paststat Alerts on Ditto Trade – Jan 2014 Performance

paststat Alerts on Ditto Trade  – Jan 2014 Performance  

paststat-AlertService-Horiz

Below the details of Ditto Trades Quant Alerts perfromance for the month of Jan 2014

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 Jan 2014

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
03-Jan-14 Open 3 3 2.84 0 0 4.45 2.84
03-Jan-14 Close 3 1 0.47 2 -1.04 0.47 -1.07 -0.54 1.15 1.15
06-Jan-14 Open 1 1 0.33 0 0 0.33 0.33
06-Jan-14 CLose None 0 0.17 1.32
07-Jan-14 Open 4 2 0.34 2 -0.65 0.34 -0.75 -0.16
07-Jan-14 Close 1 0 0 1 -2.75 -2.75 -2.75 -1.46 -0.16
08-Jan-14 Open 3 1 3.06 2 -0.96 3.06 -1.05 0.38
08-Jan-14 Close 4 3 0.73 1 -0.33 1.29 -0.33 0.47 0.43 0.27
09-Jan-14 Open 6 3 1.65 3 -1.49 2.9 -1.82 0.08
09-Jan-14 Close 5 2 2.09 3 -1.49 3.71 -1.69 -0.06 0.01 0.28
10-Jan-14 Open 7 4 1.19 3 -0.71 2.14 -1.29 0.38
10-Jan-14 Close 5 1 1.2 4 -3.87 1.2 -7.18 -2.85 -1.24 -0.96
13-Jan-14 Open 3 1 2.55 2 -4.38 2.55 -8.57 -2.07
13-Jan-14 Close 6 6 1.49 0 0 1.98 1.49 -0.29 -1.25
14-Jan-14 Open 5 2 1.58 3 -2.88 2.11 -5.13 -1.1
14-Jan-14 Close 6 2 0.32 4 -1.69 0.37 -4.06 -1.02 -1.06 -2.30
15-Jan-14 Open 4 2 1.57 2 -3.02 2.01 -3.76 -0.72
15-Jan-14 Close 5 1 0.11 4 -0.93 0.11 -1.29 -0.72 -0.72 -3.00
16-Jan-14 Open 5 2 0.3 3 -0.86 0.33 -1.34 -0.4
16-Jan-14 Close 3 0 0 3 -0.93 -2.15 -0.93 -0.67 -3.64
17-Jan-14 Open 3 2 2.22 1 -3.01 3.85 -3.01 0.48
17-Jan-14 Close 4 1 1.35 3 -1.85 1.35 -2.67 -1.05 -0.29 -3.92
21-Jan-14 Open 3 0 0 3 -1.67 -2.81 -1.67
21-Jan-14 Close 3 2 1.36 1 -1.23 2.59 -1.23 0.5 -0.59 -4.48
22-Jan-14 Open 4 2 0.69 2 -3.71 1.24 -5.58 -1.51
22-Jan-14 CLose None 0 0 -0.76 -5.20
23-Jan-14 Open 3 1 0.19 2 -0.92 0.19 -1.54 -0.55
23-Jan-14 Close 8 1 1.23 7 -1.74 1.23 -3.51 -1.36 -0.96 -6.11
24-Jan-14 Open 6 5 2.83 1 -2.41 6.57 -2.41 1.96
24-Jan-14 Close 14 7 0.88 7 -1.29 2.62 -2.46 -0.2 0.88 -5.28
27-Jan-14 Open 4 2 1.78 2 -1.07 2.8 -1.37 0.35
27-Jan-14 Close 7 7 2.06 0 0 7.83 2.06 1.21 -4.14
28-Jan-14 Open 3 1 0.11 2 -2.45 0.11 -4.21 -1.6
28-Jan-14 Close 6 0 0 6 -0.84 -2.48 -0.84 -1.22 -5.31
29-Jan-14 Open 0 0 0 0 0 0
29-Jan-14 Close 3 2 1.28 1 -0.57 2.31 -0.57 0.66 0.33 -5.00
30-Jan-14 Open 1 1 0.37 0 0 0.37 0.37
30-Jan-14 Close 1 0 0 1 -0.96 -0.96 -0.96 -0.30 -5.28
31-Jan-14 Open 4 3 0.56 1 -0.55 0.94 -0.55 0.28
31-Jan-14 Close 1 0 0 1 -1.88 -1.88 -1.88 -0.80 -6.03
Nov-13 7.98
Dec-13 8.19
Jan-14 -6.03
Since Inception (11 Nov 2013) 9.77


Below the trade details in Jan 2014

Date Ticker Name Strategy Entry Direction P/L%
03-Jan-14 FAS Direxion Daily Financial Bull 3X Shares RSI crossed below 70 Open LONG 0.88
03-Jan-14 JASO JA Solar Holdings Co Ltd Close above upper Bollinger Open SHORT 3.19
03-Jan-14 MCP Molycorp Inc One Week  +20% Open SHORT 4.45
03-Jan-14 AEO American Eagle Outfitters Inc Aroon Oscillator turned overbought Close LONG 0.47
03-Jan-14 JDSU JDS Uniphase Corporation price moved above SMA-50 Close LONG -1.07
03-Jan-14 SBUX Starbucks Corporation 4 Day Consecutive Down Close LONG -1.01
06-Jan-14 UNG United States Natural Gas Bullish Engulfing Candle stick Open SHORT 0.33
07-Jan-14 FIO Fusion-io Inc Support Level 2 Open SHORT 0.33
07-Jan-14 FSLR First Solar Inc Unfilled Full Gap Down – 1% Open SHORT -0.75
07-Jan-14 GPS Gap Inc price crossed below SMA-50 Open SHORT -0.54
07-Jan-14 MRVL Marvell Technology Group Ltd Money Flow Index (MFI)is below 20 Open LONG 0.34
07-Jan-14 AA Alcoa Inc RSI crossed above 70 Close SHORT -2.75
08-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT 3.06
08-Jan-14 COH Coach Inc Volume Gainers 150% Open LONG -1.05
08-Jan-14 MAT Mattel Inc Unfilled Full Gap Down Open LONG -0.87
08-Jan-14 AA Alcoa Inc RSI crossed above 70 Close SHORT 1.29
08-Jan-14 EWJ iShares MSCI Japan Index Trend Sell pattern Close LONG -0.33
08-Jan-14 KORS Michael Kors Holdings Ltd 3 Day Consecutive Down Close LONG 0.87
08-Jan-14 LNG Cheniere Energy Inc Bullish MACD Crossovers Close LONG 0.04
09-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT -1.28
09-Jan-14 JASO JA Solar Holdings Co Ltd Close above upper Bollinger Open SHORT 2.9
09-Jan-14 KORS Michael Kors Holdings Ltd 3 Day Consecutive Down Open LONG 0.68
09-Jan-14 MU Micron Technology Inc New 250 trading day high Open LONG -1.36
09-Jan-14 XCO EXCO Resources Inc Bullish Engulfing Candle stick Open SHORT 1.38
09-Jan-14 YNDX Yandex NV ADX above 40 with positive trend Open SHORT -1.82
09-Jan-14 BBD Banco Bradesco SA Unfilled Full Gap Down – 1% Close SHORT -1.65
09-Jan-14 BYD Boyd Gaming Corp ADX turned above 30 with positive trend Close LONG 3.71
09-Jan-14 EWZ iShares MSCI Brazil Index RSI crossed Below 30 Close SHORT -1.69
09-Jan-14 FIO Fusion-io Inc price crossed below SMA-20 Close SHORT 0.47
09-Jan-14 SPLS Staples Inc Aroon Oscillator turned negative Close LONG -1.12
10-Jan-14 ACAS American Capital Ltd Chaikin Money Flow crossed above 0.2 Open LONG -0.44
10-Jan-14 BBD Banco Bradesco SA Commodity Channel Index (CCI) moved below -200 Open SHORT -1.29
10-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT 1.68
10-Jan-14 FIO Fusion-io Inc Support Level 2 Open SHORT 0.81
10-Jan-14 GGB Gerdau SA ADX turned above 30 with negative trend Open SHORT -0.39
10-Jan-14 GPOR Gulfport Energy Corp 3 consecutive closes below previous low Open LONG 2.14
10-Jan-14 YGE Yingli Green Energy Holding Co Ltd Bearish Engulfing candlestick Open SHORT 0.14
10-Jan-14 ECA Encana Corporation Close crossed above lower Bollinger band Close SHORT 1.2
10-Jan-14 LINE Linn Energy LLC RSI crossed above 70 Close LONG -2.14
10-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG -0.97
10-Jan-14 TVIX VelocityShares Daily 2x VIX ST ETN Aroon Oscillator turned oversold Close SHORT -7.18
10-Jan-14 XOMA XOMA Corporation 250 trading day high Close LONG -5.17
13-Jan-14 BBRY Research In Motion Limited 4 Day Consecutive Up Open SHORT 2.55
13-Jan-14 DUST Gold Miners Bear 3X Direxion Commodity Channel Index (CCI) moved below -100 Open LONG -8.57
13-Jan-14 SRC Spirit Realty Capital Inc New 20 trading day high Open LONG -0.2
13-Jan-14 ABBV AbbVie Inc Intraday-Low below lower Bollinger band Close LONG 1.55
13-Jan-14 AU AngloGold Ashanti Ltd Close crossed above upper Bollinger band Close SHORT 1.98
13-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG 1.58
13-Jan-14 O Realty Income Corp Aroon Oscillator turned positive Close LONG 1.04
13-Jan-14 TSN Tyson Foods Inc RSI crossed below 70 Close LONG 1.68
13-Jan-14 XRT SPDR S&P Retail Chaikin Money Flow Turns Negative and RSI is Below 45 Close LONG 1.14
14-Jan-14 AEM Agnico-Eagle Mines Ltd Open +4% Open SHORT 2.11
14-Jan-14 FAS Direxion Daily Financial Bull 3X Shares RSI crossed below 70 Open LONG 1.05
14-Jan-14 FIO Fusion-io Inc New 20 trading day low Open SHORT -5.13
14-Jan-14 FSLR First Solar Inc Commodity Channel Index (CCI) moved below -200 Open SHORT -1.86
14-Jan-14 YNDX Yandex NV ADX above 40 with positive trend Open SHORT -1.65
14-Jan-14 GG Goldcorp Inc price crossed below SMA-50 Close SHORT 0.27
14-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG -0.23
14-Jan-14 PBR-A Petroleo Brasileiro Narrow Range- 7 and Inside Day PatternInside Day Pattern Close LONG 0.37
14-Jan-14 TER Teradyne Inc Chaikin Money Flow crossed above 0.2 Close SHORT -4.06
14-Jan-14 TVIX VelocityShares Daily 2x VIX ST ETN Williams %R turned below -80 Close SHORT -0.9
14-Jan-14 XOMA XOMA Corporation RSI crossed above 70 Close LONG -1.56
15-Jan-14 ACAS American Capital Ltd Chaikin Money Flow crossed above 0.2 Open LONG 1.13
15-Jan-14 AEM Agnico-Eagle Mines Ltd price crossed below SMA-200 Open SHORT -3.76
15-Jan-14 SRPT Sarepta Therapeutics Inc Intraday-High crossed below upper Bollinger band Open SHORT 2.01
15-Jan-14 TER Teradyne Inc Close crossed above upper Bollinger band Open SHORT -2.28
15-Jan-14 AU AngloGold Ashanti Ltd Close crossed above upper Bollinger band Close SHORT -0.95
15-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG -0.36
15-Jan-14 QLD ProShares Ultra QQQ Aroon Oscillator turned positive Close LONG 0.11
15-Jan-14 STI SunTrust Banks Inc Commodity Channel Index (CCI) moved below -200 Close LONG -1.12
15-Jan-14 UNP Union Pacific Corporation New 20 trading day low Close LONG -1.29
16-Jan-14 AMAT Applied Materials Inc New 250 trading day high Open LONG -1.34
16-Jan-14 CRM Salesforcecom Volume Gainers 200% Open LONG -0.49
16-Jan-14 ECA Encana Corporation On Balance Volume (OBV) moved above Zero Open SHORT -0.74
16-Jan-14 NUAN Nuance Communications Inc Unfilled Full Gap Up Open SHORT 0.33
16-Jan-14 SPXU ProShares UltraPro Short S&P500 Aroon Oscillator turned negative Open SHORT 0.26
16-Jan-14 A Agilent Technologies Inc 3 consecutive closes above previous high Close SHORT -0.35
16-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Close LONG -0.28
16-Jan-14 XOMA XOMA Corporation RSI crossed above 70 Close LONG -2.15
17-Jan-14 SPWR SunPower Corporation Volume Gainers 200% Open SHORT 3.85
17-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Open LONG -3.01
17-Jan-14 XME SPDR S&P Metals & Mining Aroon Oscillator turned negative Open SHORT 0.59
17-Jan-14 AU AngloGold Ashanti Ltd RSI crossed above 70 Close SHORT -0.22
17-Jan-14 TJX The TJX Companies Inc Close below lower Bollinger Close LONG -2.67
17-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG 1.35
17-Jan-14 TJX The TJX Companies Inc Volume Decliners 150% Close LONG -2.67
21-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT -0.3
21-Jan-14 GDX Market Vectors Gold Miners ETF Resistance Level 3 Open SHORT -2.82
21-Jan-14 TJX The TJX Companies Inc Close crossed below lower Bollinger band Open LONG -1.89
21-Jan-14 DG Dollar General Corporation 4 Day Consecutive Down Close LONG -1.23
21-Jan-14 SID Companhia Siderurgica Nacional Commodity Channel Index (CCI) moved below -200 Close SHORT 2.59
21-Jan-14 XRT SPDR S&P Retail Chaikin Money Flow Turns Negative and RSI is Below 45 Close LONG 0.13
22-Jan-14 AUY Yamana Gold Inc 3 consecutive closes above previous high Open SHORT 1.24
22-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT -5.58
22-Jan-14 QID ProShares UltraShort QQQ Inverted hammer Candlestick Pattern Open SHORT 0.14
22-Jan-14 TJX The TJX Companies Inc Today -2% Open LONG -1.84
23-Jan-14 DFS Discover Financial Services Intraday-Low crossed above lower Bollinger band Open LONG -1.54
23-Jan-14 PTEN Patterson-UTI Energy Inc MACD-Histogram Turns Positive Open LONG -0.31
23-Jan-14 TXT Textron Inc Close crossed above upper Bollinger band Open LONG 0.19
23-Jan-14 AU AngloGold Ashanti Ltd Close crossed above upper Bollinger band Close SHORT -1.37
23-Jan-14 DG Dollar General Corporation 4 Day Consecutive Down Close LONG -0.42
23-Jan-14 LINE Linn Energy LLC Close crossed below upper Bollinger band Close SHORT 1.23
23-Jan-14 LKQ LKQ Corp Intraday-Low crossed above lower Bollinger band Close LONG -1.47
23-Jan-14 PWE Penn West Petroleum Ltd Aroon Oscillator turned oversold Close SHORT -3.51
23-Jan-14 TSN Tyson Foods Inc RSI crossed below 70 Close LONG -1.95
23-Jan-14 TTWO Take-Two Interactive Software Inc Commodity Channel Index (CCI) moved above +200 Close LONG -0.32
23-Jan-14 XHB SPDR S&P Homebuilders Intraday-Low crossed above lower Bollinger band Close LONG -3.11
24-Jan-14 AEM Agnico-Eagle Mines Ltd Open +4% Open SHORT 0.32
24-Jan-14 HIG Hartford Financial Services Group Inc Support Level 3 Open LONG -2.41
24-Jan-14 KMI Kinder Morgan Inc Close crossed below upper Bollinger band Open SHORT 1
24-Jan-14 SRPT Sarepta Therapeutics Inc Intraday-High crossed below upper Bollinger band Open SHORT 6.57
24-Jan-14 TNA Direxion Daily Small Cap Bull 3X Shares Close crossed below upper Bollinger band Open SHORT 5.72
24-Jan-14 TTWO Take-Two Interactive Software Inc Commodity Channel Index (CCI) moved above +200 Open LONG 0.54
24-Jan-14 AU AngloGold Ashanti Ltd RSI crossed above 70 Close SHORT 2.62
24-Jan-14 BEN Franklin Resources Inc RSI crossed Below 30 Close LONG -1.21
24-Jan-14 DG Dollar General Corporation 4 Day Consecutive Down Close LONG 0.28
24-Jan-14 EFA iShares MSCI EAFE Index Close crossed below lower Bollinger band Close LONG -0.46
24-Jan-14 FAS Direxion Daily Financial Bull 3X Shares Close crossed below lower Bollinger band Close LONG -2.46
24-Jan-14 FAST Fastenal Company Close crossed below lower Bollinger band Close LONG -1.18
24-Jan-14 JASO JA Solar Holdings Co Ltd Bearish MACD Crossovers Close SHORT 0.46
24-Jan-14 LKQ LKQ Corp Intraday-Low crossed above lower Bollinger band Close LONG 0.31
24-Jan-14 LVS Las Vegas Sands Corp Intraday-Low crossed below lower Bollinger band Close SHORT 0.69
24-Jan-14 POT Potash Corp of Saskatchewan Inc New 20 trading day low Close SHORT -0.82
24-Jan-14 RDN Radian Group Inc Unfilled Full Gap Down Close SHORT 1.35
24-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Close LONG 0.44
24-Jan-14 UVXY ProShares Ultra VIX Short-Term Fut ETF One Month +30% Close SHORT -2.4
24-Jan-14 VEA Vanguard MSCI EAFE ETF Close crossed below lower Bollinger band Close LONG -0.47
27-Jan-14 DFS Discover Financial Services Intraday-Low crossed above lower Bollinger band Open LONG -1.37
27-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Open LONG 0.76
27-Jan-14 XLV Health Care Select Sector SPDR Today -2% Open LONG -0.77
27-Jan-14 XME SPDR S&P Metals & Mining Aroon Oscillator turned oversold Open SHORT 2.8
27-Jan-14 ADI Analog Devices Inc Close crossed above lower Bollinger band Close LONG 0.6
27-Jan-14 BWA BorgWarner Inc ADX above 30 with negative trend Close LONG 0.6
27-Jan-14 EFA iShares MSCI EAFE Index 3 Day Consecutive Down Close LONG 0.87
27-Jan-14 TVIX VelocityShares Daily 2x VIX ST ETN Volume Decliners 200% Close SHORT 7.83
27-Jan-14 VEA Vanguard MSCI EAFE ETF 3 Day Consecutive Down Close LONG 1
27-Jan-14 VOD Vodafone Group plc 5 Day Consecutive Down Close LONG 1.01
27-Jan-14 XRX Xerox Corp One Week  -10% Close LONG 2.54
28-Jan-14 BP BP plc Commodity Channel Index (CCI) moved below -200 Open LONG 0.11
28-Jan-14 MNKD MannKind Corp price crossed below SMA-50 Open SHORT -4.21
28-Jan-14 SAN Banco Santander-Chile Chaikin Money Flow Turns Negative and RSI is Below 45 Open SHORT -0.69
28-Jan-14 ADI Analog Devices Inc Close crossed above lower Bollinger band Close LONG -0.49
28-Jan-14 BWA BorgWarner Inc ADX above 30 with negative trend Close LONG -0.09
28-Jan-14 EWW iShares MSCI Mexico Investable Mkt Idx Chaikin Money Flow Turns Negative and RSI is Below 45 Close LONG -0.85
28-Jan-14 LINE Linn Energy LLC Open +2% Close LONG -0.58
28-Jan-14 UTX United Technologies Corp Intraday-Low crossed above lower Bollinger band Close LONG -0.52
28-Jan-14 XRX Xerox Corp One Week  -10% Close LONG -2.48
29-Jan-14 AU AngloGold Ashanti Ltd RSI crossed above 70 Close SHORT 2.31
29-Jan-14 BBD Banco Bradesco SA Unfilled Full Gap Down – 1% Close SHORT -0.57
29-Jan-14 BEN Franklin Resources Inc RSI crossed Below 30 Close LONG 0.25
30-Jan-14 LINTA Liberty Interactive Inc ADX above 50 with negative trend Open LONG 0.37
30-Jan-14 BWA BorgWarner Inc ADX above 30 with negative trend Close LONG -0.96
31-Jan-14 AEM Agnico-Eagle Mines Ltd Long Legged Doji Candle stick pattern Open SHORT -0.55
31-Jan-14 LVS Las Vegas Sands Corp Open +5% Open SHORT 0.55
31-Jan-14 MA Mastercard Incorporated price moved above SMA-50 Open LONG 0.19
31-Jan-14 NRZ New Residential Investment Corp Top range Close Open SHORT 0.94
31-Jan-14 PENN Penn National Gaming Inc Open +3% Close LONG -1.88

Conservative methodology for calculating the performance 

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

the performance in January 2014 for the 157 trades taken was – 1.69% , out of which 74 trades (47%) were profitable and 83 ( 53%) were loss making trades.

35/ 86 (40%)  Long  trades were profitable , with average gains for all the long trades is -2.17 %  ( assuming 5% of account size allocation to each trade)

30/71 ( 55%) Short trades were profitable , with average gains for all the short trades at 0.47% ( assuming 5% of account size allocation to each trade)

#FYI during the Jan 2014 $SPY returned -3.59% 

#FYI Since 11 Nov 2013 till Jan end  $SPY returned 1.05% 

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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You may also click here to go directly to Ditto Trade to learn  more and/or begin the process.

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