This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
04/20/2020
Most recent certification approved
4/20/20 13:35 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
131
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
131
Percent signals followed since 04/20/2020
100%
This information was last updated
10/24/20 2:28 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 04/20/2020,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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
underor overcompensated 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
ALPS 1
(128415506)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  04/20/2020 
Most recent certification approved  4/20/20 13:35 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  131 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  131 
Percent signals followed since 04/20/2020  100% 
This information was last updated  10/24/20 2:28 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 04/20/2020, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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 underor overcompensated 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $299.00 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.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020    (0.6%)  +12.8%  (5.4%)  +22.7%  +19.4%  +3.2%  +60.2% 
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  $300,000  
Buy Power  $374,621  
Cash  $1  
Equity  $1  
Cumulative $  $182,992  
Includes dividends and cashsettled expirations:  $43  Itemized 
Total System Equity  $482,992  
Margined  $1  
Open P/L  ($11,332)  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began4/20/2020

Suggested Minimum Cap$100,000

Strategy Age (days)186.56

Age6 months ago

What it tradesStocks, Forex

# Trades51

# Profitable36

% Profitable70.60%

Avg trade duration19.2 days

Max peaktovalley drawdown14.8%

drawdown periodJuly 21, 2020  July 31, 2020

Cumul. Return60.2%

Avg win$6,548

Avg loss$3,519
 Model Account Values (Raw)

Cash$384,262

Margin Used$0

Buying Power$374,621
 Ratios

W:L ratio4.47:1

Sharpe Ratio2.45

Sortino Ratio4.73

Calmar Ratio13.558
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)37.42%

Correlation to SP5000.24710

Return Percent SP500 (cumu) during strategy life22.75%
 Return Statistics

Ann Return (w trading costs)147.6%
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.602%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.60%

Percent Trades Forex0.40%
 Return Statistics

Ann Return (Compnd, No Fees)152.6%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)769

Popularity (Last 6 weeks)954
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score951

Popularity (7 days, Percentile 1000 scale)937
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$3,520

Avg Win$6,548

Sum Trade PL (losers)$52,795.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$235,744.000

# Winners36

Num Months Winners5
 Dividends

Dividends Received in Model Acct43
 AUM

AUM (AutoTrader live capital)48283
 Win / Loss

# Losers15

% Winners70.6%
 Frequency

Avg Position Time (mins)27653.00

Avg Position Time (hrs)460.88

Avg Trade Length19.2 days

Last Trade Ago8
 Leverage

Daily leverage (average)1.10

Daily leverage (max)3.09
 Regression

Alpha0.22

Beta0.38

Treynor Index0.69
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)6.09

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.302

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 strat0.06

Avg(MAE) / Avg(PL)  Winning trades0.550

Avg(MAE) / Avg(PL)  Losing trades1.844

HoldandHope Ratio0.786
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.96082

SD0.21430

Sharpe ratio (Glass type estimate)4.48363

Sharpe ratio (Hedges UMVUE)3.76960

df5.00000

t3.17040

p0.01240

Lowerbound of 95% confidence interval for Sharpe Ratio0.51275

Upperbound of 95% confidence interval for Sharpe Ratio8.24892

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14447

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.39474
 Statistics related to Sortino ratio

Sortino ratio42.84010

Upside Potential Ratio44.25430

Upside part of mean0.99254

Downside part of mean0.03172

Upside SD0.33867

Downside SD0.02243

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.37899

Mean of criterion0.96082

SD of predictor0.08871

SD of criterion0.21430

Covariance0.00181

r0.09538

b (slope, estimate of beta)0.23039

a (intercept, estimate of alpha)0.87350

Mean Square Error0.05688

DF error4.00000

t(b)0.19163

p(b)0.42868

t(a)1.54082

p(a)0.09910

Lowerbound of 95% confidence interval for beta3.10835

Upperbound of 95% confidence interval for beta3.56913

Lowerbound of 95% confidence interval for alpha0.70079

Upperbound of 95% confidence interval for alpha2.44780

Treynor index (mean / b)4.17039

Jensen alpha (a)0.87350
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.90571

SD0.19967

Sharpe ratio (Glass type estimate)4.53607

Sharpe ratio (Hedges UMVUE)3.81369

df5.00000

t3.20748

p0.01190

Lowerbound of 95% confidence interval for Sharpe Ratio0.54335

Upperbound of 95% confidence interval for Sharpe Ratio8.32350

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17089

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.45650
 Statistics related to Sortino ratio

Sortino ratio40.15590

Upside Potential Ratio41.57010

Upside part of mean0.93761

Downside part of mean0.03190

Upside SD0.31792

Downside SD0.02255

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.36913

Mean of criterion0.90571

SD of predictor0.08732

SD of criterion0.19967

Covariance0.00160

r0.09151

b (slope, estimate of beta)0.20926

a (intercept, estimate of alpha)0.82847

Mean Square Error0.04942

DF error4.00000

t(b)0.18379

p(b)0.43156

t(a)1.57845

p(a)0.09480

Lowerbound of 95% confidence interval for beta2.95258

Upperbound of 95% confidence interval for beta3.37109

Lowerbound of 95% confidence interval for alpha0.62907

Upperbound of 95% confidence interval for alpha2.28600

Treynor index (mean / b)4.32823

Jensen alpha (a)0.82847
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01915

Expected Shortfall on VaR0.04227
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00245

Expected Shortfall on VaR0.00673
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.98647

Quartile 11.05639

Median1.08910

Quartile 31.10859

Maximum1.16913

Mean of quarter 11.01644

Mean of quarter 21.08632

Mean of quarter 31.09187

Mean of quarter 41.14165

Inter Quartile Range0.05220

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod 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 observations1.00000

Minimum0.01353

Quartile 10.01353

Median0.01353

Quartile 30.01353

Maximum0.01353

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)1.18979

Compounded annual return (geometric extrapolation)1.54369

Calmar ratio (compounded annual return / max draw down)114.08800

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal36.51880

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.97615

SD0.34579

Sharpe ratio (Glass type estimate)2.82297

Sharpe ratio (Hedges UMVUE)2.80702

df133.00000

t2.01887

p0.39077

Lowerbound of 95% confidence interval for Sharpe Ratio0.05634

Upperbound of 95% confidence interval for Sharpe Ratio5.57926

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04574

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.56830
 Statistics related to Sortino ratio

Sortino ratio5.88244

Upside Potential Ratio13.52120

Upside part of mean2.24375

Downside part of mean1.26760

Upside SD0.30786

Downside SD0.16594

N nonnegative terms70.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations134.00000

Mean of predictor0.39549

Mean of criterion0.97615

SD of predictor0.21125

SD of criterion0.34579

Covariance0.01718

r0.23520

b (slope, estimate of beta)0.38498

a (intercept, estimate of alpha)0.82400

Mean Square Error0.11381

DF error132.00000

t(b)2.78020

p(b)0.38240

t(a)1.73489

p(a)0.42534

Lowerbound of 95% confidence interval for beta0.11107

Upperbound of 95% confidence interval for beta0.65890

Lowerbound of 95% confidence interval for alpha0.11550

Upperbound of 95% confidence interval for alpha1.76328

Treynor index (mean / b)2.53557

Jensen alpha (a)0.82389
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.91649

SD0.33948

Sharpe ratio (Glass type estimate)2.69967

Sharpe ratio (Hedges UMVUE)2.68442

df133.00000

t1.93069

p0.39537

Lowerbound of 95% confidence interval for Sharpe Ratio0.06494

Upperbound of 95% confidence interval for Sharpe Ratio5.45442

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.07511

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.44394
 Statistics related to Sortino ratio

Sortino ratio5.43995

Upside Potential Ratio13.04660

Upside part of mean2.19801

Downside part of mean1.28152

Upside SD0.29868

Downside SD0.16847

N nonnegative terms70.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations134.00000

Mean of predictor0.37285

Mean of criterion0.91649

SD of predictor0.21253

SD of criterion0.33948

Covariance0.01699

r0.23549

b (slope, estimate of beta)0.37616

a (intercept, estimate of alpha)0.77624

Mean Square Error0.10968

DF error132.00000

t(b)2.78387

p(b)0.38226

t(a)1.66639

p(a)0.42823

Lowerbound of 95% confidence interval for beta0.10888

Upperbound of 95% confidence interval for beta0.64343

Lowerbound of 95% confidence interval for alpha0.14520

Upperbound of 95% confidence interval for alpha1.69768

Treynor index (mean / b)2.43647

Jensen alpha (a)0.77624
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03052

Expected Shortfall on VaR0.03895
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01079

Expected Shortfall on VaR0.02161
 ORDER STATISTICS
 Quartiles of return rates

Number of observations134.00000

Minimum0.95070

Quartile 10.99443

Median1.00036

Quartile 31.00859

Maximum1.09202

Mean of quarter 10.98269

Mean of quarter 20.99841

Mean of quarter 31.00436

Mean of quarter 41.02972

Inter Quartile Range0.01416

Number outliers low5.00000

Percentage of outliers low0.03731

Mean of outliers low0.96291

Number of outliers high11.00000

Percentage of outliers high0.08209

Mean of outliers high1.05799
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20183

VaR(95%) (moments method)0.01489

Expected Shortfall (moments method)0.01896

Extreme Value Index (regression method)0.05875

VaR(95%) (regression method)0.01801

Expected Shortfall (regression method)0.02487
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00271

Quartile 10.00786

Median0.01464

Quartile 30.04930

Maximum0.11589

Mean of quarter 10.00512

Mean of quarter 20.01328

Mean of quarter 30.03497

Mean of quarter 40.08631

Inter Quartile Range0.04144

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.11589
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.96793

VaR(95%) (moments method)0.08999

Expected Shortfall (moments method)0.09588

Extreme Value Index (regression method)0.05951

VaR(95%) (regression method)0.11316

Expected Shortfall (regression method)0.14598
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.21409

Compounded annual return (geometric extrapolation)1.57126

Calmar ratio (compounded annual return / max draw down)13.55780

Compounded annual return / average of 25% largest draw downs18.20420

Compounded annual return / Expected Shortfall lognormal40.33580

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

Mean1.01488

SD0.34932

Sharpe ratio (Glass type estimate)2.90526

Sharpe ratio (Hedges UMVUE)2.88847

df130.00000

t2.05433

p0.41134

Lowerbound of 95% confidence interval for Sharpe Ratio0.10569

Upperbound of 95% confidence interval for Sharpe Ratio5.69400

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09451

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.68242
 Statistics related to Sortino ratio

Sortino ratio6.05641

Upside Potential Ratio13.69650

Upside part of mean2.29514

Downside part of mean1.28026

Upside SD0.31136

Downside SD0.16757

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.42176

Mean of criterion1.01488

SD of predictor0.20647

SD of criterion0.34932

Covariance0.01737

r0.24079

b (slope, estimate of beta)0.40741

a (intercept, estimate of alpha)0.84305

Mean Square Error0.11584

DF error129.00000

t(b)2.81781

p(b)0.34820

t(a)1.73759

p(a)0.40409

Lowerbound of 95% confidence interval for beta0.12135

Upperbound of 95% confidence interval for beta0.69346

Lowerbound of 95% confidence interval for alpha0.11690

Upperbound of 95% confidence interval for alpha1.80301

Treynor index (mean / b)2.49108

Jensen alpha (a)0.84305
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.95390

SD0.34296

Sharpe ratio (Glass type estimate)2.78134

Sharpe ratio (Hedges UMVUE)2.76526

df130.00000

t1.96670

p0.41501

Lowerbound of 95% confidence interval for Sharpe Ratio0.01624

Upperbound of 95% confidence interval for Sharpe Ratio5.56846

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02685

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.55737
 Statistics related to Sortino ratio

Sortino ratio5.60676

Upside Potential Ratio13.21520

Upside part of mean2.24834

Downside part of mean1.29445

Upside SD0.30208

Downside SD0.17013

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.40008

Mean of criterion0.95390

SD of predictor0.20772

SD of criterion0.34296

Covariance0.01717

r0.24109

b (slope, estimate of beta)0.39806

a (intercept, estimate of alpha)0.79464

Mean Square Error0.11165

DF error129.00000

t(b)2.82146

p(b)0.34802

t(a)1.66978

p(a)0.40773

VAR (95 Confidence Intrvl)0.03100

Lowerbound of 95% confidence interval for beta0.11892

Upperbound of 95% confidence interval for beta0.67720

Lowerbound of 95% confidence interval for alpha0.14693

Upperbound of 95% confidence interval for alpha1.73621

Treynor index (mean / b)2.39636

Jensen alpha (a)0.79464
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03073

Expected Shortfall on VaR0.03924
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01072

Expected Shortfall on VaR0.02155
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95070

Quartile 10.99456

Median1.00119

Quartile 31.00889

Maximum1.09202

Mean of quarter 10.98236

Mean of quarter 20.99851

Mean of quarter 31.00472

Mean of quarter 41.03035

Inter Quartile Range0.01433

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.96037

Number of outliers high11.00000

Percentage of outliers high0.08397

Mean of outliers high1.05799
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.37299

VaR(95%) (moments method)0.01518

Expected Shortfall (moments method)0.01837

Extreme Value Index (regression method)0.13371

VaR(95%) (regression method)0.01885

Expected Shortfall (regression method)0.02531
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00122

Quartile 10.00518

Median0.01464

Quartile 30.04930

Maximum0.11589

Mean of quarter 10.00346

Mean of quarter 20.01328

Mean of quarter 30.03497

Mean of quarter 40.08631

Inter Quartile Range0.04412

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.11589
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.96793

VaR(95%) (moments method)0.08999

Expected Shortfall (moments method)0.09588

Extreme Value Index (regression method)0.05951

VaR(95%) (regression method)0.11316

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.14598

Strat Max DD how much worse than SP500 max DD during strat life?274167000

Max Equity Drawdown (num days)10
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.26758

Compounded annual return (geometric extrapolation)1.66926

Calmar ratio (compounded annual return / max draw down)14.40340

Compounded annual return / average of 25% largest draw downs19.33960

Compounded annual return / Expected Shortfall lognormal42.53660
Strategy Description
Which one is better? Jim Rogers was the cofounder of the Quantum Fund, one of the world's most successful hedge funds, and used the concentration method.
Investing 101 is all about diversification and reducing your risk by spreading money around. Mr. Rogers said, “that it's much smarter to really concentrate your risks, and understand your risks and manage them that way. If you want to succeed, put all of your eggs in one basket... It has to be the right basket, and you better watch that basket very, very closely. But that's how you succeed. You don't get rich diversifying”.
I employ the same strategy here utilizing the concentration method for our funds. I trade my own funds with every trade. This is not a hypothetical trading account, I use my own money and the risk is very real. If you are opposed to the risk and do not want this type of trading please do not follow me, I understand that this type of trading is not for everyone.
I have been trading and investing since 1991 and have had the opportunity of starting and running my own successful registered investment advisory firm. I have retired and only trade/invest my own personal accounts currently.
My strategy is a threepronged strategy. First, I establish a long term strategy by buying investments/cryptocurrency at discounted valuations to build our base (by receiving price appreciation and dividends over long periods of time, holding period (1 10 yrs)). Next, I trade leveraged ETFs to build capital and to add additional growth to the portfolio (growth and income generator, holding period (1 day  weeks)). Next, I utilize the Forex market to take advantage of currency fluctuations in the market, (growth and income generator, holding period (hours  weeks)).
If you would like to follow me, I welcome you.
Sit Down, Strap In, and Enjoy the Ride.
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.