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Featured Strategy Easiest Followed by live capital $564.3 thousand Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Sambian
(43930402)

Created by: BaiIvanov2 BaiIvanov2
Started: 10/2009
Stocks, Options
Last trade: 4,463 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. Subscriptions to this system cost $500.00 per quarter.

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.

4.1%

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.

-
Max Drawdown
40
Num Trades
57.5%
Win Trades
1.4 : 1
Profit Factor
22.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2009                                                               (11.2%)(11.8%)(5.3%)(25.9%)
2010+55.9%(36%)+19.3%+4.2%(12%)(0.2%)+0.5%(13.4%)+0.3%+0.3%(15%)+0.3%(18.7%)
2011+0.2%(17.6%)  -  +0.1%(21.3%)(0.2%)+0.2%(27.9%)(0.6%)+0.5%(38.1%)+1.1%(70.6%)
2012+0.7%(59.7%)+2.8%+0.3%(1.6%)+1.6%+0.8%  -  +2.1%+0.5%+0.8%  -  (56.4%)
2013+1.8%(0.3%)+0.3%+0.3%  -  (0.5%)+0.8%+0.3%  -  +0.3%+0.3%+0.3%+3.4%
2014  -    -  +0.3%  -  +0.2%+0.2%  -  +0.2%(0.2%)  -    -    -  +0.8%
2015(0.2%)+0.2%  -  +0.2%+0.2%  -    -  (0.7%)+0.2%+0.5%  -    -  +0.5%
2016(0.5%)  -  +0.2%+0.2%  -    -  +0.2%(16%)  -    -    -    -  (15.8%)
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.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/14/10 14:08 VIX1016A30 VIX Jan16'10 30 call SHORT 1 0.05 2/15/12 20:04 0.00 0%
Trade id #46412847
Max drawdown$0
Time1/15/10 10:26
Quant open-1
Worst price0.05
Drawdown as % of equity0.00%
 $4
Includes Typical Broker Commissions trade costs of $1.00
1/15/10 9:51 C1128M2.5 C Jan28'11 2.5 put SHORT 1 0.25 1/23/11 9:00 0.00 0.07%
Trade id #46432317
Max drawdown($4)
Time5/25/10 9:43
Quant open-1
Worst price0.29
Drawdown as % of equity-0.07%
 $24
Includes Typical Broker Commissions trade costs of $1.00
2/19/10 12:51 MS1017P30 MS Apr17'10 30 put SHORT 1 3.10 4/5 9:36 1.03 0.22%
Trade id #47134681
Max drawdown($10)
Time2/24/10 9:39
Quant open-1
Worst price3.20
Drawdown as % of equity-0.22%
 $205
Includes Typical Broker Commissions trade costs of $2.00
2/19/10 12:52 GCZ1017P116 GCZ Apr17'10 116 put SHORT 1 7.55 4/5 9:36 5.80 4.03%
Trade id #47134700
Max drawdown($225)
Time3/24/10 15:13
Quant open-1
Worst price9.80
Drawdown as % of equity-4.03%
 $173
Includes Typical Broker Commissions trade costs of $2.00
2/22/10 13:08 SSH1020C34 SSH Mar20'10 34 call SHORT 1 1.58 3/21 9:00 0.00 2.01%
Trade id #47161404
Max drawdown($93)
Time2/25/10 9:31
Quant open-1
Worst price2.51
Drawdown as % of equity-2.01%
 $157
Includes Typical Broker Commissions trade costs of $1.00
2/19/10 12:49 DBB1017P23 DBB Apr17'10 23 put SHORT 1 1.80 3/18 9:40 1.55 n/a $23
Includes Typical Broker Commissions trade costs of $2.00
2/19/10 12:48 SLV1017P18 SLV Apr17'10 18 put SHORT 2 2.09 3/18 9:40 1.09 2.04%
Trade id #47134611
Max drawdown($94)
Time2/24/10 12:20
Quant open-2
Worst price2.56
Drawdown as % of equity-2.04%
 $197
Includes Typical Broker Commissions trade costs of $2.80
2/21/10 9:11 BAC BANK OF AMERICA CORPORATION LONG 100 16.00 2/22 13:04 16.17 0.25%
Trade id #47140169
Max drawdown($12)
Time2/22/10 8:59
Quant open100
Worst price15.88
Drawdown as % of equity-0.25%
 $15
Includes Typical Broker Commissions trade costs of $2.00
1/15/10 9:47 JEF1020N25 JEF Feb20'10 25 put SHORT 1 1.00 2/21 9:11 0.00 0.8%
Trade id #46432088
Max drawdown($30)
Time2/5/10 13:49
Quant open-1
Worst price1.30
Drawdown as % of equity-0.80%
 $99
Includes Typical Broker Commissions trade costs of $1.00
1/15/10 9:46 BYO1020N16 BYO Feb20'10 16 put SHORT 1 0.49 2/21 9:11 0.00 3.37%
Trade id #46432045
Max drawdown($128)
Time2/9/10 11:31
Quant open-1
Worst price1.77
Drawdown as % of equity-3.37%
 $48
Includes Typical Broker Commissions trade costs of $1.00
1/14/10 14:42 GCZ1020N116 GCZ Feb20'10 116 put SHORT 1 5.35 2/19 12:52 5.95 21.26%
Trade id #46413542
Max drawdown($795)
Time2/5/10 11:46
Quant open-1
Worst price13.30
Drawdown as % of equity-21.26%
 ($62)
Includes Typical Broker Commissions trade costs of $2.00
1/15/10 9:48 MS1020N30 MS Feb20'10 30 put SHORT 1 1.23 2/19 12:50 2.73 5.66%
Trade id #46432182
Max drawdown($232)
Time2/12/10 10:03
Quant open-1
Worst price3.55
Drawdown as % of equity-5.66%
 ($152)
Includes Typical Broker Commissions trade costs of $2.00
1/19/10 15:24 DBB1020N23 DBB Feb20'10 23 put SHORT 1 0.80 2/19 12:49 1.60 8.53%
Trade id #46483166
Max drawdown($321)
Time2/8/10 11:18
Quant open-1
Worst price4.01
Drawdown as % of equity-8.53%
 ($82)
Includes Typical Broker Commissions trade costs of $2.00
1/20/10 10:18 SLV1020N18 SLV Feb20'10 18 put SHORT 2 0.74 2/19 12:46 1.86 14.79%
Trade id #46502231
Max drawdown($553)
Time2/5/10 12:41
Quant open-2
Worst price3.50
Drawdown as % of equity-14.79%
 ($228)
Includes Typical Broker Commissions trade costs of $3.40
1/14/10 13:55 VIXAD SHORT 11 0.40 1/19 12:33 0.05 7.72%
Trade id #46412567
Max drawdown($385)
Time1/15/10 12:46
Quant open-11
Worst price0.75
Drawdown as % of equity-7.72%
 $369
Includes Typical Broker Commissions trade costs of $15.70
12/21/09 11:07 SLVMR SHORT 1 1.33 1/15/10 9:42 0.03 0.73%
Trade id #45987890
Max drawdown($31)
Time12/22/09 11:04
Quant open-1
Worst price1.64
Drawdown as % of equity-0.73%
 $128
Includes Typical Broker Commissions trade costs of $2.00
1/6/10 13:43 DBAMA SHORT 1 0.30 1/14 14:12 0.65 1.21%
Trade id #46240011
Max drawdown($59)
Time1/12/10 13:35
Quant open-1
Worst price0.89
Drawdown as % of equity-1.21%
 ($37)
Includes Typical Broker Commissions trade costs of $2.00
12/21/09 11:08 GCZML SHORT 1 8.25 1/14/10 14:05 3.85 6.18%
Trade id #45987919
Max drawdown($262)
Time12/22/09 11:09
Quant open-1
Worst price10.87
Drawdown as % of equity-6.18%
 $438
Includes Typical Broker Commissions trade costs of $2.00
1/6/10 13:44 DOBMT SHORT 1 0.05 1/14 14:05 0.05 n/a ($2)
Includes Typical Broker Commissions trade costs of $2.00
12/21/09 11:12 DBCMX SHORT 1 0.60 1/6/10 13:40 0.05 0.46%
Trade id #45988014
Max drawdown($20)
Time12/21/09 12:50
Quant open-1
Worst price0.80
Drawdown as % of equity-0.46%
 $53
Includes Typical Broker Commissions trade costs of $2.00
12/20/09 9:01 GLD SPDR GOLD SHARES LONG 100 116.00 12/21 10:47 108.36 17.98%
Trade id #45966637
Max drawdown($788)
Time12/21/09 10:13
Quant open100
Worst price108.12
Drawdown as % of equity-17.98%
 ($766)
Includes Typical Broker Commissions trade costs of $2.00
12/1/09 10:41 IQXXF SHORT 2 1.66 12/21 10:47 0.94 0.04%
Trade id #45501156
Max drawdown($2)
Time12/1/09 10:44
Quant open-1
Worst price1.67
Drawdown as % of equity-0.04%
 $139
Includes Typical Broker Commissions trade costs of $4.00
12/20/09 9:00 SLV ISHARES SILVER TRUST LONG 100 18.00 12/21 10:47 16.85 2.72%
Trade id #45966560
Max drawdown($119)
Time12/21/09 10:31
Quant open100
Worst price16.81
Drawdown as % of equity-2.72%
 ($117)
Includes Typical Broker Commissions trade costs of $2.00
10/20/09 10:10 UMM LONG 123 24.84 12/21 10:37 22.50 9.06%
Trade id #43968594
Max drawdown($401)
Time12/18/09 9:54
Quant open123
Worst price21.57
Drawdown as % of equity-9.06%
 ($289)
Includes Typical Broker Commissions trade costs of $2.46
12/1/09 10:49 GCZXL SHORT 1 1.89 12/20 9:00 0.00 12.28%
Trade id #45501616
Max drawdown($526)
Time12/11/09 11:45
Quant open-1
Worst price7.15
Drawdown as % of equity-12.28%
 $188
Includes Typical Broker Commissions trade costs of $1.00
11/20/09 9:43 SLVXR SHORT 1 0.69 12/20 9:00 0.00 1.54%
Trade id #45194632
Max drawdown($66)
Time12/11/09 11:36
Quant open-1
Worst price1.35
Drawdown as % of equity-1.54%
 $68
Includes Typical Broker Commissions trade costs of $1.00
11/23/09 12:36 GCZXY SHORT 1 0.29 12/1 10:47 0.15 0.15%
Trade id #45262219
Max drawdown($7)
Time11/27/09 9:31
Quant open-1
Worst price0.36
Drawdown as % of equity-0.15%
 $12
Includes Typical Broker Commissions trade costs of $2.00
11/23/09 12:28 XSEXW SHORT 10 0.26 12/1 10:39 0.26 9.05%
Trade id #45261662
Max drawdown($420)
Time11/27/09 9:31
Quant open-10
Worst price0.68
Drawdown as % of equity-9.05%
 ($14)
Includes Typical Broker Commissions trade costs of $14.30
11/17/09 9:46 GLD SPDR GOLD SHARES LONG 27 111.23 11/23 12:52 114.44 0.26%
Trade id #45048231
Max drawdown($12)
Time11/19/09 10:52
Quant open27
Worst price110.76
Drawdown as % of equity-0.26%
 $86
Includes Typical Broker Commissions trade costs of $0.54
11/17/09 9:46 IWR ISHARES RUSSELL MIDCAP INDEX LONG 37 80.59 11/23 12:16 79.45 1.99%
Trade id #45048196
Max drawdown($95)
Time11/20/09 11:19
Quant open37
Worst price78.00
Drawdown as % of equity-1.99%
 ($43)
Includes Typical Broker Commissions trade costs of $0.74
Next

Statistics

  • Strategy began
    10/19/2009
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    5307.47
  • Age
    177 months ago
  • What it trades
    Stocks, Options
  • # Trades
    40
  • # Profitable
    23
  • % Profitable
    57.50%
  • Avg trade duration
    175.0 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    1.0%
  • Avg win
    $114.13
  • Avg loss
    $107.00
  • Model Account Values (Raw)
  • Cash
    $5,806
  • Margin Used
    $0
  • Buying Power
    $5,806
  • Ratios
  • W:L ratio
    1.44:1
  • Sharpe Ratio
    -0.42
  • Sortino Ratio
    -0.49
  • Calmar Ratio
    0.048
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.05530
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -36.50%
  • Return Percent SP500 (cumu) during strategy life
    367.05%
  • Return Statistics
  • Ann Return (w trading costs)
    4.1%
  • Instruments
  • Percent Trades Options
    0.60%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Instruments
  • Percent Trades Stocks
    0.40%
  • Slump
  • Current Slump as Pcnt Equity
    1599.40%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.0%
  • 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)
    6.67%
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    6.67%
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $114
  • Avg Loss
    $107
  • Sum Trade PL (losers)
    $1,819.000
  • Sum Trade PL (winners)
    $2,625.000
  • # Winners
    23
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    41
  • Age
  • Num Months filled monthly returns table
    176
  • Win / Loss
  • # Losers
    17
  • % Winners
    57.5%
  • Frequency
  • Avg Position Time (mins)
    252009.00
  • Avg Position Time (hrs)
    4200.15
  • Avg Trade Length
    175.0 days
  • Last Trade Ago
    4458
  • Regression
  • Alpha
    -0.04
  • Beta
    0.10
  • Treynor Index
    -0.41
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.17
  • MAE:Equity, average, all trades
    0.05
  • Avg(MAE) / Avg(PL) - All trades
    7.505
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    36.12
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    20.70
  • MAE:Equity, 95th Percentile Value for this strat
    0.18
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.08
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.936
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.884
  • Hold-and-Hope Ratio
    0.124
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    -0.03300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03000
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    8
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

The system is designed for long-term profits. Although the results might be volatile in some periods, there is no bankruptcy risk and the system will surely beat the S&P significantly. The profitability is proven by backtests.
The system is based on fundamental knowledge. Trading is done using very strict money management rules.
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2009-10-19
Suggested Minimum Capital
$5,000
# Trades
40
# Profitable
23
% Profitable
57.5%
Correlation S&P500
0.055
Sharpe Ratio
-0.42
Sortino Ratio
-0.49
Beta
0.10
Alpha
-0.04

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.