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Debentis 3x Decay




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                                      +1.1%+4.6%
2012(1.9%)(5.2%)(0.5%)+4.5%+8.3%+0.1%+1.9%(1.1%)(2.9%)+1.0%+0.8%(2.5%)
2013(11%)(1.3%)(6.3%)+0.9%(19.5%)                                          
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Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies
System started 11/10/2011 (19 months ago)
System developer Tech Timing Group
(Last login to C2: 11/29/12 1:24)
C2 Score: 257

Vendor has created 3 other systems. Show



Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades8
# Profitable4 (50.0%)
# months tracked19
Profitable months9 (47.4%)
Avg trade duration556.9 days
Annual return (compounded)-18.1%
Average win$7,898
Average loss$14,418
Profit factor0.5:1
Max peak-to-valley drawdown (historical)37.02%
drawdown periodNov 15, 2012 to May 20, 2013
Correlation w/ S&P-0.283
Sharpe ratio-1.258
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss44.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.66
Average P/L per unit traded


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Overview

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Model Account Status

Started$100,000
Buy Power$1,761
Cash$197,354
Equity($32,725)
Cumulative $*($26,393)
Dividends Itemized
Total System Equity$73,606
Margined$162,867
Open P/L($26,077)


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