Longstoch-ST
is a remarkably easy to manage script-driven EOD swing trading system that has consistently outperformed its respective Index with a comparable standard deviation of quarterly returns, maintaining ~50% equity exposure while trading a maximum of 2 positions.


System Characteristics:


- trades short-term, oversold NASDAQ-100 stocks using a stochastic-based proprietary algorithm
- optimal risk vs reward is achieved by trading two positions max and maintaining 50% average market exposure
- deep liquidity stocks insure rapid large order fills and neutral slippage impact (C2 Realism Factor is conservative)
- allows for wide range of account sizes with effective position scaling to as low as 3K
- trade alerts are issued between 9PM-1AM EST prior to market open
- manual operation requires no more than 5 min. per day
- C2 results based on 1X leveraging, no margin
- average recovery rate 3X that of Index
- high CAGR, low GSD


Backtest Results:


5 1/2 year backtest results (as of 07.07.06) based on 10K of starting capital with a maximum of 2 simultaneous positions investing 50% equity each (assuming $16 round-trip commission, 2 units slippage, mixed lot orders, 4.75% cash rate):

2.14 sharpe ratio
75.4% annualized return (26% SD)
25.7% max drawdown
81.75% winning trades
50.32% exposure
70 avg. trades per year
3.36 avg. bars held


Disclaimer:


Please note that the above results represent annual benchmark performance assuming a normal luck coefficient. Since its Nov. 05 inception, Longstoch-ST has traded well within its 5 1/2 and 12 year annualized backtest return envelope. As with any trading product, however, strength and consistency of past performance in no way guarantees any level of future performance.

Feel free to contact me with any inquiries.