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Base
Hit
System
+4,923% 1995-2007
83% winners...makes for an
easy system to trade
By profiting from small gains
over and over, this trading system produces a nice edge. With a
record 61 wins in a row, the Base Hit system is ideal for
traders who like the mental aspect of consistently having
winners.
It's very easy to trade like
all the other systems on this site. We buy the open and hold on
for at least one day (which is ideal for those who don't want to
trigger the "pattern day trader" rule). The following day, you
will be given a stop loss and target price. I recommend using a
regular stop loss since we are trading only high volume stocks.
For diversification, I will
recommend a max of 10 positions to split money between. My
testing has shown that you can use fewer positions if you wish,
but I will be recommending up to 10 so we don't have problems
with slippage.
Yearly
Performance Summary
(starting with $100,000 and
including commissions, interest,
and slippage)
|
Year |
Days |
Closed Balance |
End Total Equity |
Total Equity Gain |
Gain % |
# Trades |
 |
| |
|
|
|
|
|
|
|
1995 |
365 |
$107,382.60 |
$107,127.33 |
$7,127.33 |
7.1% |
176 |
|
1996 |
366 |
$148,834.93 |
$145,741.87 |
$38,614.54 |
36.0% |
176 |
|
1997 |
365 |
$206,458.17 |
$206,458.17 |
$60,716.30 |
41.7% |
178 |
|
1998 |
365 |
$317,739.17 |
$325,698.97 |
$119,240.80 |
57.8% |
299 |
|
1999 |
365 |
$533,471.83 |
$533,471.83 |
$207,772.87 |
63.8% |
252 |
|
2000 |
366 |
$636,023.69 |
$636,023.69 |
$102,551.85 |
19.2% |
66 |
|
2001 |
365 |
$893,740.34 |
$825,833.06 |
$189,809.37 |
29.8% |
122 |
|
2002 |
365 |
$864,788.77 |
$864,788.77 |
$38,955.72 |
4.7% |
76 |
|
2003 |
365 |
$1,237,396.68 |
$1,215,761.12 |
$350,972.35 |
40.6% |
342 |
|
2004 |
366 |
$1,882,752.71 |
$1,882,752.71 |
$666,991.59 |
54.9% |
323 |
|
2005 |
365 |
$2,545,914.15 |
$2,487,124.31 |
$604,371.59 |
32.1% |
364 |
|
2006 |
365 |
$3,458,546.70 |
$3,371,782.73 |
$884,658.42 |
35.6% |
343 |
|
2007 |
308 |
$5,022,717.44 |
$5,022,717.44 |
$1,650,934.71 |
49.0% |
408 |
|
Trading Performance |
|
|
| CAGR % |
32.73% |
| Maximum Total Equity Drawdown % |
26.03% |
| MAR Ratio |
1.26 |
|
|
| Margin to Equity Ratio |
60.35% |
| Daily Return % |
0.1204% |
| Daily Geometric Return % |
0.1086% |
| Daily Standard Deviation % |
1.53% |
| Daily Downside Deviation % |
1.57% |
| Daily Sharpe % |
0.07 |
| Daily Sortino % |
0.07 |
|
|
| Modified Sharpe Ratio |
1.36 |
| Annual Sharpe Ratio |
1.49 |
| Annual Sortino Ratio |
+ ∞ |
| Monthly Sharpe Ratio |
0.36 |
| Monthly Sortino Ratio |
0.51 |
| Calmar Ratio |
1.86 |
| R-Squared |
0.984 |
|
|
| Longest Total Equity Drawdown
(months) |
13.74 |
| Maximum Monthly Total Equity
Drawdown % |
17.63% |
| Maximum Monthly Closed Equity
Drawdown % |
17.54% |
| Maximum Closed Equity Drawdown % |
23.51% |
| Average Closed Equity Drawdown % |
5.51% |
|
|
| Round Turns Per Million |
1,990,203 |
| Round Turns |
30,575,732 |
| Total Trades |
3,125 |
|
|
| Start Account Balance |
$100,000.00 |
| Total Win Dollars |
$16,837,931.70 |
| Total Loss Dollars |
$11,687,518.71 |
| Total Profit |
$5,150,412.99 |
| Earned Interest |
$0.00 |
| Margin Interest |
$227,695.55 |
| End Account Balance |
$5,022,717.44 |
| End Open Equity |
$0.00 |
| End Total Equity |
$5,022,717.44 |
|
|
| Highest Total Equity |
$5,252,964.40 |
| Highest Closed Equity |
$5,379,017.12 |
|
|
| Total Commissions |
$305,757.32 |
| Commission per Round Turn |
$0.01 |
| Total Slippage |
$855,216.57 |
| Slippage per Round Turn |
$0.03 |
| Total Forex Carry |
$0.00 |
| Total Other Expenses |
$0.00 |
|
|
|
Monte Carlo Confidence Level
Statistics |
|
|
| 90% Return |
22.91% |
| 90% Sharpe |
-0.07 |
| 90% MAR |
0.75 |
| 90% R Squared |
0.932 |
| 90% Maximum Drawdown |
34.60% |
| 90% Second Largest Drawdown |
27.62% |
| 90% Third Largest Drawdown |
26.03% |
| 90% Longest Drawdown |
21.1 |
| 90% Second Longest Drawdown |
12.7 |
| 90% Third Longest Drawdown |
9.7 |
Click here for instant access to your free
trial
The results listed herein are based on hypothetical trades.
Plainly speaking, these trades were not actually executed. Hypothetical or
simulated performance results have certain inherent limitations. Unlike an
actual performance record, simulated results do not represent actual trading.
Also, since the trades have not actually been executed, the results may have
under (or over) compensated for the impact, if any, of certain market factors
such as lack of liquidity. You may have done better or worse than the results
portrayed.
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