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
11/11/2020
Most recent certification approved
11/11/20 9:30 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
223
# trading signals executed in manager's Israel Interactive Trading account
223
Percent signals followed since 11/11/2020
100%
This information was last updated
9/20/21 22:13 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 11/11/2020,
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.
Easy Value
(132169961)
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  11/11/2020 
Most recent certification approved  11/11/20 9:30 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  223 
# trading signals executed in manager's Israel Interactive Trading account  223 
Percent signals followed since 11/11/2020  100% 
This information was last updated  9/20/21 22:13 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 11/11/2020, 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 $79.00 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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."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  +5.0%  +9.4%  +14.9%  
2021  +2.4%  (0.5%)  +7.8%  +6.0%  +5.0%  (3.2%)  +2.8%  +2.5%  (7%)  +15.9% 
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  $19,957  
Cash  $21,845  
Equity  ($1,887)  
Cumulative $  $11,376  
Includes dividends and cashsettled expirations:  $1,353  Itemized 
Total System Equity  $41,376  
Margined  $0  
Open P/L  ($1,887) 
Trading Record
Statistics

Strategy began11/10/2020

Suggested Minimum Cap$15,000

Strategy Age (days)314.65

Age11 months ago

What it tradesStocks

# Trades123

# Profitable80

% Profitable65.00%

Avg trade duration63.9 days

Max peaktovalley drawdown11.51%

drawdown periodMay 10, 2021  July 19, 2021

Cumul. Return33.3%

Avg win$211.29

Avg loss$159.95
 Model Account Values (Raw)

Cash$21,845

Margin Used$0

Buying Power$19,957
 Ratios

W:L ratio2.65:1

Sharpe Ratio1.83

Sortino Ratio2.9

Calmar Ratio5.528
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)10.39%

Correlation to SP5000.51060

Return Percent SP500 (cumu) during strategy life22.91%
 Return Statistics

Ann Return (w trading costs)39.1%
 Slump

Current Slump as Pcnt Equity9.50%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.42%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.333%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)45.0%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)884

Popularity (Last 6 weeks)981
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score890

Popularity (7 days, Percentile 1000 scale)966
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$160

Avg Win$211

Sum Trade PL (losers)$6,878.000
 AUM

AUM (AutoTrader num accounts)5
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$16,903.000

# Winners80

Num Months Winners8
 Dividends

Dividends Received in Model Acct1353
 AUM

AUM (AutoTrader live capital)190448
 Win / Loss

# Losers43

% Winners65.0%
 Frequency

Avg Position Time (mins)92062.20

Avg Position Time (hrs)1534.37

Avg Trade Length63.9 days

Last Trade Ago8
 Leverage

Daily leverage (average)0.94

Daily leverage (max)1.25
 Regression

Alpha0.06

Beta0.67

Treynor Index0.15
 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)0.42

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades1.595

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.364

Avg(MAE) / Avg(PL)  Losing trades1.240

HoldandHope Ratio1.346
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.43802

SD0.16122

Sharpe ratio (Glass type estimate)2.71687

Sharpe ratio (Hedges UMVUE)2.48288

df9.00000

t2.48016

p0.01749

Lowerbound of 95% confidence interval for Sharpe Ratio0.18385

Upperbound of 95% confidence interval for Sharpe Ratio5.13910

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04867

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.91709
 Statistics related to Sortino ratio

Sortino ratio15.85590

Upside Potential Ratio17.69810

Upside part of mean0.48891

Downside part of mean0.05089

Upside SD0.19651

Downside SD0.02762

N nonnegative terms6.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.24717

Mean of criterion0.43802

SD of predictor0.05296

SD of criterion0.16122

Covariance0.00529

r0.61968

b (slope, estimate of beta)1.88656

a (intercept, estimate of alpha)0.02828

Mean Square Error0.01801

DF error8.00000

t(b)2.23318

p(b)0.02801

t(a)0.11073

p(a)0.54272

Lowerbound of 95% confidence interval for beta0.06152

Upperbound of 95% confidence interval for beta3.83464

Lowerbound of 95% confidence interval for alpha0.61716

Upperbound of 95% confidence interval for alpha0.56061

Treynor index (mean / b)0.23218

Jensen alpha (a)0.02828
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.41847

SD0.15440

Sharpe ratio (Glass type estimate)2.71018

Sharpe ratio (Hedges UMVUE)2.47676

df9.00000

t2.47404

p0.01767

Lowerbound of 95% confidence interval for Sharpe Ratio0.17875

Upperbound of 95% confidence interval for Sharpe Ratio5.13088

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04388

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.90964
 Statistics related to Sortino ratio

Sortino ratio15.04960

Upside Potential Ratio16.88940

Upside part of mean0.46962

Downside part of mean0.05116

Upside SD0.18782

Downside SD0.02781

N nonnegative terms6.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.24288

Mean of criterion0.41847

SD of predictor0.05206

SD of criterion0.15440

Covariance0.00498

r0.61943

b (slope, estimate of beta)1.83703

a (intercept, estimate of alpha)0.02771

Mean Square Error0.01653

DF error8.00000

t(b)2.23171

p(b)0.02807

t(a)0.11330

p(a)0.54371

Lowerbound of 95% confidence interval for beta0.06116

Upperbound of 95% confidence interval for beta3.73522

Lowerbound of 95% confidence interval for alpha0.59165

Upperbound of 95% confidence interval for alpha0.53623

Treynor index (mean / b)0.22779

Jensen alpha (a)0.02771
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03771

Expected Shortfall on VaR0.05534
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00856

Expected Shortfall on VaR0.01652
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.98138

Quartile 10.99595

Median1.04317

Quartile 31.06553

Maximum1.12209

Mean of quarter 10.98893

Mean of quarter 21.01827

Mean of quarter 31.05605

Mean of quarter 41.09096

Inter Quartile Range0.06958

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)1.68727

VaR(95%) (moments method)0.01230

Expected Shortfall (moments method)0.01276

Extreme Value Index (regression method)0.34026

VaR(95%) (regression method)0.02036

Expected Shortfall (regression method)0.03791
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00544

Quartile 10.01098

Median0.01652

Quartile 30.02207

Maximum0.02761

Mean of quarter 10.00544

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.02761

Inter Quartile Range0.01109

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)0.54072

Compounded annual return (geometric extrapolation)0.56263

Calmar ratio (compounded annual return / max draw down)20.37610

Compounded annual return / average of 25% largest draw downs20.37610

Compounded annual return / Expected Shortfall lognormal10.16640

0.00000

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

Mean0.39036

SD0.15731

Sharpe ratio (Glass type estimate)2.48150

Sharpe ratio (Hedges UMVUE)2.47307

df221.00000

t2.28424

p0.01165

Lowerbound of 95% confidence interval for Sharpe Ratio0.33702

Upperbound of 95% confidence interval for Sharpe Ratio4.62054

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.33140

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.61475
 Statistics related to Sortino ratio

Sortino ratio4.00038

Upside Potential Ratio12.22020

Upside part of mean1.19246

Downside part of mean0.80210

Upside SD0.12527

Downside SD0.09758

N nonnegative terms125.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations222.00000

Mean of predictor0.22332

Mean of criterion0.39036

SD of predictor0.12424

SD of criterion0.15731

Covariance0.00972

r0.49746

b (slope, estimate of beta)0.62984

a (intercept, estimate of alpha)0.25000

Mean Square Error0.01871

DF error220.00000

t(b)8.50560

p(b)0.00000

t(a)1.67024

p(a)0.04815

Lowerbound of 95% confidence interval for beta0.48390

Upperbound of 95% confidence interval for beta0.77577

Lowerbound of 95% confidence interval for alpha0.04493

Upperbound of 95% confidence interval for alpha0.54434

Treynor index (mean / b)0.61978

Jensen alpha (a)0.24970
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37776

SD0.15700

Sharpe ratio (Glass type estimate)2.40606

Sharpe ratio (Hedges UMVUE)2.39789

df221.00000

t2.21479

p0.01390

Lowerbound of 95% confidence interval for Sharpe Ratio0.26240

Upperbound of 95% confidence interval for Sharpe Ratio4.54443

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.25696

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.53882
 Statistics related to Sortino ratio

Sortino ratio3.84118

Upside Potential Ratio12.04530

Upside part of mean1.18458

Downside part of mean0.80682

Upside SD0.12414

Downside SD0.09834

N nonnegative terms125.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations222.00000

Mean of predictor0.21552

Mean of criterion0.37776

SD of predictor0.12428

SD of criterion0.15700

Covariance0.00969

r0.49684

b (slope, estimate of beta)0.62766

a (intercept, estimate of alpha)0.24248

Mean Square Error0.01865

DF error220.00000

t(b)8.49155

p(b)0.00000

t(a)1.62512

p(a)0.05278

Lowerbound of 95% confidence interval for beta0.48199

Upperbound of 95% confidence interval for beta0.77334

Lowerbound of 95% confidence interval for alpha0.05158

Upperbound of 95% confidence interval for alpha0.53654

Treynor index (mean / b)0.60184

Jensen alpha (a)0.24248
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01441

Expected Shortfall on VaR0.01839
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00650

Expected Shortfall on VaR0.01271
 ORDER STATISTICS
 Quartiles of return rates

Number of observations222.00000

Minimum0.97438

Quartile 10.99545

Median1.00156

Quartile 31.00788

Maximum1.03343

Mean of quarter 10.98951

Mean of quarter 20.99874

Mean of quarter 31.00467

Mean of quarter 41.01348

Inter Quartile Range0.01243

Number outliers low3.00000

Percentage of outliers low0.01351

Mean of outliers low0.97549

Number of outliers high4.00000

Percentage of outliers high0.01802

Mean of outliers high1.03051
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.22505

VaR(95%) (moments method)0.01015

Expected Shortfall (moments method)0.01251

Extreme Value Index (regression method)0.13573

VaR(95%) (regression method)0.01047

Expected Shortfall (regression method)0.01335
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00039

Quartile 10.00317

Median0.00728

Quartile 30.02325

Maximum0.09050

Mean of quarter 10.00182

Mean of quarter 20.00588

Mean of quarter 30.01585

Mean of quarter 40.05202

Inter Quartile Range0.02009

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.13043

Mean of outliers high0.06661
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)2.98174

VaR(95%) (moments method)0.05103

Expected Shortfall (moments method)0.05128

Extreme Value Index (regression method)0.62808

VaR(95%) (regression method)0.06098

Expected Shortfall (regression method)0.06894
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.48411

Compounded annual return (geometric extrapolation)0.50030

Calmar ratio (compounded annual return / max draw down)5.52815

Compounded annual return / average of 25% largest draw downs9.61810

Compounded annual return / Expected Shortfall lognormal27.20780

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

Mean0.20409

SD0.16867

Sharpe ratio (Glass type estimate)1.21000

Sharpe ratio (Hedges UMVUE)1.20301

df130.00000

t0.85560

p0.46259

Lowerbound of 95% confidence interval for Sharpe Ratio1.56800

Upperbound of 95% confidence interval for Sharpe Ratio3.98341

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.57265

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.97867
 Statistics related to Sortino ratio

Sortino ratio1.86794

Upside Potential Ratio10.54180

Upside part of mean1.15179

Downside part of mean0.94770

Upside SD0.12827

Downside SD0.10926

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.20409

SD of predictor0.10856

SD of criterion0.16867

Covariance0.01037

r0.56619

b (slope, estimate of beta)0.87971

a (intercept, estimate of alpha)0.03407

Mean Square Error0.01948

DF error129.00000

t(b)7.80165

p(b)0.15986

t(a)0.17155

p(a)0.49039

Lowerbound of 95% confidence interval for beta0.65661

Upperbound of 95% confidence interval for beta1.10280

Lowerbound of 95% confidence interval for alpha0.35882

Upperbound of 95% confidence interval for alpha0.42695

Treynor index (mean / b)0.23200

Jensen alpha (a)0.03407
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18991

SD0.16837

Sharpe ratio (Glass type estimate)1.12796

Sharpe ratio (Hedges UMVUE)1.12144

df130.00000

t0.79759

p0.46511

Lowerbound of 95% confidence interval for Sharpe Ratio1.64929

Upperbound of 95% confidence interval for Sharpe Ratio3.90110

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.65372

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.89659
 Statistics related to Sortino ratio

Sortino ratio1.72412

Upside Potential Ratio10.38160

Upside part of mean1.14354

Downside part of mean0.95363

Upside SD0.12703

Downside SD0.11015

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.18991

SD of predictor0.10856

SD of criterion0.16837

Covariance0.01034

r0.56585

b (slope, estimate of beta)0.87764

a (intercept, estimate of alpha)0.02550

Mean Square Error0.01942

DF error129.00000

t(b)7.79479

p(b)0.16004

t(a)0.12866

p(a)0.49279

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.65487

Upperbound of 95% confidence interval for beta1.10040

Lowerbound of 95% confidence interval for alpha0.36666

Upperbound of 95% confidence interval for alpha0.41766

Treynor index (mean / b)0.21639

Jensen alpha (a)0.02550
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01625

Expected Shortfall on VaR0.02051
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00836

Expected Shortfall on VaR0.01554
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97438

Quartile 10.99432

Median1.00030

Quartile 31.00725

Maximum1.03343

Mean of quarter 10.98808

Mean of quarter 20.99779

Mean of quarter 31.00379

Mean of quarter 41.01398

Inter Quartile Range0.01293

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.97438

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.03114
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.30071

VaR(95%) (moments method)0.01202

Expected Shortfall (moments method)0.01440

Extreme Value Index (regression method)0.16238

VaR(95%) (regression method)0.01183

Expected Shortfall (regression method)0.01468
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00039

Quartile 10.00601

Median0.01452

Quartile 30.04307

Maximum0.09050

Mean of quarter 10.00309

Mean of quarter 20.00729

Mean of quarter 30.02575

Mean of quarter 40.06392

Inter Quartile Range0.03706

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)0.25404

VaR(95%) (moments method)0.07436

Expected Shortfall (moments method)0.08736

Extreme Value Index (regression method)1.44554

VaR(95%) (regression method)0.10207

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?308010000

Max Equity Drawdown (num days)70
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.23012

Compounded annual return (geometric extrapolation)0.24336

Calmar ratio (compounded annual return / max draw down)2.68911

Compounded annual return / average of 25% largest draw downs3.80729

Compounded annual return / Expected Shortfall lognormal11.86530
Strategy Description
Value investing strategy made easy – Investing in good companies that are currently underpriced.
Strategy details:
In value investing we find the real internal value of a company. If the stock price of the company is lower than this real value – we found a bargain.
We buy now, wait for the stock price to reach the real value, and sell.
Our approach stands on three major pillars 
• Real Value – We identify companies where the gap between market price and intrinsic value is significant and targets them for investment.
• Risk Minimization – To reduce the likelihood of losing money we select only those companies where, aside from periodic volatility, the potential for loss is limited.
• Investment Time Horizon – Buy, wait, sell.
Generally, we buy shares and hold them for long periods of time. When do we sell? When the company stock price reaches its real value or when a better deal is found – another company with a bigger price<>value gap.
***************** IMPORTANAT NOTE!!!!!************************
Please mark "Join trades in progress" when subscribing to Easy Value. The strategy works as a whole portfolio and choosing "Don't join trades in progress" will produce an unbalanced portfolio.
Contact Easy Value Team (https://collective2.com/sendmessageto/134057686) on Collective2 for any issues.
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.