Ambush Performance ETFs

About

Before you dive into the following graphs and numbers let me give you a few explanations about the reports.

To keep things simple here, no commissions or slippage are included and a limit-order is considered filled if price touched the limit price on that day, even if it didn't trade through. This is the case only in about 2% of all the trades shown and our real-world experience shows that if you're trading only a few shares you'll get filled much more often than not. Remember we're looking at daily charts here, so the odds of gettings filled at a daily high/low aren't that bad.

Regarding commissions and slippage you can simply substract the commissions you'd pay at your broker from the results. Slippage is not a big issue trading Ambush as it's using limit-orders for all entries and a time based exit for most trades. This allows you to also use a limit order to exit the trades avoiding extensive slippage. This is a huge advantage to entering/exiting with stop-market orders where you often get significant slippage especially in the less liquid markets.

If you have any questions about the performance or Ambush in general, don't hesitate to send me an email.

Happy Trading!

Marco Mayer

List of currently supported markets:

Here's a list of currently supported ETFs by Ambush.

NameSymbol (Exchange)
UltraShort S&P500SDS (NYSE)
SPDR S&P 500SPY (NYSE)
Ultra S&P500SSO (NYSE)



Cumulated Performance of All ETFs

This is the cumulated performance of all markets showing the result of trading 1000 shares on each trade.

Overview
Total Profit in USD$109,430
Average Yearly Profit in USD$16,448
Profit Factor 1.47
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 1063
Winning % 52.30
Largest Win Trade in USD$12,110
Largest Loss Trade in USD$-6,570
Average Trade in USD$103
Drawdown Stats
Max Drawdown in USD$-21,010
Max Drawdown Length 213 days
Max Drawdown Date08.01.2016
Longest Flat in Days 428 days
MAR Ratio 0.78



Individual Performance Reports

Here you can find the performance of each of the markets trading 1000 shares per trade.

Overview
Total Profit in USD$58,030
Average Yearly Profit in USD$8,722
Profit Factor 1.69
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 356
Winning % 51.69
Largest Win Trade in USD$12,110
Largest Loss Trade in USD$-6,570
Average Trade in USD$163
Drawdown Stats
Max Drawdown in USD$-9,600
Max Drawdown Length 75 days
Max Drawdown Date08.08.2011
Longest Flat in Days 679 days
MAR Ratio 0.91


Overview
Total Profit in USD$35,270
Average Yearly Profit in USD$5,301
Profit Factor 1.36
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 353
Winning % 53.82
Largest Win Trade in USD$5,730
Largest Loss Trade in USD$-4,980
Average Trade in USD$100
Drawdown Stats
Max Drawdown in USD$-14,030
Max Drawdown Length 282 days
Max Drawdown Date17.03.2016
Longest Flat in Days 413 days
MAR Ratio 0.38


Overview
Total Profit in USD$16,130
Average Yearly Profit in USD$2,424
Profit Factor 1.33
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 354
Winning % 51.41
Largest Win Trade in USD$2,240
Largest Loss Trade in USD$-2,220
Average Trade in USD$46
Drawdown Stats
Max Drawdown in USD$-5,370
Max Drawdown Length 325 days
Max Drawdown Date17.03.2016
Longest Flat in Days 470 days
MAR Ratio 0.45