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
11/09/2020
Most recent certification approved
11/9/20 4:05 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
176
# trading signals executed in manager's Israel Interactive Trading account
176
Percent signals followed since 11/09/2020
100%
This information was last updated
9/20/21 22:32 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 11/09/2020,
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.
TopStockSwing
(132092613)
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  11/09/2020 
Most recent certification approved  11/9/20 4:05 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  176 
# trading signals executed in manager's Israel Interactive Trading account  176 
Percent signals followed since 11/09/2020  100% 
This information was last updated  9/20/21 22:32 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 11/09/2020, 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 $49.00 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.Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).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  +6.1%  +3.2%  +9.4%  
2021  +8.3%  +11.0%  (2.9%)  +2.6%  (1.2%)  +3.9%  (3.8%)  +2.3%  (10.2%)  +8.6% 
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  $15,000  
Buy Power  $1,415  
Cash  $3,138  
Equity  ($1,723)  
Cumulative $  $3,858  
Includes dividends and cashsettled expirations:  $79  Itemized 
Total System Equity  $18,858  
Margined  $0  
Open P/L  ($1,723) 
Trading Record
Statistics

Strategy began11/5/2020

Suggested Minimum Cap$35,000

Strategy Age (days)319.42

Age11 months ago

What it tradesStocks

# Trades64

# Profitable44

% Profitable68.80%

Avg trade duration47.8 days

Max peaktovalley drawdown13.78%

drawdown periodFeb 24, 2021  Sept 20, 2021

Cumul. Return18.9%

Avg win$193.16

Avg loss$253.35
 Model Account Values (Raw)

Cash$3,138

Margin Used$0

Buying Power$1,415
 Ratios

W:L ratio1.71:1

Sharpe Ratio1.2

Sortino Ratio1.85

Calmar Ratio3.351
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)5.26%

Correlation to SP5000.30030

Return Percent SP500 (cumu) during strategy life24.14%
 Return Statistics

Ann Return (w trading costs)21.6%
 Slump

Current Slump as Pcnt Equity14.80%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.65%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.189%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)29.8%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)594

Popularity (Last 6 weeks)748
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score752

Popularity (7 days, Percentile 1000 scale)656
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$267

Avg Win$207

Sum Trade PL (losers)$5,349.000
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$9,128.000

# Winners44

Num Months Winners7
 Dividends

Dividends Received in Model Acct79
 Win / Loss

# Losers20

% Winners68.8%
 Frequency

Avg Position Time (mins)68869.50

Avg Position Time (hrs)1147.83

Avg Trade Length47.8 days

Last Trade Ago1
 Leverage

Daily leverage (average)0.78

Daily leverage (max)1.57
 Regression

Alpha0.04

Beta0.38

Treynor Index0.16
 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)1.98

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades14.685

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.656

Avg(MAE) / Avg(PL)  Losing trades1.223

HoldandHope Ratio0.498
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.37767

SD0.18995

Sharpe ratio (Glass type estimate)1.98828

Sharpe ratio (Hedges UMVUE)1.81704

df9.00000

t1.81504

p0.05145

Lowerbound of 95% confidence interval for Sharpe Ratio0.38764

Upperbound of 95% confidence interval for Sharpe Ratio4.27221

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48825

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.12233
 Statistics related to Sortino ratio

Sortino ratio10.89410

Upside Potential Ratio12.48970

Upside part of mean0.43298

Downside part of mean0.05531

Upside SD0.20774

Downside SD0.03467

N nonnegative terms7.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.27405

Mean of criterion0.37767

SD of predictor0.06924

SD of criterion0.18995

Covariance0.00225

r0.17072

b (slope, estimate of beta)0.46836

a (intercept, estimate of alpha)0.24931

Mean Square Error0.03941

DF error8.00000

t(b)0.49008

p(b)0.31862

t(a)0.73238

p(a)0.24242

Lowerbound of 95% confidence interval for beta1.73547

Upperbound of 95% confidence interval for beta2.67220

Lowerbound of 95% confidence interval for alpha0.53569

Upperbound of 95% confidence interval for alpha1.03432

Treynor index (mean / b)0.80636

Jensen alpha (a)0.24931
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35645

SD0.17793

Sharpe ratio (Glass type estimate)2.00333

Sharpe ratio (Hedges UMVUE)1.83079

df9.00000

t1.82878

p0.05035

Lowerbound of 95% confidence interval for Sharpe Ratio0.37556

Upperbound of 95% confidence interval for Sharpe Ratio4.28976

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47682

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.13840
 Statistics related to Sortino ratio

Sortino ratio10.18940

Upside Potential Ratio11.78430

Upside part of mean0.41224

Downside part of mean0.05579

Upside SD0.19457

Downside SD0.03498

N nonnegative terms7.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.26830

Mean of criterion0.35645

SD of predictor0.06733

SD of criterion0.17793

Covariance0.00220

r0.18323

b (slope, estimate of beta)0.48419

a (intercept, estimate of alpha)0.22654

Mean Square Error0.03442

DF error8.00000

t(b)0.52718

p(b)0.30619

t(a)0.70923

p(a)0.24916

Lowerbound of 95% confidence interval for beta1.63377

Upperbound of 95% confidence interval for beta2.60215

Lowerbound of 95% confidence interval for alpha0.51004

Upperbound of 95% confidence interval for alpha0.96312

Treynor index (mean / b)0.73617

Jensen alpha (a)0.22654
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05331

Expected Shortfall on VaR0.07324
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00740

Expected Shortfall on VaR0.01627
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.97805

Quartile 11.00267

Median1.01890

Quartile 31.05263

Maximum1.16606

Mean of quarter 10.98696

Mean of quarter 21.01236

Mean of quarter 31.03244

Mean of quarter 41.09584

Inter Quartile Range0.04996

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high1.16606
 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)3.20861

VaR(95%) (regression method)0.04179

Expected Shortfall (regression method)0.04193
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01791

Quartile 10.01892

Median0.01993

Quartile 30.02094

Maximum0.02195

Mean of quarter 10.01791

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.02195

Inter Quartile Range0.00202

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)0.45304

Compounded annual return (geometric extrapolation)0.46866

Calmar ratio (compounded annual return / max draw down)21.35270

Compounded annual return / average of 25% largest draw downs21.35270

Compounded annual return / Expected Shortfall lognormal6.39883

0.00000

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

Mean0.27079

SD0.15049

Sharpe ratio (Glass type estimate)1.79935

Sharpe ratio (Hedges UMVUE)1.79332

df224.00000

t1.66746

p0.04841

Lowerbound of 95% confidence interval for Sharpe Ratio0.32416

Upperbound of 95% confidence interval for Sharpe Ratio3.91892

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.32817

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.91481
 Statistics related to Sortino ratio

Sortino ratio2.81463

Upside Potential Ratio10.93720

Upside part of mean1.05226

Downside part of mean0.78147

Upside SD0.11650

Downside SD0.09621

N nonnegative terms125.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations225.00000

Mean of predictor0.23163

Mean of criterion0.27079

SD of predictor0.12399

SD of criterion0.15049

Covariance0.00539

r0.28907

b (slope, estimate of beta)0.35087

a (intercept, estimate of alpha)0.19000

Mean Square Error0.02085

DF error223.00000

t(b)4.50931

p(b)0.00001

t(a)1.20827

p(a)0.11411

Lowerbound of 95% confidence interval for beta0.19753

Upperbound of 95% confidence interval for beta0.50421

Lowerbound of 95% confidence interval for alpha0.11958

Upperbound of 95% confidence interval for alpha0.49862

Treynor index (mean / b)0.77177

Jensen alpha (a)0.18952
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25939

SD0.15019

Sharpe ratio (Glass type estimate)1.72707

Sharpe ratio (Hedges UMVUE)1.72128

df224.00000

t1.60048

p0.05545

Lowerbound of 95% confidence interval for Sharpe Ratio0.39585

Upperbound of 95% confidence interval for Sharpe Ratio3.84619

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.39970

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.84227
 Statistics related to Sortino ratio

Sortino ratio2.67576

Upside Potential Ratio10.78440

Upside part of mean1.04545

Downside part of mean0.78606

Upside SD0.11540

Downside SD0.09694

N nonnegative terms125.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations225.00000

Mean of predictor0.22385

Mean of criterion0.25939

SD of predictor0.12402

SD of criterion0.15019

Covariance0.00542

r0.29123

b (slope, estimate of beta)0.35270

a (intercept, estimate of alpha)0.18044

Mean Square Error0.02074

DF error223.00000

t(b)4.54605

p(b)0.00000

t(a)1.15399

p(a)0.12487

Lowerbound of 95% confidence interval for beta0.19981

Upperbound of 95% confidence interval for beta0.50559

Lowerbound of 95% confidence interval for alpha0.12769

Upperbound of 95% confidence interval for alpha0.48857

Treynor index (mean / b)0.73545

Jensen alpha (a)0.18044
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01417

Expected Shortfall on VaR0.01798
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00639

Expected Shortfall on VaR0.01255
 ORDER STATISTICS
 Quartiles of return rates

Number of observations225.00000

Minimum0.97683

Quartile 10.99647

Median1.00106

Quartile 31.00677

Maximum1.03773

Mean of quarter 10.98968

Mean of quarter 20.99885

Mean of quarter 31.00365

Mean of quarter 41.01258

Inter Quartile Range0.01030

Number outliers low6.00000

Percentage of outliers low0.02667

Mean of outliers low0.97910

Number of outliers high3.00000

Percentage of outliers high0.01333

Mean of outliers high1.03429
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.54470

VaR(95%) (moments method)0.00917

Expected Shortfall (moments method)0.01060

Extreme Value Index (regression method)0.21490

VaR(95%) (regression method)0.01043

Expected Shortfall (regression method)0.01337
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00027

Quartile 10.00171

Median0.00381

Quartile 30.01080

Maximum0.09933

Mean of quarter 10.00111

Mean of quarter 20.00244

Mean of quarter 30.00695

Mean of quarter 40.06142

Inter Quartile Range0.00909

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.16667

Mean of outliers high0.09374
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.03093

VaR(95%) (moments method)0.03886

Expected Shortfall (moments method)0.05655

Extreme Value Index (regression method)1.44487

VaR(95%) (regression method)0.04040

Expected Shortfall (regression method)0.04213
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.32584

Compounded annual return (geometric extrapolation)0.33282

Calmar ratio (compounded annual return / max draw down)3.35066

Compounded annual return / average of 25% largest draw downs5.41865

Compounded annual return / Expected Shortfall lognormal18.51060

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

Mean0.09685

SD0.15162

Sharpe ratio (Glass type estimate)0.63879

Sharpe ratio (Hedges UMVUE)0.63510

df130.00000

t0.45169

p0.51979

Lowerbound of 95% confidence interval for Sharpe Ratio3.41048

Upperbound of 95% confidence interval for Sharpe Ratio2.13531

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.40798

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.13778
 Statistics related to Sortino ratio

Sortino ratio0.87352

Upside Potential Ratio8.18247

Upside part of mean0.90725

Downside part of mean1.00410

Upside SD0.10274

Downside SD0.11088

N nonnegative terms67.00000

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

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.09685

SD of predictor0.10856

SD of criterion0.15162

Covariance0.00672

r0.40810

b (slope, estimate of beta)0.56999

a (intercept, estimate of alpha)0.20702

Mean Square Error0.01931

DF error129.00000

t(b)5.07715

p(b)0.24760

t(a)1.04709

p(a)0.55836

Lowerbound of 95% confidence interval for beta0.34787

Upperbound of 95% confidence interval for beta0.79211

Lowerbound of 95% confidence interval for alpha0.59818

Upperbound of 95% confidence interval for alpha0.18415

Treynor index (mean / b)0.16992

Jensen alpha (a)0.20702
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10827

SD0.15164

Sharpe ratio (Glass type estimate)0.71401

Sharpe ratio (Hedges UMVUE)0.70989

df130.00000

t0.50488

p0.52212

Lowerbound of 95% confidence interval for Sharpe Ratio3.48585

Upperbound of 95% confidence interval for Sharpe Ratio2.06048

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.48304

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.06326
 Statistics related to Sortino ratio

Sortino ratio0.96913

Upside Potential Ratio8.07313

Upside part of mean0.90193

Downside part of mean1.01020

Upside SD0.10189

Downside SD0.11172

N nonnegative terms67.00000

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

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.10827

SD of predictor0.10856

SD of criterion0.15164

Covariance0.00674

r0.40950

b (slope, estimate of beta)0.57202

a (intercept, estimate of alpha)0.21543

Mean Square Error0.01929

DF error129.00000

t(b)5.09811

p(b)0.24678

t(a)1.09067

p(a)0.56076

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.35002

Upperbound of 95% confidence interval for beta0.79401

Lowerbound of 95% confidence interval for alpha0.60623

Upperbound of 95% confidence interval for alpha0.17537

Treynor index (mean / b)0.18928

Jensen alpha (a)0.21543
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01570

Expected Shortfall on VaR0.01954
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00881

Expected Shortfall on VaR0.01594
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97683

Quartile 10.99364

Median1.00026

Quartile 31.00598

Maximum1.03386

Mean of quarter 10.98778

Mean of quarter 20.99723

Mean of quarter 31.00272

Mean of quarter 41.01131

Inter Quartile Range0.01235

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 high1.03386
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.05256

VaR(95%) (moments method)0.01256

Expected Shortfall (moments method)0.01592

Extreme Value Index (regression method)0.07340

VaR(95%) (regression method)0.01228

Expected Shortfall (regression method)0.01533
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00256

Quartile 10.01677

Median0.03215

Quartile 30.07658

Maximum0.09933

Mean of quarter 10.00298

Mean of quarter 20.02417

Mean of quarter 30.05442

Mean of quarter 40.09533

Inter Quartile Range0.05982

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 Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?297749000

Max Equity Drawdown (num days)208
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07877

Compounded annual return (geometric extrapolation)0.07722

Calmar ratio (compounded annual return / max draw down)0.77741

Compounded annual return / average of 25% largest draw downs0.81001

Compounded annual return / Expected Shortfall lognormal3.95235
Strategy Description
mostly long mostly not leveraged
I Dont trade every day but try to be very active!
not recommended to joint trade in progress with under 25K
***COUPON FOR ONE MONTH FREE TRAIL  UGBD4684
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.