Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW Followed by live capital $119,000 Hypothetical

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Rebound Stocks

By GeraldWollert

Stocks · Started Jan 2009

hypothetical · Annual Return (Compounded)
0.9%
Max Drawdown
—
Trades
315
Win Trades
44.4%
Profit Factor
1.10
Win Months
5.2%

About this strategy



Rebound Stocks uses technical analysis, market timing, and several proprietary systems, to pick stocks that are likely to significantly outperform the market. The system trades Stocks and ETFs Long only. The system will purchase inverse ETFs during Bear Market periods. When fully invested, Rebound Stocks holds a maximum of 7 open positions. During times when the system is not fully invested, funds are kept in the safety of the money market. Since the system trades long only, it is ideally suited for IRA accounts.

The system can be traded with a minimum portfolio size of $10,000 with 1/7 of the portfolio allocated to each of the seven open trade positions. Capital gains are reinvested to take advantage of the compounding effect. Of course, larger sized portfolios can utilize the system even more effectively, since the brokerage commissions will represent an even smaller percentage of each individual trade.









Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20090.4-7.79.1-1.1-9.6-1.0-2.8-0.211.4-3.9-4.54.1-7.5
2010-8.12.29.40.9-8.00.00.0-0.20.0-0.00.00.9-3.9
20110.00.00.00.00.00.00.00.00.00.40.00.00.4
20120.00.00.00.00.00.00.00.00.00.60.00.00.6
20130.0-0.00.00.00.00.00.00.00.00.00.0-0.1-0.1
2014-0.60.00.00.00.00.00.00.00.00.0-0.10.0-0.7
20150.00.00.0-0.0-2.1-2.60.00.00.00.00.00.0-4.6
20160.00.00.00.00.00.10.00.00.00.00.00.00.1
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began1/1/2009
Suggested Minimum Capital$10,000
Age215 months
What it tradesStocks
# Trades315
# Profitable140
% Profitable44.4%
Avg trade duration5.2 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)0.7%
Avg win$106
Avg loss$79

Ratios

W:L ratio1.09
Sharpe Ratio-0.34
Sortino Ratio-0.53
Calmar Ratio0.09

CORRELATION STATISTICS

Correlation to SP5000.08
Return Percent SP500 (cumu) during strategy life745.6%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-72.2%

Return Statistics

Ann Return (w trading costs)0.9%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.7%

Slump

Current Slump as Pcnt Equity29.4%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss56.2%
Chance of 20% account loss18.8%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$79
Avg Win$106
# Winners140
Sum Trade PL (losers)$13,774
Sum Trade PL (winners)$14,831
Num Months Winners12
# Losers175
% Winners44.4%

Dividends

Dividends Received in Model Acct174

Age

Num Months filled monthly returns table213

Frequency

Avg Position Time (mins)7458.90
Avg Position Time (hrs)124.32
Avg Trade Length5.20
Last Trade Ago5953

Regression

Alpha-0.01
Beta0.03
Treynor Index-0.23

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades54.15
MAE:PL (avg, all trades)-0.35
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats21.85
MAE:PL - Winning Trades - this strat Percentile of All Strats30.71
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.40
Avg(MAE) / Avg(PL) - Losing trades-1.27
Hold-and-Hope Ratio0.02

RATIO STATISTICS

a (intercept, estimate of alpha)-0.07
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)96
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 131 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
PTNR long97May 13, 2010May 20, 2010($120)
NIV long700May 17, 2010May 17, 2010($124)
SFE long143May 13, 2010May 17, 2010($102)
FUQI long173May 13, 2010May 17, 2010($128)
IPSU long146May 13, 2010May 14, 2010($85)
DRWI long11May 13, 2010May 14, 2010($103)
MCCC long305May 13, 2010May 14, 2010($73)
IPSU long145May 13, 2010May 13, 2010($6)
PTNR long96May 13, 2010May 13, 2010($5)
SFE long143May 13, 2010May 13, 2010($10)
CIM long88Apr 14, 2010Apr 19, 2010($28)
MCCC long287Apr 5, 2010Apr 19, 2010$51
FUQI long144Apr 16, 2010Apr 19, 2010($58)
STEC long146Apr 14, 2010Apr 19, 2010$201
TSTC long120Apr 16, 2010Apr 19, 2010$28
WILC long289Apr 5, 2010Apr 19, 2010$14
IPSU long110Apr 5, 2010Apr 19, 2010$55
GRS long236Apr 5, 2010Apr 16, 2010($57)
FUQI long156Apr 5, 2010Apr 14, 2010$81
CHLN long91Apr 5, 2010Apr 14, 2010($38)
PTNR long75Apr 5, 2010Apr 8, 2010($82)
PTNR long85Mar 9, 2010Mar 22, 2010($16)
WAC long108Mar 2, 2010Mar 22, 2010$111
BPSG long398Mar 2, 2010Mar 22, 2010$135
IPSU long100Mar 5, 2010Mar 22, 2010$63
MCCC long310Mar 12, 2010Mar 22, 2010($56)
LYG long515Mar 2, 2010Mar 19, 2010$314
AOI long36Mar 5, 2010Mar 12, 2010($23)
ADY long75Mar 5, 2010Mar 9, 2010$39
STEC long148Mar 3, 2010Mar 8, 2010$314

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.