Jump to content

2011 Performance

  

Monthly returns verified by Pro-Trading-Profits (excluding commissions):



Key statistics 07/29/2011-12/31/2011 (based on $1,000 per trade):
• Total trades: 91
• Winning ratio: 60%
• Average holding period: 6.8 days
• Average return per trade: 13.6% ($136)
• Average number of trades at any given time: 3.3
• Maximum number of trades at any given time: 6.0
• Average capital on risk: $3,300
• Maximum capital on risk: $6,000
• Cumulative non-compounded return: $12,376 (1,237%)
• Total ROI based on maximum capital on risk: 206.2%

Comments:
• The track record of the model portfolio is based on real trades, not hypothetical performance.
• The 2011 numbers are pre-launch trades prior to the official launch of the service.
• The returns don't include commissions since those vary between brokers.
• Past performance is no guarantee of future performance.
• The model portfolio value based on starting value of $10,000 and allocating 10% of the portfolio ($1,000) per trade.
• $10,000 is just a random number, the performance can be scaled up to any number.
• Maximum of 6 trades are open at any given time with average of 3-4 trades.
• We use a Total Portfolio approach for performance calculation.
• This approach reflects the growth of the entire account even though we never have more than 60% of our capital at risk.
• The ROI (return on capital) is much higher than our advertised performance due to the high cash reserve we keep.
• All capital not at risk is kept in cash.
• Performance returns are based on the entire portfolio, not just what was at risk.

Entry Date Exit Date Holding Period Trade P/L Portfolio Value
12/29/11 01/04/12 6 days MON strangle 15.1% 32,032
12/13/11 12/20/11 7 days WAG strangle 0.1% 31,556
12/13/11 12/15/11 2 days ADBE strangle -11.6% 31,553
12/12/11 12/20/11 8 days NKE strangle -6.9% 31,923
11/30/11 12/14/11 14 days FDX RIC 26.9% 32,145
12/05/11 12/12/11 7 days BBY strangle 2.2% 31,303
12/02/11 12/15/11 13 days RIMM strangle 7.2% 31,234
11/30/11 12/05/11 5 days AZO RIC 20.0% 31,011
11/30/11 12/07/11 7 days CIEN strangle -19.7% 30,403
11/22/11 11/28/11 6 days TIF strangle 10.3% 31,014
11/22/11 11/30/11 8 days LULU strangle -3.4% 30,697
11/22/11 11/29/11 7 days OTVI strangle -9.0% 30,802
11/17/11 11/21/11 4 days HPQ strangle 6.1% 31,082
11/15/11 11/18/11 3 days GES strangle 28.5% 30,893
11/15/11 11/16/11 1 days YOKU strangle -8.0% 30,037
11/14/11 11/17/11 3 days CRM strangle 4.3% 30,280
11/11/11 11/18/11 7 days ARUN strangle 0.2% 30,150
11/09/11 11/15/11 6 days ADSK strangle -14.0% 30,144
11/09/11 11/16/11 7 days NTAP strangle -19.2% 30,572
11/08/11 11/09/11 1 days ADSK strangle 35.7% 31,170
11/07/11 11/11/11 4 days CTRP strangle -15.4% 30,096
11/03/11 11/07/11 4 days FOSL strangle -11.9% 30,567
11/03/11 11/09/11 6 days GMCR strangle 8.6% 30,935
11/03/11 11/08/11 5 days SINA strangle -27.4% 30,671
11/02/11 11/03/11 1 days FSLR strangle -27.3% 31,535
11/02/11 11/10/11 8 days DIS strangle -18.0% 32,420
10/31/11 11/02/11 2 days FLR strangle 5.2% 33,014
10/28/11 11/03/11 6 days HANS strangle 11.1% 32,844
10/27/11 11/01/11 5 days JDSU strangle 14.1% 32,483
10/27/11 11/02/11 6 days FSLR strangle 1.3% 32,031
10/27/11 10/27/11 0 days FSLR strangle 103.8% 31,990
10/26/11 11/01/11 6 days CF strangle 1.6% 28,981
10/26/11 10/27/11 1 days JDSU strangle 31.6% 28,935
10/25/11 11/02/11 8 days VCLK strangle 27.4% 28,049
10/24/11 10/27/11 3 days BIDU strangle 51.1% 27,301
10/24/11 10/27/11 3 days LVS strangle 12.9% 25,974
10/21/11 10/25/11 4 days AMZN strangle -13.2% 25,643
10/20/11 10/24/11 4 days FFIV strangle 42.6% 25,986
10/20/11 10/24/11 4 days NFLX strangle 27.2% 24,924
10/19/11 10/26/11 7 days AKAM strangle -15.5% 24,264
10/18/11 10/25/11 7 days BRCM strangle -3.0% 24,646
10/14/11 10/18/11 4 days JNPR strangle 9.8% 24,720
10/14/11 10/18/11 4 days AAPL strangle -13.3% 24,480
10/12/11 10/20/11 8 days SNDK strangle -33.8% 24,810
10/11/11 10/14/11 3 days AAPL strangle 31.0% 25,678
10/10/11 10/18/11 8 days APOL strangle -33.2% 24,906
10/10/11 10/14/11 4 days HOG strangle 61.0% 25,761
10/07/11 10/12/11 5 days JPM strangle -11.0% 24,280
10/06/11 10/07/11 1 days CREE strangle 49.7% 24,550
10/05/11 10/19/11 14 days RVBD strangle 0.7% 23,388
09/28/11 09/30/11 2 days AAPL strangle 54.3% 23,372
09/20/11 09/27/11 7 days JBL strangle -2.5% 22,168
09/14/11 09/21/11 7 days BBBY strangle -14.0% 22,223
09/07/11 09/27/11 20 Days ADBE strangle 5.1% 22,539
09/06/11 09/19/11 13 Days NKE strangle 41.9% 22,467
09/02/11 09/26/11 24 Days WAG strangle -17.8% 21,563
08/29/11 09/15/11 17 Days RIMM strangle -31.8% 21,954
08/26/11 09/12/11 17 Days BBY strangle -39.6% 22,675
08/23/11 08/31/11 8 Days CIEN strangle 7.1% 23,610
08/22/11 08/25/11 3 Days JOYG strangle -4.7% 23,444
08/19/11 08/25/11 7 Days TIF strangle -4.5% 23,554
08/19/11 08/25/11 7 Days ARUN strangle 6.3% 23,661
08/11/11 08/16/11 5 Days ANF strangle -36.9% 23,513
08/09/11 08/20/11 11 Days HPQ strangle -33.1% 24,414
08/09/11 08/20/11 11 Days CRM strangle 41.5% 25,249
08/09/11 08/17/11 2 Days NTAP strangle 19.0% 24,243
08/03/11 08/08/11 5 Days DIS strangle 107.1% 23,791
08/0311 08/08/11 5 Days HPQ strangle 109.7% 21,490
08/03/11 08/08/11 5 Days CRM strangle 101.7% 19,365
08/03/11 08/08/11 5 Days NTAP strangle 104.5% 17,578
07/27/11 08/03/11 7 Days GRMN strangle 20.1% 15,915
07/27/11 08/03/11 7 Days DNDN strangle 82.3% 15,601
07/27/11 08/04/11 8 Days CF strangle 19.0% 14,415
07/27/11 08/08/11 8 Days RL strangle 124.2% 14,146
07/26/11 08/20/11 5 Days CSTR strangle -2.4% 12,583
07/26/11 07/27/11 1 Days CME strangle 3.9% 12,613
07/21/11 07/25/11 4 Days CMI strangle -8.0% 12,564
07/21/11 07/25/11 4 Days NFLX strangle -19.5% 12,666
07/21/11 07/26/11 5 Days AMZN strangle -3.1% 12,918
07/21/11 07/26/11 5 Days LVS strangle -32.9% 12,958
07/20/11 08/02/11 13 Days MA strangle 8.0% 13,399
07/20/11 07/27/11 7 Days GMCR strangle 17.7% 13,292
07/20/11 07/26/11 6 Days FSLR strangle 0.5% 13,061
07/19/11 07/27/11 8 Days AKAM strangle 6.1% 13,055
07/18/11 07/19/11 1 Days VMW strangle 9.8% 12,975
07/14/11 07/20/11 6 Days FFIV strangle 13.8% 12,849
07/14/11 07/18/11 4 Days AAPL strangle 102.1% 12,675
07/13/11 07/19/11 6 Days ISRG strangle 22.2% 11,500
07/13/11 07/14/11 1 Days C strangle -14.0% 11,251
07/05/11 07/14/11 9 Days GOOG strangle -32.2% 11,410
06/29/11 07/05/11 6 Days GOOG strangle 179.0% 11,790

  1. Privacy Policy     Disclaimer