Friday, November 7, 2008

Magical StrategyDesk formulal

-

I've created a powerful formula in TD Ameritrade Strategy Desk. It's working very well with me, trading only with QQQQ and IWM. The statistics are as follows:

BackTesting : 5 years ago (from 1,Jan, 2004)To (5,Nov. 2008)

P-L : From $25,000 To $570,310 .

P-L % : 2181%

Number of winners: 132
Numbers of losers: 17
% winners : 89%
Profit Factor: 5.13
Max. Consec. Winners: 24
Max. Consec. Losers: 1

I will post the strategy signals on my blog for you to judge their effectiveness.

Regards
Khaled


-------------------

The strategy Backtesting signals

Symbol

Date

Action

Price

Profit-Loss %

qqqq

1/29/2004

Buy

37.24

0

qqqq

2/3/2004

Sell

36.93

-0.86

qqqq

2/5/2004

Buy

36.47

0

qqqq

2/6/2004

Sell

37.13

1.79

iwm

2/9/2004

Buy

58.27

0

iwm

2/10/2004

Sell

58.97

1.17

iwm

3/16/2004

Buy

56.65

0

iwm

3/17/2004

Sell

57.7

1.83

qqqq

3/30/2004

Sell Short

35.91

0

qqqq

3/31/2004

Buy to Cover

35.84

0.17

iwm

4/20/2004

Buy

57.26

0

iwm

4/21/2004

Sell

58.2

1.62

qqqq

4/22/2004

Buy

36.92

0

qqqq

4/23/2004

Sell

37.21

0.76

iwm

4/26/2004

Buy

59

0

iwm

4/28/2004

Sell

57.62

-2.36

iwm

5/26/2004

Sell Short

56.63

0

iwm

6/3/2004

Buy to Cover

56

1.09

iwm

6/10/2004

Sell Short

56.85

0

iwm

6/14/2004

Buy to Cover

55.73

1.94

qqqq

6/23/2004

Buy

37.12

0

qqqq

6/25/2004

Sell

37.21

0.22

iwm

7/12/2004

Buy

56

0

iwm

7/13/2004

Sell

56.07

0.1

iwm

7/14/2004

Buy

55.75

0

iwm

7/15/2004

Sell

55.87

0.19

qqqq

8/3/2004

Sell Short

34.23

0

qqqq

8/5/2004

Buy to Cover

33.6

1.81

iwm

8/20/2004

Sell Short

54.51

0

qqqq

8/23/2004

Sell Short

34.09

0

iwm

8/23/2004

Buy to Cover

54.31

0.34

qqqq

8/30/2004

Buy to Cover

33.98

0.3

iwm

9/7/2004

Sell Short

56.17

0

iwm

9/8/2004

Buy to Cover

55.87

0.51

iwm

9/28/2004

Buy

56.4

0

iwm

9/29/2004

Sell

56.92

0.9

iwm

9/30/2004

Buy

56.92

0

iwm

10/1/2004

Sell

58.36

2.5

iwm

10/19/2004

Buy

56.46

0

iwm

10/20/2004

Sell

56.75

0.49

qqqq

10/29/2004

Buy

36.9

0

qqqq

11/1/2004

Sell

37.04

0.35

iwm

12/13/2004

Buy

63.79

0

iwm

12/14/2004

Sell

64.13

0.51

qqqq

12/22/2004

Buy

39.73

0

qqqq

12/28/2004

Sell

39.97

0.58

iwm

1/7/2005

Buy

60.93

0

qqqq

1/10/2005

Buy

38.53

0

iwm

1/10/2005

Sell

61.55

0.99

qqqq

1/12/2005

Sell

38.58

0.1

iwm

1/13/2005

Buy

60.86

0

iwm

1/14/2005

Sell

61.44

0.93

iwm

1/31/2005

Sell Short

62.12

0

qqqq

2/4/2005

Sell Short

37.75

0

iwm

2/4/2005

Buy to Cover

63.39

-2.07

qqqq

2/7/2005

Buy to Cover

37.67

0.18

qqqq

2/9/2005

Sell Short

37.11

0

qqqq

2/14/2005

Buy to Cover

37.87

-2.07

qqqq

2/16/2005

Sell Short

37.98

0

qqqq

2/17/2005

Buy to Cover

37.47

1.32

iwm

2/28/2005

Buy

63.14

0

iwm

3/1/2005

Sell

63.62

0.73

qqqq

3/10/2005

Sell Short

37.52

0

qqqq

3/11/2005

Buy to Cover

37.17

0.91

qqqq

4/4/2005

Sell Short

36.46

0

qqqq

4/13/2005

Buy to Cover

36.06

1.07

iwm

4/26/2005

Sell Short

58.39

0

iwm

4/28/2005

Buy to Cover

56.87

2.58

iwm

5/5/2005

Sell Short

59.14

0

iwm

5/12/2005

Buy to Cover

58.3

1.39

iwm

5/20/2005

Sell Short

60.6

0

iwm

5/25/2005

Buy to Cover

60.29

0.49

qqqq

6/13/2005

Buy

37.73

0

qqqq

6/16/2005

Sell

37.9

0.43

iwm

6/29/2005

Buy

63.84

0

iwm

7/1/2005

Sell

63.98

0.19

iwm

7/27/2005

Buy

67.27

0

iwm

7/28/2005

Sell

67.96

1

iwm

8/10/2005

Buy

65.75

0

iwm

8/11/2005

Sell

66.32

0.84

iwm

8/12/2005

Buy

65.52

0

iwm

8/15/2005

Sell

66.22

1.04

qqqq

8/16/2005

Buy

38.81

0

qqqq

8/17/2005

Sell

39.04

0.57

iwm

8/18/2005

Buy

64.77

0

iwm

8/19/2005

Sell

65.11

0.5

iwm

8/22/2005

Buy

65.48

0

iwm

8/25/2005

Sell

65.57

0.11

qqqq

8/29/2005

Buy

38.76

0

qqqq

8/31/2005

Sell

38.98

0.54

iwm

9/1/2005

Buy

66.53

0

iwm

9/6/2005

Sell

67.16

0.92

iwm

9/26/2005

Buy

65.62

0

iwm

9/29/2005

Sell

66.03

0.6

iwm

10/5/2005

Sell Short

64.1

0

iwm

10/6/2005

Buy to Cover

63.53

0.86

qqqq

10/26/2005

Sell Short

38.81

0

qqqq

10/27/2005

Buy to Cover

38.03

1.98

iwm

11/3/2005

Sell Short

65.62

0

iwm

11/4/2005

Buy to Cover

65.48

0.19

qqqq

12/5/2005

Buy

41.8

0

qqqq

12/6/2005

Sell

41.94

0.3

qqqq

12/14/2005

Buy

41.9

0

qqqq

12/15/2005

Sell

41.97

0.14

iwm

12/21/2005

Buy

67.79

0

qqqq

12/22/2005

Buy

41.4

0

iwm

12/22/2005

Sell

67.97

0.24

qqqq

12/28/2005

Sell

40.99

-1.01

qqqq

1/5/2006

Buy

41.92

0

qqqq

1/6/2006

Sell

42.68

1.79

iwm

2/13/2006

Buy

70.71

0

iwm

2/14/2006

Sell

71.53

1.13

iwm

2/15/2006

Buy

72.16

0

iwm

2/16/2006

Sell

72.8

0.86

iwm

2/17/2006

Buy

72.65

0

qqqq

2/22/2006

Sell Short

41.26

0

iwm

2/22/2006

Sell

72.82

0.21

qqqq

2/23/2006

Buy to Cover

41.15

0.24

qqqq

2/27/2006

Sell Short

41.72

0

qqqq

2/28/2006

Buy to Cover

41.1

1.46

qqqq

3/1/2006

Sell Short

41.66

0

qqqq

3/3/2006

Buy to Cover

41.45

0.48

qqqq

3/6/2006

Sell Short

41.09

0

qqqq

3/7/2006

Buy to Cover

40.85

0.56

iwm

3/10/2006

Buy

72.32

0

iwm

3/13/2006

Sell

72.47

0.18

iwm

3/15/2006

Buy

73.94

0

qqqq

3/17/2006

Sell Short

41.45

0

iwm

3/17/2006

Sell

74.07

0.15

qqqq

3/21/2006

Buy to Cover

41.11

0.79

qqqq

3/23/2006

Sell Short

41.09

0

qqqq

3/29/2006

Buy to Cover

41.92

-2.05

iwm

4/17/2006

Buy

74.61

0

iwm

4/18/2006

Sell

76.7

2.78

qqqq

4/21/2006

Buy

42

0

qqqq

4/26/2006

Sell

41.86

-0.36

qqqq

5/5/2006

Buy

42.16

0

qqqq

5/8/2006

Sell

42.2

0.07

iwm

5/17/2006

Buy

71.95

0

iwm

5/22/2006

Sell

71.1

-1.21

iwm

6/5/2006

Sell Short

71.09

0

qqqq

6/6/2006

Sell Short

38.75

0

iwm

6/6/2006

Buy to Cover

70.79

0.4

qqqq

6/7/2006

Buy to Cover

38.46

0.72

qqqq

6/20/2006

Sell Short

38.08

0

qqqq

6/27/2006

Buy to Cover

37.53

1.42

qqqq

6/29/2006

Sell Short

38.96

0

qqqq

6/30/2006

Buy to Cover

38.77

0.46

iwm

7/3/2006

Sell Short

72.63

0

qqqq

7/5/2006

Sell Short

38.15

0

iwm

7/5/2006

Buy to Cover

71.57

1.43

qqqq

7/6/2006

Buy to Cover

38.11

0.08

qqqq

7/28/2006

Sell Short

37.11

0

qqqq

8/1/2006

Buy to Cover

36.48

1.67

iwm

8/2/2006

Sell Short

69.5

0

qqqq

8/7/2006

Sell Short

36.71

0

iwm

8/7/2006

Buy to Cover

69.35

0.19

qqqq

8/8/2006

Buy to Cover

36.48

0.6

qqqq

8/18/2006

Sell Short

38.79

0

qqqq

8/21/2006

Buy to Cover

38.42

0.93

qqqq

9/12/2006

Buy

39.68

0

qqqq

9/13/2006

Sell

39.96

0.68

iwm

10/6/2006

Buy

73.5

0

iwm

10/9/2006

Sell

74.06

0.74

qqqq

11/2/2006

Buy

42.04

0

qqqq

11/6/2006

Sell

42.54

1.16

qqqq

11/7/2006

Buy

42.83

0

qqqq

11/8/2006

Sell

43.03

0.44

qqqq

11/9/2006

Buy

42.8

0

qqqq

11/10/2006

Sell

43.03

0.51

iwm

12/1/2006

Buy

77.78

0

iwm

12/4/2006

Sell

79.32

1.95

qqqq

12/7/2006

Buy

43.7

0

qqqq

12/8/2006

Sell

43.9

0.43

qqqq

12/13/2006

Buy

43.88

0

qqqq

12/14/2006

Sell

44.37

1.09

iwm

12/22/2006

Buy

77.11

0

qqqq

12/26/2006

Buy

43.11

0

iwm

12/26/2006

Sell

78.21

1.4

qqqq

12/27/2006

Sell

43.33

0.48

iwm

12/28/2006

Buy

78.78

0

iwm

1/4/2007

Sell

78.37

-0.55

iwm

1/11/2007

Buy

78.23

0

iwm

1/12/2007

Sell

78.98

0.93

qqqq

1/29/2007

Buy

43.61

0

qqqq

1/31/2007

Sell

44.07

1.03

iwm

3/5/2007

Buy

75.17

0

iwm

3/6/2007

Sell

77.07

2.5

iwm

3/21/2007

Sell Short

80.34

0

iwm

3/23/2007

Buy to Cover

80.24

0.1

iwm

5/4/2007

Buy

82.87

0

iwm

5/9/2007

Sell

82.62

-0.33

qqqq

5/16/2007

Buy

46.55

0

qqqq

5/18/2007

Sell

46.71

0.32

iwm

5/21/2007

Buy

82.76

0

iwm

5/22/2007

Sell

83.33

0.66

iwm

5/23/2007

Buy

83

0

iwm

5/29/2007

Sell

83.33

0.37

qqqq

5/31/2007

Buy

47.41

0

qqqq

6/4/2007

Sell

47.58

0.33

iwm

6/13/2007

Buy

82.59

0

iwm

6/14/2007

Sell

83.34

0.88

iwm

6/18/2007

Buy

84.17

0

iwm

6/19/2007

Sell

84.39

0.24

iwm

7/2/2007

Buy

83.99

0

iwm

7/3/2007

Sell

84.36

0.41

qqqq

7/30/2007

Buy

48.55

0

qqqq

7/31/2007

Sell

47.53

-2.13

qqqq

8/1/2007

Buy

47.9

0

qqqq

8/2/2007

Sell

48.34

0.89

qqqq

8/6/2007

Buy

47.97

0

qqqq

8/7/2007

Sell

48.31

0.68

iwm

8/13/2007

Sell Short

77.67

0

iwm

8/14/2007

Buy to Cover

76.31

1.73

iwm

8/15/2007

Sell Short

75.2

0

iwm

8/16/2007

Buy to Cover

76.75

-2.09

iwm

8/22/2007

Sell Short

79.63

0

iwm

8/23/2007

Buy to Cover

78.61

1.26

qqqq

8/27/2007

Sell Short

47.88

0

qqqq

8/28/2007

Buy to Cover

46.74

2.36

iwm

9/4/2007

Sell Short

79.75

0

iwm

9/5/2007

Buy to Cover

79.01

0.9

iwm

9/6/2007

Sell Short

79.03

0

iwm

9/7/2007

Buy to Cover

77.66

1.71

iwm

9/21/2007

Sell Short

80.96

0

iwm

9/24/2007

Buy to Cover

80.34

0.74

iwm

10/22/2007

Buy

80.76

0

iwm

10/23/2007

Sell

81.38

0.74

iwm

10/25/2007

Buy

80.66

0

iwm

10/26/2007

Sell

82.01

1.65

qqqq

11/13/2007

Buy

50.74

0

qqqq

11/16/2007

Sell

50.28

-0.93

iwm

12/3/2007

Sell Short

75.75

0

iwm

12/4/2007

Buy to Cover

75

0.96

iwm

12/10/2007

Sell Short

79.11

0

iwm

12/11/2007

Buy to Cover

76.33

3.49

iwm

12/27/2007

Sell Short

77.39

0

iwm

12/28/2007

Buy to Cover

76.56

1.05

iwm

1/28/2008

Sell Short

69.92

0

iwm

1/30/2008

Buy to Cover

69.22

0.98

qqqq

2/5/2008

Sell Short

43.67

0

qqqq

2/6/2008

Buy to Cover

42.81

1.94

qqqq

2/14/2008

Sell Short

43.97

0

qqqq

2/15/2008

Buy to Cover

43.82

0.32

iwm

2/19/2008

Sell Short

70.73

0

iwm

2/21/2008

Buy to Cover

69.39

1.87

qqqq

2/28/2008

Sell Short

44.12

0

qqqq

2/29/2008

Buy to Cover

42.95

2.63

qqqq

3/14/2008

Sell Short

42.25

0

qqqq

3/17/2008

Buy to Cover

41.48

1.8

iwm

3/24/2008

Sell Short

69.99

0

iwm

3/26/2008

Buy to Cover

69.64

0.47

iwm

4/4/2008

Sell Short

71.16

0

iwm

4/7/2008

Buy to Cover

70.96

0.26

iwm

4/17/2008

Buy

70.92

0

iwm

4/18/2008

Sell

71.67

1.03

iwm

5/13/2008

Buy

73.49

0

iwm

5/16/2008

Sell

73.95

0.6

qqqq

5/28/2008

Buy

49.25

0

qqqq

5/29/2008

Sell

49.69

0.87

iwm

5/30/2008

Buy

74.67

0

iwm

6/4/2008

Sell

74.3

-0.52

qqqq

6/13/2008

Buy

48.37

0

qqqq

6/16/2008

Sell

48.8

0.86

qqqq

6/17/2008

Buy

48.54

0

qqqq

6/19/2008

Sell

48.77

0.45

iwm

7/21/2008

Sell Short

69.72

0

iwm

7/22/2008

Buy to Cover

71.47

-2.54

qqqq

7/28/2008

Sell Short

44.42

0

qqqq

7/29/2008

Buy to Cover

45.34

-2.1

qqqq

7/30/2008

Sell Short

45.57

0

qqqq

7/31/2008

Buy to Cover

45.46

0.22

iwm

8/1/2008

Sell Short

71.41

0

iwm

8/4/2008

Buy to Cover

70.75

0.9

qqqq

8/8/2008

Sell Short

47.32

0

qqqq

8/19/2008

Buy to Cover

47.01

0.63

iwm

8/27/2008

Buy

73.03

0

iwm

8/28/2008

Sell

74.51

2

iwm

8/29/2008

Buy

73.87

0

iwm

9/3/2008

Sell

74.15

0.35

iwm

9/10/2008

Buy

71.47

0

iwm

9/11/2008

Sell

71.92

0.6

iwm

9/15/2008

Buy

69.01

0

iwm

9/16/2008

Sell

71

2.86

iwm

9/24/2008

Sell Short

69.94

0

iwm

9/29/2008

Buy to Cover

65.05

6.97

qqqq

9/30/2008

Sell Short

38.91

0

qqqq

10/1/2008

Buy to Cover

38.5

1.03

qqqq

10/16/2008

Sell Short

32.26

0

qqqq

10/20/2008

Buy to Cover

33.2

-2.94

qqqq

10/21/2008

Sell Short

31.48

0

qqqq

10/22/2008

Buy to Cover

30.61

2.74

iwm

10/23/2008

Sell Short

48.99

0

iwm

10/24/2008

Buy to Cover

47.17

3.69

iwm

10/31/2008

Sell Short

53.75

0

iwm

11/5/2008

Buy to Cover

51.59

3.99


10 comments:

Bojacob said...

I hope it goes well for you :)

MaTh-MaN said...

Thank you bojacob

Unknown said...

Very nice equity curve. Have you tried with long and inverse ETF's? Direxion has new 3X funds. If it works with them you can improve your equity curve significantly?

Anonymous said...

Hi Khaled, did you try other equities as well? Did you backtest on fixed shares/capital? Any trailing involved?

MaTh-MaN said...

Keith,
Thanks for your comment,
I did not tried with inverse ETF's.
Also I use it from 2001 to now, and it gave me a strong result, I will post it soon.

MaTh-MaN said...

Anonymouse,

I'm using Ameritrade margin account with 2.8 times of my cash.

also Im backtesting on a fix capital.

Thanks

Anonymous said...

hi,
I can't find your formula?

tnx

MaTh-MaN said...

I'm not going to post my formula,

I just want to show the results, maybe someone interested to buy it.

Thanks

Anonymous said...

You said you just want to show the results, maybe someone interested to buy it.

well, i am interested to buy your formula. How much?

MaTh-MaN said...

Adel,

Could you please write your email address at here,or send to me email at khaledhhh@gmail.com


Thanks
Khaled