Collective2 Collective2
Featured Strategy QUANT AI Gold and Silver +36.6% Cumul. Return since Sep 23, 2025 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Winning Forex Monthly System!
(16403177)

Created by: winning_forex winning_forex
Started: 10/2005
Forex
Last trade: 6,798 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

-
Annual Return (Compounded)

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(100.0%)
Max Drawdown
922
Num Trades
42.3%
Win Trades
1.0 : 1
Profit Factor
5.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2005                                                               +15.1%+3.9%(44.6%)(33.8%)
2006+80.4%+33.2%+27.1%(5.6%)+30.8%(16.6%)+5.9%(3.9%)+20.1%(33.4%)(69.5%)+87.5%+46.5%
2007+19.0%(25.9%)(10.3%)+6.1%+46.9%+2.1%(51.8%)(117.4%)(143.9%)(31.3%)(0.4%)(0.1%)(133.7%)
2008(0.9%)(1.1%)(0.3%)(1%)(50%)  -    -    -    -  (0.1%)  -    -  -
2009  -    -    -    -    -    -  (0.1%)  -    -  (0.3%)  -    -  -
2010  -    -    -    -    -  (0.3%)(0.3%)(0.3%)  -    -    -    -  (0.3%)
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -    -                                      0.0

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

This strategy has placed 90 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 7306 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/31/06 12:15 GBP/USD GBP/USD SHORT 500 1.90890 10/29/07 10:30 2.05900 63.94%
Trade id #23207068
Max drawdown($78,200)
Time7/24/07 1:54
Quant open-50
Worst price2.06530
Drawdown as % of equity-63.94%
 ($75,050.00)
10/17/06 6:04 USD/JPY USD/JPY LONG 1500 118.197 8/17/07 7:45 113.250 77.64%
Trade id #23046069
Max drawdown($82,075)
Time8/16/07 13:03
Quant open150
Worst price112.000
Drawdown as % of equity-77.64%
 ($462.58)
10/17/06 8:30 USD/CHF USD/CHF LONG 1500 1.25907 12/1 14:01 1.21233 53.86%
Trade id #23046832
Max drawdown($58,715)
Time12/1/06 10:45
Quant open100
Worst price1.18980
Drawdown as % of equity-53.86%
 ($87,753.34)
10/17/06 6:08 USD/CAD USD/CAD LONG 2000 1.12795 11/24 8:30 1.13078 4.88%
Trade id #23046110
Max drawdown($14,872)
Time10/27/06 13:45
Quant open150
Worst price1.11770
Drawdown as % of equity-4.88%
 $4,049.69
11/13/06 8:24 EUR/USD EUR/USD SHORT 2000 1.28330 11/22 23:30 1.29370 10.58%
Trade id #23382460
Max drawdown($24,800)
Time11/22/06 10:15
Quant open-200
Worst price1.29570
Drawdown as % of equity-10.58%
 ($20,800.00)
10/17/06 9:32 EUR/USD EUR/USD SHORT 2500 1.26782 11/10 9:15 1.28454 17.32%
Trade id #23047651
Max drawdown($43,760)
Time11/10/06 4:15
Quant open-200
Worst price1.28970
Drawdown as % of equity-17.32%
 ($41,800.00)
10/17/06 5:28 GBP/USD GBP/USD SHORT 2000 1.88762 10/31 12:00 1.90667 14.65%
Trade id #23045859
Max drawdown($38,160)
Time10/31/06 10:30
Quant open-150
Worst price1.90990
Drawdown as % of equity-14.65%
 ($38,100.00)
10/17/06 9:23 EUR/USD EUR/USD LONG 500 1.25480 10/17 9:32 1.25520 0.06%
Trade id #23047413
Max drawdown($200)
Time10/17/06 9:30
Quant open50
Worst price1.25440
Drawdown as % of equity-0.06%
 $200.00
10/17/06 2:05 EUR/USD EUR/USD SHORT 500 1.25280 10/17 9:22 1.25480 0.38%
Trade id #23044268
Max drawdown($1,250)
Time10/17/06 9:15
Quant open-50
Worst price1.25530
Drawdown as % of equity-0.38%
 ($1,000.00)
10/17/06 3:51 USD/CHF USD/CHF SHORT 500 1.26870 10/17 8:30 1.26960 0.26%
Trade id #23045263
Max drawdown($850)
Time10/17/06 8:30
Quant open-50
Worst price1.27040
Drawdown as % of equity-0.26%
 ($563.32)
10/16/06 8:08 USD/CAD USD/CAD SHORT 500 1.13630 10/17 6:08 1.13580 0.41%
Trade id #23036023
Max drawdown($1,350)
Time10/16/06 22:45
Quant open-50
Worst price1.13900
Drawdown as % of equity-0.41%
 $179.19
10/16/06 2:06 USD/JPY USD/JPY SHORT 500 119.580 10/17 6:04 118.640 0.2%
Trade id #23033807
Max drawdown($675)
Time10/16/06 2:30
Quant open-50
Worst price119.715
Drawdown as % of equity-0.20%
 $29.30
10/17/06 4:32 GBP/USD GBP/USD LONG 500 1.86490 10/17 5:28 1.86500 0.18%
Trade id #23045548
Max drawdown($600)
Time10/17/06 4:45
Quant open50
Worst price1.86370
Drawdown as % of equity-0.18%
 $50.00
10/17/06 2:15 GBP/USD GBP/USD SHORT 500 1.86110 10/17 4:31 1.86490 0.67%
Trade id #23044357
Max drawdown($2,200)
Time10/17/06 4:30
Quant open-50
Worst price1.86550
Drawdown as % of equity-0.67%
 ($1,900.00)
10/17/06 2:15 USD/CHF USD/CHF LONG 500 1.27090 10/17 3:51 1.26870 0.39%
Trade id #23044386
Max drawdown($1,298)
Time10/17/06 3:45
Quant open50
Worst price1.26760
Drawdown as % of equity-0.39%
 ($1,377.01)
10/16/06 4:06 USD/CHF USD/CHF SHORT 500 1.27200 10/17 2:15 1.27090 0.14%
Trade id #23034755
Max drawdown($450)
Time10/16/06 6:00
Quant open-50
Worst price1.27290
Drawdown as % of equity-0.14%
 $688.51
10/16/06 2:58 GBP/USD GBP/USD LONG 500 1.85620 10/17 2:15 1.86110 0.12%
Trade id #23034121
Max drawdown($400)
Time10/16/06 3:15
Quant open50
Worst price1.85540
Drawdown as % of equity-0.12%
 $2,450.00
10/16/06 4:06 EUR/USD EUR/USD LONG 500 1.25170 10/17 2:05 1.25280 0.18%
Trade id #23034756
Max drawdown($600)
Time10/16/06 7:15
Quant open50
Worst price1.25050
Drawdown as % of equity-0.18%
 $550.00
10/16/06 1:18 USD/CAD USD/CAD LONG 500 1.13800 10/16 8:07 1.13630 0.23%
Trade id #23033637
Max drawdown($747)
Time10/16/06 8:00
Quant open50
Worst price1.13660
Drawdown as % of equity-0.23%
 ($609.24)
10/16/06 3:40 EUR/USD EUR/USD SHORT 500 1.24890 10/16 4:06 1.25170 0.6%
Trade id #23034526
Max drawdown($2,000)
Time10/16/06 4:00
Quant open-50
Worst price1.25290
Drawdown as % of equity-0.60%
 ($1,400.00)
10/16/06 3:44 USD/CHF USD/CHF LONG 500 1.27530 10/16 4:06 1.27200 0.53%
Trade id #23034564
Max drawdown($1,764)
Time10/16/06 4:00
Quant open50
Worst price1.27080
Drawdown as % of equity-0.53%
 ($2,065.52)
10/16/06 3:01 USD/CHF USD/CHF SHORT 500 1.27250 10/16 3:44 1.27530 0.44%
Trade id #23034199
Max drawdown($1,450)
Time10/16/06 3:30
Quant open-50
Worst price1.27540
Drawdown as % of equity-0.44%
 ($1,752.56)
10/16/06 3:00 EUR/USD EUR/USD LONG 500 1.25150 10/16 3:40 1.24890 0.39%
Trade id #23034180
Max drawdown($1,300)
Time10/16/06 3:30
Quant open50
Worst price1.24900
Drawdown as % of equity-0.39%
 ($1,300.00)
10/15/06 21:31 USD/CHF USD/CHF LONG 500 1.27490 10/16 3:01 1.27250 0.28%
Trade id #23032747
Max drawdown($943)
Time10/16/06 3:00
Quant open50
Worst price1.27250
Drawdown as % of equity-0.28%
 ($1,502.20)
10/15/06 22:05 GBP/USD GBP/USD SHORT 500 1.85290 10/16 2:58 1.85620 0.66%
Trade id #23032818
Max drawdown($2,200)
Time10/16/06 2:45
Quant open-50
Worst price1.85730
Drawdown as % of equity-0.66%
 ($1,650.00)
10/15/06 22:15 USD/JPY USD/JPY LONG 500 119.780 10/16 2:06 119.580 0.25%
Trade id #23032906
Max drawdown($836)
Time10/16/06 2:00
Quant open50
Worst price119.582
Drawdown as % of equity-0.25%
 ($6.23)
10/9/06 20:35 USD/CHF USD/CHF LONG 500 1.26250 10/10 7:19 1.26870 0.31%
Trade id #22959901
Max drawdown($985)
Time10/10/06 2:15
Quant open50
Worst price1.26000
Drawdown as % of equity-0.31%
 $3,880.68
10/9/06 21:08 USD/CAD USD/CAD LONG 500 1.12540 10/10 7:19 1.12840 0.15%
Trade id #22960029
Max drawdown($487)
Time10/10/06 4:15
Quant open50
Worst price1.12430
Drawdown as % of equity-0.15%
 $1,075.14
10/9/06 21:12 EUR/USD EUR/USD SHORT 500 1.25880 10/10 7:19 1.25310 0.4%
Trade id #22960070
Max drawdown($1,300)
Time10/10/06 2:15
Quant open-50
Worst price1.26140
Drawdown as % of equity-0.40%
 $2,850.00
10/9/06 22:58 USD/JPY USD/JPY LONG 500 119.312 10/10 7:19 119.670 0.53%
Trade id #22960587
Max drawdown($1,705)
Time10/10/06 2:30
Quant open50
Worst price118.905
Drawdown as % of equity-0.53%
 $11.16

Statistics

  • Strategy began
    10/17/2005
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    7537.05
  • Age
    251 months ago
  • What it trades
    Forex
  • # Trades
    922
  • # Profitable
    390
  • % Profitable
    42.30%
  • Avg trade duration
    1.4 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    Sept 17, 2007 - Sept 28, 2007
  • Annual Return (Compounded)
    0.0%
  • Avg win
    $2,853
  • Avg loss
    $2,196
  • Model Account Values (Raw)
  • Cash
    $45,587
  • Margin Used
    $0
  • Buying Power
    $45,587
  • Ratios
  • W:L ratio
    0.95:1
  • Sharpe Ratio
    -0.55
  • Sortino Ratio
    -0.62
  • Calmar Ratio
    -0.181
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -637.00%
  • Correlation to SP500
    0.02430
  • Return Percent SP500 (cumu) during strategy life
    511.47%
  • Return Statistics
  • Ann Return (w trading costs)
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.95%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    n/a
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -3.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 60% account loss (Monte Carlo)
    100.00%
  • Chance of 70% account loss (Monte Carlo)
    100.00%
  • Chance of 80% account loss (Monte Carlo)
    100.00%
  • Chance of 90% account loss (Monte Carlo)
    100.00%
  • Chance of 100% account loss (Monte Carlo)
    100.00%
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $2,197
  • Avg Win
    $2,854
  • Sum Trade PL (losers)
    $1,168,570.000
  • Age
  • Num Months filled monthly returns table
    23
  • Win / Loss
  • Sum Trade PL (winners)
    $1,113,050.000
  • # Winners
    390
  • Num Months Winners
    13
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    532
  • % Winners
    42.3%
  • Frequency
  • Avg Position Time (mins)
    2007.07
  • Avg Position Time (hrs)
    33.45
  • Avg Trade Length
    1.4 days
  • Last Trade Ago
    6795
  • Regression
  • Alpha
    0.00
  • Beta
    0.33
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    48.58
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    57.88
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.66
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    -35.491
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.465
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.305
  • Hold-and-Hope Ratio
    -0.028
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.07110
  • SD
    0.73178
  • Sharpe ratio (Glass type estimate)
    0.09716
  • Sharpe ratio (Hedges UMVUE)
    0.09634
  • df
    90.00000
  • t
    0.26755
  • p
    0.39483
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.61498
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.80877
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.61553
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.80822
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.16340
  • Upside Potential Ratio
    1.33292
  • Upside part of mean
    0.57997
  • Downside part of mean
    -0.50887
  • Upside SD
    0.58371
  • Downside SD
    0.43511
  • N nonnegative terms
    66.00000
  • N negative terms
    25.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    91.00000
  • Mean of predictor
    0.15138
  • Mean of criterion
    0.07110
  • SD of predictor
    0.23668
  • SD of criterion
    0.73178
  • Covariance
    -0.00022
  • r
    -0.00126
  • b (slope, estimate of beta)
    -0.00391
  • a (intercept, estimate of alpha)
    0.07169
  • Mean Square Error
    0.54152
  • DF error
    89.00000
  • t(b)
    -0.01192
  • p(b)
    0.50474
  • t(a)
    0.26376
  • p(a)
    0.39629
  • Lowerbound of 95% confidence interval for beta
    -0.65511
  • Upperbound of 95% confidence interval for beta
    0.64730
  • Lowerbound of 95% confidence interval for alpha
    -0.46836
  • Upperbound of 95% confidence interval for alpha
    0.61173
  • Treynor index (mean / b)
    -18.20660
  • Jensen alpha (a)
    0.07169
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.18125
  • SD
    0.72589
  • Sharpe ratio (Glass type estimate)
    -0.24969
  • Sharpe ratio (Hedges UMVUE)
    -0.24760
  • df
    90.00000
  • t
    -0.68759
  • p
    0.75326
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.96169
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.46365
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.96025
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.46505
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.31363
  • Upside Potential Ratio
    0.80509
  • Upside part of mean
    0.46526
  • Downside part of mean
    -0.64650
  • Upside SD
    0.43577
  • Downside SD
    0.57790
  • N nonnegative terms
    66.00000
  • N negative terms
    25.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    91.00000
  • Mean of predictor
    0.12251
  • Mean of criterion
    -0.18125
  • SD of predictor
    0.24002
  • SD of criterion
    0.72589
  • Covariance
    0.00899
  • r
    0.05157
  • b (slope, estimate of beta)
    0.15596
  • a (intercept, estimate of alpha)
    -0.20035
  • Mean Square Error
    0.53142
  • DF error
    89.00000
  • t(b)
    0.48716
  • p(b)
    0.31367
  • t(a)
    -0.74867
  • p(a)
    0.77199
  • Lowerbound of 95% confidence interval for beta
    -0.48015
  • Upperbound of 95% confidence interval for beta
    0.79207
  • Lowerbound of 95% confidence interval for alpha
    -0.73209
  • Upperbound of 95% confidence interval for alpha
    0.33138
  • Treynor index (mean / b)
    -1.16214
  • Jensen alpha (a)
    -0.20035
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.30217
  • Expected Shortfall on VaR
    0.35880
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06046
  • Expected Shortfall on VaR
    0.14954
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    91.00000
  • Minimum
    0.43887
  • Quartile 1
    0.99996
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    2.16347
  • Mean of quarter 1
    0.83222
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.19122
  • Inter Quartile Range
    0.00004
  • Number outliers low
    19.00000
  • Percentage of outliers low
    0.20879
  • Mean of outliers low
    0.79691
  • Number of outliers high
    20.00000
  • Percentage of outliers high
    0.21978
  • Mean of outliers high
    1.21990
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.65672
  • VaR(95%) (moments method)
    0.00541
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.09328
  • Quartile 1
    0.28776
  • Median
    0.48224
  • Quartile 3
    0.68948
  • Maximum
    0.89672
  • Mean of quarter 1
    0.09328
  • Mean of quarter 2
    0.48224
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.89672
  • Inter Quartile Range
    0.40172
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.09851
  • Compounded annual return (geometric extrapolation)
    -0.16577
  • Calmar ratio (compounded annual return / max draw down)
    -0.18486
  • Compounded annual return / average of 25% largest draw downs
    -0.18486
  • Compounded annual return / Expected Shortfall lognormal
    -0.46201
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.15311
  • SD
    2.00041
  • Sharpe ratio (Glass type estimate)
    0.57644
  • Sharpe ratio (Hedges UMVUE)
    0.57622
  • df
    1987.00000
  • t
    1.58785
  • p
    0.47734
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.13538
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.28812
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.13553
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.28797
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.43110
  • Upside Potential Ratio
    4.58317
  • Upside part of mean
    3.69288
  • Downside part of mean
    -2.53977
  • Upside SD
    1.83179
  • Downside SD
    0.80575
  • N nonnegative terms
    1518.00000
  • N negative terms
    470.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1988.00000
  • Mean of predictor
    0.27895
  • Mean of criterion
    1.15311
  • SD of predictor
    0.54654
  • SD of criterion
    2.00041
  • Covariance
    -0.13279
  • r
    -0.12146
  • b (slope, estimate of beta)
    -0.44456
  • a (intercept, estimate of alpha)
    1.27700
  • Mean Square Error
    3.94458
  • DF error
    1986.00000
  • t(b)
    -5.45319
  • p(b)
    0.56073
  • t(a)
    1.77040
  • p(a)
    0.48015
  • Lowerbound of 95% confidence interval for beta
    -0.60444
  • Upperbound of 95% confidence interval for beta
    -0.28468
  • Lowerbound of 95% confidence interval for alpha
    -0.13761
  • Upperbound of 95% confidence interval for alpha
    2.69184
  • Treynor index (mean / b)
    -2.59382
  • Jensen alpha (a)
    1.27712
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.18114
  • SD
    1.58431
  • Sharpe ratio (Glass type estimate)
    -0.11433
  • Sharpe ratio (Hedges UMVUE)
    -0.11429
  • df
    1987.00000
  • t
    -0.31494
  • p
    0.50450
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.82587
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.59720
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.82583
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.59724
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.15880
  • Upside Potential Ratio
    2.51239
  • Upside part of mean
    2.86577
  • Downside part of mean
    -3.04691
  • Upside SD
    1.09900
  • Downside SD
    1.14065
  • N nonnegative terms
    1518.00000
  • N negative terms
    470.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1988.00000
  • Mean of predictor
    0.13154
  • Mean of criterion
    -0.18114
  • SD of predictor
    0.54249
  • SD of criterion
    1.58431
  • Covariance
    -0.10860
  • r
    -0.12636
  • b (slope, estimate of beta)
    -0.36902
  • a (intercept, estimate of alpha)
    -0.13260
  • Mean Square Error
    2.47120
  • DF error
    1986.00000
  • t(b)
    -5.67664
  • p(b)
    0.56318
  • t(a)
    -0.23233
  • p(a)
    0.50261
  • Lowerbound of 95% confidence interval for beta
    -0.49652
  • Upperbound of 95% confidence interval for beta
    -0.24153
  • Lowerbound of 95% confidence interval for alpha
    -1.25193
  • Upperbound of 95% confidence interval for alpha
    0.98673
  • Treynor index (mean / b)
    0.49086
  • Jensen alpha (a)
    -0.13260
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.14929
  • Expected Shortfall on VaR
    0.18285
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01163
  • Expected Shortfall on VaR
    0.03207
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1988.00000
  • Minimum
    0.23772
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    4.32988
  • Mean of quarter 1
    0.96122
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.05638
  • Inter Quartile Range
    0.00000
  • Number outliers low
    470.00000
  • Percentage of outliers low
    0.23642
  • Mean of outliers low
    0.95900
  • Number of outliers high
    460.00000
  • Percentage of outliers high
    0.23139
  • Mean of outliers high
    1.06091
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.46543
  • VaR(95%) (moments method)
    0.00910
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00004
  • Quartile 1
    0.00782
  • Median
    0.12410
  • Quartile 3
    0.27681
  • Maximum
    0.91657
  • Mean of quarter 1
    0.00175
  • Mean of quarter 2
    0.03343
  • Mean of quarter 3
    0.23438
  • Mean of quarter 4
    0.58952
  • Inter Quartile Range
    0.26899
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    0.91657
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -6.63469
  • VaR(95%) (moments method)
    0.58626
  • Expected Shortfall (moments method)
    0.58629
  • Extreme Value Index (regression method)
    -0.75728
  • VaR(95%) (regression method)
    1.03708
  • Expected Shortfall (regression method)
    1.16187
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.09845
  • Compounded annual return (geometric extrapolation)
    -0.16568
  • Calmar ratio (compounded annual return / max draw down)
    -0.18076
  • Compounded annual return / average of 25% largest draw downs
    -0.28104
  • Compounded annual return / Expected Shortfall lognormal
    -0.90608
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.00000
  • SD
    0.00000
  • Sharpe ratio (Glass type estimate)
    0.00000
  • Sharpe ratio (Hedges UMVUE)
    0.00000
  • df
    0.00000
  • t
    0.00000
  • p
    0.00000
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00000
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    0.00000
  • Upside SD
    0.00000
  • Downside SD
    0.00000
  • N nonnegative terms
    131.00000
  • N negative terms
    0.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.89184
  • Mean of criterion
    0.00000
  • SD of predictor
    0.56002
  • SD of criterion
    0.00000
  • Covariance
    0.00000
  • r
    0.00000
  • b (slope, estimate of beta)
    0.00000
  • a (intercept, estimate of alpha)
    0.00000
  • Mean Square Error
    0.00000
  • DF error
    0.00000
  • t(b)
    0.00000
  • p(b)
    0.00000
  • t(a)
    0.00000
  • p(a)
    0.00000
  • Lowerbound of 95% confidence interval for beta
    0.00000
  • Upperbound of 95% confidence interval for beta
    0.00000
  • Lowerbound of 95% confidence interval for alpha
    0.00000
  • Upperbound of 95% confidence interval for alpha
    0.00000
  • Treynor index (mean / b)
    0.00000
  • Jensen alpha (a)
    0.00000
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.00000
  • SD
    0.00000
  • Sharpe ratio (Glass type estimate)
    0.00000
  • Sharpe ratio (Hedges UMVUE)
    0.00000
  • df
    0.00000
  • t
    0.00000
  • p
    0.00000
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00000
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    0.00000
  • Upside SD
    0.00000
  • Downside SD
    0.00000
  • N nonnegative terms
    131.00000
  • N negative terms
    0.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.73046
  • Mean of criterion
    0.00000
  • SD of predictor
    0.57280
  • SD of criterion
    0.00000
  • Covariance
    0.00000
  • r
    0.00000
  • b (slope, estimate of beta)
    0.00000
  • a (intercept, estimate of alpha)
    0.00000
  • Mean Square Error
    0.00000
  • DF error
    0.00000
  • t(b)
    0.00000
  • p(b)
    0.00000
  • t(a)
    0.00000
  • p(a)
    0.00000
  • VAR (95 Confidence Intrvl)
    0.14900
  • Lowerbound of 95% confidence interval for beta
    0.00000
  • Upperbound of 95% confidence interval for beta
    0.00000
  • Lowerbound of 95% confidence interval for alpha
    0.00000
  • Upperbound of 95% confidence interval for alpha
    0.00000
  • Treynor index (mean / b)
    0.00000
  • Jensen alpha (a)
    0.00000
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00000
  • Expected Shortfall on VaR
    0.00000
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00000
  • Expected Shortfall on VaR
    0.00000
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    1.00000
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.00000
  • Mean of quarter 1
    1.00000
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    0.00000
  • Minimum
    0.00000
  • Quartile 1
    0.00000
  • Median
    0.00000
  • Quartile 3
    0.00000
  • Maximum
    0.00000
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -360533000
  • Max Equity Drawdown (num days)
    11
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.00000
  • Compounded annual return (geometric extrapolation)
    0.00000
  • Calmar ratio (compounded annual return / max draw down)
    0.00000
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    0.00000

Strategy Description

The pip totals listed in this system description are exactly as real life trades would be. The totals of C2 below in the trade list, are just a simulation, so you should take my totals as the accurate count. There are no multiple lots used.

This system since January 1st is 100% mechanical. Prior to January 1st, I just used this as a "test" account. I meant to start a new one when my TS program was ready on Jan. 1st, but just kept going on this account instead. So results prior to Jan. 1st, are meaningless to me here. Beginning May 7th, new systems will be combined with this one, and hopefully improve results.

Use the entry price as posted, as all spread adjustments are made for you.


RESULTS:

January 1- January 27 = +684 pips
January 29-February 17 = No Trades
February 19-February 28 = +232 pips
March 1 - March 24 = +707 pips
March 24 - March 31 = No Trades
April 1 - April 30 = -673 pips
May 1 - May 29 = +1581 pips
June 4 - June 30 = -719 pips
July 2 - July 31 = +739 pips
August 1 - August 31 = +1302 pips

Weekly results below are from FX-auto.com.

september 3 - september 8 = +199 pips
september 10 - september 15 = -292 pips
september 17 - september 22 = -204 pips
september 24 - september 29 = +485 pips
october 1 - october 6 = +203 pips
october 8 - october 13 = +209 pips
october 15 - october 20 = -365 pips ( I messed with the coding in an attempt to improve it and screwed up the weekly trades. See how it turns out next week.)
october 22 - october 27 = -200 pips
october 29 - october 30 = -410 pips

Now that all seems to be working correctly, I am going back to daily trades. Results below are from FX-auto. They will differ greatly from C2 for now, while I decide whether to bother to continue to send signals to C2.

October 31 = +74 pips
November 1 = +32 pips
November 2 = -168 pips
November 3 = +454 pips
November 6 = +91 pips
November 7 = +56 pips
November 8 = +73 pips
November 9 = -344 pips
November 10 = 0
November 13 = 0
November 14 = +160 pips
November 15 = +122 pips
November 16 =
November 17 =
Total = +550 pips

Notes:
Jan 1-6 (c2 missed a limit, but subscribers would have gotten +100 pips)
Jan 8-13 (no problems, smooth trading)
Jan 15-20 (a little c2 hiccup with last gbp trade, but correct results as subs would have gotten are above.)
Jan 22-27 (no problems, smooth trading)
Feb. 19 -- tradestation running.... so far not replacing orders properly....
Feb. 20 -- orders now replacing properly... problem solved... but 2 new problems arised... one is in Mathews hands and I am working on the other one.
Feb. 22 -- my end is fixed. Just waiting now on Mathew to fix the spread issue, and then it looks like all will be working properly.
Feb. 22 -- well all my trades just closed out at limits and stops that never existed in the marketplace.... I reentered my trades.... then C2 fixed mistake, so I had to now close out the trades I reentered. So there are 3 trades closed that never actually existed. C2 may remove them, I told them it didnt matter to me, they are just for a few pips. So the pip count above is correct as subs would get.
Feb. 27 -- An incorrect Euro trade was entered, and subsequently removed.
Feb. 27 -- It would seem TS made some crazy spikes causing incorrect limits. Again, use the above pip count as accurate.
Mar. 7 -- A yen trade was filled by C2 that did not fill in real trading. I stopped it out.
Mar. 9 -- another incorrect fill on gbp long trade. c2 to removed it.
Mar. 13 -- two incorrect orders filled by c2 as I tried out the new c2 connection to Tradestation. I manually put correct orders back in, and have immediately gone back to old c2 connection. Ill try out the new one on the weekend. Again, use above pip total log as correct.
Mar. 15 -- Mathew has fixed the spread issue. So far it is working perfectly. All entries are now to be used EXACTLY as posted.
Mar. 16 -- C2 apparently disrupted trading with some new upgrade. Above trade log is 100% correct.
Mar. 17 -- euro trade refuses to close. see above trade log for correct results.
Mar. 17 -- winning euro trade disappeared from trade log below.
Mar. 17 -- more incorrect fills in C2 trade log... again use the results above for accuracy.
Mar. 20 -- lots o silly trades made at c2 at rates that never existed in the marketplace. AGAIN, use the above pip count, and at this point, the trades logged below by C2 are pretty much useless.
Mar. 23 -- new TS application running. Be prepared for order corrections, as it seems to be making a few errors so far.
Mar. 23 -- everything seems to working well now.
Mar. 24 -- C2 was down and missed orders. I entered them manually. But had I not checked right when I did..........
April 10 -- getting a few double orders getting placed here at C2. Mathew is now working on the solution.
April 11-12 -- orders are getting stuck at C2. TS cant remove them, nor can I manually. Must be confusing for subs. Hope this problem doesnt persist, or gets fixed soon.
April 12 -- erroneous GBP fill. C2 will remove it.
April 13 -- one trade has disappeared, another has appeared. I tried to close it, but instead it has tripled in size. Things have been a mess all day.
April 13 -- things just continue to be a mess here at C2 this week. Crazy fills, orders not getting placed correctly, etc.... I dont see how a sub could follow through C2 at this time. It seems a lot of this is caused by C2s auto trade, so hopefully they fix whatever is wrong soon.
April 18 -- C2 worked well all week.
April 24 -- Euro trade didnt stop out at stop. Then doubled in size. Then closed but open euro trade disappeared. Then open euro trade back, but closed trade gone... just go by the above pip count. It is accurate.
April 24 - May 31 -- nip and tuck at C2. Only real problems were always connected with auto trading. So not too bad overall.
June 4/5 -- at least 4 trades have been messed up here at C2. Strange rates. Trades entered I didnt make. Things like that.
June was ok with a few problems here and there.
July 2-7 -- c2 tray got corrupted and no trade emails went out. So got stuck in positions here at c2 and fx-auto. So trades very different from trade list above.
July 9-14 For some reason for 3 or more days, reverses did not work here at C2. Trades were just piled up in same direction for days.
July 16-21 Same as last week. C2 not working properly.
August 1 - 4 Trade emails didnt work. Probably C2 tray again. So for now stuck in positions. Well see how the emails work as soon as I get a chance to exit positions or line up with TS trades.
August - Automation problems left us in same trades all month. Beginning September all trades will be monitored, so hopefully most of the problems will end.
September - A few problems with the automated trading, but still came out on top for the month. Hopefully October will be smoother.

CONTACT!!!! For a faster reply, please email at [email protected]

Summary Statistics

Strategy began
2005-10-17
Suggested Minimum Capital
$100,000
# Trades
922
# Profitable
390
% Profitable
42.3%
Correlation S&P500
0.024
Sharpe Ratio
-0.55
Sortino Ratio
-0.62
Beta
0.33
Alpha
0.00

Latest Activity

subscribed on started simulation

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.