Highlights
- Auto-generated buy / sell signals
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- Built-in scanner to quickly find
potential positions
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- "Best Set" presets to trade Weekly or
Monthly data
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- Built-in stock quote downloader
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- Extensively tested on a diverse range of securities
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Simplify
your Trading Experience
StrategyTK is been designed for those who are too busy to spend
endless hours doing anayltical research but still want a powerful
and intelligent trading platform. StrategyTK is an all-in-one
standalone trading
system which uses
our own, in-house designed, proprietary trading strategy to
automatically generate Buy and
Sell signals based on the current market conditions. Not only does this
take away the complications of trying to figure out how to correctly
run a strategy through another platform, is also takes some of the
guess work out of making smart investment decisions.
System
Methodology
StrategyTK's
built-in strategy is trend following in nature. We believe this
approach is more favorable than a contrarian style strategy as the
majority of the time the stock market is experiencing a trending
situation.
No system can ever be 100% accurate, 100% of the time. Trending systems
tend to get whipsawed in a sideways market but do well when the market
is
experience a relatively steady trend. On the opposite side, you have a
reversal system doing well in sideways market but not doing so well in
a trending environment when it constantly buys against the trend.
So, knowing this, we attempted to develop a system which would do well
in
catching the entire movement of major trends, but also minimize account
drawdown
when
the market is sideways. What we came up with was an indicator
which would go flat when the market was moving sideways. Although some
expense is lost at early trade entry, we believe the end result is
worth it in helping to reaffirm trend formation.
Long-term
Outlook
We feel that trading over the long-term is a wiser and more prudent
investment decision.
Over the short term, more noise is present in market price movement.
Because of this, it is more difficult to identify an underlying trend.
Beyond this, the more trades you make on the shorter timeframe, the
more commissions you are going to pay out to your broker for a smaller
price movement.
Combine this with increased capital gains taxes for trades which last
less than 1
year and all of a sudden you are left with some unnecessary expenses.
The presets included with StrategyTK are set up to
trade either the weekly or monthly timeframe depending on your trading
style. And although trade holding length varies depending on the
timeframe chosen, both included presets are designed to hold onto
positions longer than a year on average; and in most cases a few years.
Should you decide that the built-in parameter presets do not fit your
trading style, we left the option open for the user to be able to
adjust parameter values. Whatever suits your needs the best, we got you
covered.
Performance
Numbers
Historical performance numbers are always hypothetical and depending on
where you get the values from, can vary immensely. Also, depending on
when you start trading a strategy, you will most likely have different
symbols in your portfolio than another person trading the same
strategy; even if trading on the same basket of symbols. Because of
this, we try to take an objective point of view in running our tests to
avoid producing curve-fit and unrealistic results.
We run our tests on a very large set of symbols. In this case, the
S&P 1500. This includes Small-cap, Mid-cap, and Large-cap
securities so we feel it is a good measure of performance. Further, we
don't only test on a few years of data. System performance is performed
on quotes all the way back to 1980.
So for all you statisticians out there, here you go. Initial Capital
was set at $20,000 with commissions per trade set at $10. The top 1%
highest performing outliers were thrown out to avoid performance
skewing. Results are compounded but do not factor in dividend
reinvestment. Trades are taken on the following market open price after
the bar the signal was first generated on. Results start January 1,
1980 and go all the way until September 28, 2007. Also thrown in for
good measure is the S&P 500's
performance over the same period.
| Stats: |
S&P
500 (Buy & Hold) |
StrategyTK
Weekly |
StrategyTK
Monthly |
| Max Open
Positions |
1 |
20 |
20 |
| Initial
Capital |
20,000 |
20,000 |
20,000 |
| Ending
Capital |
267,183 |
1,901,811 |
1,503,623 |
| Exposure
% |
99.68 |
95.77 |
94.76 |
| Annual
Return % |
9.81 |
17.83 |
16.94 |
| Risk
Adjusted Return % |
9.84 |
18.62 |
17.87 |
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|
|
|
| All
Trades |
1 |
392 |
165 |
| Winners
% |
100 |
60.71 |
66.06 |
| Avg.
Profit % |
1237.28 |
60.68 |
145.39 |
| Avg.
Bars Held Profit |
334.00
(monthly) |
142.79 |
72.32 |
| Losers
% |
0.00 |
39.29 |
33.94 |
| Avg.
Loss % |
NA |
(14.74) |
(22.63) |
| Avg.
Bars Held Loss |
NA |
54.74 |
19.66 |
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|
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| Max
System % Drawdown |
(46.28) |
(30.52) |
(29.96) |
| Recovery
Factor |
2.01 |
7.58 |
7.09 |
| Profit
Factor |
NA |
6.29 |
7.16 |
| Payoff
Ratio |
NA |
4.07 |
3.68 |
| Risk-Reward
Ratio |
0.32 |
0.16 |
0.21 |
| Ulcer
Index |
14.16 |
7.74 |
7.65 |
| Ulcer
Performance Index |
0.31 |
1.61 |
1.51 |
Equity
Curve
(not compounded; demonstrating
consistency & linearity) |
 |
 |
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What
You Get
StrategyTK will be shipped on a CD including the application and
built-in trading strategy. Also included is a printed manual to get you
up and running as quickly as possible. Just to get you started, we are
also bundling on the CD over 40 years of historical quote data that
comes from 10 indices. Because of the nature of the type
of application StrategyTK is, a demo is not presently offered.
Screenshots
We felt potential users would benefit best from seeing how StrategyTK
generates signals and performs on a number of known stocks. However, to
do this online the user would have to click through and load a lot of
images. So instead we thought it would be easier to allow potential
users to download a file containing images of the trading signals so
they can compare side-by-side. The link below will download a zip file
of StrategyTK's performance, both weekly and monthly presets, on all
the symbols that make up the Dow Jones Industrial Average; back until
1962 in some instances.
Download Signal Performance
Size: ~12MB
Pictures: 60 .jpg images
Disclaimer
Investing
is inherently risky and there always involves the potential for
partial, or complete loss. All portrayed
hypothetical backtested results are just that, hypothetical. Many
varying factors can contribute to the success or failure of a trading
strategy. Because of this, Piatek Software is not to be held
responsible for any potential or real losses
that result from following the strategies within StrategyTK.
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