Click here for the Monthly Profit, Trade Count and 30 Day Trade List tables.
Click Here for Year to Date and Since Launch Charts
All Metrics as of January 1, 2017
Ultra/SP500 Blend Portfolio Metrics
- 46% Compounded Annual Return (CAR)
- -24% MDD Drawdowns
- Aug 2011 Date of Max Drawdown
- Average 44 trades/mo.
Ultra/SP500 Blend Leveraged Strategy Rules
- Attempts to buy strength tomorrow, after a short pullback, with a limit order placed a small percentage below the close of today.
- Attempts to sell weakness tomorrow, after a short rally, with limit order placed a small percentage above the close of today.
- Uses a dynamic exit.
- Uses a Connors RSI to exit
- Uses a proprietary formula to determine position size (# of shares/trade)
- Uses a Circuit Breaker to avoid deep drawdowns
- Launched Febraury 27th, 2017
A verified version of the signals will be posted by 10:00PM ET before each trading day.