TFG
(29987971)
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.
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 Cumulative Rate of Return is calculated
= (Ending_equity - Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.
All results are hypothetical.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | +13.0% | +34.1% | +6.0% | +6.8% | +11.5% | +10.0% | (4.3%) | +0.8% | +3.8% | (6.8%) | +0.4% | +5.9% | +108.9% |
| 2009 | (0.9%) | - | - | - | - | - | - | - | - | - | - | - | (0.9%) |
| 2010 | - | - | - | - | - | - | - | - | - | - | - | - | 0.0 |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - | 0.0 |
| 2012 | - | - | - | - | - | - | - | - | - | - | - | - | 0.0 |
| 2013 | - | - | - | - | - | - | - | - | - | - | - | - | 0.0 |
| 2014 | - | - | - | - | - | +1.7% | - | - | - | +0.2% | (0.2%) | (0.1%) | +1.6% |
| 2015 | (0.2%) | +0.3% | - | +0.1% | - | (1.7%) | - | - | - | - | - | - | (1.6%) |
| 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 |
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.
| Started | $13,809 | |
| Buy Power | $29,833 | |
| Cash | $1 | |
| Equity | $1 | |
| Cumulative $ | $16,024 | |
| Total System Equity | $29,833 | |
| Margined | $1 | |
| Open P/L | $0 | |
| Data has been delayed by 72 hours for non-subscribers | ||
System developer has asked us to delay this information by 72 hours.
Trading Record
symbol.
Statistics
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Strategy began1/7/2008
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Suggested Minimum Cap$13,809
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Strategy Age (days)5959.44
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Age199 months ago
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What it tradesFutures
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# Trades107
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# Profitable50
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% Profitable46.70%
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Avg trade duration2.2 days
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Max peak-to-valley drawdown15.41%
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drawdown periodJan 18, 2008 - Jan 22, 2008
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Annual return (compounded)4.8%
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Avg win$625.24
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Avg loss$267.32
- Model Account Values (Raw)
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Cash$29,833
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Margin Used$0
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Buying Power$29,833
- Ratios
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W:L ratio2.05:1
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Sharpe Ratio0.29
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Sortino Ratio0.59
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Calmar Ratio0.14
- CORRELATION STATISTICS
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Correlation to SP500-0.04790
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Return of Strat Pcnt - Return of SP500 Pcnt (cumu)95.30%
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Return Percent SP500 (cumu) during strategy life262.09%
- Return Statistics
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Ann Return (w trading costs)28.7%
- Instruments
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Percent Trades Optionsn/a
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Percent Trades Futures1.00%
- Slump
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Current Slump, time of slump as pcnt of strategy life0.94%
- Instruments
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Percent Trades Stocksn/a
- Slump
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Current Slump as Pcnt Equity5.10%
- Return Statistics
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Return Pcnt Since TOS Statusn/a
- Instruments
-
Percent Trades Forexn/a
- Return Statistics
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Ann Return (Compnd, No Fees)4.8%
- Risk of Ruin (Monte-Carlo)
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Chance of 10% account loss19.51%
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Chance of 20% account loss2.44%
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Chance of 30% account lossn/a
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Chance of 40% account lossn/a
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Chance of 60% account loss (Monte Carlo)n/a
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Chance of 70% account loss (Monte Carlo)n/a
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Chance of 80% account loss (Monte Carlo)n/a
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Chance of 90% account loss (Monte Carlo)n/a
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Chance of 100% account loss (Monte Carlo)n/a
- Automation
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Percentage Signals Automatedn/a
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account lossn/a
- Trading Style
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Any stock shorts? 0/10
- Trades-Own-System Certification
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Trades Own System?-
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TOS percentn/a
- Win / Loss
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Avg Win$625
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Avg Loss$267
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Sum Trade PL (losers)$15,237.000
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Sum Trade PL (winners)$31,262.000
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# Winners50
- Dividends
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Dividends Received in Model Acct0
- Win / Loss
-
Num Months Winners16
- Age
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Num Months filled monthly returns table197
- Win / Loss
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# Losers57
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% Winners46.7%
- Frequency
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Avg Position Time (mins)3220.80
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Avg Position Time (hrs)53.68
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Avg Trade Length2.2 days
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Last Trade Ago5592
- Regression
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Alpha0.01
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Beta-0.02
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Treynor Index-0.40
- Maximum Adverse Excursion (MAE)
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MAE:PL (avg, all trades)-0.49
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MAE:Equity, average, all trades0.01
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Avg(MAE) / Avg(PL) - All trades1.625
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MAE:Equity, losing trades only, 95th Percentile Value for this strat-
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MAE:Equity, win trades only, 95th Percentile Value for this strat-
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MAE:PL - Losing Trades - this strat Percentile of All Strats9.84
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MAE:PL - Winning Trades - this strat Percentile of All Strats9.25
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MAE:Equity, 95th Percentile Value for this strat0.00
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MAE:PL (avg, winning trades)-
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MAE:PL - worst single value for strategy-
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MAE:Equity, average, winning trades0.00
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MAE:Equity, average, losing trades0.01
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MAE:PL (avg, losing trades)-
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Avg(MAE) / Avg(PL) - Winning trades0.137
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Avg(MAE) / Avg(PL) - Losing trades-1.010
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Hold-and-Hope Ratio0.615
- Analysis based on DAILY values, full history
- RATIO STATISTICS
- Ratio statistics of excess return rates
- Statistics related to linear regression on benchmark
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a (intercept, estimate of alpha)0.32500
- Analysis based on DAILY values, last 6 months only
- Ratio statistics of excess log return rates
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VAR (95 Confidence Intrvl)0.06500
- DRAW DOWN STATISTICS
- Risk estimates based on draw downs (based on Extreme Value T
- assuming Pareto losses only (using partial moments from Sortino statistics)
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Max Equity Drawdown (num days)4
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Last 4 Months - Pcnt Negativen/a
Strategy Description
02/11/09:
Thank you to all of you that continue to contact me in regards to running the TFG service. Your kind words of support are much appreciated to know that my continued work is not in vain. My initial goal of the TFG service when launched in Jan '08 here at C2 was to provide commodities to the subscribers so that as little capital as possible would be risked on each commodity trade with an overall goal of a minimal of 100% annualized return after 12 months. This was my agenda. My goal at the onset.
Due to limited subscriber participation, having met my goal, and needing to make better use of my time, the C2 portfolio was terminated on 1/22/09. Although C2 now continues to calculate an annualized return each day forward after the fact (don't ask me why), which will continue to lower the overall annualized return since the system was terminated, the 100% annualized return goal was achieved.
During the mid '08 year, I had tried to automate the system entry and exits to make it less time consuming, but ran into multiple issues with data providers, programmers, platform, etc... which took up much of my time for several months. Not only did my own real accounts suffer as a result, but as you will notice the TFG equity curve Q3 and Q4 did not increase as the prior two quarters to take advantage of the bearish trend which ensued, which we may have been able to capitalize, had an automated management system been utilized as I was trying to develop. What is evident that while NinjaTrader is a good platform for intraday trading and management only - for longer term (multiple day) trade management there is a lot still to be desired.
...
01/22/09:
I have had to make a difficult decision. Due to limited participation in the TFG service, and after much agony, the service has been discontinued. If you have any questions, or comments about the service as it was managed, etc... feel free to send me a private message including your return email address. Best regards - Aspire Trader
...
Please Note:
To purge excessive capital realized in 2008, system rescaled to minimum recommended capital requirement of $30k on 12/30/08. We trade the front month contracts on the following 5 grain markets listed on the ECBOT (Chicago Board of Trade - Electronic exchange, http://www.ecbot.com):
WHEAT, CORN, SOYBEANS, SOYBEAN MEAL, & SOYBEAN OIL
TFG (Trending Futures, Grains), formerly known as Trending Futures is a discretionary trading system managed by an experienced trader. The goal of our service is to achieve
long term capital growth
with limited and small draw downs in comparison to the overall account size.
Interested in making your own small fortune with commodities?
It is predicted that with the slowing of the US economy, the equity market slowing down, the increase of demand of economies of China, India, Brazil, and other countries "coming to be" so to speak, that the commodity market will remain strong and bullish for many years to come.
Do you want a piece of the action? Do you have any commodities in your portfolio now? If not, then our service is tailored specifically for you. Sign up now to see how easy it is to trade commodities using our scale out for profits method which not only quickly cuts down on your overall risk exposure, but also allows you to participate in huge big winners while allowing winning trade positions to potentially grow much larger than losing ones when the markets trend.
And... as we all know, BIG winners = BIG profits.
TFG is a swing trading system (may hold a position overnight for several days). The system will hold a position for as many days as it takes to either reach profit targets or protective stop losses to be adjusted as necessary through the trade alerts that we send out.
All new positions are typically taken as stop market orders as traded through the electronic futures markets at the Chicago Board of Trade (ECBOT). How many open positions you may ask?
To make our service the easiest to use, there are typically no more than 1 - 3 open positions at any given time. We go into a new position with 2 contracts. We don't need a lot of positions, and we don't need to day trade, but rather well timed entries which are then properly managed is our basic principle of our success to date.
Of course proper position sizing and account management is paramount to successful trading. Capital preservation is of the utmost importance.
All positions once entered, include a risk protective stop loss, as well as limit order to lock in some profits. Once we get the move we are expecting, we then trail stop as needed.
Obviously not all trades will be profitable however, but quality vs quantity is the objective with precise trade management - stop losses, profit targets and / or trailing stops are always provided to our valued subscribers.
Once in a profitable position our objective is to scale out with proper position sizing, and ride the overall trend with a trailing stop.
We value your feedback and appreciate the opportunity to work with you. Please feel free to send an instant message with any questions, comments, feedback, etc... For more detail information on the service provided, please visit our web site at
http://www.TrendingFuturesAlerts.com
Thank you for your interest, and best to you.
Latest Activity
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.