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
11/25/2020
Most recent certification approved
11/25/20 10:30 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
281
# trading signals executed in manager's Israel Interactive Trading account
280
Percent signals followed since 11/25/2020
99.6%
This information was last updated
9/20/21 23:14 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 11/25/2020,
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.
Tedeschi stock rating
(132446310)
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  11/25/2020 
Most recent certification approved  11/25/20 10:30 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  281 
# trading signals executed in manager's Israel Interactive Trading account  280 
Percent signals followed since 11/25/2020  99.6% 
This information was last updated  9/20/21 23:14 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 11/25/2020, 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 $25.00 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  +1.9%  +12.8%  +14.9%  
2021  +11.3%  +0.6%  +1.9%  (5.5%)  +5.4%  +18.8%  +0.4%  +8.1%  (1.8%)  +44.0% 
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  $10,000  
Buy Power  $10,534  
Cash  $9,154  
Equity  $1,380  
Cumulative $  $7,489  
Includes dividends and cashsettled expirations:  $18  Itemized 
Total System Equity  $17,489  
Margined  $0  
Open P/L  $1,380 
Trading Record
Statistics

Strategy began11/25/2020

Suggested Minimum Cap$35,000

Strategy Age (days)299.69

Age10 months ago

What it tradesStocks

# Trades125

# Profitable61

% Profitable48.80%

Avg trade duration35.7 days

Max peaktovalley drawdown18.53%

drawdown periodFeb 16, 2021  March 24, 2021

Cumul. Return67.4%

Avg win$223.64

Avg loss$98.08
 Model Account Values (Raw)

Cash$9,154

Margin Used$0

Buying Power$10,534
 Ratios

W:L ratio2.18:1

Sharpe Ratio1.94

Sortino Ratio3.26

Calmar Ratio13.239
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)47.33%

Correlation to SP5000.31060

Return Percent SP500 (cumu) during strategy life20.06%
 Return Statistics

Ann Return (w trading costs)86.1%
 Slump

Current Slump as Pcnt Equity4.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.00%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.674%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)97.1%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)965

Popularity (Last 6 weeks)969
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score986

Popularity (7 days, Percentile 1000 scale)963
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$98

Avg Win$225

Sum Trade PL (losers)$6,277.000
 AUM

AUM (AutoTrader num accounts)9
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$13,748.000

# Winners61

Num Months Winners9
 Dividends

Dividends Received in Model Acct18
 AUM

AUM (AutoTrader live capital)93869
 Win / Loss

# Losers64

% Winners48.8%
 Frequency

Avg Position Time (mins)51375.90

Avg Position Time (hrs)856.26

Avg Trade Length35.7 days

Last Trade Ago0
 Leverage

Daily leverage (average)1.29

Daily leverage (max)2.03
 Regression

Alpha0.15

Beta0.75

Treynor Index0.26
 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)0.04

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades2.200

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 trades0.301

Avg(MAE) / Avg(PL)  Losing trades1.423

HoldandHope Ratio0.373
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.27801

SD0.43842

Sharpe ratio (Glass type estimate)2.91501

Sharpe ratio (Hedges UMVUE)2.45079

df5.00000

t2.06122

p0.04714

Lowerbound of 95% confidence interval for Sharpe Ratio0.46422

Upperbound of 95% confidence interval for Sharpe Ratio6.09872

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.70994

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.61152
 Statistics related to Sortino ratio

Sortino ratio20.41840

Upside Potential Ratio22.41500

Upside part of mean1.40298

Downside part of mean0.12497

Upside SD0.54071

Downside SD0.06259

N nonnegative terms4.00000

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

N of observations6.00000

Mean of predictor0.38141

Mean of criterion1.27801

SD of predictor0.08206

SD of criterion0.43842

Covariance0.01360

r0.37795

b (slope, estimate of beta)2.01924

a (intercept, estimate of alpha)0.50785

Mean Square Error0.20595

DF error4.00000

t(b)0.81646

p(b)0.23003

t(a)0.44513

p(a)0.33963

Lowerbound of 95% confidence interval for beta4.84867

Upperbound of 95% confidence interval for beta8.88714

Lowerbound of 95% confidence interval for alpha2.66043

Upperbound of 95% confidence interval for alpha3.67614

Treynor index (mean / b)0.63292

Jensen alpha (a)0.50785
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.14584

SD0.39877

Sharpe ratio (Glass type estimate)2.87342

Sharpe ratio (Hedges UMVUE)2.41583

df5.00000

t2.03182

p0.04894

Lowerbound of 95% confidence interval for Sharpe Ratio0.49192

Upperbound of 95% confidence interval for Sharpe Ratio6.04433

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.73455

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.56620
 Statistics related to Sortino ratio

Sortino ratio18.06000

Upside Potential Ratio20.05650

Upside part of mean1.27251

Downside part of mean0.12667

Upside SD0.48775

Downside SD0.06345

N nonnegative terms4.00000

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

N of observations6.00000

Mean of predictor0.37197

Mean of criterion1.14584

SD of predictor0.07981

SD of criterion0.39877

Covariance0.01137

r0.35742

b (slope, estimate of beta)1.78590

a (intercept, estimate of alpha)0.48154

Mean Square Error0.17338

DF error4.00000

t(b)0.76540

p(b)0.24335

t(a)0.45913

p(a)0.33499

Lowerbound of 95% confidence interval for beta4.69363

Upperbound of 95% confidence interval for beta8.26543

Lowerbound of 95% confidence interval for alpha2.43103

Upperbound of 95% confidence interval for alpha3.39412

Treynor index (mean / b)0.64160

Jensen alpha (a)0.48154
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08959

Expected Shortfall on VaR0.13157
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01895

Expected Shortfall on VaR0.03573
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.96926

Quartile 10.99272

Median1.11879

Quartile 31.21327

Maximum1.25068

Mean of quarter 10.97109

Mean of quarter 21.05213

Mean of quarter 31.18544

Mean of quarter 41.23661

Inter Quartile Range0.22056

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.05700

Quartile 10.05700

Median0.05700

Quartile 30.05700

Maximum0.05700

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)1.59672

Compounded annual return (geometric extrapolation)2.23409

Calmar ratio (compounded annual return / max draw down)39.19790

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

Compounded annual return / Expected Shortfall lognormal16.98040

0.00000

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

Mean1.18610

SD0.38939

Sharpe ratio (Glass type estimate)3.04607

Sharpe ratio (Hedges UMVUE)3.02859

df131.00000

t2.16210

p0.38251

Lowerbound of 95% confidence interval for Sharpe Ratio0.25470

Upperbound of 95% confidence interval for Sharpe Ratio5.82620

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24306

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.81413
 Statistics related to Sortino ratio

Sortino ratio5.35453

Upside Potential Ratio12.17190

Upside part of mean2.69624

Downside part of mean1.51014

Upside SD0.32677

Downside SD0.22151

N nonnegative terms81.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations132.00000

Mean of predictor0.34669

Mean of criterion1.18610

SD of predictor0.15232

SD of criterion0.38939

Covariance0.01993

r0.33610

b (slope, estimate of beta)0.85924

a (intercept, estimate of alpha)0.88800

Mean Square Error0.13553

DF error130.00000

t(b)4.06889

p(b)0.33195

t(a)1.69572

p(a)0.42645

Lowerbound of 95% confidence interval for beta0.44146

Upperbound of 95% confidence interval for beta1.27702

Lowerbound of 95% confidence interval for alpha0.14805

Upperbound of 95% confidence interval for alpha1.92449

Treynor index (mean / b)1.38041

Jensen alpha (a)0.88822
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.10944

SD0.38501

Sharpe ratio (Glass type estimate)2.88160

Sharpe ratio (Hedges UMVUE)2.86507

df131.00000

t2.04536

p0.38859

Lowerbound of 95% confidence interval for Sharpe Ratio0.09304

Upperbound of 95% confidence interval for Sharpe Ratio5.65942

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08208

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.64807
 Statistics related to Sortino ratio

Sortino ratio4.89618

Upside Potential Ratio11.67160

Upside part of mean2.64470

Downside part of mean1.53526

Upside SD0.31696

Downside SD0.22659

N nonnegative terms81.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations132.00000

Mean of predictor0.33495

Mean of criterion1.10944

SD of predictor0.15196

SD of criterion0.38501

Covariance0.01994

r0.34088

b (slope, estimate of beta)0.86365

a (intercept, estimate of alpha)0.82016

Mean Square Error0.13201

DF error130.00000

t(b)4.13427

p(b)0.32956

t(a)1.58746

p(a)0.43105

Lowerbound of 95% confidence interval for beta0.45036

Upperbound of 95% confidence interval for beta1.27693

Lowerbound of 95% confidence interval for alpha0.20197

Upperbound of 95% confidence interval for alpha1.84228

Treynor index (mean / b)1.28460

Jensen alpha (a)0.82016
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03429

Expected Shortfall on VaR0.04380
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01099

Expected Shortfall on VaR0.02384
 ORDER STATISTICS
 Quartiles of return rates

Number of observations132.00000

Minimum0.93744

Quartile 10.99525

Median1.00313

Quartile 31.01460

Maximum1.10796

Mean of quarter 10.97827

Mean of quarter 20.99950

Mean of quarter 31.00721

Mean of quarter 41.03356

Inter Quartile Range0.01935

Number outliers low8.00000

Percentage of outliers low0.06061

Mean of outliers low0.95212

Number of outliers high5.00000

Percentage of outliers high0.03788

Mean of outliers high1.07685
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.18917

VaR(95%) (moments method)0.01681

Expected Shortfall (moments method)0.02726

Extreme Value Index (regression method)0.20055

VaR(95%) (regression method)0.01899

Expected Shortfall (regression method)0.02505
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00204

Quartile 10.01104

Median0.02218

Quartile 30.04218

Maximum0.16002

Mean of quarter 10.00366

Mean of quarter 20.01532

Mean of quarter 30.03025

Mean of quarter 40.08933

Inter Quartile Range0.03114

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.08333

Mean of outliers high0.16002
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.51419

VaR(95%) (moments method)0.10326

Expected Shortfall (moments method)0.21784

Extreme Value Index (regression method)5.27203

VaR(95%) (regression method)0.24689

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.53548

Compounded annual return (geometric extrapolation)2.11848

Calmar ratio (compounded annual return / max draw down)13.23850

Compounded annual return / average of 25% largest draw downs23.71550

Compounded annual return / Expected Shortfall lognormal48.36520

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.19497

SD0.39083

Sharpe ratio (Glass type estimate)3.05750

Sharpe ratio (Hedges UMVUE)3.03983

df130.00000

t2.16198

p0.40685

Lowerbound of 95% confidence interval for Sharpe Ratio0.25517

Upperbound of 95% confidence interval for Sharpe Ratio5.84839

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24350

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.83616
 Statistics related to Sortino ratio

Sortino ratio5.37409

Upside Potential Ratio12.21740

Upside part of mean2.71663

Downside part of mean1.52166

Upside SD0.32801

Downside SD0.22236

N nonnegative terms80.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.34954

Mean of criterion1.19497

SD of predictor0.15289

SD of criterion0.39083

Covariance0.02007

r0.33596

b (slope, estimate of beta)0.85884

a (intercept, estimate of alpha)0.89477

Mean Square Error0.13656

DF error129.00000

t(b)4.05129

p(b)0.29021

t(a)1.69517

p(a)0.40637

Lowerbound of 95% confidence interval for beta0.43941

Upperbound of 95% confidence interval for beta1.27827

Lowerbound of 95% confidence interval for alpha0.14957

Upperbound of 95% confidence interval for alpha1.93910

Treynor index (mean / b)1.39138

Jensen alpha (a)0.89477
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.11772

SD0.38644

Sharpe ratio (Glass type estimate)2.89235

Sharpe ratio (Hedges UMVUE)2.87563

df130.00000

t2.04520

p0.41172

Lowerbound of 95% confidence interval for Sharpe Ratio0.09298

Upperbound of 95% confidence interval for Sharpe Ratio5.68089

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08187

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.66939
 Statistics related to Sortino ratio

Sortino ratio4.91402

Upside Potential Ratio11.71530

Upside part of mean2.66470

Downside part of mean1.54698

Upside SD0.31816

Downside SD0.22745

N nonnegative terms80.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.33772

Mean of criterion1.11772

SD of predictor0.15253

SD of criterion0.38644

Covariance0.02009

r0.34075

b (slope, estimate of beta)0.86329

a (intercept, estimate of alpha)0.82617

Mean Square Error0.13302

DF error129.00000

t(b)4.11657

p(b)0.28735

t(a)1.58686

p(a)0.41219

VAR (95 Confidence Intrvl)0.03400

Lowerbound of 95% confidence interval for beta0.44837

Upperbound of 95% confidence interval for beta1.27821

Lowerbound of 95% confidence interval for alpha0.20391

Upperbound of 95% confidence interval for alpha1.85624

Treynor index (mean / b)1.29472

Jensen alpha (a)0.82617
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03440

Expected Shortfall on VaR0.04395
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01114

Expected Shortfall on VaR0.02410
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.93744

Quartile 10.99509

Median1.00330

Quartile 31.01494

Maximum1.10796

Mean of quarter 10.97827

Mean of quarter 20.99960

Mean of quarter 31.00733

Mean of quarter 41.03356

Inter Quartile Range0.01985

Number outliers low8.00000

Percentage of outliers low0.06107

Mean of outliers low0.95212

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.07685
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.18917

VaR(95%) (moments method)0.01687

Expected Shortfall (moments method)0.02734

Extreme Value Index (regression method)0.20055

VaR(95%) (regression method)0.01904

Expected Shortfall (regression method)0.02510
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00204

Quartile 10.01104

Median0.02218

Quartile 30.04218

Maximum0.16002

Mean of quarter 10.00366

Mean of quarter 20.01532

Mean of quarter 30.03025

Mean of quarter 40.08933

Inter Quartile Range0.03114

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.08333

Mean of outliers high0.16002
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.51419

VaR(95%) (moments method)0.10326

Expected Shortfall (moments method)0.21784

Extreme Value Index (regression method)5.27203

VaR(95%) (regression method)0.24689

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?325642000

Max Equity Drawdown (num days)36
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.54650

Compounded annual return (geometric extrapolation)2.14441

Calmar ratio (compounded annual return / max draw down)13.40060

Compounded annual return / average of 25% largest draw downs24.00590

Compounded annual return / Expected Shortfall lognormal48.79680
Strategy Description
Diversification: In order not to take too many risks, the investment must be spread over a number of shares. I avoid investing more than 25% of the portfolio in one stock. Even if it seems to me a very successful investment.
Strategies: I try to use more than one strategy, thus avoiding big shocks. Using a single strategy (e.g. with a 90% correlation to s & p) can lead to a large drop in the value of the portfolio when the market behaves unexpectedly.
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.