Strategy IND2 multiple 3X200 Statistics

Owner name: mark_m Member for: 5 years 7 months Since: Tue, 2011-08-30 18:17
Strategy Allocation: 100% Position Size: 5.00% Max positions: 2
Paired Universe: ETF321 Total Securities: 200
Comment: A good strategy for a upward market, not the one for 2008 :-) years
Published: 2013-04-18 Refreshed: 2017-04-01 Users: 0 Link:
Monthly P&L
Month AprMayJunJulAugSepOctNovDecJanFeb
P&L 0.99%12.82%4.42%-3.85%-1.99%2.95%1.51%-1.95%-0.41%-2.34%-1.22%
Equity Curve
Strategy Statistics
Universe Name P&L 1Y P&L/MDD MDD (end of trade) MDD Days Avg. Exposure (?)
ETF321 11.46% 0.84 -13.66% 21 18.00%

Strategy data
Allocation Position size Max position Position Priority Entry Entry deep
100% ($100,000.00) 5.00% 2 None Limit 2
Trade Statistics
Trades Wins Even Loses Trade Average P&L
ALL : 61 41 (67.21%) 0 (0.00%) 20 (32.79%) 3.76%
LONG : 61 41 (67.21%) 0 (0.00%) 20 (32.79%) 3.76%
SHORT: 0 0 (0.00%) 0 (0.00%) 0 (0.00%) 0.00%
Note: only one trade per day is displayed. You may miss few trades in the map.

Max Drawdown Data
MDD MDD Days Start Date End Date
-13,663 (-13.66%) 21 2016-05-03 2016-05-24
-10,198 (-10.20%) Open 2016-07-13 0000-00-00
-1,583 (-1.58%) 14 2016-05-27 2016-06-10
-1,239 (-1.24%) 7 2016-04-22 2016-04-29
-463 (-0.46%) 2 2016-06-22 2016-06-24
-211 (-0.21%) 1 2016-06-16 2016-06-17
-129 (-0.13%) 2 2016-04-04 2016-04-06
-113 (-0.11%) 2 2016-06-27 2016-06-29
-59 (-0.06%) 12 2016-04-07 2016-04-19
-43 (-0.04%) 3 2016-07-08 2016-07-11
Trade List
No. Type Buy Date Buy Close Symbol Sell Date Sell Close P&L (%) Profit
1 Long 2016-04-04 9.32 USO 2016-04-07 9.49 1.82% $91.00
2 Long 2016-04-19 870.00 TVIX 2016-05-02 925.00 6.32% $316.00
3 Long 2016-04-19 379.00 UVXY 2016-05-02 409.50 8.05% $402.50
4 Long 2016-04-27 34.77 TYH 2016-05-25 37.12 6.76% $338.00
5 Long 2016-04-28 71.41 QLD 2016-05-26 73.68 3.18% $159.00
6 Long 2016-05-02 29.88 OIH 2016-05-10 105.92 254.48% $12724.00
7 Long 2016-05-27 282.50 UVXY 2016-06-13 330.00 16.81% $840.50
8 Long 2016-05-27 55.40 VXX 2016-06-13 60.08 8.45% $422.50
9 Long 2016-05-31 597.50 TVIX 2016-06-10 625.00 4.60% $230.00
10 Long 2016-06-08 31.97 BZQ 2016-06-13 35.50 11.04% $552.00
11 Long 2016-06-08 31.89 EDZ 2016-06-13 36.79 15.37% $768.50
12 Long 2016-06-16 35.30 DIG 2016-07-01 37.42 6.01% $300.50
13 Long 2016-06-16 37.18 IYE 2016-06-30 37.85 1.80% $90.00
14 Long 2016-06-16 6.14 OIL 2016-06-21 6.39 4.07% $203.50
15 Long 2016-06-16 11.40 USO 2016-06-21 11.76 3.16% $158.00
16 Long 2016-06-22 31.46 BZQ 2016-06-28 30.89 -1.81% $-90.50
17 Long 2016-06-23 31.83 EDZ 2016-06-27 36.88 15.87% $793.50
18 Long 2016-06-23 18.78 EEV 2016-06-27 20.78 10.65% $532.50
19 Long 2016-07-06 65.52 GLL 2016-07-13 68.01 3.80% $190.00
20 Long 2016-07-12 65.84 SQQQ 2016-09-12 61.84 -6.08% $-304.00
21 Long 2016-07-12 83.40 SRTY 2016-09-12 78.68 -5.66% $-283.00
22 Long 2016-07-12 395.00 TVIX 2016-09-12 250.20 -36.66% $-1833.00
23 Long 2016-07-12 31.78 TZA 2016-09-12 29.82 -6.17% $-308.50
24 Long 2016-07-12 47.68 VXX 2016-09-12 39.29 -17.60% $-880.00
25 Long 2016-07-14 52.80 SDOW 2016-09-12 56.40 6.82% $341.00
26 Long 2016-07-14 24.15 SMN 2016-09-12 25.57 5.88% $294.00
27 Long 2016-07-14 23.75 SPXU 2016-09-12 24.99 5.22% $261.00
28 Long 2016-07-18 167.25 UVXY 2016-09-12 114.60 -31.48% $-1574.00
29 Long 2016-07-27 5.38 OIL 2016-08-05 5.26 -2.23% $-111.50
30 Long 2016-07-27 10.08 USO 2016-08-05 9.83 -2.48% $-124.00
31 Long 2016-08-18 117.01 DTO 2016-08-23 125.00 6.83% $341.50
32 Long 2016-08-18 46.27 DUG 2016-09-15 49.00 5.90% $295.00
33 Long 2016-09-22 179.80 TVIX 2016-10-12 182.10 1.28% $64.00
34 Long 2016-09-22 82.30 UVXY 2016-10-12 83.58 1.56% $78.00
35 Long 2016-09-22 33.74 VXX 2016-10-13 35.69 5.78% $289.00
36 Long 2016-10-05 116.62 DTO 2016-11-01 126.26 8.27% $413.50
37 Long 2016-10-05 12.63 NUGT 2016-10-14 12.00 -4.99% $-249.50
38 Long 2016-10-06 20.34 DRN 2016-10-14 21.33 4.87% $243.50
39 Long 2016-10-06 110.50 URE 2016-12-09 112.83 2.11% $105.50
40 Long 2016-10-24 148.50 TVIX 2016-10-28 160.40 8.01% $400.50
41 Long 2016-10-24 67.90 UVXY 2016-10-28 73.55 8.32% $416.00
42 Long 2016-10-24 30.88 VXX 2016-10-31 33.24 7.64% $382.00
43 Long 2016-10-25 8.60 UNG 2016-11-22 7.80 -9.30% $-465.00
44 Long 2016-11-01 68.36 SSO 2016-11-09 68.14 -0.32% $-16.00
45 Long 2016-11-02 82.56 QLD 2016-11-09 81.94 -0.75% $-37.50
46 Long 2016-11-02 35.62 XIV 2016-11-08 36.80 3.31% $165.50
47 Long 2016-11-11 68.00 SRTY 2017-01-31 53.13 -21.87% $-1093.50
48 Long 2016-11-11 25.78 TZA 2017-01-31 20.09 -22.07% $-1103.50
49 Long 2016-11-14 26.27 FAZ 2017-03-22 20.20 -23.11% $-1155.50
50 Long 2016-12-13 35.72 DUG 2017-01-31 39.84 11.53% $576.50
51 Long 2016-12-21 85.40 TVIX 2016-12-30 89.30 4.57% $228.50
52 Long 2016-12-21 39.10 UVXY 2016-12-30 41.00 4.86% $243.00
53 Long 2016-12-28 18.97 BZQ 2017-02-27 13.44 -29.15% $-1457.50
54 Long 2017-01-05 23.24 TMV 2017-01-20 23.49 1.08% $54.00
55 Long 2017-01-10 69.10 TVIX 2017-02-24 51.30 -25.76% $-1288.00
56 Long 2017-01-10 31.65 UVXY 2017-02-24 23.60 -25.43% $-1271.50
57 Long 2017-02-15 19.03 EDZ 2017-03-10 19.63 3.15% $157.50
58 Long 2017-02-23 65.46 XIV 2017-03-17 73.23 11.87% $593.50
59 Long 2017-03-07 22.11 DRN 2017-03-16 20.80 -5.92% $-296.00
60 Long 2017-03-09 101.66 TNA 2017-03-17 106.68 4.94% $247.00
61 Long 2017-03-09 19.62 XES 2017-03-30 20.00 1.94% $97.00

End of Period Holdings
Note: the trades below represent the maximum possible holding at the end of the period. These trades list is subjected to available allocation to enter into these positions. In reality you will find fewer open trades.
No. Symbol Long/Short Entry Date Entry price Last Price P&L (%) P&L ($) Holdings
1 EWH Long 16-Jun-16 19.0806 22.25 16.61% 830.53 5,830.50
2 TZA Long 30-Mar-17 18.179 18.04 -0.76% -38.23 4,962.00
3 DGP Long 04-Oct-16 25.78 23.43 -9.12% -455.78 4,544.00
4 EWC Long 16-Jun-16 24.01 26.88 11.95% 597.67 5,597.50
5 RWM Long 12-Jul-16 55.9776 47.59 -14.98% -749.19 4,251.00
6 AMJ Long 02-Nov-16 29.2236 32.30 10.53% 526.36 5,526.50
7 TBT Long 05-Jan-17 39.347 39.13 -0.55% -27.58 4,972.50
8 URTY Long 09-Mar-17 116.9238 124.16 6.19% 309.44 5,309.50
9 USO Long 10-Mar-17 10.3194 10.64 3.11% 155.34 5,155.50
10 SRTY Long 30-Mar-17 48.0396 47.63 -0.85% -42.63 4,957.50
Subtotal PNL= $ 1,105.92 Open Positions: $51,106.50
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