Zig Zag North
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Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | (0.7%) | (1.9%) | +1.2% | +7.7% | +17.6% | +13.8% | (22.4%) | |||||
| 2009 | +1.4% | (25.2%) | (13.4%) | +13.9% | +3.1% | +2.5% | +11.6% | +1.0% | +7.4% | (4.8%) | +8.4% | +7.5% |
| 2010 | (10%) | +5.8% | +11.9% | +3.0% | (12.2%) | (6.8%) | +6.8% | (8.1%) | +20.0% | +10.2% | (0.9%) | +7.9% |
| 2011 | +6.4% | +1.5% | (1%) | +5.0% | (6%) | (2.7%) | +5.2% | (11%) | (2.5%) | +12.6% | (12.5%) | +5.7% |
| 2012 | +12.4% | +13.3% | +7.3% | (2.5%) | (9.2%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 6/26/2008 (47 months ago) |
| System developer |
Zig Zag North 
(Last login to C2: 1/15/10 21:50) C2 Score: 857  |
System creator requested that closed trades data below be delayed by six days.
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 2/20/09 9:30 | BUY | 33 | QID | Proshares UltraShort QQQ ETF 2x | 296.30 | 3/20 9:31 |
259.40 | Extreme | ($1,220) |
| 2/6/09 9:30 | BUY | 766 | QLD | Proshares Ultra QQQ ETF 2x | 14.17 | 2/20 9:30 |
12.10 | Extreme | ($1,604) |
| 1/16/09 9:30 | BUY | 38 | QID | Proshares UltraShort QQQ ETF 2x | 286.40 | 2/6 9:30 |
258.05 | Very | ($1,079) |
| 1/9/09 9:30 | BUY | 830 | QLD | Proshares Ultra QQQ ETF 2x | 14.44 | 1/16 9:30 |
13.23 | Extreme | ($1,013) |
| 9/8/08 9:30 | BUY | 38 | QID | Proshares UltraShort QQQ ETF 2x | 231.15 | 1/9/09 9:30 | 264.95 | Low | $1,282 |
| 8/1/08 9:30 | BUY | 264 | QLD | Proshares Ultra QQQ ETF 2x | 36.85 | 9/8 9:30 |
34.29 | Very | ($680) |
| 7/25/08 9:30 | BUY | 44 | QID | Proshares UltraShort QQQ ETF 2x | 225.05 | 8/1 9:30 |
219.10 | Normal | ($264) |
| 7/18/08 9:30 | BUY | 280 | QLD | Proshares Ultra QQQ ETF 2x | 36.40 | 7/25 9:32 |
36.03 | Normal | ($111) |
| 6/27/08 9:30 | BUY | 44 | QID | Proshares UltraShort QQQ ETF 2x | 220.90 | 7/18 9:31 |
223.50 | Normal | $112 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 10 |
| # Profitable | 3 (30.0%) |
| # months tracked | 48 |
| Profitable months | 29 (60.4%) |
| Avg trade duration | 141.8 days |
| Annual return (compounded) | 17.7% |
| Average win | $4,267 |
| Average loss | $845 |
| Profit factor | 2.8:1 |
| Max peak-to-valley drawdown (historical) | 62.39% |
| drawdown period | Nov 21, 2008 to March 20, 2009 |
| Correlation w/ S&P | -0.256 |
| Sharpe ratio | 0.478 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 81.2% |
| Chance of 20% account loss | 64.7% |
| Chance of 30% account loss | 50.0% |
| Chance of 50% account loss | 0.1% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.77 |
| Average P/L per unit traded | ($4.56) |
| Sum of dividends and cash expir. in model account | $1,951 |
Reviews
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System Description
Our goals are simply to beat the SP500 market index with minimal additional trading risk. Our general strategy is to hold a long position when the market is climbing and to hold a short position when the market is declining. Our system performs well when the market decidedly moves in one direction for a long duration. Drops generally occur when the market is volatile and sideways. Our system is not fit for hitting a quick home run. Zig Zag North works well for patient investors who invest for the long run. Read our site http://www.zigzagnorth.com for detailed information.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. 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.
