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Antares A10.2

By BobSvan2

Stocks · Started Apr 2008

hypothetical · Annual Return (Compounded)
13.5%
Max Drawdown
—
Trades
3696
Win Trades
57.0%
Profit Factor
1.20
Win Months
13.1%

About this strategy

www.trade-and-win.com


Feb 11 2009: Opened for subsription
Remarks:
- Starting today this system will not make any intraday trades. If your account has not a daytrading pattern, do not worry - this system will not freeze your account.
- Max. number of subscribers is 25

Bob





Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2008-0.12.4-7.526.60.3-5.9-4.4-0.710.718.9
20090.8-3.2-5.21.213.16.69.112.01.3-15.217.46.047.5
2010-10.22.8-2.13.8-13.9-15.310.2-7.60.2-3.3-0.127.3-14.2
20113.820.614.86.68.7-1.0-2.5-30.1-30.11.5-13.90.0-31.4
20125.3-0.00.80.00.00.0-0.00.00.00.00.00.06.1
20130.00.00.00.1-0.00.0-0.00.00.00.0-0.00.00.0
20140.00.00.00.0-0.00.00.00.00.00.00.00.00.0
20150.00.00.0-0.00.0-0.00.00.0-0.22.00.00.01.8
20160.0-0.10.50.00.00.00.0-0.10.00.00.00.00.4
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began4/8/2008
Suggested Minimum Capital$10,000
Age224 months
What it tradesStocks
# Trades3696
# Profitable2105
% Profitable57.0%
Avg trade duration1.6 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)5.7%
Avg win$63
Avg loss$73

Ratios

W:L ratio1.15
Sharpe Ratio-0.02
Sortino Ratio-0.02
Calmar Ratio0.41

CORRELATION STATISTICS

Correlation to SP5000.19
Return Percent SP500 (cumu) during strategy life459.1%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)152.8%

Return Statistics

Ann Return (w trading costs)13.5%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)5.7%

Slump

Current Slump as Pcnt Equity142.5%
Current Slump, time of slump as pcnt of strategy life0.8%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$73
Avg Win$63
# Winners2105
Sum Trade PL (losers)$116,532
Sum Trade PL (winners)$132,839
Num Months Winners37
# Losers1591
% Winners57.0%

Dividends

Dividends Received in Model Acct1649

Age

Num Months filled monthly returns table222

Frequency

Avg Position Time (mins)2243.57
Avg Position Time (hrs)37.39
Avg Trade Length1.60
Last Trade Ago5410

Regression

Alpha0
Beta0.14
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0.01
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-77.56
MAE:PL (avg, all trades)-0.20
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats50.51
MAE:PL - Winning Trades - this strat Percentile of All Strats43.14
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.62
Avg(MAE) / Avg(PL) - Losing trades-1.57
Hold-and-Hope Ratio-0.01

RATIO STATISTICS

a (intercept, estimate of alpha)0.17
VAR (95 Confidence Intrvl)0.04

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)119
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 74 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
XCO long240Nov 18, 2011Nov 21, 2011$19
EDU long110Nov 18, 2011Nov 21, 2011($186)
CERN long100Nov 18, 2011Nov 21, 2011($67)
AVGO long90Nov 18, 2011Nov 21, 2011($51)
WNR long210Nov 17, 2011Nov 18, 2011($31)
NGD long240Nov 17, 2011Nov 18, 2011($180)
F long260Nov 17, 2011Nov 18, 2011($70)
AGU long40Nov 17, 2011Nov 18, 2011($67)
DAL long360Nov 17, 2011Nov 18, 2011($11)
LUV long340Nov 17, 2011Nov 18, 2011($27)
TTM long160Nov 17, 2011Nov 18, 2011($65)
BSBR long340Nov 17, 2011Nov 18, 2011($123)
EPI long150Nov 17, 2011Nov 18, 2011($47)
CCL long90Nov 17, 2011Nov 18, 2011$75
TTWO long200Nov 17, 2011Nov 18, 2011$70
CVI long130Nov 16, 2011Nov 17, 2011($367)
GME long120Nov 16, 2011Nov 17, 2011($134)
EW long40Nov 16, 2011Nov 17, 2011($89)
SCO long70Nov 16, 2011Nov 17, 2011$73
UNG long93Nov 16, 2011Nov 17, 2011$80
ANF long60Nov 16, 2011Nov 17, 2011$78
ATVI long220Nov 15, 2011Nov 16, 2011$16
MRX long80Nov 15, 2011Nov 16, 2011($116)
IBN long450Nov 15, 2011Nov 16, 2011($4)
CIT long80Nov 15, 2011Nov 16, 2011$6
COO long40Nov 15, 2011Nov 16, 2011($161)
FII long160Nov 14, 2011Nov 15, 2011$72
UNG long83Nov 11, 2011Nov 14, 2011($92)
DAL long340Nov 10, 2011Nov 11, 2011$41
UAL long160Nov 10, 2011Nov 11, 2011$74

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.