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Zig Zag North



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Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2008                                   (0.7%)(1.6%)+1.6%+8.0%+17.7%+13.8%(21.9%)
2009+1.7%(24.3%)(12.5%)+13.7%+3.4%+2.7%+11.4%+1.3%+7.3%(4.3%)+8.2%+7.4%
2010(9.2%)+5.8%+11.5%+3.1%(11.2%)(6%)+6.6%(7.2%)+18.6%+9.7%(0.6%)+7.6%
2011+6.2%+1.6%(0.7%)+4.8%(5.4%)(2.3%)+5.0%(10%)(2%)+11.7%(11.2%)+5.4%
2012+11.1%                                                                  


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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Technical analysis, Market timing
System started 6/26/2008 (44 months ago)
System developer Zig Zag North
(Last login to C2: 1/15/10 21:50)
C2 Score: 840



Recently Closed Trades

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

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/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 383 QLD Proshares Ultra QQQ ETF 2x 28.34 2/20
9:30
24.19 Extreme ($1,597)
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 415 QLD Proshares Ultra QQQ ETF 2x 28.87 1/16
9:30
26.47 Extreme ($1,004)
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 132 QLD Proshares Ultra QQQ ETF 2x 73.70 9/8
9:30
68.59 Very ($678)
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 140 QLD Proshares Ultra QQQ ETF 2x 72.80 7/25
9:32
72.05 Normal ($108)
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
Trades10
# Profitable3 (30.0%)
# months tracked44
Profitable months27 (61.4%)
Avg trade duration130.9 days
Annual return (compounded)16.7%
Average win$3,797
Average loss$845
Profit factor2.6:1
Max peak-to-valley drawdown (historical)62.39%
drawdown periodNov 21, 2008 to March 20, 2009
Correlation w/ S&P-0.256
Sharpe ratio0.419
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss81.2%
Chance of 20% account loss64.7%
Chance of 30% account loss50.0%
Chance of 50% account loss0.1%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.61
Average P/L per unit traded($5.25)
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.

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$34.85 per monthDetails

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Overview

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. http://www.zigzagnorth.com
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- 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$15,518
Cash$1
Equity$1
Cumulative $*$7,422
Total System Equity$17,422
Margined$1
Open P/L$9,312
System vendor has delayed data by 6 days for non-subs.


System Forum

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System Introduction
TJ Wilkinson at 10/7/08 21:21ET

Our goals are simply to beat the SP500 market index with minimal additional trading risk and minimal additional trading activity. Our genera...

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