Quantum Tech Trader
(120301745)
Subscription terms. Subscriptions to this system cost $49.00 per month.
Sector: Technology
Focuses primarily on stocks of technology companies.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  

2018  (2.7%)  +4.2%  (15.8%)  (14.7%)  
2019  +12.4%  +9.2%  +7.1%  +3.1%  +35.6% 
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  $50,000  
Buy Power  $25,827  
Cash  $10,369  
Equity  $15,458  
Cumulative $  $15,223  
Includes dividends and cashsettled expirations:  $791  Itemized 
Total System Equity  $65,223  
Margined  $0  
Open P/L  $15,458 
Trading Record
Statistics

Strategy began10/11/2018

Suggested Minimum Cap$25,000

Strategy Age (days)191.55

Age7 months ago

What it tradesStocks, Options

# Trades36

# Profitable25

% Profitable69.40%

Avg trade duration58.2 days

Max peaktovalley drawdown33.97%

drawdown periodOct 17, 2018  Dec 26, 2018

Cumul. Return25.0%

Avg win$820.35

Avg loss$552.42
 Model Account Values (Raw)

Cash$10,369

Margin Used$0

Buying Power$25,827
 Ratios

W:L ratio3.64:1

Sharpe Ratio0.762

Sortino Ratio1.114

Calmar Ratio1.05
 CORRELATION STATISTICS

Correlation to SP5000.58900
 Return Statistics

Ann Return (w trading costs)52.0%

Ann Return (Compnd, No Fees)32.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss79.00%

Chance of 20% account loss43.00%

Chance of 30% account loss10.50%

Chance of 40% account loss1.00%

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)503
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$552

Avg Win$724

# Winners25

# Losers11

% Winners69.4%
 Frequency

Avg Position Time (mins)82675.60

Avg Position Time (hrs)1377.93

Avg Trade Length57.4 days

Last Trade Ago120
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.18317

SD0.28782

Sharpe ratio (Glass type estimate)0.63641

Sharpe ratio (Hedges UMVUE)0.46051

df3.00000

t0.36743

p0.36884

Lowerbound of 95% confidence interval for Sharpe Ratio2.84165

Upperbound of 95% confidence interval for Sharpe Ratio4.01677

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.95419

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.87520
 Statistics related to Sortino ratio

Sortino ratio1.49364

Upside Potential Ratio3.53741

Upside part of mean0.43381

Downside part of mean0.25063

Upside SD0.22335

Downside SD0.12263

N nonnegative terms2.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.02607

Mean of criterion0.18317

SD of predictor0.13751

SD of criterion0.28782

Covariance0.03294

r0.83232

b (slope, estimate of beta)1.74210

a (intercept, estimate of alpha)0.13775

Mean Square Error0.03818

DF error2.00000

t(b)2.12355

p(b)0.08384

t(a)0.40622

p(a)0.36196

Lowerbound of 95% confidence interval for beta1.78767

Upperbound of 95% confidence interval for beta5.27188

Lowerbound of 95% confidence interval for alpha1.32130

Upperbound of 95% confidence interval for alpha1.59680

Treynor index (mean / b)0.10514

Jensen alpha (a)0.13775
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.15198

SD0.27852

Sharpe ratio (Glass type estimate)0.54567

Sharpe ratio (Hedges UMVUE)0.39485

df3.00000

t0.31504

p0.38669

Lowerbound of 95% confidence interval for Sharpe Ratio2.91660

Upperbound of 95% confidence interval for Sharpe Ratio3.92362

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.01458

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.80427
 Statistics related to Sortino ratio

Sortino ratio1.20003

Upside Potential Ratio3.23631

Upside part of mean0.40987

Downside part of mean0.25789

Upside SD0.20992

Downside SD0.12665

N nonnegative terms2.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.01909

Mean of criterion0.15198

SD of predictor0.13490

SD of criterion0.27852

Covariance0.03061

r0.81481

b (slope, estimate of beta)1.68232

a (intercept, estimate of alpha)0.11986

Mean Square Error0.03911

DF error2.00000

t(b)1.98768

p(b)0.09260

t(a)0.34955

p(a)0.38003

Lowerbound of 95% confidence interval for beta1.95933

Upperbound of 95% confidence interval for beta5.32397

Lowerbound of 95% confidence interval for alpha1.35555

Upperbound of 95% confidence interval for alpha1.59527

Treynor index (mean / b)0.09034

Jensen alpha (a)0.11986
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.11271

Expected Shortfall on VaR0.14165
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04882

Expected Shortfall on VaR0.08454
 ORDER STATISTICS
 Quartiles of return rates

Number of observations4.00000

Minimum0.93296

Quartile 10.97435

Median1.00361

Quartile 31.04685

Maximum1.13019

Mean of quarter 10.93296

Mean of quarter 20.98815

Mean of quarter 31.01907

Mean of quarter 41.13019

Inter Quartile Range0.07249

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 observations2.00000

Minimum0.01185

Quartile 10.02565

Median0.03944

Quartile 30.05324

Maximum0.06704

Mean of quarter 10.01185

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.06704

Inter Quartile Range0.02760

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)0.18539

Compounded annual return (geometric extrapolation)0.19708

Calmar ratio (compounded annual return / max draw down)2.93975

Compounded annual return / average of 25% largest draw downs2.93975

Compounded annual return / Expected Shortfall lognormal1.39134

0.00000

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

Mean0.37187

SD0.48427

Sharpe ratio (Glass type estimate)0.76789

Sharpe ratio (Hedges UMVUE)0.76200

df98.00000

t0.47203

p0.31898

Lowerbound of 95% confidence interval for Sharpe Ratio2.42430

Upperbound of 95% confidence interval for Sharpe Ratio3.95625

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.42824

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.95225
 Statistics related to Sortino ratio

Sortino ratio1.11389

Upside Potential Ratio9.11527

Upside part of mean3.04313

Downside part of mean2.67126

Upside SD0.34817

Downside SD0.33385

N nonnegative terms59.00000

N negative terms40.00000
 Statistics related to linear regression on benchmark

N of observations99.00000

Mean of predictor0.06363

Mean of criterion0.37187

SD of predictor0.21231

SD of criterion0.48427

Covariance0.06135

r0.59669

b (slope, estimate of beta)1.36103

a (intercept, estimate of alpha)0.28500

Mean Square Error0.15258

DF error97.00000

t(b)7.32334

p(b)0.00000

t(a)0.44885

p(a)0.32727

Lowerbound of 95% confidence interval for beta0.99217

Upperbound of 95% confidence interval for beta1.72989

Lowerbound of 95% confidence interval for alpha0.97613

Upperbound of 95% confidence interval for alpha1.54667

Treynor index (mean / b)0.27323

Jensen alpha (a)0.28527
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25558

SD0.48447

Sharpe ratio (Glass type estimate)0.52755

Sharpe ratio (Hedges UMVUE)0.52350

df98.00000

t0.32428

p0.37321

Lowerbound of 95% confidence interval for Sharpe Ratio2.66305

Upperbound of 95% confidence interval for Sharpe Ratio3.71559

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.66580

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.71280
 Statistics related to Sortino ratio

Sortino ratio0.74364

Upside Potential Ratio8.68369

Upside part of mean2.98448

Downside part of mean2.72890

Upside SD0.33833

Downside SD0.34369

N nonnegative terms59.00000

N negative terms40.00000
 Statistics related to linear regression on benchmark

N of observations99.00000

Mean of predictor0.04135

Mean of criterion0.25558

SD of predictor0.21206

SD of criterion0.48447

Covariance0.06134

r0.59703

b (slope, estimate of beta)1.36397

a (intercept, estimate of alpha)0.19919

Mean Square Error0.15261

DF error97.00000

t(b)7.32970

p(b)0.00000

t(a)0.31340

p(a)0.37732

Lowerbound of 95% confidence interval for beta0.99464

Upperbound of 95% confidence interval for beta1.73330

Lowerbound of 95% confidence interval for alpha1.06222

Upperbound of 95% confidence interval for alpha1.46059

Treynor index (mean / b)0.18738

Jensen alpha (a)0.19919
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04711

Expected Shortfall on VaR0.05890
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02049

Expected Shortfall on VaR0.04117
 ORDER STATISTICS
 Quartiles of return rates

Number of observations99.00000

Minimum0.90777

Quartile 10.98568

Median1.00332

Quartile 31.01464

Maximum1.09900

Mean of quarter 10.96445

Mean of quarter 20.99622

Mean of quarter 31.00967

Mean of quarter 41.03609

Inter Quartile Range0.02896

Number outliers low4.00000

Percentage of outliers low0.04040

Mean of outliers low0.92664

Number of outliers high2.00000

Percentage of outliers high0.02020

Mean of outliers high1.09299
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.14779

VaR(95%) (moments method)0.03397

Expected Shortfall (moments method)0.04312

Extreme Value Index (regression method)0.06523

VaR(95%) (regression method)0.03909

Expected Shortfall (regression method)0.05576
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01804

Quartile 10.09160

Median0.16515

Quartile 30.23871

Maximum0.31227

Mean of quarter 10.01804

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.31227

Inter Quartile Range0.14711

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)0.29923

Compounded annual return (geometric extrapolation)0.32775

Calmar ratio (compounded annual return / max draw down)1.04960

Compounded annual return / average of 25% largest draw downs1.04960

Compounded annual return / Expected Shortfall lognormal5.56496
Strategy Description
Quantum Tech Trader is a combination of a Stock trading Strategy and Options Trading Strategy. (85% Stock, 10% Options, 5% Cash)
Quantum Tech Trader incorporates Cyclical Technical Analysis to determine the most optimal time to Enter or Exit a trade.
Quantum Tech Trader incorporates Technical Analysis and Earnings Cycle volatility to determine the most optimal time to enter and exit an options trade.
Quantum Tech Trader is currently focused on the following technological Mega Trends (These Trends are updated as the market shifts focus):
Artificial Intelligence
Bot Automation
IT Integration
Internet of Things
SelfDriving Cars
Cloud Computing
Cyber Security
Software Defined Networking
Big Data
Electric Cars
Precision Medicine
Social Media Expansion
Quantum Tech Trader uses sophisticated Trend Prediction algorithm that allows us to be of the right side of the market trend.
Quantum Tech Trader uses Volatility Based Stops to protect Stock investments.
If the Market Trend turns negative, Quantum Tech Trader would take defensive Put positions and exit those positions when the Trend returns positive or the market reaches an extreme oversold position indicative of a market bottom.
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.