Q5SideWinder

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2010						(20.3%)	+3.5%	(6%)	+26.7%	+11.2%	(1%)	+9.1%
2011	+5.2%	+4.6%	(4%)	+5.6%	(8.7%)	(2.1%)	+3.2%	(11%)	+12.8%	+11.2%	(8.7%)	+2.4%
2012	+3.0%	+14.7%	+8.3%	(2.7%)	(11.2%)

Strategy Summary

NASDAQ 100 Trend Following System seeks and locks onto market trends by generating Buy & Sell signals for next market day. 100% automated system is always in the market. Suitable for trading QQQ (Long & Short) QLD-QID or Rydex Funds (RYVYX & RYVNX). Averages approximately 21 trades per year.

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

$9.99 per month, only if profitable

Details

This is a pay-for-performance system. Subscriptions cost $9.99 at the end of each month, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end of a calendar month; you'll still get 30 days' worth of trades.)

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Show chart: Standard | Monte Carlo
Technical Analysis: Moving Average daysX

Model Account Status

Started	$6,000
Buy Power	$5,055
Cash	$1
Equity	$1
Cumulative $	$2,566
Total System Equity	$8,566
Margined	$1
Open P/L	$1,698
System vendor has delayed data by 7 days for non-subs.

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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
12/27/11 9:30	BUY	166	QID	Proshares UltraShort QQQ ETF 2x	44.90	1/6/12 9:30	42.30	Normal	($435)
12/7/11 9:31	BUY	180	QLD	Proshares Ultra QQQ ETF 2x	42.20	12/279:30	40.96	High	($227)
12/5/11 9:31	BUY	170	QID	Proshares UltraShort QQQ ETF 2x	43.55	12/79:30	44.12	Low	$94
10/12/11 9:30	BUY	168	QLD	Proshares Ultra QQQ ETF 2x	42.62	12/59:31	43.03	Extreme	$66
10/6/11 9:30	BUY	158	QID	Proshares UltraShort QQQ ETF 2x	52.12	10/129:30	45.82	Very	($998)
10/4/11 9:30	BUY	432	QLD	Proshares Ultra QQQ ETF 2x	34.00	10/69:30	35.88	Normal	$803
9/28/11 9:30	BUY	128	QID	Proshares UltraShort QQQ ETF 2x	48.64	10/49:30	58.40	Low	$1,246
6/10/11 9:34	BUY	152	QLD	Proshares Ultra QQQ ETF 2x	41.39	9/289:31	40.92	Very	($74)
6/8/11 9:34	BUY	116	QID	Proshares UltraShort QQQ ETF 2x	53.59	6/109:31	54.45	Low	$98
6/1/11 9:30	BUY	148	QLD	Proshares Ultra QQQ ETF 2x	46.07	6/89:33	42.08	High	($594)
5/27/11 9:34	BUY	138	QID	Proshares UltraShort QQQ ETF 2x	50.87	6/19:40	49.13	Normal	($243)
3/24/11 9:34	BUY	162	QLD	Proshares Ultra QQQ ETF 2x	42.97	5/279:34	44.53	Normal	$250
3/22/11 9:31	BUY	130	QID	Proshares UltraShort QQQ ETF 2x	54.57	3/249:31	53.47	Normal	($146)
2/25/11 9:41	BUY	142	QLD	Proshares Ultra QQQ ETF 2x	44.64	3/229:31	42.15	Very	($357)
2/23/11 9:34	BUY	144	QID	Proshares UltraShort QQQ ETF 2x	52.35	2/259:31	52.20	n/a	($25)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
12/27/11 9:30	BUY	166	QID	Proshares UltraShort QQQ ETF 2x	44.90	1/6/12 9:30	42.30	Normal	($435)
12/27/11 9:30	BTO	166	QID		44.90
1/6/12 9:30	STC	166	QID		42.30
12/7/11 9:31	BUY	180	QLD	Proshares Ultra QQQ ETF 2x	42.20	12/279:30	40.96	High	($227)
12/7/11 9:31	BTO	180	QLD		42.20
12/27/11 9:30	STC	180	QLD		40.96
12/5/11 9:31	BUY	170	QID	Proshares UltraShort QQQ ETF 2x	43.55	12/79:30	44.12	Low	$94
12/5/11 9:31	BTO	170	QID		43.55
12/7/11 9:30	STC	170	QID		44.12
10/12/11 9:30	BUY	168	QLD	Proshares Ultra QQQ ETF 2x	42.62	12/59:31	43.03	Extreme	$66
10/12/11 9:30	BTO	168	QLD		42.62
12/5/11 9:31	STC	168	QLD		43.03
10/6/11 9:30	BUY	158	QID	Proshares UltraShort QQQ ETF 2x	52.12	10/129:30	45.82	Very	($998)
10/6/11 9:30	BTO	158	QID		52.12
10/12/11 9:30	STC	158	QID		45.82
10/4/11 9:30	BUY	432	QLD	Proshares Ultra QQQ ETF 2x	34.00	10/69:30	35.88	Normal	$803
10/4/11 9:30	BTO	216	QLD		33.97
10/4/11 9:31	BTO	216	QLD		34.03
10/4/11 9:33	STC	216	QLD		33.97
10/6/11 9:30	STC	216	QLD		37.78
9/28/11 9:30	BUY	128	QID	Proshares UltraShort QQQ ETF 2x	48.64	10/49:30	58.40	Low	$1,246
9/28/11 9:30	BTO	128	QID		48.64
10/4/11 9:30	STC	128	QID		58.40
6/10/11 9:34	BUY	152	QLD	Proshares Ultra QQQ ETF 2x	41.39	9/289:31	40.92	Very	($74)
6/10/11 9:34	BTO	152	QLD		41.39
9/28/11 9:31	STC	152	QLD		40.92
6/8/11 9:34	BUY	116	QID	Proshares UltraShort QQQ ETF 2x	53.59	6/109:31	54.45	Low	$98
6/8/11 9:34	BTO	116	QID		53.59
6/10/11 9:31	STC	116	QID		54.45
6/1/11 9:30	BUY	148	QLD	Proshares Ultra QQQ ETF 2x	46.07	6/89:33	42.08	High	($594)
6/1/11 9:30	BTO	148	QLD		46.07
6/8/11 9:33	STC	148	QLD		42.08
5/27/11 9:34	BUY	138	QID	Proshares UltraShort QQQ ETF 2x	50.87	6/19:40	49.13	Normal	($243)
5/27/11 9:34	BTO	138	QID		50.87
6/1/11 9:40	STC	138	QID		49.13
3/24/11 9:34	BUY	162	QLD	Proshares Ultra QQQ ETF 2x	42.97	5/279:34	44.53	Normal	$250
3/24/11 9:34	BTO	162	QLD		42.98
5/27/11 9:34	STC	162	QLD		44.53
3/22/11 9:31	BUY	130	QID	Proshares UltraShort QQQ ETF 2x	54.57	3/249:31	53.47	Normal	($146)
3/22/11 9:31	BTO	130	QID		54.57
3/24/11 9:31	STC	130	QID		53.47
2/25/11 9:41	BUY	142	QLD	Proshares Ultra QQQ ETF 2x	44.64	3/229:31	42.15	Very	($357)
2/25/11 9:41	BTO	142	QLD		44.64
3/22/11 9:31	STC	142	QLD		42.15
2/23/11 9:34	BUY	144	QID	Proshares UltraShort QQQ ETF 2x	52.35	2/259:31	52.20	n/a	($25)
2/23/11 9:34	BTO	144	QID		52.35
2/25/11 9:31	STC	144	QID		52.20

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	22
# Profitable	9 (40.9%)
# months tracked	24
Profitable months	14 (58.3%)
Avg trade duration	32.1 days
Annual return (compounded)	20.2%
Average win	$790
Average loss	$349
Profit factor	1.6:1
Max peak-to-valley drawdown (historical)	54.75%
drawdown period	March 27, 2012 to May 11, 2012
Correlation w/ S&P	0.476
Sharpe ratio	0.562
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	53.7%
Chance of 20% account loss	35.7%
Chance of 30% account loss	14.0%

Chance of 50% account loss	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.28
Average P/L per unit traded	($0.05)

System Description

Q5SideWinder is a NASDAQ-100 Timing System that seeks and locks onto market trends by generating Buy and Sell signals, after the market close, for the next market days opening price. System is always in the market and is suitable for trading QQQ (Long & Short - recommended for account sizes 3K+), QLD & QID (Long & Inverse - account sizes 7K+), or Rydex Funds such as RYVYX & RYVNX (Long & Inverse - account sizes 25K+ with Rydex but may be traded with small $100 accounts at brokers such as TD Ameritrade).

Because Collective2 is not currently set up to track AM Rydex prices and requires trades to be entered in shares, I will trade only QLD & QID for this system. SideWinder averages approximately 26 trades per year. All trades are generated by computer algorithm that analyzes price and time from 1987 to the present using traditional and proprietary technical analysis.

Signals are usually sent out between 9pm and Midnight EST and orders placed before the next market open @ 9:30am EST. I assume a commission price of $9.99 per trade and, though I use market orders on the open, I try to avoid the use of margin by leaving uninvested cash in the account.

I trade this system in my TD Ameritrade account using Rydex Nasdaq 100 2x funds.

Estimated Win/Loss Ratio: 1.36 - 2.20 / 1
Estimated Max Account Draw Down: 46% (23%, if not using 2x leveraged funds)
Estimated Max Trade Draw Down: 32% (16%, if not using 2x leveraged funds)
Estimated Max Consecutive Losses: 5 (24% total loss, 12% if not using 2x funds)
Estimated Percent Winning Trades: 60% to 70%
Estimated Percent Losing Trades: 40% to 30%
Estimated CAGR: 30+% (15+% if not using 2x leveraged funds)

Historical Walk Forward Testing from 07/31/2008 thru 02/17/2012
using Rydex NASDAQ-100 2x funds:

CAGR: 47.23%
Profitable Months%: 69%
Max consecutive losing months: 2 (-27.70%)
Worst Month: -22.68% (06/10)
Best Month: 27.37% (09/10)

DISCLAIMER: PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS. QLD & QID ETFS SEEK 200% THE PERFORMANCE OF THE NASDAQ-100 INDEX BY USING LEVERAGE. PLEASE READ THE PROSPECTUS FOR BOTH QLD & QID BEFORE INVESTING. THIS IS AN AGGRESSIVE STRATEGY THAT SHOULD BE EXPECTED TO HAVE VERY VOLATILE MOVES IN EQUITY AND EXTREME RISK.

http://www.proshares.com/funds/qld.html

http://www.proshares.com/funds/qid.html

Also see Rydex:

http://www.rydex-sgi.com/products/mutual_funds/info/overview.rails?cusip=783554413

http://www.rydex-sgi.com/products/mutual_funds/info/overview.rails?cusip=783554397

-Art Hayner
ahayner@nycap.rr.com

- 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.

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