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These are hypothetical performance results that have certain inherent limitations. Learn more

Alphergence - Spectrals

Created by:
VarianceLLC2
VarianceLLC2
Started:   02/2011
Futures
Last trade:   2,087 days ago

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

-4.9%
6.6%
Max Drawdown
107
Num Trades
52.3%
Win Trades
1.0 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011         -  (3.1%)  -    -    -    -    -    -    -    -    -  (3.1%)
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  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.

Open positions are hidden from non-subscribers.

Long
Short
Both
Win
Loss
Both

Trading Record

Download CSV Show More detailsShow fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
3/25/11 10:07 @ESM1 E-MINI S&P 500 SHORT 1 1306.75 3/25 10:51 1311.00 0.47%
Trade id #59116641
Max drawdown($237)
Time3/25/11 10:48
Quant open-1
Worst price1311.50
Drawdown as % of equity-0.47%
($227)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/25/11 8:45 @ESM1 E-MINI S&P 500 LONG 1 1308.25 3/25 10:07 1307.00 0.3%
Trade id #59111191
Max drawdown($150)
Time3/25/11 9:42
Quant open1
Worst price1305.25
Drawdown as % of equity-0.30%
($77)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/24/11 14:40 @ESM1 E-MINI S&P 500 SHORT 1 1303.25 3/25 1:16 1310.00 1.07%
Trade id #59092633
Max drawdown($537)
Time3/24/11 17:21
Quant open-1
Worst price1314.00
Drawdown as % of equity-1.07%
($352)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/24/11 11:37 @ESM1 E-MINI S&P 500 LONG 1 1302.50 3/24 14:40 1303.25 0.25%
Trade id #59085922
Max drawdown($125)
Time3/24/11 13:54
Quant open1
Worst price1300.00
Drawdown as % of equity-0.25%
$24
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/24/11 9:29 @ESM1 E-MINI S&P 500 SHORT 1 1299.75 3/24 11:37 1302.50 0.3%
Trade id #59077170
Max drawdown($150)
Time3/24/11 11:23
Quant open-1
Worst price1302.75
Drawdown as % of equity-0.30%
($152)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/24/11 8:53 @ESM1 E-MINI S&P 500 LONG 1 1299.50 3/24 9:29 1299.75 0.15%
Trade id #59076026
Max drawdown($75)
Time3/24/11 8:56
Quant open1
Worst price1298.00
Drawdown as % of equity-0.15%
($1)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/24/11 8:42 @ESM1 E-MINI S&P 500 SHORT 1 1298.75 3/24 8:53 1299.50 0.12%
Trade id #59075772
Max drawdown($62)
Time3/24/11 8:47
Quant open-1
Worst price1300.00
Drawdown as % of equity-0.12%
($52)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/23/11 12:48 @ESM1 E-MINI S&P 500 LONG 1 1288.25 3/23 15:56 1293.75 0.17%
Trade id #59053065
Max drawdown($87)
Time3/23/11 13:13
Quant open1
Worst price1286.50
Drawdown as % of equity-0.17%
$261
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/23/11 12:04 @ESM1 E-MINI S&P 500 SHORT 1 1284.00 3/23 12:48 1288.25 0.49%
Trade id #59051163
Max drawdown($250)
Time3/23/11 12:43
Quant open-1
Worst price1289.00
Drawdown as % of equity-0.49%
($227)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/23/11 11:11 @ESM1 E-MINI S&P 500 LONG 1 1282.00 3/23 12:04 1284.00 n/a $86
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/23/11 9:34 @ESM1 E-MINI S&P 500 SHORT 1 1284.50 3/23 11:11 1282.00 0.15%
Trade id #59042527
Max drawdown($75)
Time3/23/11 9:57
Quant open-1
Worst price1286.00
Drawdown as % of equity-0.15%
$111
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/22/11 15:06 @ESM1 E-MINI S&P 500 LONG 1 1288.75 3/22 15:54 1289.00 n/a ($1)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/22/11 13:47 @ESM1 E-MINI S&P 500 SHORT 1 1289.50 3/22 15:06 1288.75 0.22%
Trade id #59020864
Max drawdown($112)
Time3/22/11 13:58
Quant open-1
Worst price1291.75
Drawdown as % of equity-0.22%
$24
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/22/11 12:33 @ESM1 E-MINI S&P 500 LONG 1 1291.50 3/22 13:47 1289.50 0.3%
Trade id #59018615
Max drawdown($150)
Time3/22/11 13:31
Quant open1
Worst price1288.50
Drawdown as % of equity-0.30%
($114)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/22/11 11:11 @ESM1 E-MINI S&P 500 SHORT 1 1289.75 3/22 12:33 1291.50 0.32%
Trade id #59015486
Max drawdown($162)
Time3/22/11 12:23
Quant open-1
Worst price1293.00
Drawdown as % of equity-0.32%
($102)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/22/11 9:16 @ESM1 E-MINI S&P 500 LONG 1 1294.00 3/22 11:11 1289.75 0.57%
Trade id #59009827
Max drawdown($287)
Time3/22/11 11:01
Quant open1
Worst price1288.25
Drawdown as % of equity-0.57%
($227)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/21/11 12:00 @ESM1 E-MINI S&P 500 LONG 1 1293.75 3/21 14:21 1294.25 0.25%
Trade id #58985515
Max drawdown($125)
Time3/21/11 13:35
Quant open1
Worst price1291.25
Drawdown as % of equity-0.25%
$11
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/21/11 11:21 @ESM1 E-MINI S&P 500 SHORT 1 1295.00 3/21 12:00 1293.75 0%
Trade id #58983943
Max drawdown$0
Time3/21/11 11:26
Quant open-1
Worst price1295.00
Drawdown as % of equity0.00%
$49
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/21/11 10:18 @ESM1 E-MINI S&P 500 LONG 1 1293.75 3/21 11:21 1295.00 0.12%
Trade id #58980888
Max drawdown($62)
Time3/21/11 10:46
Quant open1
Worst price1292.50
Drawdown as % of equity-0.12%
$49
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/21/11 9:39 @ESM1 E-MINI S&P 500 SHORT 1 1289.75 3/21 10:18 1293.75 0.64%
Trade id #58978124
Max drawdown($325)
Time3/21/11 10:08
Quant open-1
Worst price1296.25
Drawdown as % of equity-0.64%
($214)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/21/11 6:03 @ESM1 E-MINI S&P 500 LONG 1 1289.00 3/21 9:39 1290.00 0.15%
Trade id #58972361
Max drawdown($75)
Time3/21/11 6:06
Quant open1
Worst price1287.50
Drawdown as % of equity-0.15%
$36
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/18/11 15:11 @ESM1 E-MINI S&P 500 SHORT 1 1272.75 3/18 16:14 1274.50 0.27%
Trade id #58939002
Max drawdown($137)
Time3/18/11 16:07
Quant open-1
Worst price1275.50
Drawdown as % of equity-0.27%
($102)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/18/11 12:11 @ESM1 E-MINI S&P 500 LONG 1 1278.00 3/18 15:11 1272.50 0.66%
Trade id #58932208
Max drawdown($337)
Time3/18/11 14:59
Quant open1
Worst price1271.25
Drawdown as % of equity-0.66%
($289)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/18/11 9:29 @ESM1 E-MINI S&P 500 SHORT 1 1286.75 3/18 12:10 1278.25 n/a $411
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/18/11 7:09 @ESM1 E-MINI S&P 500 LONG 1 1278.00 3/18 9:20 1285.50 0.07%
Trade id #58918156
Max drawdown($37)
Time3/18/11 7:21
Quant open1
Worst price1277.25
Drawdown as % of equity-0.07%
$361
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/17/11 9:32 @ESM1 E-MINI S&P 500 SHORT 1 1270.25 3/17 16:13 1269.50 0.42%
Trade id #58869967
Max drawdown($212)
Time3/17/11 10:27
Quant open-1
Worst price1274.50
Drawdown as % of equity-0.42%
$24
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/16/11 14:56 @ESM1 E-MINI S&P 500 SHORT 1 1262.00 3/16 15:53 1253.50 0.05%
Trade id #58834485
Max drawdown($25)
Time3/16/11 15:14
Quant open-1
Worst price1262.50
Drawdown as % of equity-0.05%
$411
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/16/11 14:19 @ESM1 E-MINI S&P 500 LONG 1 1245.75 3/16 14:56 1262.00 0.25%
Trade id #58832408
Max drawdown($125)
Time3/16/11 14:21
Quant open1
Worst price1243.25
Drawdown as % of equity-0.25%
$799
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/16/11 14:09 @ESM1 E-MINI S&P 500 SHORT 1 1252.25 3/16 14:19 1245.75 0.03%
Trade id #58831540
Max drawdown($12)
Time3/16/11 14:11
Quant open-1
Worst price1252.50
Drawdown as % of equity-0.03%
$311
Includes Typical Commission and AutoTrade Fees trade costs of $13.96
3/16/11 12:49 @ESM1 E-MINI S&P 500 LONG 1 1262.00 3/16 14:09 1252.00 1.15%
Trade id #58827210
Max drawdown($562)
Time3/16/11 14:09
Quant open1
Worst price1250.75
Drawdown as % of equity-1.15%
($514)
Includes Typical Commission and AutoTrade Fees trade costs of $13.96

Statistics

  • Strategy began
    2/28/2011
  • Starting Unit Size
    $50,000
  • Strategy Age (days)
    2108.74
  • Age
    70 months ago
  • What it trades
    Futures
  • # Trades
    107
  • # Profitable
    56
  • % Profitable
    52.30%
  • Avg trade duration
    2.6 hours
  • Max peak-to-valley drawdown
    6.59%
  • drawdown period
    March 08, 2011 - March 16, 2011
  • Annual return (compounded)
    -0.0%
  • Avg win
    $251.14
  • Avg loss
    $276.78
  • Model Account Values (Raw)
  • Cash
    $49,950
  • Margin Used
    $0
  • Buying Power
    $49,950
  • Ratios
  • W:L ratio
    1.00:1
  • Sharpe Ratio
    -0.321
  • Sortino Ratio
    -0.426
  • Calmar Ratio
    -0.011
  • Return Statistics
  • Ann Return (w trading costs)
    -4.9%
  • Ann Return (Compnd, No Fees)
    -0.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $251
  • Avg Loss
    $277
  • # Winners
    56
  • # Losers
    51
  • % Winners
    52.3%
  • Frequency
  • Avg Position Time (mins)
    157.07
  • Avg Position Time (hrs)
    2.62
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    2084

Strategy Description

Statistics

Strategy began
2011-02-28
Minimum Capital Required
$50,000
# Trades
107
# Profitable
56
% Profitable
52.3%
Correlation S&P500
0.320
Sharpe Ratio
-0.321

Latest

#PERSONNAME#
subscribed on #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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