MB trading
- hypothetical · Annual Return (Compounded)
- -15.1%
- Max Drawdown
- —
- Trades
- 48
- Win Trades
- 83.3%
- Profit Factor
- 0.30
- Win Months
- 41.5%
About this strategy
MB trading generates 4-6 trades per week and are held an average of days to several weeks. All stock picks are under $5 and are undervalued. Ideal for traders with lower trading capital...just lower the shares per trade but keep my same proportion. Share amounts are decided according to trade volume, price, reports,etc. Occasionally we may daytrade one of these stocks if we see them rolling, etc. We do not use margins. This is an ideal system for those w/ lower capital. We try our best to make these trades as easy as possible to to reproduce i.e. the same collective2 fills as we get in real trading. As a result we are doing more market orders
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | 1.9 | 2.4 | 1.8 | 0.9 | 1.1 | 3.3 | 12.0 | ||||||
| 2006 | 4.3 | 4.7 | 1.2 | 1.7 | -0.6 | -25.6 | -5.4 | -5.6 | 3.0 | 5.5 | 24.6 | 2.0 | 2.4 |
| 2007 | -5.6 | -2.1 | 19.8 | 9.3 | 7.8 | -6.0 | -9.5 | -20.4 | 14.5 | -3.3 | -23.0 | -8.6 | -31.3 |
| 2008 | -12.8 | 6.1 | 9.2 | -17.1 | -27.4 | 25.9 | -35.3 | 47.5 | -44.8 | -54.6 | -42.6 | -80.2 | -97.9 |
| 2009 | 240.0 | -94.2 | 378.6 | -35.1 | -52.3 | 567.4 | -8.6 | 60.9 | 5.7 | -72.9 | 280.7 | 6.5 | 230.8 |
| 2010 | -126.6 | -40.0 | -113.0 | 2337.2 | 198.8 | -85.1 | 205.6 | -43.4 | 132.0 | -56.2 | -98.7 | -4072.4 | -121.2 |
| 2011 | -10.2 | -61.1 | -90.5 | -197.0 | -55.0 | -621.2 | 18.3 | -34.4 | 6.5 | 3.3 | -1.3 | -47.4 | -351.9 |
| 2012 | 70.7 | -0.9 | 0.3 | -8.5 | -22.8 | 23.4 | -15.0 | -18.7 | 6.0 | 8.4 | -56.2 | -15.3 | -56.4 |
| 2013 | -500.5 | -169.1 | -4.9 | 63.3 | -154.1 | -254.9 | -4.9 | -134.9 | -3.4 | -7.8 | -50.1 | -41.0 | -325.6 |
| 2014 | -17.1 | -76.1 | -152.0 | -33.7 | -4.1 | 12.1 | 18.5 | 0.4 | -2.0 | -2.6 | -94.3 | 6730.3 | -337.2 |
| 2015 | -4.6 | 2.3 | 13.0 | -12.1 | 0.4 | -8.0 | -2.0 | -6.5 | -1.2 | 0.5 | 1.0 | -1.7 | -19.1 |
| 2016 | -0.1 | 4.6 | 5.6 | 1.3 | -3.0 | 2.4 | -2.0 | 5.2 | 2.9 | -3.6 | 2.0 | -3.1 | 12.3 |
| 2017 | 7.9 | -3.5 | 1.0 | 0.1 | -1.1 | -2.4 | -0.3 | 12.6 | -0.1 | -26.3 | -0.2 | -0.0 | -16.1 |
| 2018 | 0.6 | 2.4 | -1.1 | -1.0 | 1.3 | -0.1 | -0.2 | -0.1 | 0.7 | -0.5 | -0.4 | 0.4 | 1.9 |
| 2019 | 1.8 | 1.5 | 4.3 | -0.7 | 1.1 | -2.1 | 0.0 | 42.0 | -23.3 | 0.6 | 1.0 | -5.1 | 11.2 |
| 2020 | 5.3 | -1.2 | 2.5 | -7.1 | 0.8 | -3.5 | -3.1 | 1.4 | 9.8 | 1.4 | -0.1 | 9.0 | 14.9 |
| 2021 | 17.0 | -2.7 | -9.9 | -7.9 | 11.0 | -7.7 | -1.7 | -5.2 | -1.4 | 575.7 | 9.2 | -31.6 | 348.6 |
| 2022 | -11.9 | -26.7 | -8.1 | -28.5 | -0.9 | 0.2 | 25.1 | -23.0 | -7.1 | -0.9 | -10.7 | 1.8 | -66.1 |
| 2023 | -3.6 | -11.3 | -6.5 | -28.3 | -2.8 | -1.3 | 1.4 | 0.0 | 0.0 | -0.6 | 0.4 | 0.1 | -44.2 |
| 2024 | 1.9 | 1.7 | -0.1 | -0.2 | 0.3 | -0.3 | 6.3 | -0.0 | -0.0 | -0.0 | -0.7 | -0.9 | 8.0 |
| 2025 | 0.0 | -2.0 | 4.1 | -4.8 | 6.2 | 0.0 | 0.2 | -0.9 | -2.0 | 7.6 | 9.8 | ||
| 2026 | 0.4 | 0.8 | -1.3 | -1.6 | 0.3 | -0.5 | -1.3 | 0.6 | -0.9 | -3.5 |
Statistics
Overview
| Strategy began | 7/20/2005 |
|---|---|
| Suggested Minimum Capital | $100,000 |
| Age | 258 months |
| What it trades | Stocks |
| # Trades | 48 |
| # Profitable | 40 |
| % Profitable | 83.3% |
| Avg trade duration | 1035.6 days |
| Max peak-to-valley drawdown | — |
| drawdown period | — |
| Annual return (compounded) | -8.8% |
| Avg win | $845 |
| Avg loss | $15,263 |
Ratios
| W:L ratio | 0.30 |
|---|---|
| Sharpe Ratio | 0.04 |
| Sortino Ratio | 0.06 |
| Calmar Ratio | -0.23 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.00 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 519.4% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -132.4% |
Return Statistics
| Ann Return (w trading costs) | -15.1% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | -8.8% |
Slump
| Current Slump as Pcnt Equity | 2397.5% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Percent Trades Stocks | 1.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $15,262 |
|---|---|
| Avg Win | $845 |
| # Winners | 40 |
| Sum Trade PL (losers) | $122,100 |
| Sum Trade PL (winners) | $33,811 |
| Num Months Winners | 29 |
| # Losers | 8 |
| % Winners | 83.3% |
Dividends
| Dividends Received in Model Acct | 2407 |
|---|
Age
| Num Months filled monthly returns table | 55 |
|---|
Frequency
| Avg Position Time (mins) | 1794910.38 |
|---|---|
| Avg Position Time (hrs) | 29915.17 |
| Avg Trade Length | 1246.50 |
| Last Trade Ago | 7398 |
Regression
| Alpha | 0 |
|---|---|
| Beta | 446.39 |
| Treynor Index | 0 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 2.54 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.60 |
| MAE:Equity, average, losing trades | 7.92 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.75 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -1.37 |
| MAE:PL (avg, all trades) | 1.14 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 5.94 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 68.20 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 1.02 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.03 |
| Hold-and-Hope Ratio | -0.73 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | 2.91 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.23 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 2528 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.5% |
Trading record
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| PNS | long | 2000 | Mar 29, 2006 | Apr 24, 2006 | $1,395 |
| KRY | long | 2000 | Feb 28, 2006 | Apr 6, 2006 | $3,518 |
| GSCP | long | 6000 | Mar 1, 2006 | Apr 4, 2006 | $80 |
| BLLD | long | 11000 | Dec 2, 2005 | Feb 17, 2006 | $248 |
| CCEL | long | 4000 | Feb 1, 2006 | Feb 16, 2006 | $293 |
| TMWD | long | 4000 | Jan 25, 2006 | Feb 16, 2006 | $933 |
| KRY | long | 10000 | Jan 18, 2006 | Feb 15, 2006 | $928 |
| CALL | long | 1600 | Feb 8, 2006 | Feb 10, 2006 | $913 |
| RAE | long | 2000 | Jan 19, 2006 | Feb 6, 2006 | $515 |
| SPRT | long | 7000 | Jan 12, 2006 | Feb 2, 2006 | $1,380 |
| TMR | long | 2000 | Dec 23, 2005 | Jan 12, 2006 | $355 |
| TRPS | long | 5000 | Dec 14, 2005 | Jan 9, 2006 | $1,183 |
| CRNT | long | 6000 | Jan 6, 2006 | Jan 9, 2006 | $3,070 |
| KRY | long | 3000 | Dec 30, 2005 | Dec 30, 2005 | $295 |
| KRY | long | 7000 | Dec 14, 2005 | Dec 28, 2005 | $1,450 |
| API | long | 14000 | Nov 16, 2005 | Dec 23, 2005 | $1,590 |
| TIII | long | 5000 | Dec 12, 2005 | Dec 16, 2005 | $863 |
| EGAM | long | 10000 | Dec 7, 2005 | Dec 14, 2005 | $1,095 |
| LU | long | 25000 | Oct 25, 2005 | Dec 5, 2005 | $563 |
| MEM | long | 15000 | Sep 22, 2005 | Nov 23, 2005 | $143 |
| SIRI | long | 2000 | Nov 9, 2005 | Nov 11, 2005 | $315 |
| ANSR | long | 6000 | Oct 26, 2005 | Nov 8, 2005 | $750 |
| KTCC | long | 15000 | Oct 24, 2005 | Oct 28, 2005 | $630 |
| OISI | long | 16000 | Sep 28, 2005 | Oct 25, 2005 | $440 |
| CCUR | long | 40000 | Sep 1, 2005 | Oct 21, 2005 | $1,885 |
| TCX | long | 2500 | Sep 29, 2005 | Oct 18, 2005 | $495 |
| DMX | long | 20000 | Sep 15, 2005 | Sep 29, 2005 | $790 |
| IVD | long | 6000 | Sep 14, 2005 | Sep 15, 2005 | $353 |
| ACTU | long | 4000 | Sep 9, 2005 | Sep 13, 2005 | $1,315 |
| UAHC | long | 3000 | Aug 31, 2005 | Sep 7, 2005 | $655 |
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.