Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +0.1% | +15.8% | (1.5%) | +14.2% | ||||||||
| 2011 | (1.5%) | +5.7% | - | +11.3% | (4.5%) | (17%) | (4.3%) | (20.3%) | +8.6% | (20.3%) | +9.0% | (0.5%) |
| 2012 | (2.5%) | +15.0% | +12.0% | (6.1%) | - |
Strategy Summary
The Trinity ETF Growth Portfolio trades ultra long and ultra short ETFs.
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.
Subscribe to System
| 30-day free trial, then $225 per quarter | Details |
There is a free trial period of 30 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $225 per quarter.
Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.
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Model Account Status
| Started | $10,272 |
|---|---|
| Buy Power | $12,021 |
| Cash | $1 |
| Equity | $1 |
| Cumulative $ | $1,749 |
| Total System Equity | $12,021 |
| Margined | $1 |
| Open P/L | $0 |
| System vendor has delayed data by 7 days for non-subs. | |
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 | |
| 1/31/12 15:58 | BUY | 206 | QLD | Proshares Ultra QQQ ETF 2x | 47.75 | 4/169:30 | 57.63 | Low | $2,031 |
| 12/23/11 15:57 | BUY | 127 | SQQQ | PROSHARES ULTRAPRO SHORT QQQ | 78.12 | 12/2915:57 | 78.04 | Normal | ($13) |
| 12/1/11 15:56 | BUY | 131 | SQQQ | PROSHARES ULTRAPRO SHORT QQQ | 77.24 | 12/910:06 | 77.00 | Normal | ($34) |
| 11/8/11 15:57 | BUY | 130 | SQQQ | PROSHARES ULTRAPRO SHORT QQQ | 71.76 | 11/119:30 | 77.44 | Low | $735 |
| 10/18/11 15:56 | BUY | 250 | TQQQ | PROSHARES ULTRAPRO QQQ | 39.54 | 10/2015:56 | 36.55 | Very | ($754) |
| 10/10/11 12:39 | BUY | 130 | SQQQ | PROSHARES ULTRAPRO SHORT QQQ | 88.12 | 10/1815:50 | 76.72 | Extreme | ($1,485) |
| 9/21/11 15:55 | BUY | 354 | TQQQ | PROSHARES ULTRAPRO QQQ | 35.47 | 10/715:55 | 32.18 | Extreme | ($1,170) |
| 9/13/11 15:55 | BUY | 338 | TQQQ | PROSHARES ULTRAPRO QQQ | 33.41 | 9/1915:55 | 37.70 | Low | $1,443 |
| 8/26/11 15:55 | BUY | 107 | SQQQ | PROSHARES ULTRAPRO SHORT QQQ | 108.24 | 9/215:55 | 105.12 | Extreme | ($336) |
| 8/17/11 15:55 | BUY | 85 | SQQQ | PROSHARES ULTRAPRO SHORT QQQ | 109.04 | 8/1915:55 | 130.56 | Low | $1,827 |
| 7/6/11 15:54 | BUY | 296 | TQQQ | PROSHARES ULTRAPRO QQQ | 43.94 | 8/1615:56 | 32.94 | Extreme | ($3,262) |
| 4/11/11 16:00 | BUY | 352 | TQQQ | PROSHARES ULTRAPRO QQQ | 41.06 | 6/2113:46 | 37.07 | Extreme | ($1,411) |
| 1/7/11 15:53 | BUY | 334 | TQQQ | PROSHARES ULTRAPRO QQQ | 39.87 | 2/112:40 | 42.20 | Low | $772 |
| 9/28/10 13:07 | BUY | 371 | TQQQ | PROSHARES ULTRAPRO QQQ | 27.67 | 12/3112:05 | 36.70 | Low | $3,340 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 14 |
| # Profitable | 6 (42.9%) |
| # months tracked | 21 |
| Profitable months | 9 (42.9%) |
| Avg trade duration | 26.0 days |
| Annual return (compounded) | 10.1% |
| Average win | $1,696 |
| Average loss | $1,053 |
| Profit factor | 1.2:1 |
| Max peak-to-valley drawdown (historical) | 49.3% |
| drawdown period | April 27, 2011 to Aug 08, 2011 |
| Correlation w/ S&P | 0.304 |
| Sharpe ratio | 0.273 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 24.4% |
| 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) | 0.11 |
| Average P/L per unit traded | $1.19 |
System Description
With over 10 years of experience in the markets, we have developed a mechanical signal generation system for buying and selling securities. The system is based on multiple proprietary indicators, and is designed for auto-trading or manual trading.
This system is a long/short based ETF system. You can expect to be in the market about 50% of the time, with approximately 9 trades per year.
The system results you see on this page are from ultra leveraged ETFs (TQQQ/SQQQ). However, the system is designed to be scaled-down to the risk tolerance and goals of the user.
Risk Level: HIGH
TQQQ - 3 x Bull Tech
SQQQ - 3 x Bear Tech
This is a trending strategy, so draw-downs do occur. A more moderate approach is to lower volatility by substituting the ultra leveraged ETFs with the following ETFs:
Risk Level: MODERATE
QLD - 2 x Bull Tech
QID - 2 x Bear Tech
In addition, this system performs well when scaled-down to the following ETFs as well:
Risk Level: CONSERVATIVE
QQQ - Bull Tech
PSQ - Bear Tech
Manual traders can expect to have their signals, and instructions delivered the night before the next trading day.
In addition, we have a blog that discusses 'system' building. Please stop by and tell us what you think:
http://trinitycapitalmanagement.blogspot.com/
DISCLAIMER: PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
This system is a long/short based ETF system. You can expect to be in the market about 50% of the time, with approximately 9 trades per year.
The system results you see on this page are from ultra leveraged ETFs (TQQQ/SQQQ). However, the system is designed to be scaled-down to the risk tolerance and goals of the user.
Risk Level: HIGH
TQQQ - 3 x Bull Tech
SQQQ - 3 x Bear Tech
This is a trending strategy, so draw-downs do occur. A more moderate approach is to lower volatility by substituting the ultra leveraged ETFs with the following ETFs:
Risk Level: MODERATE
QLD - 2 x Bull Tech
QID - 2 x Bear Tech
In addition, this system performs well when scaled-down to the following ETFs as well:
Risk Level: CONSERVATIVE
QQQ - Bull Tech
PSQ - Bear Tech
Manual traders can expect to have their signals, and instructions delivered the night before the next trading day.
In addition, we have a blog that discusses 'system' building. Please stop by and tell us what you think:
http://trinitycapitalmanagement.blogspot.com/
DISCLAIMER: PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
- 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.
