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Featured Strategy Iberia Capital Strategy Followed by live capital $29,300 Hypothetical

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Trader's Prophets

By VirtualTradeDesk

Stocks · Started Feb 2010

hypothetical · Annual Return (Compounded)
-64.1%
Max Drawdown
—
Trades
238
Win Trades
44.5%
Profit Factor
1.90
Win Months
6.5%

About this strategy

We have created 2 systems. One is for day and shorter term trading and one is for Swing Trading. This is our shorter term system.

With over 15 years on Wall Street, training almost 400 traders, and running 3 successful trading desks, we have decided to run a simple, (ideal for short term and day traders) trading system to help others make a living. Try our systems out for a free trials and see how we can help you make money. This is one of our simple market timing systems that we use in order for traders to make simple trades. We take small losses. Trader's Prophets is designed to help traders follow our trades and be profitable.

We have set up a forum here on Collective2 for both our systems to help facilitate communication about our system. You can also check out our Blog on Virtual Trade Desk-www.virtualtradedesk.com/profile/TradersProphets
and follow us on Twitter
http://twitter.com/tradersprophets

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20108.5-2.2-23.9-20.4-30.9-17.138.7-41.9-282.5-0.8-3.3-152.7
2011-5.7-0.7-73.4-1.3-1.30.00.0-1.3-1.30.00.0-1.3
2012-1.30.00.00.00.00.00.00.00.00.00.0-1.3
2013-1.30.00.00.00.0-1.30.0-1.30.0-1.3-1.30.0
2014-1.30.0-1.30.0-1.3-1.30.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.0-1.3-1.30.00.0
20160.00.00.00.0-1.3-1.30.00.00.00.00.00.0
20170.00.00.00.0-1.30.0-1.30.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.0-1.3-1.30.0
20190.00.00.00.00.00.00.00.0-1.3-1.30.00.0
2020-1.3-1.30.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.0-1.3-1.30.00.00.00.0-1.3
2023-1.30.00.00.0-1.3-1.30.00.00.0-1.3-1.3-1.3
2024-1.30.00.0-1.3-1.30.00.00.00.00.00.00.0
20250.00.00.00.0-1.3-1445.20.2-1.80.83.42.42.2-1564.8
2026-0.1-2.32.10.7-0.80.20.81.00.41.7

Statistics

Overview

Strategy began2/10/2010
Suggested Minimum Capital$10,000
Age202 months
What it tradesStocks
# Trades238
# Profitable106
% Profitable44.5%
Avg trade duration25.2 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)6.2%
Avg win$347
Avg loss$150

Ratios

W:L ratio1.86
Sharpe Ratio-0.75
Sortino Ratio-0.79
Calmar Ratio0.27

CORRELATION STATISTICS

Correlation to SP500-0.02
Return Percent SP500 (cumu) during strategy life614.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-125.4%

Return Statistics

Ann Return (w trading costs)-64.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)6.2%

Slump

Current Slump as Pcnt Equity0.0%
Current Slump, time of slump as pcnt of strategy life0.0%

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 loss85.4%
Chance of 20% account loss54.8%
Chance of 30% account loss37.2%
Chance of 40% account loss9.1%
Chance of 50% account loss6.7%
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? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$150
Avg Win$347
# Winners106
Sum Trade PL (losers)$19,782
Sum Trade PL (winners)$36,795
Num Months Winners2
# Losers132
% Winners44.5%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table9

Frequency

Avg Position Time (mins)36268.85
Avg Position Time (hrs)604.48
Avg Trade Length25.20
Last Trade Ago5888

Regression

Alpha0
Beta-0.28
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03
MAE:Equity, 95th Percentile Value for this strat0.08
MAE:Equity, average, losing trades0.03
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.02
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades3.77
MAE:PL (avg, all trades)-0.55
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats34.46
MAE:PL - Winning Trades - this strat Percentile of All Strats29.12
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.98
Avg(MAE) / Avg(PL) - Losing trades-1.33
Hold-and-Hope Ratio0.31

RATIO STATISTICS

a (intercept, estimate of alpha)2885.04
VAR (95 Confidence Intrvl)0.59

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)1275
Last 4 Months - Pcnt Negative0.8%

Trading record

Placed 374 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
ATVI long1500Jul 29, 2010Aug 2, 2010$250
CHS short1800Jul 26, 2010Jul 29, 2010$931
MSFT long650Jul 22, 2010Jul 26, 2010($6)
AAPL long464Jul 16, 2010Jul 22, 2010$508
AA short1400Jul 12, 2010Jul 16, 2010($360)
GS long110Jul 16, 2010Jul 16, 2010($133)
CSX long1212Jul 13, 2010Jul 13, 2010($117)
CSX long2424Jul 13, 2010Jul 13, 2010$123
CSX long2424Jul 13, 2010Jul 13, 2010$218
CSX long2424Jul 12, 2010Jul 13, 2010$659
S long1700Jul 12, 2010Jul 12, 2010$12
SKS short2100Jul 9, 2010Jul 12, 2010($283)
MSG short600Jul 8, 2010Jul 9, 2010$469
FCN short400Jul 7, 2010Jul 8, 2010$212
NDN short1000Jul 7, 2010Jul 7, 2010($95)
AU short350Jul 7, 2010Jul 7, 2010($175)
GENZ short290Jul 6, 2010Jul 7, 2010$127
MCO short700Jun 30, 2010Jul 6, 2010($187)
BP short1200Jun 25, 2010Jun 30, 2010($1,170)
AET long500Jun 25, 2010Jun 25, 2010($15)
DBD short700Jun 2, 2010Jun 25, 2010($1,384)
GS long150May 3, 2010May 17, 2010($1,517)
GS long165Apr 29, 2010Apr 30, 2010($2,465)
X short450Apr 29, 2010Apr 29, 2010($30)
X short450Apr 29, 2010Apr 29, 2010$141
PNC long400Apr 29, 2010Apr 29, 2010$149
GS long165Apr 29, 2010Apr 29, 2010$19
AEM short400Apr 29, 2010Apr 29, 2010($63)
GS long170Apr 27, 2010Apr 29, 2010$785
GS long175Apr 20, 2010Apr 26, 2010($1,866)

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.