High-Probability, Mean-Reversion ETF Options Strategy
Subscribe Add to... AutoTrade Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2010 +3.7% +8.7% 2011 +5.6% - (6.4%) +10.1% +6.7% +1.3% +2.4% (3.6%) +7.1% (13.1%) +13.4% +0.6% 2012 (32.1%) (98.7%) (1362%) (6.4%) -
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 557 days.
Instruments
Mostly Options; (some stocks)
Strategies
Technical analysis, Unclassified
System started
11/5/2010 (19 months ago)
System developer
CrowderOptions.com 987 Vendor has created 1 other system. Show
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
2/7/12 13:23
BUY
15
SPY1217O135
SPY Mar12 135 put (exp 03/17/2012) 3.13
3/189:02
0.00 Extreme ($4,709)
1/19/12 14:35
BUY
7
SPY1217O131
SPY Mar12 131 put (exp 03/17/2012) 3.96
3/189:00
0.00 Extreme ($2,779)
1/10/12 9:42
BUY
10
SPY1217O130
SPY Mar12 130 put (exp 03/17/2012) 4.90
3/189:00
0.00 Extreme ($4,910)
1/4/12 13:36
BUY
10
QQQ1217O58
QQQ Mar12 58 put (exp 03/17/2012) 2.75
3/189:00
0.00 Extreme ($2,760)
12/6/11 9:38
BUY
10
DIA1221M121
DIA Jan12 121 put (exp 01/21/2012) 4.10
12/812:30
4.40 Normal $281
11/18/11 13:17
BUY
10
XLE1117L68
XLE Dec11 68 call (exp 12/17/2011) 2.97
11/309:53
3.70 Extreme $711
11/21/11 11:10
BUY
10
QQQ1221A54
QQQ Jan12 54 call (exp 01/21/2012) 2.68
11/309:53
3.31 High $611
11/8/11 14:40
BUY
12
USO1117X39
USO Dec11 39 put (exp 12/17/2011) 2.84
11/99:39
3.20 Low $409
10/6/11 10:08
BUY
12
QQQ1119W54
QQQ Nov11 54 put (exp 11/19/2011) 2.89
10/2610:59
1.01 Extreme ($2,279)
10/10/11 13:13
BUY
8
DIA1119W114
DIA Nov11 114 put (exp 11/19/2011) 4.55
10/2610:59
2.21 Extreme ($1,887)
10/24/11 13:51
BUY
15
IWM1117X74
IWM Dec11 74 put (exp 12/17/2011) 4.19
10/2610:59
5.83 Low $2,432
10/6/11 9:41
BUY
12
QQQ
POWERSHARES QQQ TRUST SERIE 53.57
10/69:45
53.46 Low ($3)
8/30/11 9:56
BUY
12
QQQ1122V56
QQQ Oct11 56 put (exp 10/22/2011) 3.02
9/29:31
3.57 Normal $637
7/6/11 14:44
BUY
15
QQQ1117U60
QQQ Sep11 60 put (exp 09/17/2011) 2.73
7/119:34
2.59 High ($239)
7/7/11 13:33
BUY
15
QQQ1117U61
QQQ Sep11 61 put (exp 09/17/2011) 2.77
7/119:34
3.23 Low $662
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
2/7/12 13:23
BUY
15
SPY1217O135
SPY Mar12 135 put (exp 03/17/2012)
3.13
3/189:02
0.00 Extreme ($4,709)
2/7/12 13:23
BTO
15
SPY1217O135
3.13
3/18/12 9:02
exp
15
SPY1217O135
0.00
1/19/12 14:35
BUY
7
SPY1217O131
SPY Mar12 131 put (exp 03/17/2012)
3.96
3/189:00
0.00 Extreme ($2,779)
1/19/12 14:35
BTO
7
SPY1217O131
3.96
3/18/12 9:00
exp
7
SPY1217O131
0.00
1/10/12 9:42
BUY
10
SPY1217O130
SPY Mar12 130 put (exp 03/17/2012)
4.90
3/189:00
0.00 Extreme ($4,910)
1/10/12 9:42
BTO
10
SPY1217O130
4.90
3/18/12 9:00
exp
10
SPY1217O130
0.00
1/4/12 13:36
BUY
10
QQQ1217O58
QQQ Mar12 58 put (exp 03/17/2012)
2.75
3/189:00
0.00 Extreme ($2,760)
1/4/12 13:36
BTO
10
QQQ1217O58
2.75
3/18/12 9:00
exp
10
QQQ1217O58
0.00
12/6/11 9:38
BUY
10
DIA1221M121
DIA Jan12 121 put (exp 01/21/2012)
4.10
12/812:30
4.40 Normal $281
12/6/11 9:38
BTO
10
DIA1221M121
4.10
12/8/11 12:30
STC
10
DIA1221M121
4.40
11/18/11 13:17
BUY
10
XLE1117L68
XLE Dec11 68 call (exp 12/17/2011)
2.97
11/309:53
3.70 Extreme $711
11/18/11 13:17
BTO
10
XLE1117L68
2.97
11/30/11 9:53
STC
10
XLE1117L68
3.70
11/21/11 11:10
BUY
10
QQQ1221A54
QQQ Jan12 54 call (exp 01/21/2012)
2.68
11/309:53
3.31 High $611
11/21/11 11:10
BTO
10
QQQ1221A54
2.68
11/30/11 9:53
STC
10
QQQ1221A54
3.31
11/8/11 14:40
BUY
12
USO1117X39
USO Dec11 39 put (exp 12/17/2011)
2.84
11/99:39
3.20 Low $409
11/8/11 14:40
BTO
12
USO1117X39
2.84
11/9/11 9:39
STC
12
USO1117X39
3.20
10/6/11 10:08
BUY
12
QQQ1119W54
QQQ Nov11 54 put (exp 11/19/2011)
2.89
10/2610:59
1.01 Extreme ($2,279)
10/6/11 10:08
BTO
12
QQQ1119W54
2.89
10/26/11 10:59
STC
12
QQQ1119W54
1.01
10/10/11 13:13
BUY
8
DIA1119W114
DIA Nov11 114 put (exp 11/19/2011)
4.55
10/2610:59
2.21 Extreme ($1,887)
10/10/11 13:13
BTO
8
DIA1119W114
4.55
10/26/11 10:59
STC
8
DIA1119W114
2.21
10/24/11 13:51
BUY
15
IWM1117X74
IWM Dec11 74 put (exp 12/17/2011)
4.19
10/2610:59
5.83 Low $2,432
10/24/11 13:51
BTO
15
IWM1117X74
4.19
10/26/11 10:59
STC
15
IWM1117X74
5.83
10/6/11 9:41
BUY
12
QQQ
POWERSHARES QQQ TRUST SERIE
53.57
10/69:45
53.46 Low ($3)
10/6/11 9:41
BTO
12
QQQ
53.57
10/6/11 9:45
STC
12
QQQ
53.46
8/30/11 9:56
BUY
12
QQQ1122V56
QQQ Oct11 56 put (exp 10/22/2011)
3.02
9/29:31
3.57 Normal $637
8/30/11 9:56
BTO
12
QQQ1122V56
3.02
9/2/11 9:31
STC
12
QQQ1122V56
3.57
7/6/11 14:44
BUY
15
QQQ1117U60
QQQ Sep11 60 put (exp 09/17/2011)
2.73
7/119:34
2.59 High ($239)
7/6/11 14:44
BTO
15
QQQ1117U60
2.73
7/11/11 9:34
STC
15
QQQ1117U60
2.59
Auto Close: 7/11/11 (9:34)
7/7/11 13:33
BUY
15
QQQ1117U61
QQQ Sep11 61 put (exp 09/17/2011)
2.77
7/119:34
3.23 Low $662
7/7/11 13:33
BTO
15
QQQ1117U61
2.77
7/11/11 9:34
STC
15
QQQ1117U61
3.23
Auto Close: 7/11/11 (9:34)
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 31 # Profitable 22 (71.0%) # months tracked 19 Profitable months 10 (52.6%) Avg trade duration 12.6 days Annual return (compounded) -81.4% Average win $503 Average loss $2,256 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 95.23% drawdown period Dec 08, 2011 to March 18, 2012 Correlation w/ S&P -0.044 Sharpe ratio -1.929 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 100.0%
Chance of 50% account loss 0.9% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.26 Average P/L per unit traded ($35.26)
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Options-based strategy uses proprietary overbought/oversold models coupled with Wilders RSI (2) to take advantage of technical extremes.
read more... - 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.
Model Account Status Started $10,000 Buy Power $758 Cash $758 Equity $0 Cumulative $ ($9,241) Total System Equity $758 Margined $0 Open P/L $0
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