I'm excited to bring to you a new, very profitable (backtested, at least) trading system, which offers the best of both of my current systems. I'm calling it the

JTrader Composite System which essentially merges my 2 systems into 1. Here is how it works... I think it's fairly intuitive.

1) If CCI is long and JTS is long, the new system is 100% long. (TNA or SPY doesn't matter, I will post stats for both...)

2) If CCI is short and JTS is short, the new system is 100% short.

3) If one system is long and the other is short, the system is 100% cash.

4) If one is long or short and the other system is cash, the system will be 50% long or short and 50% cash. So once again we are dealing with partial positions.

Ok, now let's look at some stats and profit charts. I've calculated TNA stats and SPY stats. Results are impressive, more so than either of my systems on their own. There are plenty of trades offered, which should satisfy the thirst of even the most active swing traders.

Before I get to the stats, I should mention the 2 caveats. 1) Stats only go back to Jan 2009...when TNA came into existence. 2) Stats may or may not benefit from over-optimization of the 2 underlying systems. There is no guarantee that future performance will equal past results.

SPY results first:

Compound Annual Growth Rate (CAGR): 37.10%

Overall win rate: 175 winners, 87 losers (66.79%)

Average Trades per year: 75

Return breakdown (per year):

2009: 28%

2010: 46%

2011: 56%

2012: 5%

Profit Factor (per year):

2009: 1.87

2010: 2.78

2011: 2.58

2012: 1.40

SPY Profit Curve 2009-Present

TNA Time... As you can imagine, considering the results above are with a non-leveraged ETF, the results for a 3x leveraged fund are going to get a bit crazy.

Compound Annual Growth Rate (CAGR): 249%

Overall win rate: 180 winners, 82 losers (68.70%)

Average Trades per year: 75

Return breakdown (per year):

2009: 135%

2010: 270%

2011: 560%

2012: 34.8%

Profit Factor (per year):

2009: 1.58

2010: 2.67

2011: 2.39

2012: 1.90

TNA Profit Curve 2009-Present

As you can see, much like the CCI profit curves, leverage and compounding caused the results to get a bit out of hand and unrealistic. But it's fun to look at.

I still have to work on some of the logistics. First, I'll have to modify the webpage once again and also may need to rethink how I send updates (ie, just tweet the Composite system signal, or transmit the 2 underlying signals and the resulting Composite signal). Tomorrow (Monday 6.18.12) I will post all the dates and trades the system has taken in an excel spreadsheet for your download and perusal. Please feel free to post your thoughts and comments...thanks! And Happy Father's Day!

Update:
Average return (%) per Trade (SPY): +0.43% (Median: +0.40%)

Best Exit: +5.96%

Worst Exit: -6.29%

Average return (%) per Trade (TNA): +1.87% (Median: +1.80%)

Best Exit: +23.76%

Worst Exit: -24.72%

Update #2 (Link to Excel Spreadsheet w/ all Composite Signals...if this link is broken, email me at jtrader21 at gmail and I will send you the spreadsheet...thanks)