ONE'N'GO
(49369845)
Subscription terms. Subscriptions to this system cost $149.00 per month.
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +8.1% | +7.7% | +7.2% | +31.9% | +15.6% | +3.6% | +1.0% | +6.9% | +113.0% | ||||
| 2011 | - | +1.7% | (3%) | +0.8% | +6.1% | (0.9%) | (9.8%) | (2.6%) | (20.9%) | (25.8%) | +31.1% | +27.0% | (10.1%) |
| 2012 | (0.4%) | (0.3%) | - | +1.0% | (16.8%) | (5.8%) | (29.3%) | +10.1% | (36.7%) | (52%) | (25.9%) | - | (86.3%) |
| 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.
| Started | $20,000 | |
| Buy Power | $30,501 | |
| Cash | $1 | |
| Equity | $1 | |
| Cumulative $ | $10,501 | |
| Total System Equity | $30,501 | |
| Margined | $1 | |
| Open P/L | $0 | |
| Data has been delayed by 4 hours for non-subscribers | ||
System developer has asked us to delay this information by 4 hours.
Trading Record
Statistics
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Strategy began5/16/2010
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Suggested Minimum Cap$20,000
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Strategy Age (days)5863.24
-
Age196 months ago
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What it tradesFutures
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# Trades1390
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# Profitable1161
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% Profitable83.50%
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Avg trade duration21.8 hours
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Max peak-to-valley drawdown50.51%
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drawdown periodApril 23, 2012 - Oct 23, 2012
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Annual return (compounded)2.7%
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Avg win$168.10
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Avg loss$805.95
- Model Account Values (Raw)
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Cash$30,501
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Margin Used$0
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Buying Power$30,501
- Ratios
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W:L ratio1.06:1
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Sharpe Ratio-0.26
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Sortino Ratio-0.31
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Calmar Ratio0.118
- CORRELATION STATISTICS
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Correlation to SP5000.01110
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Return of Strat Pcnt - Return of SP500 Pcnt (cumu)1.95%
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Return Percent SP500 (cumu) during strategy life554.36%
- Return Statistics
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Ann Return (w trading costs)-19.3%
- 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 life0.95%
- Instruments
-
Percent Trades Stocksn/a
- Slump
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Current Slump as Pcnt Equity779.50%
- 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)2.7%
- Risk of Ruin (Monte-Carlo)
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Chance of 10% account loss100.00%
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Chance of 20% account loss100.00%
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Chance of 30% account loss100.00%
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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$168
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Avg Loss$806
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Sum Trade PL (losers)$184,562.000
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Sum Trade PL (winners)$195,163.000
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# Winners1161
- 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 table194
- Win / Loss
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# Losers229
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% Winners83.5%
- Frequency
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Avg Position Time (mins)1306.42
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Avg Position Time (hrs)21.77
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Avg Trade Length0.9 days
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Last Trade Ago4955
- Regression
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Alpha-0.02
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Beta0.02
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Treynor Index-1.21
- Maximum Adverse Excursion (MAE)
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MAE:PL (avg, all trades)0.83
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MAE:Equity, average, all trades0.01
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Avg(MAE) / Avg(PL) - All trades163.071
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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 Strats39.05
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MAE:PL - Winning Trades - this strat Percentile of All Strats37.06
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MAE:Equity, 95th Percentile Value for this strat0.08
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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 trades0.01
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MAE:Equity, average, losing trades0.04
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MAE:PL (avg, losing trades)-
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Avg(MAE) / Avg(PL) - Winning trades1.262
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Avg(MAE) / Avg(PL) - Losing trades-1.119
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Hold-and-Hope Ratio0.006
- 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)0.06900
- Analysis based on DAILY values, last 6 months only
- Ratio statistics of excess log return rates
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VAR (95 Confidence Intrvl)0.03300
- 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)183
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Last 4 Months - Pcnt Negativen/a
Strategy Description
As requested by many subscribers the system now sends the profit-target-order AND the stop-loss-order short after the position has been opened. As the stop-loss-order is trailed, subscribers may have to adjust the stop-loss-order more than once.
Important note: The system-logic of the ONE'N'GO-System is *untouched/unchanged*, only the stop-loss-order send-behaviour has been changed!
The ONE'N'GO System trades the E-Mini S&P 500 (ES) the E-Mini Nasdaq (NQ) and the Mini Dow Future (YM). It is a market-timing system combined with technical analysis. If market conditions are met it trades once a day per market. Positions will be held overnight until the Profit Target is hit or the position is stopped out. Positions are opened always as limit orders. All trades are placed fully automatically and the system is 100% mechanical.
FAQ
Q: What is the minimum account-size that you would recommend?
A: I recommend at least $ 20'000 to start with - as the system trades the ES, the NQ and the YM at the same time, you need sufficient capitalization to meet the minimal Margin-Requirements and to have some reserve to sustain a possible Drawdown right at the beginning (yes, that unfortunately can happen. )
Q: What if I have less than the recommended minimum account-size?
A: If you have less capitalization I recommend you to automate the 3 markets with the following priority: ES, NQ, YM - e.g. automate only the ES or the ES and the NQ.
Q: Do you place your orders manually or automatically and is this a mechanical or discretionary system?
A: All orders are placed fully automatically and the system is 100% mechanical. (Exception: when it is time for a contract roll-over I manually close out the old contract and open the position with the new contract before market opening)
Q: Are entries with limit orders?
A: Yes, all entries are sent as limit orders.
Q: Does your system use stop-losses?
A: As every strategy should have an appropriate stop-loss strategy, the ONE'N'GO-System has a build-in stop-loss methodology, too that will cut losses short.
The stop-loss in absolute values varies according to the calculation on the system-internal logic - which I cannot disclose. But, the stop-loss typically varies from market to market and it depends on the actual market-behavior.
As implemented by design the stop-loss order will trail accordingly to the market movements. The trailing will go in direction of the actual trade only - higher stop-loss prices on LONG-positions and lower stop-loss prices on SHORT-position. So the risk per trade will diminish step-by-step.
Q: What is the "typical" max. stop loss when you leave position (ES, NQ, YM ) overnight ?
A: The calculation of the stop loss used by the ONE'N'GO-System is the same during the overnight-period as it is during market hours. It can happen that during the overnight-period the stop loss is hit and the system closes out the position as it can happen that the profit-target is hit and the system closes out the position, as well.
Q: Did you make any changes to the system after the Drawdown in June and July, like changing the stop loss or other things?
A: No, I did not change anything. The ONE'N'GO-System logic (incl. profit-target, stop-loss etc.) was never changed since going "live" on C2.
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.
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Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
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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.