Scarecrow Symphonic ETF is a strategy which trades Stocks.
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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.
Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (2.8%) | |||||||||||
| 2010 | +11.3% | +1.2% | +15.5% | +8.8% | (16.3%) | +0.4% | +2.3% | (2.9%) | +7.9% | +6.6% | (5.6%) | +7.2% |
| 2011 | +0.2% | +6.1% | (2.5%) | +6.6% | +1.0% | (6%) | - | - | - | - | - | - |
| 2012 | - |
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Subscribe to System
| $1200 per quarter, only if profitable | Details |
This is a pay-for-performance system. Subscriptions cost $1200 at the end of each quarter, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.
System creator requested that closed trades data below be delayed by seven days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 6/22/11 15:58 | BUY | 1,154 | UWM | ULTRA RUSSELL2000 PROSHARES | 44.11 | 6/23 15:58 |
44.38 | Low | $289 |
| 6/22/11 15:57 | BUY | 235 | QLD | Proshares Ultra QQQ ETF 2x | 81.86 | 6/23 15:57 |
83.26 | Low | $324 |
| 6/15/11 15:58 | BUY | 280 | TWM | ULTRASHORT RUSSELL2000 PROSH | 47.31 | 6/22 15:56 |
44.76 | Low | ($720) |
| 6/17/11 15:58 | BUY | 119 | QID | Proshares UltraShort QQQ ETF 2x | 56.94 | 6/22 15:55 |
54.64 | Low | ($276) |
| 6/16/11 15:58 | BUY | 737 | QLD | Proshares Ultra QQQ ETF 2x | 79.33 | 6/17 15:56 |
78.91 | Low | ($325) |
| 6/13/11 15:58 | BUY | 122 | QID | Proshares UltraShort QQQ ETF 2x | 55.61 | 6/16 15:56 |
56.53 | Low | $110 |
| 6/7/11 15:56 | BUY | 1,377 | UWM | ULTRA RUSSELL2000 PROSHARES | 43.97 | 6/15 15:56 |
42.68 | Low | ($1,806) |
| 6/6/11 15:58 | BUY | 877 | QLD | Proshares Ultra QQQ ETF 2x | 84.29 | 6/13 15:56 |
81.01 | Normal | ($2,893) |
| 6/6/11 15:59 | BUY | 303 | TWM | ULTRASHORT RUSSELL2000 PROSH | 45.71 | 6/9 12:22 |
45.73 | Low | $0 |
| 4/11/11 15:58 | BUY | 3,173 | UWM | ULTRA RUSSELL2000 PROSHARES | 47.20 | 6/6 15:57 |
48.28 | Normal | $3,360 |
| 6/3/11 15:58 | BUY | 136 | QID | Proshares UltraShort QQQ ETF 2x | 52.29 | 6/6 15:56 |
53.04 | Low | $99 |
| 5/13/11 15:58 | BUY | 1,034 | QLD | Proshares Ultra QQQ ETF 2x | 90.43 | 6/3 15:56 |
88.76 | Normal | ($1,753) |
| 5/12/11 15:59 | BUY | 144 | QID | Proshares UltraShort QQQ ETF 2x | 47.89 | 5/13 15:56 |
48.95 | Low | $150 |
| 4/11/11 15:57 | BUY | 2,550 | QLD | Proshares Ultra QQQ ETF 2x | 89.93 | 5/12 15:56 |
91.63 | Low | $4,285 |
| 4/4/11 15:59 | BUY | 390 | QID | Proshares UltraShort QQQ ETF 2x | 51.28 | 4/11 15:56 |
51.78 | Low | $188 |
Reviews
Willing to accept larger drawdowns than this subscriber is comfortable with. Hard to see how all 5 of the indicators could have indicated a long position during this recent market drop.
They did. Look back period(s) may not be as short as one would have liked for the worst May since the Kennedy administration, however over time is an extremely effective time frame to trade around. Once the history is digested the trading frequncy tends to increase and recovery of draws is much quicker than general market recovery.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 73 |
| # Profitable | 44 (60.3%) |
| # months tracked | 26 |
| Profitable months | 13 (50.0%) |
| Avg trade duration | 9.3 days |
| Annual return (compounded) | 18.4% |
| Average win | $2,373 |
| Average loss | $2,146 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 21.35% |
| drawdown period | April 29, 2010 to July 02, 2010 |
| Correlation w/ S&P | 0.411 |
| Sharpe ratio | 0.895 |
Keep after worst-case slippage  | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 39.0% |
| Chance of 20% account loss | 2.4% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.21 |
| Average P/L per unit traded | $0.14 |
System Description
The various signals differ in their opportunity analysis providing diversification in analysis and outcomes. The signals used to determine the overarching position are subject to change by Scarecrow Trading.
Restrictions: Scarecrow Trading offers this signal to individual investors only. It is not to be used for money management by registered firms. If an individual wishes a firm to manage their funds with this signal an individual subscription is required. Advisors seeking other use of this signal for managing client funds may contact me directly to discuss contract terms.
- 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.
