of 20% account loss | 0.0% |
| 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) | -0.28 |
| Average P/L per unit traded | ($0.42) |
System Description
System issues buy and sell signals based on oversold or overbought conditions as measured using standard deviation bands. The system also uses proprietary methods for forecasting reversals. The system follows trends on breakouts of trading ranges using moving average cross overs provided the fundamentals support buying a break out from a trading range. Trades must meet a 3 to 1 reward to risk ratio. A weekly commentary on crude oil price direction and this systems performance is provided for free at http://www.crudeoiltradingsmallspecs.blogspot.com
- 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.
