Loading historical trade record for Zig Zag North...


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Zig Zag North

What it trades: Stocks Strategies: Technical analysis, Market timing

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2008                                   (0.7%)(1.5%)+1.6%+8.0%+17.6%+13.8%(21.8%)
2009+1.7%(24.2%)(12.4%)+13.7%+3.4%+2.7%+11.4%+1.3%+7.3%(4.3%)+8.2%+7.4%
2010(9.2%)+5.7%+11.5%+3.1%(11.2%)(6%)+6.6%(7.2%)+4.8%                  

 
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Subscription Terms

$34.85 per month (Details)

Subscriptions cost $34.85 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)

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Strategy Description 


Our strategy is to hold a long position when the market is climbing and to hold a short position when the market is declining. We invest in market index funds QLD and QID and hold one position at a time. www.zigzagnorth.com
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 that text above is an accurate Strategy Description. (Contact System Developer)




Recently Closed Trades

Details

System creator requested that closed trades data below be delayed by six days.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
2/20/09 9:30 BUY 164 QID Proshares UltraShort QQQ ETF 2x 59.26 3/20 9:31 51.88 Extreme ($1,210)
2/6/09 9:30 BUY 383 QLD Proshares Ultra QQQ ETF 2x 28.34 2/20 9:30 24.19 Extreme ($1,589)
1/16/09 9:30 BUY 188 QID Proshares UltraShort QQQ ETF 2x 57.28 2/6 9:30 51.61 Very ($1,066)
1/9/09 9:30 BUY 415 QLD Proshares Ultra QQQ ETF 2x 28.87 1/16 9:30 26.47 Extreme ($996)
9/8/08 9:30 BUY 190 QID Proshares UltraShort QQQ ETF 2x 46.23 1/9/09 9:30 52.99 Low $1,284
8/1/08 9:30 BUY 132 QLD Proshares Ultra QQQ ETF 2x 73.70 9/8 9:30 68.59 Very ($675)
7/25/08 9:30 BUY 218 QID Proshares UltraShort QQQ ETF 2x 45.01 8/1 9:30 43.82 Normal ($259)
7/18/08 9:30 BUY 140 QLD Proshares Ultra QQQ ETF 2x 72.80 7/25 9:32 72.05 Normal ($105)
6/27/08 9:30 BUY 220 QID Proshares UltraShort QQQ ETF 2x 44.18 7/18 9:31 44.70 Normal $114

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Statistics

Analytics  
System has been audited since6/26/2008 (27 months ago)
Trades10
# Profitable3 (30.0%)
# months tracked28
Profitable months18 (64.3%)
Avg trade duration79.7 days
Annual return (compounded)7.6%
Average win$1,910
Average loss$842
Profit factor1.6:1
Max peak-to-valley drawdown (historical)62.39%
drawdown periodNov 21, 2008 to March 20, 2009
Correlation w/ S&P-0.256
Sharpe ratio0.146
C2Realism Factor 0%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss87.5%
Chance of 20% account loss70.6%
Chance of 30% account loss61.1%
Chance of 50% account loss0.1%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.02
Average P/L per unit traded($2.15)
Sum of dividends and cash expir. in model account$1,951


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 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.