A Mechanical Swing Trading System

tradermaji · Sep 24, 2009

Quote from NoDoji:

So today on CMCSA your limit order @ 16.65 was filled. You now have a sell stop @ 14.66 and a sell limit order @ 16.99, is that correct? You're risking $5970 for a potential gain of $1020?

Yes, that is correct.

However, most of the time the trades are exited at a small profit or loss due to the timeout feature. The stop loss is really for catastrophic moves.

NoDoji · Sep 25, 2009

Quote from tradermaji:

Yes, that is correct.

No to say that is necessarily problematic. One of the heaviest hitters on this site told me a while back that his R:R is quite negative, but he's right most of the time

Alan Farley describes three R:R scenarios for making $10K profit on 100 trades on page 146 of his excellent book "The Master Swing Trader":

25% Win Rate with ~ 1:6 R:R
50% Win Rate with ~ 1:1.6 R:R
75% Win Rate with ~ 2.5:1 R:R

A higher win rate and you can get away with an even looser R:R.

tradermaji · Sep 27, 2009

Signals for 9/28/09

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/25/2009 %H&L-Aggressive Buy 300 Limit 168.76 Limit Entry
ALTR 9/25/2009 %H&L-Aggressive Buy 2500 Limit 19.96 Limit Entry
AMAT 9/25/2009 %H&L-Aggressive Sell 3900 Stop 11.29 Stop Out
AMAT 9/25/2009 %H&L-Aggressive Sell 3900 Limit 13.09 Profit Hit
AMAT 9/25/2009 %H&L-Aggressive Sell 3900 Market DaysExpired
ATVI 9/25/2009 %H&L-Aggressive Buy 4400 Limit 11.28 Limit Entry
BRCM 9/25/2009 %H&L-Aggressive Sell 1700 Stop 25.67 Stop Out
BRCM 9/25/2009 %H&L-Aggressive Sell 1700 Limit 29.75 Profit Hit
CA 9/25/2009 %H&L-Aggressive Sell 2300 Stop 19.19 Stop Out
CA 9/25/2009 %H&L-Aggressive Sell 2300 Limit 22.24 Profit Hit
CMCSA 9/25/2009 %H&L-Aggressive Sell 3000 Stop 14.66 Stop Out
CMCSA 9/25/2009 %H&L-Aggressive Sell 3000 Limit 16.99 Profit Hit
CSCO 9/25/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 9/25/2009 %H&L-Aggressive Sell 3200 Stop 13.68 Stop Out
DELL 9/25/2009 %H&L-Aggressive Sell 3200 Limit 15.85 Profit Hit
DISH 9/25/2009 %H&L-Aggressive Buy 2900 Limit 17.19 Limit Entry
EBAY 9/25/2009 %H&L-Aggressive Buy 2200 Limit 23.09 Limit Entry
FLEX 9/25/2009 %H&L-Aggressive Buy 8000 Limit 6.27 Limit Entry
INTC 9/25/2009 %H&L-Aggressive Buy 2600 Limit 19.14 Limit Entry
MRVL 9/25/2009 %H&L-Aggressive Sell 3200 Stop 13.60 Stop Out
MRVL 9/25/2009 %H&L-Aggressive Sell 3200 Limit 15.77 Profit Hit
MSFT 9/25/2009 %H&L-Aggressive Buy 2000 Limit 24.51 Limit Entry
NTAP 9/25/2009 %H&L-Aggressive Buy 2100 Limit 23.84 Limit Entry
NVDA 9/25/2009 %H&L-Aggressive Sell 3400 Stop 13.00 Stop Out
NVDA 9/25/2009 %H&L-Aggressive Sell 3400 Limit 15.07 Profit Hit
NWSA 9/25/2009 %H&L-Aggressive Buy 4400 Limit 11.42 Limit Entry
ORCL 9/25/2009 %H&L-Aggressive Sell 2400 Stop 18.65 Stop Out
ORCL 9/25/2009 %H&L-Aggressive Sell 2400 Limit 21.61 Profit Hit
QCOM 9/25/2009 %H&L-Aggressive Buy 1100 Limit 43.80 Limit Entry
RIMM 9/25/2009 %H&L-Aggressive Sell 600 Stop 62.05 Stop Out
RIMM 9/25/2009 %H&L-Aggressive Sell 600 Limit 71.93 Profit Hit
SBUX 9/25/2009 %H&L-Aggressive Sell 2600 Stop 17.11 Stop Out
SBUX 9/25/2009 %H&L-Aggressive Sell 2600 Limit 19.83 Profit Hit
SPLS 9/25/2009 %H&L-Aggressive Buy 2300 Limit 22.00 Limit Entry
STLD 9/25/2009 %H&L-Aggressive Sell 3000 Stop 14.42 Stop Out
STLD 9/25/2009 %H&L-Aggressive Sell 3000 Limit 16.72 Profit Hit
SYMC 9/25/2009 %H&L-Aggressive Sell 3300 Stop 13.53 Stop Out
SYMC 9/25/2009 %H&L-Aggressive Sell 3300 Limit 15.68 Profit Hit
XLNX 9/25/2009 %H&L-Aggressive Buy 2300 Limit 21.88 Limit Entry
YHOO 9/25/2009 %H&L-Aggressive Buy 3300 Limit 15.08 Limit Entry

tradermaji · Sep 28, 2009

Signals for 9/29/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/28/2009 %H&L-Aggressive Buy 300 Limit 172.37 Limit Entry
ALTR 9/28/2009 %H&L-Aggressive Buy 2500 Limit 19.96 Limit Entry
AMAT 9/28/2009 %H&L-Aggressive Buy 4000 Limit 12.47 Limit Entry
ATVI 9/28/2009 %H&L-Aggressive Buy 4400 Limit 11.28 Limit Entry
BRCM 9/28/2009 %H&L-Aggressive Sell 1700 Stop 25.67 Stop Out
BRCM 9/28/2009 %H&L-Aggressive Sell 1700 Limit 29.75 Profit Hit
CA 9/28/2009 %H&L-Aggressive Sell 2300 Stop 19.19 Stop Out
CA 9/28/2009 %H&L-Aggressive Sell 2300 Limit 22.24 Profit Hit
CMCSA 9/28/2009 %H&L-Aggressive Sell 3000 Stop 14.66 Stop Out
CMCSA 9/28/2009 %H&L-Aggressive Sell 3000 Limit 16.99 Profit Hit
CSCO 9/28/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 9/28/2009 %H&L-Aggressive Sell 3200 Stop 13.68 Stop Out
DELL 9/28/2009 %H&L-Aggressive Sell 3200 Limit 15.85 Profit Hit
DISH 9/28/2009 %H&L-Aggressive Buy 2900 Limit 17.53 Limit Entry
EBAY 9/28/2009 %H&L-Aggressive Buy 2200 Limit 23.09 Limit Entry
FLEX 9/28/2009 %H&L-Aggressive Buy 7700 Limit 6.52 Limit Entry
INTC 9/28/2009 %H&L-Aggressive Buy 2600 Limit 19.14 Limit Entry
MRVL 9/28/2009 %H&L-Aggressive Sell 3200 Stop 13.60 Stop Out
MRVL 9/28/2009 %H&L-Aggressive Sell 3200 Limit 15.77 Profit Hit
MSFT 9/28/2009 %H&L-Aggressive Buy 2000 Limit 24.75 Limit Entry
NTAP 9/28/2009 %H&L-Aggressive Buy 2100 Limit 24.10 Limit Entry
NVDA 9/28/2009 %H&L-Aggressive Sell 3400 Stop 13.00 Stop Out
NVDA 9/28/2009 %H&L-Aggressive Sell 3400 Limit 15.07 Profit Hit
NWSA 9/28/2009 %H&L-Aggressive Buy 4400 Limit 11.42 Limit Entry
ORCL 9/28/2009 %H&L-Aggressive Sell 2400 Stop 18.65 Stop Out
ORCL 9/28/2009 %H&L-Aggressive Sell 2400 Limit 21.61 Profit Hit
ORCL 9/28/2009 %H&L-Aggressive Sell 2400 Market DaysExpired
QCOM 9/28/2009 %H&L-Aggressive Buy 1100 Limit 43.81 Limit Entry
RIMM 9/28/2009 %H&L-Aggressive Sell 600 Stop 62.05 Stop Out
RIMM 9/28/2009 %H&L-Aggressive Sell 600 Limit 71.93 Profit Hit
SBUX 9/28/2009 %H&L-Aggressive Sell 2600 Stop 17.11 Stop Out
SBUX 9/28/2009 %H&L-Aggressive Sell 2600 Limit 19.83 Profit Hit
SPLS 9/28/2009 %H&L-Aggressive Buy 2200 Limit 22.36 Limit Entry
STLD 9/28/2009 %H&L-Aggressive Sell 3000 Stop 14.42 Stop Out
STLD 9/28/2009 %H&L-Aggressive Sell 3000 Limit 16.72 Profit Hit
SYMC 9/28/2009 %H&L-Aggressive Sell 3300 Stop 13.53 Stop Out
SYMC 9/28/2009 %H&L-Aggressive Sell 3300 Limit 15.68 Profit Hit
XLNX 9/28/2009 %H&L-Aggressive Buy 2300 Limit 21.88 Limit Entry
YHOO 9/28/2009 %H&L-Aggressive Buy 3200 Limit 15.72 Limit Entry

tradermaji · Sep 29, 2009

Signals for 9/30/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/29/2009 %H&L-Aggressive Buy 300 Limit 177.00 Limit Entry
ALTR 9/29/2009 %H&L-Aggressive Buy 2500 Limit 19.96 Limit Entry
AMAT 9/29/2009 %H&L-Aggressive Buy 4000 Limit 12.47 Limit Entry
ATVI 9/29/2009 %H&L-Aggressive Buy 4400 Limit 11.29 Limit Entry
BRCM 9/29/2009 %H&L-Aggressive Sell 1700 Stop 25.67 Stop Out
BRCM 9/29/2009 %H&L-Aggressive Sell 1700 Limit 29.75 Profit Hit
CA 9/29/2009 %H&L-Aggressive Sell 2300 Stop 19.19 Stop Out
CA 9/29/2009 %H&L-Aggressive Sell 2300 Limit 22.24 Profit Hit
CMCSA 9/29/2009 %H&L-Aggressive Sell 3000 Stop 14.66 Stop Out
CMCSA 9/29/2009 %H&L-Aggressive Sell 3000 Limit 16.99 Profit Hit
CMCSA 9/29/2009 %H&L-Aggressive Sell 3000 Market DaysExpired
CSCO 9/29/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 9/29/2009 %H&L-Aggressive Sell 3200 Stop 13.68 Stop Out
DELL 9/29/2009 %H&L-Aggressive Sell 3200 Limit 15.85 Profit Hit
DISH 9/29/2009 %H&L-Aggressive Buy 2900 Limit 17.53 Limit Entry
EBAY 9/29/2009 %H&L-Aggressive Buy 2200 Limit 23.09 Limit Entry
FLEX 9/29/2009 %H&L-Aggressive Buy 7400 Limit 6.80 Limit Entry
INTC 9/29/2009 %H&L-Aggressive Buy 2600 Limit 19.14 Limit Entry
MRVL 9/29/2009 %H&L-Aggressive Sell 3200 Stop 13.60 Stop Out
MRVL 9/29/2009 %H&L-Aggressive Sell 3200 Limit 15.77 Profit Hit
MSFT 9/29/2009 %H&L-Aggressive Buy 2000 Limit 24.85 Limit Entry
NTAP 9/29/2009 %H&L-Aggressive Buy 2100 Limit 24.23 Limit Entry
NVDA 9/29/2009 %H&L-Aggressive Sell 3400 Stop 13.00 Stop Out
NVDA 9/29/2009 %H&L-Aggressive Sell 3400 Limit 15.07 Profit Hit
NVDA 9/29/2009 %H&L-Aggressive Sell 3400 Market DaysExpired
NWSA 9/29/2009 %H&L-Aggressive Buy 4400 Limit 11.42 Limit Entry
ORCL 9/29/2009 %H&L-Aggressive Sell 2400 Stop 18.65 Stop Out
ORCL 9/29/2009 %H&L-Aggressive Sell 2400 Limit 21.61 Profit Hit
ORCL 9/29/2009 %H&L-Aggressive Sell 2400 Market DaysExpired
QCOM 9/29/2009 %H&L-Aggressive Buy 1100 Limit 43.81 Limit Entry
RIMM 9/29/2009 %H&L-Aggressive Sell 600 Stop 62.05 Stop Out
RIMM 9/29/2009 %H&L-Aggressive Sell 600 Limit 71.93 Profit Hit
SBUX 9/29/2009 %H&L-Aggressive Sell 2600 Stop 17.11 Stop Out
SBUX 9/29/2009 %H&L-Aggressive Sell 2600 Limit 19.83 Profit Hit
SBUX 9/29/2009 %H&L-Aggressive Sell 2600 Market DaysExpired
SPLS 9/29/2009 %H&L-Aggressive Buy 2200 Limit 22.38 Limit Entry
STLD 9/29/2009 %H&L-Aggressive Sell 3000 Stop 14.42 Stop Out
STLD 9/29/2009 %H&L-Aggressive Sell 3000 Limit 16.72 Profit Hit
SYMC 9/29/2009 %H&L-Aggressive Sell 3300 Stop 13.53 Stop Out
SYMC 9/29/2009 %H&L-Aggressive Sell 3300 Limit 15.68 Profit Hit
SYMC 9/29/2009 %H&L-Aggressive Sell 3300 Market DaysExpired
XLNX 9/29/2009 %H&L-Aggressive Buy 2300 Limit 21.88 Limit Entry
YHOO 9/29/2009 %H&L-Aggressive Buy 3000 Limit 16.42 Limit Entry

tradermaji · Sep 30, 2009

Signals for 10/1/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/30/2009 %H&L-Aggressive Buy 300 Limit 180.84 Limit Entry
ALTR 9/30/2009 %H&L-Aggressive Buy 2500 Limit 19.98 Limit Entry
AMAT 9/30/2009 %H&L-Aggressive Buy 4000 Limit 12.47 Limit Entry
ATVI 9/30/2009 %H&L-Aggressive Buy 4300 Limit 11.54 Limit Entry
BRCM 9/30/2009 %H&L-Aggressive Sell 1700 Stop 25.67 Stop Out
BRCM 9/30/2009 %H&L-Aggressive Sell 1700 Limit 29.75 Profit Hit
BRCM 9/30/2009 %H&L-Aggressive Sell 1700 Market DaysExpired
CA 9/30/2009 %H&L-Aggressive Sell 2300 Stop 19.19 Stop Out
CA 9/30/2009 %H&L-Aggressive Sell 2300 Limit 22.24 Profit Hit
CA 9/30/2009 %H&L-Aggressive Sell 2300 Market DaysExpired
CMCSA 9/30/2009 %H&L-Aggressive Sell 3000 Stop 14.66 Stop Out
CMCSA 9/30/2009 %H&L-Aggressive Sell 3000 Limit 16.99 Profit Hit
CMCSA 9/30/2009 %H&L-Aggressive Sell 3000 Market DaysExpired
CSCO 9/30/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 9/30/2009 %H&L-Aggressive Sell 3200 Stop 13.68 Stop Out
DELL 9/30/2009 %H&L-Aggressive Sell 3200 Limit 15.85 Profit Hit
DELL 9/30/2009 %H&L-Aggressive Sell 3200 Market DaysExpired
DISH 9/30/2009 %H&L-Aggressive Buy 2900 Limit 17.53 Limit Entry
EBAY 9/30/2009 %H&L-Aggressive Buy 2200 Limit 22.98 Limit Entry
FLEX 9/30/2009 %H&L-Aggressive Buy 7300 Limit 6.80 Limit Entry
INTC 9/30/2009 %H&L-Aggressive Buy 2600 Limit 19.14 Limit Entry
MRVL 9/30/2009 %H&L-Aggressive Sell 3200 Stop 13.60 Stop Out
MRVL 9/30/2009 %H&L-Aggressive Sell 3200 Limit 15.77 Profit Hit
MRVL 9/30/2009 %H&L-Aggressive Sell 3200 Market DaysExpired
MSFT 9/30/2009 %H&L-Aggressive Buy 2000 Limit 24.96 Limit Entry
NTAP 9/30/2009 %H&L-Aggressive Buy 2100 Limit 24.22 Limit Entry
NVDA 9/30/2009 %H&L-Aggressive Sell 3400 Stop 13.00 Stop Out
NVDA 9/30/2009 %H&L-Aggressive Sell 3400 Limit 15.07 Profit Hit
NVDA 9/30/2009 %H&L-Aggressive Sell 3400 Market DaysExpired
NWSA 9/30/2009 %H&L-Aggressive Buy 4400 Limit 11.42 Limit Entry
ORCL 9/30/2009 %H&L-Aggressive Sell 2400 Stop 18.39 Stop Out
ORCL 9/30/2009 %H&L-Aggressive Sell 2400 Limit 21.32 Profit Hit
ORCL 9/30/2009 %H&L-Aggressive Sell 2400 Market DaysExpired
QCOM 9/30/2009 %H&L-Aggressive Buy 1100 Limit 43.81 Limit Entry
RIMM 9/30/2009 %H&L-Aggressive Sell 600 Stop 62.05 Stop Out
RIMM 9/30/2009 %H&L-Aggressive Sell 600 Limit 71.93 Profit Hit
RIMM 9/30/2009 %H&L-Aggressive Sell 600 Market DaysExpired
SBUX 9/30/2009 %H&L-Aggressive Sell 2600 Stop 17.11 Stop Out
SBUX 9/30/2009 %H&L-Aggressive Sell 2600 Limit 19.83 Profit Hit
SBUX 9/30/2009 %H&L-Aggressive Sell 2600 Market DaysExpired
SPLS 9/30/2009 %H&L-Aggressive Buy 2200 Limit 22.38 Limit Entry
STLD 9/30/2009 %H&L-Aggressive Sell 3000 Stop 14.42 Stop Out
STLD 9/30/2009 %H&L-Aggressive Sell 3000 Limit 16.72 Profit Hit
STLD 9/30/2009 %H&L-Aggressive Sell 3000 Market DaysExpired
SYMC 9/30/2009 %H&L-Aggressive Sell 3300 Stop 13.53 Stop Out
SYMC 9/30/2009 %H&L-Aggressive Sell 3300 Limit 15.68 Profit Hit
SYMC 9/30/2009 %H&L-Aggressive Sell 3300 Market DaysExpired
XLNX 9/30/2009 %H&L-Aggressive Buy 2300 Limit 21.88 Limit Entry
YHOO 9/30/2009 %H&L-Aggressive Buy 3000 Limit 16.55 Limit Entry

tradermaji · Oct 1, 2009

Signals for 10/2/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/1/2009 %H&L-Aggressive Sell 300 Stop 159.14 Stop Out
AAPL 10/1/2009 %H&L-Aggressive Sell 300 Limit 184.46 Profit Hit
ALTR 10/1/2009 %H&L-Aggressive Sell 2500 Stop 17.59 Stop Out
ALTR 10/1/2009 %H&L-Aggressive Sell 2500 Limit 20.38 Profit Hit
AMAT 10/1/2009 %H&L-Aggressive Buy 4000 Limit 12.47 Limit Entry
ATVI 10/1/2009 %H&L-Aggressive Buy 4300 Limit 11.54 Limit Entry
BRCM 10/1/2009 %H&L-Aggressive Sell 1700 Stop 25.67 Stop Out
BRCM 10/1/2009 %H&L-Aggressive Sell 1700 Limit 29.75 Profit Hit
BRCM 10/1/2009 %H&L-Aggressive Sell 1700 Market DaysExpired
CA 10/1/2009 %H&L-Aggressive Sell 2300 Stop 19.19 Stop Out
CA 10/1/2009 %H&L-Aggressive Sell 2300 Limit 22.24 Profit Hit
CA 10/1/2009 %H&L-Aggressive Sell 2300 Market DaysExpired
CMCSA 10/1/2009 %H&L-Aggressive Sell 3000 Stop 14.43 Stop Out
CMCSA 10/1/2009 %H&L-Aggressive Sell 3000 Limit 16.73 Profit Hit
CSCO 10/1/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 10/1/2009 %H&L-Aggressive Sell 3200 Stop 13.68 Stop Out
DELL 10/1/2009 %H&L-Aggressive Sell 3200 Limit 15.85 Profit Hit
DELL 10/1/2009 %H&L-Aggressive Sell 3200 Market DaysExpired
DISH 9/30/2009 %H&L-Aggressive Buy 2900 Limit 17.53 Limit Entry
EBAY 9/30/2009 %H&L-Aggressive Buy 2200 Limit 22.98 Limit Entry
FLEX 10/1/2009 %H&L-Aggressive Buy 7300 Limit 6.80 Limit Entry
INTC 10/1/2009 %H&L-Aggressive Sell 2600 Stop 16.84 Stop Out
INTC 10/1/2009 %H&L-Aggressive Sell 2600 Limit 19.52 Profit Hit
MRVL 10/1/2009 %H&L-Aggressive Sell 3200 Stop 13.60 Stop Out
MRVL 10/1/2009 %H&L-Aggressive Sell 3200 Limit 15.77 Profit Hit
MRVL 10/1/2009 %H&L-Aggressive Sell 3200 Market DaysExpired
MSFT 10/1/2009 %H&L-Aggressive Sell 2000 Stop 21.97 Stop Out
MSFT 10/1/2009 %H&L-Aggressive Sell 2000 Limit 25.46 Profit Hit
NTAP 10/1/2009 %H&L-Aggressive Buy 2100 Limit 24.27 Limit Entry
NVDA 10/1/2009 %H&L-Aggressive Sell 3400 Stop 12.79 Stop Out
NVDA 10/1/2009 %H&L-Aggressive Sell 3400 Limit 14.83 Profit Hit
NVDA 10/1/2009 %H&L-Aggressive Sell 3400 Market DaysExpired
NWSA 9/30/2009 %H&L-Aggressive Buy 4400 Limit 11.42 Limit Entry
ORCL 9/30/2009 %H&L-Aggressive Sell 2400 Stop 18.39 Stop Out
ORCL 9/30/2009 %H&L-Aggressive Sell 2400 Limit 21.32 Profit Hit
ORCL 9/30/2009 %H&L-Aggressive Sell 2400 Market DaysExpired
QCOM 10/1/2009 %H&L-Aggressive Sell 1100 Stop 38.55 Stop Out
QCOM 10/1/2009 %H&L-Aggressive Sell 1100 Limit 44.69 Profit Hit
RIMM 10/1/2009 %H&L-Aggressive Sell 600 Stop 62.05 Stop Out
RIMM 10/1/2009 %H&L-Aggressive Sell 600 Limit 71.93 Profit Hit
RIMM 10/1/2009 %H&L-Aggressive Sell 600 Market DaysExpired
SBUX 10/1/2009 %H&L-Aggressive Buy 2700 Limit 18.86 Limit Entry
SPLS 10/1/2009 %H&L-Aggressive Buy 2200 Limit 22.38 Limit Entry
STLD 10/1/2009 %H&L-Aggressive Sell 3000 Stop 14.42 Stop Out
STLD 10/1/2009 %H&L-Aggressive Sell 3000 Limit 16.72 Profit Hit
STLD 10/1/2009 %H&L-Aggressive Sell 3000 Market DaysExpired
SYMC 10/1/2009 %H&L-Aggressive Buy 3300 Limit 15.04 Limit Entry
XLNX 10/1/2009 %H&L-Aggressive Buy 2300 Limit 22.15 Limit Entry
YHOO 10/1/2009 %H&L-Aggressive Buy 3000 Limit 16.55 Limit Entry

shortie · Oct 1, 2009

how about a summary of your daily (weekly) P&L for this system? and/or trades actually executed.

so far i see printouts of 100s of limit orders every day and can't figure out why should i bother reading further.

tradermaji · Oct 2, 2009

Shortie,

Thank you for pointing that out. Here is the trades for September.

Position Symbol Shares Entry Date Entry Price Exit Date Exit Price % Change Net Profit Bars Held
Long AMAT 3,900 9/21/2009 12.84 9/22/2009 13.09 1.96 981.15 1
Long ORCL 2,400 9/23/2009 21.19 9/29/2009 21.11 -0.42 -212.38 4
Long CMCSA 3,000 9/24/2009 16.65 9/28/2009 16.99 1.96 979.24 2
Long SBUX 2,600 9/24/2009 19.44 9/25/2009 19.83 1.96 990.82 1
Long SYMC 3,300 9/24/2009 15.37 9/25/2009 15.68 1.96 994.56 1
Long NVDA 3,400 9/24/2009 14.78 9/28/2009 15.07 1.96 984.8 2
Long BRCM 1,700 9/25/2009 29.17 9/28/2009 29.75 1.96 971.77 1
Long DELL 3,200 9/25/2009 15.54 Open Open -1.84 -913.68 4
Long MRVL 3,200 9/25/2009 15.46 9/28/2009 15.77 1.99 983.52 1
Long CA 2,300 9/25/2009 21.8 9/28/2009 22.24 1.96 982.91 1
Long STLD 3,000 9/25/2009 16.39 Open Open -6.42 -3,157.57 4
Long RIMM 600 9/25/2009 70.52 Open Open -4.23 -1,789.14 4
Long ORCL 2,400 9/30/2009 20.69 Open Open 0.72 355.76 1

Here is the Synopsis.

Long + Short
Starting Capital $1,000,000.00
Ending Capital $1,002,151.75
Net Profit $2,151.75
Net Profit % 0.22%
Annualized Gain % 2.74%
Exposure 6.20%

Number of Trades 13
Avg Profit/Loss $165.52
Avg Profit/Loss % 0.27%
Avg Bars Held 2.08

Winning Trades 9
Winning % 69.23%
Gross Profit $8,224.52
Avg Profit $913.84
Avg Profit % 1.83%
Avg Bars Held 1.22
Max Consecutive 5

Losing Trades 4
Losing % 30.77%
Gross Loss ($6,072.78)
Avg Loss ($1,518.19)
Avg Loss % -3.23%
Avg Bars Held 4
Max Consecutive 2

Max Drawdown ($2,065.56)
Max Drawdown % -0.21%
Max Drawdown Date 9/30/2009

Wealth-Lab Score 44.17
Profit Factor 1.35
Recovery Factor 1.04
Payoff Ratio 0.57
Sharpe Ratio 0
Ulcer Index 0.06
Wealth-Lab Error Term 0.05
Wealth-Lab Reward Ratio 58.21
Luck Coefficient 1.09
Pessimistic Rate of Return 0.57
Equity Drop Ratio 0

tradermaji · Oct 3, 2009

Signals for 10/5/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/2/2009 %H&L-Aggressive Sell 300 Stop 159.14 Stop Out
AAPL 10/2/2009 %H&L-Aggressive Sell 300 Limit 184.46 Profit Hit
ALTR 10/2/2009 %H&L-Aggressive Sell 2500 Stop 17.59 Stop Out
ALTR 10/2/2009 %H&L-Aggressive Sell 2500 Limit 20.38 Profit Hit
AMAT 10/2/2009 %H&L-Aggressive Buy 4000 Limit 12.47 Limit Entry
ATVI 10/2/2009 %H&L-Aggressive Buy 4300 Limit 11.54 Limit Entry
BRCM 10/2/2009 %H&L-Aggressive Sell 1700 Stop 25.42 Stop Out
BRCM 10/2/2009 %H&L-Aggressive Sell 1700 Limit 29.47 Profit Hit
CA 10/2/2009 %H&L-Aggressive Sell 2300 Stop 18.92 Stop Out
CA 10/2/2009 %H&L-Aggressive Sell 2300 Limit 21.93 Profit Hit
CMCSA 10/2/2009 %H&L-Aggressive Sell 3000 Stop 14.43 Stop Out
CMCSA 10/2/2009 %H&L-Aggressive Sell 3000 Limit 16.73 Profit Hit
CSCO 10/2/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 10/2/2009 %H&L-Aggressive Sell 3400 Stop 13.10 Stop Out
DELL 10/2/2009 %H&L-Aggressive Sell 3400 Limit 15.19 Profit Hit
DISH 10/2/2009 %H&L-Aggressive Buy 2800 Limit 17.57 Limit Entry
EBAY 10/2/2009 %H&L-Aggressive Sell 2200 Stop 20.22 Stop Out
EBAY 10/2/2009 %H&L-Aggressive Sell 2200 Limit 23.44 Profit Hit
FLEX 10/2/2009 %H&L-Aggressive Sell 7300 Stop 5.99 Stop Out
FLEX 10/2/2009 %H&L-Aggressive Sell 7300 Limit 6.94 Profit Hit
INTC 10/2/2009 %H&L-Aggressive Sell 2600 Stop 16.84 Stop Out
INTC 10/2/2009 %H&L-Aggressive Sell 2600 Limit 19.52 Profit Hit
MRVL 10/2/2009 %H&L-Aggressive Sell 3300 Stop 13.39 Stop Out
MRVL 10/2/2009 %H&L-Aggressive Sell 3300 Limit 15.52 Profit Hit
MSFT 10/2/2009 %H&L-Aggressive Sell 2000 Stop 21.97 Stop Out
MSFT 10/2/2009 %H&L-Aggressive Sell 2000 Limit 25.46 Profit Hit
NTAP 10/2/2009 %H&L-Aggressive Buy 2000 Limit 25.17 Limit Entry
NVDA 10/2/2009 %H&L-Aggressive Sell 3500 Stop 12.56 Stop Out
NVDA 10/2/2009 %H&L-Aggressive Sell 3500 Limit 14.55 Profit Hit
NWSA 10/2/2009 %H&L-Aggressive Sell 4400 Stop 10.05 Stop Out
NWSA 10/2/2009 %H&L-Aggressive Sell 4400 Limit 11.65 Profit Hit
ORCL 10/2/2009 %H&L-Aggressive Sell 2400 Stop 18.21 Stop Out
ORCL 10/2/2009 %H&L-Aggressive Sell 2400 Limit 21.10 Profit Hit
QCOM 10/2/2009 %H&L-Aggressive Sell 1100 Stop 38.55 Stop Out
QCOM 10/2/2009 %H&L-Aggressive Sell 1100 Limit 44.69 Profit Hit
RIMM 10/2/2009 %H&L-Aggressive Sell 700 Stop 58.87 Stop Out
RIMM 10/2/2009 %H&L-Aggressive Sell 700 Limit 68.24 Profit Hit
RIMM 10/2/2009 %H&L-Aggressive Sell 700 Market DaysExpired
SBUX 10/2/2009 %H&L-Aggressive Buy 2700 Limit 18.86 Limit Entry
SPLS 10/2/2009 %H&L-Aggressive Buy 2200 Limit 22.32 Limit Entry
STLD 10/2/2009 %H&L-Aggressive Sell 3100 Stop 14.24 Stop Out
STLD 10/2/2009 %H&L-Aggressive Sell 3100 Limit 16.51 Profit Hit
STLD 10/2/2009 %H&L-Aggressive Sell 3100 Market DaysExpired
SYMC 10/2/2009 %H&L-Aggressive Buy 3300 Limit 15.04 Limit Entry
XLNX 10/2/2009 %H&L-Aggressive Sell 2300 Stop 19.49 Stop Out
XLNX 10/2/2009 %H&L-Aggressive Sell 2300 Limit 22.59 Profit Hit
YHOO 10/2/2009 %H&L-Aggressive Buy 3000 Limit 16.55 Limit Entry