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.
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.
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
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
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
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
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
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.
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
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