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
10/09/2020
Most recent certification approved
10/9/20 8:33 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
1,901
# trading signals executed in manager's Israel Interactive Trading account
1,901
Percent signals followed since 10/09/2020
100%
This information was last updated
9/20/21 22:38 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 10/09/2020,
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.
MasterUP
(131583374)
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  10/09/2020 
Most recent certification approved  10/9/20 8:33 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  1,901 
# trading signals executed in manager's Israel Interactive Trading account  1,901 
Percent signals followed since 10/09/2020  100% 
This information was last updated  9/20/21 22:38 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 10/09/2020, 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 $75.00 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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  (10.8%)  +77.5%  +1.5%  +60.8%  
2021  +30.7%  +13.0%  (5.6%)  (2.5%)  (0.1%)  +17.6%  (19.3%)  (1.2%)  (12.4%)  +11.6% 
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  $30,000  
Buy Power  ($3,293)  
Cash  ($1,204)  
Equity  ($2,088)  
Cumulative $  $29,499  
Includes dividends and cashsettled expirations:  $222  Itemized 
Total System Equity  $59,499  
Margined  $0  
Open P/L  ($2,088) 
Trading Record
Statistics

Strategy began10/8/2020

Suggested Minimum Cap$35,000

Strategy Age (days)347.77

Age12 months ago

What it tradesStocks

# Trades432

# Profitable231

% Profitable53.50%

Avg trade duration39.6 days

Max peaktovalley drawdown32.55%

drawdown periodFeb 24, 2021  May 13, 2021

Cumul. Return91.6%

Avg win$324.73

Avg loss$249.06
 Model Account Values (Raw)

Cash($1,204)

Margin Used$0

Buying Power($3,293)
 Ratios

W:L ratio1.51:1

Sharpe Ratio1.47

Sortino Ratio2.39

Calmar Ratio4.015
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)65.19%

Correlation to SP5000.36090

Return Percent SP500 (cumu) during strategy life26.43%
 Return Statistics

Ann Return (w trading costs)96.8%
 Slump

Current Slump as Pcnt Equity40.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.24%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.916%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)104.8%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)861

Popularity (Last 6 weeks)953
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score909

Popularity (7 days, Percentile 1000 scale)901
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$253

Avg Win$347

Sum Trade PL (losers)$50,820.000
 AUM

AUM (AutoTrader num accounts)9
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$80,095.000

# Winners231

Num Months Winners6
 Dividends

Dividends Received in Model Acct222
 AUM

AUM (AutoTrader live capital)180466
 Win / Loss

# Losers201

% Winners53.5%
 Frequency

Avg Position Time (mins)57079.50

Avg Position Time (hrs)951.32

Avg Trade Length39.6 days

Last Trade Ago8
 Leverage

Daily leverage (average)1.74

Daily leverage (max)2.57
 Regression

Alpha0.14

Beta1.22

Treynor Index0.18
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.23

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades4.662

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.456

Avg(MAE) / Avg(PL)  Losing trades1.310

HoldandHope Ratio0.377
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.96480

SD0.69065

Sharpe ratio (Glass type estimate)1.39693

Sharpe ratio (Hedges UMVUE)1.28901

df10.00000

t1.33746

p0.10535

Lowerbound of 95% confidence interval for Sharpe Ratio0.76906

Upperbound of 95% confidence interval for Sharpe Ratio3.49969

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.83462

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.41265
 Statistics related to Sortino ratio

Sortino ratio3.77070

Upside Potential Ratio5.77579

Upside part of mean1.47783

Downside part of mean0.51304

Upside SD0.66764

Downside SD0.25587

N nonnegative terms6.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.26327

Mean of criterion0.96480

SD of predictor0.06001

SD of criterion0.69065

Covariance0.00837

r0.20200

b (slope, estimate of beta)2.32473

a (intercept, estimate of alpha)0.35276

Mean Square Error0.50838

DF error9.00000

t(b)0.61874

p(b)0.27571

t(a)0.28490

p(a)0.39108

Lowerbound of 95% confidence interval for beta6.17461

Upperbound of 95% confidence interval for beta10.82410

Lowerbound of 95% confidence interval for alpha2.44816

Upperbound of 95% confidence interval for alpha3.15368

Treynor index (mean / b)0.41502

Jensen alpha (a)0.35276
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.74436

SD0.62942

Sharpe ratio (Glass type estimate)1.18262

Sharpe ratio (Hedges UMVUE)1.09125

df10.00000

t1.13227

p0.14197

Lowerbound of 95% confidence interval for Sharpe Ratio0.95479

Upperbound of 95% confidence interval for Sharpe Ratio3.26530

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.01098

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.19349
 Statistics related to Sortino ratio

Sortino ratio2.70420

Upside Potential Ratio4.69454

Upside part of mean1.29223

Downside part of mean0.54787

Upside SD0.57494

Downside SD0.27526

N nonnegative terms6.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.25827

Mean of criterion0.74436

SD of predictor0.05868

SD of criterion0.62942

Covariance0.00797

r0.21580

b (slope, estimate of beta)2.31469

a (intercept, estimate of alpha)0.14656

Mean Square Error0.41969

DF error9.00000

t(b)0.66302

p(b)0.26197

t(a)0.13001

p(a)0.44971

Lowerbound of 95% confidence interval for beta5.58282

Upperbound of 95% confidence interval for beta10.21220

Lowerbound of 95% confidence interval for alpha2.40356

Upperbound of 95% confidence interval for alpha2.69669

Treynor index (mean / b)0.32158

Jensen alpha (a)0.14656
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.21088

Expected Shortfall on VaR0.26696
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.09447

Expected Shortfall on VaR0.16840
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.83911

Quartile 10.92818

Median1.01224

Quartile 31.22647

Maximum1.45317

Mean of quarter 10.86618

Mean of quarter 20.98502

Mean of quarter 31.19762

Mean of quarter 41.32039

Inter Quartile Range0.29829

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)20.08740

VaR(95%) (moments method)0.14283

Expected Shortfall (moments method)0.14283

Extreme Value Index (regression method)2.11234

VaR(95%) (regression method)0.19010

Expected Shortfall (regression method)0.19223
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.22655

Quartile 10.22655

Median0.22655

Quartile 30.22655

Maximum0.22655

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)1.12337

Compounded annual return (geometric extrapolation)1.16468

Calmar ratio (compounded annual return / max draw down)5.14093

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

Compounded annual return / Expected Shortfall lognormal4.36274

0.00000

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

Mean0.84788

SD0.46319

Sharpe ratio (Glass type estimate)1.83054

Sharpe ratio (Hedges UMVUE)1.82486

df242.00000

t1.76291

p0.03959

Lowerbound of 95% confidence interval for Sharpe Ratio0.21296

Upperbound of 95% confidence interval for Sharpe Ratio3.87038

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21677

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.86649
 Statistics related to Sortino ratio

Sortino ratio3.03569

Upside Potential Ratio12.15440

Upside part of mean3.39476

Downside part of mean2.54688

Upside SD0.37201

Downside SD0.27930

N nonnegative terms128.00000

N negative terms115.00000
 Statistics related to linear regression on benchmark

N of observations243.00000

Mean of predictor0.23412

Mean of criterion0.84788

SD of predictor0.13492

SD of criterion0.46319

Covariance0.02303

r0.36859

b (slope, estimate of beta)1.26544

a (intercept, estimate of alpha)0.55200

Mean Square Error0.18616

DF error241.00000

t(b)6.15549

p(b)0.00000

t(a)1.22418

p(a)0.11104

Lowerbound of 95% confidence interval for beta0.86048

Upperbound of 95% confidence interval for beta1.67039

Lowerbound of 95% confidence interval for alpha0.33600

Upperbound of 95% confidence interval for alpha1.43921

Treynor index (mean / b)0.67003

Jensen alpha (a)0.55161
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.74106

SD0.45922

Sharpe ratio (Glass type estimate)1.61375

Sharpe ratio (Hedges UMVUE)1.60875

df242.00000

t1.55414

p0.06073

Lowerbound of 95% confidence interval for Sharpe Ratio0.42809

Upperbound of 95% confidence interval for Sharpe Ratio3.65234

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43144

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64893
 Statistics related to Sortino ratio

Sortino ratio2.60265

Upside Potential Ratio11.68700

Upside part of mean3.32768

Downside part of mean2.58662

Upside SD0.36199

Downside SD0.28473

N nonnegative terms128.00000

N negative terms115.00000
 Statistics related to linear regression on benchmark

N of observations243.00000

Mean of predictor0.22492

Mean of criterion0.74106

SD of predictor0.13506

SD of criterion0.45922

Covariance0.02282

r0.36796

b (slope, estimate of beta)1.25110

a (intercept, estimate of alpha)0.45966

Mean Square Error0.18308

DF error241.00000

t(b)6.14330

p(b)0.00000

t(a)1.02912

p(a)0.15223

Lowerbound of 95% confidence interval for beta0.84993

Upperbound of 95% confidence interval for beta1.65226

Lowerbound of 95% confidence interval for alpha0.42018

Upperbound of 95% confidence interval for alpha1.33950

Treynor index (mean / b)0.59233

Jensen alpha (a)0.45966
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04289

Expected Shortfall on VaR0.05412
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02194

Expected Shortfall on VaR0.03968
 ORDER STATISTICS
 Quartiles of return rates

Number of observations243.00000

Minimum0.93008

Quartile 10.98211

Median1.00286

Quartile 31.02083

Maximum1.11780

Mean of quarter 10.96900

Mean of quarter 20.99269

Mean of quarter 31.01150

Mean of quarter 41.04032

Inter Quartile Range0.03872

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.00823

Mean of outliers high1.10511
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.21468

VaR(95%) (moments method)0.03266

Expected Shortfall (moments method)0.03901

Extreme Value Index (regression method)0.05100

VaR(95%) (regression method)0.03133

Expected Shortfall (regression method)0.03892
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00983

Quartile 10.03660

Median0.05889

Quartile 30.12242

Maximum0.28832

Mean of quarter 10.02459

Mean of quarter 20.05460

Mean of quarter 30.09195

Mean of quarter 40.24365

Inter Quartile Range0.08583

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.15385

Mean of outliers high0.28089
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)2.63913

VaR(95%) (moments method)0.23207

Expected Shortfall (moments method)0.23350

Extreme Value Index (regression method)2.23260

VaR(95%) (regression method)0.31598

Expected Shortfall (regression method)0.31877
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.12187

Compounded annual return (geometric extrapolation)1.15754

Calmar ratio (compounded annual return / max draw down)4.01470

Compounded annual return / average of 25% largest draw downs4.75087

Compounded annual return / Expected Shortfall lognormal21.38960

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

Mean0.32051

SD0.41868

Sharpe ratio (Glass type estimate)0.76551

Sharpe ratio (Hedges UMVUE)0.76109

df130.00000

t0.54130

p0.52371

Lowerbound of 95% confidence interval for Sharpe Ratio3.53744

Upperbound of 95% confidence interval for Sharpe Ratio2.00930

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.53444

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.01226
 Statistics related to Sortino ratio

Sortino ratio1.07972

Upside Potential Ratio8.64525

Upside part of mean2.56630

Downside part of mean2.88681

Upside SD0.29365

Downside SD0.29685

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.32051

SD of predictor0.10856

SD of criterion0.41868

Covariance0.01362

r0.29966

b (slope, estimate of beta)1.15573

a (intercept, estimate of alpha)0.54388

Mean Square Error0.16079

DF error129.00000

t(b)3.56739

p(b)0.31213

t(a)0.95328

p(a)0.55318

Lowerbound of 95% confidence interval for beta0.51475

Upperbound of 95% confidence interval for beta1.79671

Lowerbound of 95% confidence interval for alpha1.67269

Upperbound of 95% confidence interval for alpha0.58493

Treynor index (mean / b)0.27732

Jensen alpha (a)0.54388
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.40746

SD0.41781

Sharpe ratio (Glass type estimate)0.97524

Sharpe ratio (Hedges UMVUE)0.96961

df130.00000

t0.68960

p0.53019

Lowerbound of 95% confidence interval for Sharpe Ratio3.74777

Upperbound of 95% confidence interval for Sharpe Ratio1.80091

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.74392

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.80470
 Statistics related to Sortino ratio

Sortino ratio1.34787

Upside Potential Ratio8.34983

Upside part of mean2.52418

Downside part of mean2.93164

Upside SD0.28719

Downside SD0.30230

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.40746

SD of predictor0.10856

SD of criterion0.41781

Covariance0.01361

r0.30013

b (slope, estimate of beta)1.15515

a (intercept, estimate of alpha)0.62387

Mean Square Error0.16007

DF error129.00000

t(b)3.57364

p(b)0.31184

t(a)1.09635

p(a)0.56107

VAR (95 Confidence Intrvl)0.04300

Lowerbound of 95% confidence interval for beta0.51561

Upperbound of 95% confidence interval for beta1.79470

Lowerbound of 95% confidence interval for alpha1.74972

Upperbound of 95% confidence interval for alpha0.50199

Treynor index (mean / b)0.35274

Jensen alpha (a)0.62387
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04306

Expected Shortfall on VaR0.05328
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02588

Expected Shortfall on VaR0.04409
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94468

Quartile 10.97906

Median1.00000

Quartile 31.01438

Maximum1.07423

Mean of quarter 10.96732

Mean of quarter 20.98915

Mean of quarter 31.00774

Mean of quarter 41.03159

Inter Quartile Range0.03532

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.07423
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.15787

VaR(95%) (moments method)0.03512

Expected Shortfall (moments method)0.04178

Extreme Value Index (regression method)0.22794

VaR(95%) (regression method)0.03283

Expected Shortfall (regression method)0.03769
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00484

Quartile 10.04695

Median0.15502

Quartile 30.25515

Maximum0.27345

Mean of quarter 10.00484

Mean of quarter 20.06098

Mean of quarter 30.24906

Mean of quarter 40.27345

Inter Quartile Range0.20821

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

Last 4 Months  Pcnt Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?309419000

Max Equity Drawdown (num days)78
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.34571

Compounded annual return (geometric extrapolation)0.31583

Calmar ratio (compounded annual return / max draw down)1.15500

Compounded annual return / average of 25% largest draw downs1.15500

Compounded annual return / Expected Shortfall lognormal5.92777
Strategy Description
i am using leverage so please contact collective team to understand the meaning for you account, when using leverage you have small interest to pay the broker and you will also see under "Cash" negative value. the maximum leverage is 1:2. contact the broker for more information.
i am very active trader so keep that in mind.
Thank You,
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.