paststat Alerts on Ditto Trade – Dec 2013 Performance

paststat Alerts on Ditto Trade  – Dec 2013 Performance  

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Below the details of Ditto Trades Quant Alerts perfromance for the month of Dec 2013

aggressive methodology for calculating the performance 

step 1)  each day use half the trading account before market on close and take all the signals provided before market on close and exit next day at close , and the other half of the trading account balance to execute the market on open orders and exit at on the same day on market close

step 2) we compound each day returns ( the rationale is -50 % down day followed by another -50 % down day might blow up the account , where as compounding the daily trading account balance might leave us with still some 25% of the starting accounting balance )

below the daily performance of “Ditto Trades Quant Alerts ” in Dec 2013

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
02-Dec-13 Open 10 8 3.01 2 -0.53 12.39 -0.66 2.3
02-Dec-13 Close 2 1 1.47 1 -0.71 1.47 -0.71 0.38 1.34 1.34
03-Dec-13 Open 1 1 0.06 0 0 0.06 0.06 0.06
03-Dec-13 Close 3 1 0.47 2 -0.03 0.47 -0.06 0.14 0.10 1.44
04-Dec-13 Open 4 2 2.57 2 -1.19 4 -1.74 0.69
04-Dec-13 Close 5 3 3.18 2 -1.08 6.54 -1.58 1.48 1.09 2.54
05-Dec-13 Open 3 0 0 3 -0.33 0 -0.74 -0.33
05-Dec-13 Close 3 3 1.26 0 0 1.33 1.22 1.26 0.47 3.02
06-Dec-13 Open 3 0 0 3 -0.94 -0.82 -1.11 -0.94
06-Dec-13 Close 1 1 1.29 0 0 1.29 1.29 1.29 0.18 3.20
09-Dec-13 Open 1 0 0 1 -0.72 -0.72 -0.72 -0.72
09-Dec-13 Close 3 1 0.22 2 -4.44 0.22 -7.84 -2.88 -1.80 1.34
10-Dec-13 Open 3 0 0 3 -0.95 -0.4 -1.49 -0.95
10-Dec-13 Close 3 1 1.03 2 -0.79 1.03 -0.93 -0.18 -0.57 0.77
11-Dec-13 Open 1 1 2.67 0 0 2.67 2.67 2.67
11-Dec-13 Close 4 0 0 4 -0.75 -0.16 -1.78 -0.75 0.96 1.74
12-Dec-13 Open 2 0 0 2 -0.32 -0.28 -0.36 -0.32
12-Dec-13 Close 8 3 3.39 5 -0.23 8.65 -0.75 1.13 0.41 2.15
13-Dec-13 Open 3 2 4.21 1 -0.57 8.01 -0.57 2.62
13-Dec-13 Close 6 6 1.15 0 0 1.73 0.72 1.15 1.89 4.07
16-Dec-13 Open 3 3 0.64 0 0 1.37 0.13 0.64
16-Dec-13 Close 3 1 0.54 2 -0.88 0.54 -1.68 -0.41 0.12 4.19
17-Dec-13 Open 0 0 0 0 0 0 0 0
17-Dec-13 Close 5 4 1.31 1 -0.6 2.63 -0.6 0.93 0.47 4.68
18-Dec-13 Open 5 3 1.99 2 -1.16 3.96 -1.69 0.73
18-Dec-13 Close 5 2 1.13 3 -0.72 1.69 -1.25 0.02 0.38 5.07
19-Dec-13 Open 3 2 0.75 1 -0.23 1.14 -0.23 0.43
19-Dec-13 Close 5 4 0.66 1 -0.4 1.06 -0.4 0.45 0.44 5.53
20-Dec-13 Open 3 3 1.51 0 0 2.25 0.7 1.51
20-Dec-13 Close 2 1 2.12 1 -1.59 2.12 -1.59 0.26 0.89 6.47
23-Dec-13 Open 1 0 0 1 -1.19 -1.19 -1.19 -1.19
23-Dec-13 Close 7 4 1.69 3 -1.69 4.17 -2.74 0.24 -0.48 5.96
24-Dec-13 Open 0 0 0 0 0 0 0 0
24-Dec-13 Close 4 2 1.06 2 -0.29 1.7 -0.54 0.38 0.19 6.16
26-Dec-13 Open 1 1 5.87 0 0 5.87 5.87 5.87
26-Dec-13 Close 5 2 1.11 3 -1.21 1.39 -2.56 -0.28 2.80 9.13
27-Dec-13 Open 2 2 1.02 0 0 1.23 0.8 1.02
27-Dec-13 Close 2 0 0 2 -0.05 0 -0.11 -0.05 0.49 9.66
30-Dec-13 Open 3 2 0.53 1 0 0.96 0 0.35
30-Dec-13 Close 3 3 0.96 0 0 1.11 0.74 0.96 0.66 10.38
31-Dec-13 Open 1 0 0 1 -1.72 -1.72 -1.72 -1.72
31-Dec-13 Close 4 0 0 4 -2.25 -0.36 -4.26 -2.25 -1.99 8.19
Nov-13 7.98
Dec-13 8.19
Since Inception ( 11 Nov 2013) 16.82

Below the trade details in Dec 2013 

Date Symbol Entry Trading Strategy Direction P/L%
02-Dec-13 AA Open ADX turned above 30 with positive trend Short 0.73
02-Dec-13 CRM Open Commodity Channel Index (CCI) moved below -100 Short 0.85
02-Dec-13 GDX Open RSI crossed above 30 Short 4.08
02-Dec-13 MU Open RSI crossed above 30 Short -0.66
02-Dec-13 NFLX Open 3 consecutive closes above previous high Short 0.3
02-Dec-13 NLY Open RSI crossed above 30 Short 1.67
02-Dec-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 12.39
02-Dec-13 TNA Open Close crossed below upper Bollinger band Short 3.46
02-Dec-13 TXT Open Aroon Oscillator turned overbought Long -0.39
02-Dec-13 XME Open Aroon Oscillator turned oversold Short 0.59
02-Dec-13 AEO Close Aroon Oscillator turned overbought Long 1.47
02-Dec-13 BHI Close Aroon Oscillator turned oversold Short -0.71
03-Dec-13 ABX Open Open -4% Short 0.06
03-Dec-13 AMTD Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long 0
03-Dec-13 DDR Close Narrow Range – 7 Long -0.06
03-Dec-13 EWZ Close RSI crossed Below 30 Short 0.47
04-Dec-13 FIO Open Support Level 2 Short 1.15
04-Dec-13 NES Open Bullish MACD Crossovers Short 4
04-Dec-13 QIHU Open Bullish MACD Crossovers Short -0.63
04-Dec-13 RFMD Open price crossed below SMA-200 Short -1.74
04-Dec-13 EFA Close Close crossed below lower Bollinger band Long -0.57
04-Dec-13 ING Close 3 consecutive closes below previous low Long -1.58
04-Dec-13 LNG Close Bullish MACD Crossovers Long 6.54
04-Dec-13 QIHU Close Bullish MACD Crossovers Short 2.73
04-Dec-13 SBUX Close 4 Day Consecutive Down Long 0.28
05-Dec-13 FCX Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short 0
05-Dec-13 GDX Open RSI crossed above 30 Short -0.24
05-Dec-13 NUGT Open RSI crossed above 30 Short -0.74
05-Dec-13 EFA Close 3 Day Consecutive Down Long 1.24
05-Dec-13 LNG Close Bullish MACD Crossovers Long 1.33
05-Dec-13 VEA Close Close crossed below lower Bollinger band Long 1.22
06-Dec-13 INVN Open Aroon Oscillator turned overbought Short -1.11
06-Dec-13 SAN Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.82
06-Dec-13 TER Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.88
06-Dec-13 HUN Close New 250 trading day high Long 1.29
09-Dec-13 F Open Bull Hook Pattern Long -0.72
09-Dec-13 CREE Close Aroon Oscillator turned overbought Long 0.22
09-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long -1.03
09-Dec-13 MNKD Close Close crossed above upper Bollinger band Long -7.84
10-Dec-13 ACAS Open Chaikin Money Flow crossed above 0.2 Long -0.4
10-Dec-13 NLY Open Today +2% Short -1.49
10-Dec-13 NUGT Open RSI crossed above 30 Short -0.96
10-Dec-13 GPS Close price crossed below SMA-50 Short 1.03
10-Dec-13 USO Close Long Legged Doji Candle stick pattern Long -0.93
10-Dec-13 XRT Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long -0.65
11-Dec-13 FIO Open Support Level 2 Short 2.67
11-Dec-13 BBD Close Unfilled Full Gap Down – 1% Short -0.33
11-Dec-13 EFA Close 3 Day Consecutive Down Long -0.73
11-Dec-13 PGR Close Open -2% Long -1.78
11-Dec-13 TJX Close Close crossed below lower Bollinger band Long -0.16
12-Dec-13 SAN Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.36
12-Dec-13 TJX Open Close crossed below lower Bollinger band Long -0.28
12-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long 0.79
12-Dec-13 EFA Close 3 Day Consecutive Down Long -0.06
12-Dec-13 SLM Close 3 consecutive closes below previous low Long 0.72
12-Dec-13 TMUS Close Aroon Oscillator turned negative Long 8.65
12-Dec-13 TXT Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long -0.16
12-Dec-13 UNH Close Aroon Oscillator turned oversold Long -0.75
12-Dec-13 VEA Close 3 Day Consecutive Down Long -0.1
12-Dec-13 VGK Close 3 Day Consecutive Down Long -0.07
13-Dec-13 CRM Open Commodity Channel Index (CCI) moved below -100 Short 0.41
13-Dec-13 TMUS Open Aroon Oscillator turned negative Long 8.01
13-Dec-13 XME Open Aroon Oscillator turned negative Short -0.57
13-Dec-13 BCS Close 3 consecutive closes below previous low Long 1.52
13-Dec-13 EFA Close 3 Day Consecutive Down Long 0.72
13-Dec-13 OPK Close 4 Day Consecutive Down Long 1.34
13-Dec-13 SQQQ Close 4 Day Consecutive Up Short 1.73
13-Dec-13 USO Close Long Legged Doji Candle stick pattern Long 0.87
13-Dec-13 VEA Close 3 Day Consecutive Down Long 0.73
16-Dec-13 BP Open Commodity Channel Index (CCI) moved below -200 Long 0.13
16-Dec-13 ECA Open Close crossed above lower Bollinger band Short 1.37
16-Dec-13 ORCL Open 3 consecutive closes below previous low Long 0.42
16-Dec-13 DDR Close Narrow Range – 7 Long 0.54
16-Dec-13 DIA Close Intraday-Low crossed above lower Bollinger band Long -0.08
16-Dec-13 SLB Close ADX above 40 with negative trend Long -1.68
26-Dec-13 BBRY Close Bearish Engulfing candlestick Short 0.74
17-Dec-13 NCT Close Intraday-Low crossed above lower Bollinger band Long 1.67
17-Dec-13 PWE Close Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.6
17-Dec-13 SPLS Close Aroon Oscillator turned negative Long 2.63
17-Dec-13 VVUS Close Aroon Oscillator turned oversold Long 0.21
18-Dec-13 BP Open Commodity Channel Index (CCI) moved below -200 Long 0.9
18-Dec-13 ECA Open Close crossed above lower Bollinger band Short -0.62
18-Dec-13 ELN Open Bullish Engulfing Candle stick Long 1.12
18-Dec-13 NLY Open Today +2% Short -1.69
18-Dec-13 PTEN Open MACD-Histogram Turns Positive Long 3.96
18-Dec-13 HUN Close New 250 trading day high Long -0.08
18-Dec-13 LNKD Close 4 Day Consecutive Down Long 1.69
18-Dec-13 MDY Close Chaikin Money Flow Turns Positive and RSI is Above 50 Long -0.82
18-Dec-13 TTWO Close Commodity Channel Index (CCI) moved above +200 Long 0.56
18-Dec-13 TVIX Close Williams %R turned below -80 Short -1.25
19-Dec-13 TTWO Open Commodity Channel Index (CCI) moved above +200 Long 1.14
19-Dec-13 TVIX Open Volume Decliners 200% Short 0.37
19-Dec-13 VXX Open Support Level 3 Short -0.23
19-Dec-13 AA Close ADX turned above 30 with positive trend Short 0.3
19-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long 0.8
19-Dec-13 NUGT Close Commodity Channel Index (CCI) moved below -100 Short -0.4
19-Dec-13 PNC Close Intraday-Low crossed above lower Bollinger band Long 0.49
19-Dec-13 UTX Close Intraday-Low crossed above lower Bollinger band Long 1.06
20-Dec-13 AA Open ADX turned above 30 with positive trend Short 0.7
20-Dec-13 GPOR Open Open +5% Long 2.25
20-Dec-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 1.59
20-Dec-13 EWZ Close RSI crossed Below 30 Short -1.59
20-Dec-13 QLD Close Aroon Oscillator turned positive Long 2.12
23-Dec-13 NLY Open Today +2% Short -1.19
23-Dec-13 AA Close ADX turned above 30 with positive trend Short -2.27
23-Dec-13 CLF Close RSI crossed above 30 Long 1.73
23-Dec-13 DDR Close Narrow Range – 7 Long -0.06
23-Dec-13 KORS Close 3 Day Consecutive Down Long 0.74
23-Dec-13 P Close Bullish MACD Crossovers Long -2.74
23-Dec-13 TVIX Close Aroon Oscillator turned oversold Short 4.17
23-Dec-13 VVUS Close Aroon Oscillator turned oversold Long 0.11
24-Dec-13 HUN Close New 250 trading day high Long -0.54
24-Dec-13 LNG Close Bullish MACD Crossovers Long 1.7
24-Dec-13 MAS Close Commodity Channel Index (CCI) moved above +200 Long -0.04
24-Dec-13 QIHU Close Bullish MACD Crossovers Short 0.41
26-Dec-13 BBRY Open Money Flow Index (MFI)is above 80 Short 5.87
26-Dec-13 DISH Close ADX turned above 30 with positive trend Short -0.12
26-Dec-13 LNG Close Bullish MACD Crossovers Long -2.56
26-Dec-13 PBR-A Close Narrow Range- 7 and Inside Day PatternInside Day Pattern Long 1.39
26-Dec-13 QIHU Close Bullish MACD Crossovers Short -0.94
26-Dec-13 YNDX Close ADX above 40 with positive trend Short 0.84
27-Dec-13 TNA Open Close crossed below upper Bollinger band Short 0.8
27-Dec-13 YNDX Open ADX above 40 with positive trend Short 1.23
27-Dec-13 JDSU Close price moved above SMA-50 Long 0
27-Dec-13 VVUS Close Aroon Oscillator turned oversold Long -0.11
30-Dec-13 AGNC Open Today – 3% Long 0.1
30-Dec-13 ECA Open On Balance Volume (OBV) moved above Zero Short 0
30-Dec-13 YNDX Open ADX above 40 with positive trend Short 0.96
30-Dec-13 HUN Close New 250 trading day high Long 1.11
30-Dec-13 KORS Close 3 Day Consecutive Down Long 0.74
30-Dec-13 LNKD Close Long Legged Doji Candle stick pattern Long 1.02
31-Dec-13 YNDX Open ADX above 40 with positive trend Short -1.72
31-Dec-13 CREE Close Aroon Oscillator turned overbought Long -1.28
31-Dec-13 GDX Close Bullish Engulfing Candle stick Short -4.26
31-Dec-13 OPK Close 4 Day Consecutive Down Long -0.36
31-Dec-13 USO Close Long Legged Doji Candle stick pattern Long -3.09

Conservative methodology for calculating the performance 

assuming each trade is entered with 5% of the account size .

the performance in December 2013 for the 136 trades taken was 3.26% , out of which 73 trades ( 54%) were profitable and 63 were loss making trades.

43/ 77 (56%)  Long  trades were profitable , with average gains for all the long trades is 1.78 %  ( assuming 5% of account size allocation to each trade)

30/59 ( 51%) Short trades were profitable , with average gains for all the short trades at 1.48% ( assuming 5% of account size allocation to each trade)

#FYI during the Dec 2013 $SPY returned 2.59% 

limitations with the both above performance calculations : 

trading commissions are not included ( why ?  for an non-leveraged 1K , USD, per trade day trading a/c , if the trading commission is at say, 15 USD , it is next to impossible to break even the commissions , as we are looking at 1.5% profit to cover the cost of commission, the point is it depends on the account size)

bid ask spreads and the borrowing costs for short trades , and the ability to short the required amount of shares are also not considered. 

about “paststat Quant-Alerts”

“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil
With Ditto Trade, you can choose to have our alerts automatically executed in your Ditto Trade account according to your own personal pre-set parameters, or utilize Ditto Trade’s mobile app to  receive our alerts directly on your mobile device and instantly act on them with the press of a button. In either case you always maintain complete flexibility and control.

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