Important Warning about Hypothetical Results

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On this page, and others within this Web site, you are going to read about trading systems and their performance. It's important that you understand that all results reported on these pages must be treated as hypothetical results.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.


Warning about commission costs


Collective2 does not, by default, include commissions and execution costs when displaying hypothetical results. These costs will certainly make your actual trading results worse than the results you see here. For high-frequency trading systems, your results will be vastly worse than the results you see here.

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The Trading Digest Portfolio

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The Trading Digest Portfolio

What it trades: Stocks

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2007         -  +3.3%+4.2%+1.7%(2.7%)+0.9%+6.5%+6.0%+1.6%(5%)(0.7%)
2008(7.6%)+0.2%+8.3%(0.5%)+2.3%(3.7%)+1.0%+2.8%(6.9%)(11.6%)(0.8%)+4.0%
2009+5.5%(9.6%)+3.5%+8.2%+2.3%(0.3%)+1.2%+1.2%+2.2%(6.1%)+3.9%+5.4%
2010+2.7%  -    -                                                        

 
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Subscription Terms

Five-day free trial, then $40 per month (Details)

There is a free trial period of 5 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 $40 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)

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Strategy Description 


The Trading Digest system is a long only, swing trading equity portfolio system. Unlike many other systems, The Trading Digest system is designed to operate as an entire portfolio, complete with position sizing and strong risk management.

- This overview was provided by the system developer. Collective2 has not verified it.




Recently Closed Trades

Details

System creator requested that closed trades data below be delayed by four days.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
12/9/09 9:30 BUY 90 AMZN AMAZON.COM INC 134.60 1/15/10 9:32 129.18 Low ($487)
12/18/09 9:31 BUY 700 STLD 17.34 1/15/10 9:32 18.42 Low $756
12/9/09 9:30 BUY 240 RGLD 50.61 1/15/10 9:32 47.73 Low ($691)
12/2/09 9:30 BUY 831 TDSC 11.57 1/15/10 9:32 12.74 Low $972
12/14/09 9:30 BUY 280 ATHN 42.85 1/7/10 9:30 47.15 Low $1,204
12/11/09 9:30 BUY 550 BEAV 22.11 1/7/10 9:30 25.78 Low $2,018
12/4/09 9:30 BUY 416 RINO 29.43 12/15 9:32 29.72 Low $120
12/3/09 9:31 BUY 780 APWR 14.60 12/14 9:30 17.96 n/a $2,620
10/28/09 9:30 BUY 800 PALM PALM INC 13.21 12/10 9:30 11.99 Normal ($976)
11/25/09 9:30 BUY 269 FSYS FUEL SYSTEMS SOLUTIONS 48.24 12/9 9:30 49.77 Low $411
11/20/09 9:30 BUY 600 MDRX 20.13 12/3 9:30 20.46 Low $198
11/20/09 9:30 BUY 600 SNDK SANDISK CORP 19.94 12/2 9:30 20.85 Low $546
11/19/09 9:30 BUY 320 OTEX 37.25 11/25 9:30 37.54 Low $92
11/19/09 9:30 BUY 517 EBAY EBAY INC 23.06 11/25 9:30 23.73 Low $346
11/17/09 9:30 BUY 745 BGFV 17.37 11/18 9:30 17.49 Low $89

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Reviews


 
Oct 4, 2007 from Subscriber

I've been using The Trading Digest Portfolio for 7 months now. Wow! The 40%+ return has definitely helped boost the portfolio. It is easy to use. Orders can be placed the night before so perfect for West Coasters. The key to the system is to follow the system. No matter what. No one wants to be in a losing trade, but the winners here easliy surpass the losers. Only if you follow the signals. EASY. I highly recommend this system and to stick with it.. don't give up after the free trial ...this is a long term strategy using swing trades building wealth one day at a time. You soon will be "not hurting".

Rebuttal, posted on Oct 4, 2007 by system developer:

It's a pleasure to work with people that understand system trading requires dedication and at times sitting through periods that are not at equity highs. I am glad all the hard work has rewarded you. Thanks for the kind comments.
Dave and John
 
Sept 26, 2007 from Subscriber

I am not a trader (yet), but wanted to learn about it. I found Dave's Blog and followed along for a few months before becomming a subscriber to his system. Working full time hinders my ability to follow along during the day, so entering the orders the night before the next days trading session is a big plus for me. The system is very realistic, the fills match the C2 indicated fills. I have been very happy with the performance thus far (March 2007). It is certainly a system to trade for the long term (which suits my approach to the markets)!

Rebuttal, posted on Oct 5, 2007 by system developer:

Thank you for subscribing to the system. And thanks for the nice review.
 
Sept 13, 2007 from Subscriber

I've subscribed to The Trading Digest for some time now. The trades are very easy to follow and place since they all arrive before the market open. My fills are almost identical. Position sizing and risk management are very simple, but also very effective. Just an excellent system.

Rebuttal, posted on Oct 5, 2007 by system developer:

I'd like to thank you for being a subscriber and give you a 5 star review as well. Thumbs Up.


Statistics

Analytics  
System has been audited since2/27/2007 (37 months ago)
Trades649
# Profitable396 (61.0%)
# months tracked37
Profitable months23 (62.2%)
Avg trade duration8.2 days
Annual return (compounded)6.7%
Average win$553
Average loss$783
Profit factor1.1:1
Max peak-to-valley drawdown (historical)32.28%
drawdown periodOct 12, 2007 to Oct 10, 2008
Correlation w/ S&P0.322
Sharpe ratio0.17
C2Realism Factor 82%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss78.0%
Chance of 20% account loss40.5%
Chance of 30% account loss14.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.03
Average P/L per unit traded($0.09)
Sum of dividends and cash expir. in model account$545


System Description







The Trading Digest system is a long only, swing trading equity portfolio system. Unlike many other systems, The Trading Digest system is designed to operate as an entire portfolio, complete with position sizing and strong risk management. Along with each signal, we include the percentage of the portfolio each position should be. This makes it extremely easy to obtain the same results in your real portfolio. The portfolio can hold up 8 positions and can go up to 100% cash

All entries and exit are at market open, making it easy to trade for customers unable to watch the market during the day. We also limit our list of potential equities to only the most liquid to reduce the impacts of slippage or our orders impacting the market. We have also taken steps to limit the total number of subscribers to the system to prevent too many orders being placed for the same symbol.

This is not a system aiming make 150% a year with a high chance of blowing up, it is a robust system aimed to significantly outperform the S&P 500 while maintaining reasonable risk parameters. The system has been traded in realtime and extensively backtested across many types of market conditions with very very strong results with good drawdown to return ratios.

Additional information about the system is available at our blog at

http://thetradingdigest.com/blog/collective-system-information/

- This system description was provided by the system developer. Collective2 has not verified it.