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
04/20/2020
Most recent certification approved
4/20/20 13:35 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
302
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
300
Percent signals followed since 04/20/2020
99.3%
This information was last updated
7/26/21 18:43 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 04/20/2020,
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.
ALPS 1
(128415506)
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  04/20/2020 
Most recent certification approved  4/20/20 13:35 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  302 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  300 
Percent signals followed since 04/20/2020  99.3% 
This information was last updated  7/26/21 18:43 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 04/20/2020, 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 $299.00 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.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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
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    (0.6%)  +12.8%  (5.4%)  +22.7%  +19.4%  (5.7%)  +30.3%  +6.1%  +102.3%  
2021  +0.3%  +0.9%  +5.7%  (7.7%)  (10.6%)  (2.8%)  +2.0%  (12.4%) 
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  $300,000  
Buy Power  $454,748  
Cash  $1  
Equity  $1  
Cumulative $  $241,814  
Includes dividends and cashsettled expirations:  $43  Itemized 
Total System Equity  $541,814  
Margined  $1  
Open P/L  ($34,696)  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began4/20/2020

Suggested Minimum Cap$100,000

Strategy Age (days)462.21

Age15 months ago

What it tradesStocks

# Trades121

# Profitable77

% Profitable63.60%

Avg trade duration26.1 days

Max peaktovalley drawdown31.96%

drawdown periodApril 13, 2021  May 19, 2021

Annual Return (Compounded)57.4%

Avg win$7,028

Avg loss$6,805
 Model Account Values (Raw)

Cash$460,712

Margin Used$0

Buying Power$454,748
 Ratios

W:L ratio1.81:1

Sharpe Ratio1.12

Sortino Ratio1.8

Calmar Ratio2.071
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)21.70%

Correlation to SP5000.20040

Return Percent SP500 (cumu) during strategy life56.35%
 Return Statistics

Ann Return (w trading costs)57.4%
 Slump

Current Slump as Pcnt Equity33.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.22%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.574%
 Instruments

Percent Trades Options0.11%

Percent Trades Stocks0.71%

Percent Trades Forex0.17%
 Return Statistics

Ann Return (Compnd, No Fees)59.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss57.00%

Chance of 20% account loss26.50%

Chance of 30% account loss7.00%

Chance of 40% account loss0.50%

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)539

Popularity (Last 6 weeks)721
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score850

Popularity (7 days, Percentile 1000 scale)297
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$6,805

Avg Win$7,029

Sum Trade PL (losers)$299,434.000
 Age

Num Months filled monthly returns table16
 Win / Loss

Sum Trade PL (winners)$541,205.000

# Winners77

Num Months Winners10
 Dividends

Dividends Received in Model Acct43
 Win / Loss

# Losers44

% Winners63.6%
 Frequency

Avg Position Time (mins)37594.80

Avg Position Time (hrs)626.58

Avg Trade Length26.1 days

Last Trade Ago7
 Leverage

Daily leverage (average)1.13

Daily leverage (max)3.09
 Regression

Alpha0.10

Beta0.43

Treynor Index0.32
 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)1.88

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades3.622

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 trades0.753

Avg(MAE) / Avg(PL)  Losing trades1.170

HoldandHope Ratio0.293
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.49577

SD0.32965

Sharpe ratio (Glass type estimate)1.50392

Sharpe ratio (Hedges UMVUE)1.42164

df14.00000

t1.68144

p0.29505

Lowerbound of 95% confidence interval for Sharpe Ratio0.35816

Upperbound of 95% confidence interval for Sharpe Ratio3.31761

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40878

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.25206
 Statistics related to Sortino ratio

Sortino ratio3.59842

Upside Potential Ratio5.45660

Upside part of mean0.75178

Downside part of mean0.25601

Upside SD0.32082

Downside SD0.13777

N nonnegative terms9.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations15.00000

Mean of predictor0.33953

Mean of criterion0.49577

SD of predictor0.08117

SD of criterion0.32965

Covariance0.00235

r0.08784

b (slope, estimate of beta)0.35674

a (intercept, estimate of alpha)0.37464

Mean Square Error0.11613

DF error13.00000

t(b)0.31796

p(b)0.44415

t(a)0.76792

p(a)0.36835

Lowerbound of 95% confidence interval for beta2.06716

Upperbound of 95% confidence interval for beta2.78065

Lowerbound of 95% confidence interval for alpha0.67934

Upperbound of 95% confidence interval for alpha1.42862

Treynor index (mean / b)1.38970

Jensen alpha (a)0.37464
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.43823

SD0.31550

Sharpe ratio (Glass type estimate)1.38901

Sharpe ratio (Hedges UMVUE)1.31301

df14.00000

t1.55296

p0.30833

Lowerbound of 95% confidence interval for Sharpe Ratio0.45924

Upperbound of 95% confidence interval for Sharpe Ratio3.19202

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.50624

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.13227
 Statistics related to Sortino ratio

Sortino ratio3.04662

Upside Potential Ratio4.89205

Upside part of mean0.70368

Downside part of mean0.26545

Upside SD0.29701

Downside SD0.14384

N nonnegative terms9.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations15.00000

Mean of predictor0.33114

Mean of criterion0.43823

SD of predictor0.07905

SD of criterion0.31550

Covariance0.00221

r0.08843

b (slope, estimate of beta)0.35292

a (intercept, estimate of alpha)0.32136

Mean Square Error0.10636

DF error13.00000

t(b)0.32008

p(b)0.44378

t(a)0.68767

p(a)0.38143

Lowerbound of 95% confidence interval for beta2.02908

Upperbound of 95% confidence interval for beta2.73493

Lowerbound of 95% confidence interval for alpha0.68822

Upperbound of 95% confidence interval for alpha1.33095

Treynor index (mean / b)1.24172

Jensen alpha (a)0.32136
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.10711

Expected Shortfall on VaR0.13997
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04314

Expected Shortfall on VaR0.08278
 ORDER STATISTICS
 Quartiles of return rates

Number of observations15.00000

Minimum0.89814

Quartile 10.97377

Median1.04641

Quartile 31.10302

Maximum1.22391

Mean of quarter 10.93180

Mean of quarter 21.00934

Mean of quarter 31.08372

Mean of quarter 41.15973

Inter Quartile Range0.12925

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)2.58612

VaR(95%) (moments method)0.07032

Expected Shortfall (moments method)0.07109

Extreme Value Index (regression method)1.33586

VaR(95%) (regression method)0.10519

Expected Shortfall (regression method)0.11065
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01353

Quartile 10.06227

Median0.11101

Quartile 30.15975

Maximum0.20849

Mean of quarter 10.01353

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.20849

Inter Quartile Range0.09748

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)0.63265

Compounded annual return (geometric extrapolation)0.59382

Calmar ratio (compounded annual return / max draw down)2.84827

Compounded annual return / average of 25% largest draw downs2.84827

Compounded annual return / Expected Shortfall lognormal4.24267

0.00000

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

Mean0.50789

SD0.37667

Sharpe ratio (Glass type estimate)1.34838

Sharpe ratio (Hedges UMVUE)1.34528

df327.00000

t1.50868

p0.06617

Lowerbound of 95% confidence interval for Sharpe Ratio0.40739

Upperbound of 95% confidence interval for Sharpe Ratio3.10212

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40946

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.10002
 Statistics related to Sortino ratio

Sortino ratio2.23892

Upside Potential Ratio10.69050

Upside part of mean2.42511

Downside part of mean1.91722

Upside SD0.30162

Downside SD0.22685

N nonnegative terms162.00000

N negative terms166.00000
 Statistics related to linear regression on benchmark

N of observations328.00000

Mean of predictor0.34596

Mean of criterion0.50789

SD of predictor0.17372

SD of criterion0.37667

Covariance0.01321

r0.20192

b (slope, estimate of beta)0.43782

a (intercept, estimate of alpha)0.35600

Mean Square Error0.13651

DF error326.00000

t(b)3.72250

p(b)0.00012

t(a)1.07126

p(a)0.14242

Lowerbound of 95% confidence interval for beta0.20644

Upperbound of 95% confidence interval for beta0.66919

Lowerbound of 95% confidence interval for alpha0.29811

Upperbound of 95% confidence interval for alpha1.01096

Treynor index (mean / b)1.16006

Jensen alpha (a)0.35642
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.43752

SD0.37351

Sharpe ratio (Glass type estimate)1.17136

Sharpe ratio (Hedges UMVUE)1.16867

df327.00000

t1.31062

p0.09545

Lowerbound of 95% confidence interval for Sharpe Ratio0.58351

Upperbound of 95% confidence interval for Sharpe Ratio2.92450

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58532

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.92267
 Statistics related to Sortino ratio

Sortino ratio1.89404

Upside Potential Ratio10.30700

Upside part of mean2.38089

Downside part of mean1.94337

Upside SD0.29404

Downside SD0.23100

N nonnegative terms162.00000

N negative terms166.00000
 Statistics related to linear regression on benchmark

N of observations328.00000

Mean of predictor0.33059

Mean of criterion0.43752

SD of predictor0.17443

SD of criterion0.37351

Covariance0.01305

r0.20030

b (slope, estimate of beta)0.42892

a (intercept, estimate of alpha)0.29572

Mean Square Error0.13432

DF error326.00000

t(b)3.69140

p(b)0.00013

t(a)0.89666

p(a)0.18528

Lowerbound of 95% confidence interval for beta0.20034

Upperbound of 95% confidence interval for beta0.65751

Lowerbound of 95% confidence interval for alpha0.35309

Upperbound of 95% confidence interval for alpha0.94454

Treynor index (mean / b)1.02004

Jensen alpha (a)0.29572
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03564

Expected Shortfall on VaR0.04485
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01709

Expected Shortfall on VaR0.03217
 ORDER STATISTICS
 Quartiles of return rates

Number of observations328.00000

Minimum0.93407

Quartile 10.98869

Median1.00005

Quartile 31.01273

Maximum1.09202

Mean of quarter 10.97542

Mean of quarter 20.99552

Mean of quarter 31.00528

Mean of quarter 41.03196

Inter Quartile Range0.02404

Number outliers low5.00000

Percentage of outliers low0.01524

Mean of outliers low0.94538

Number of outliers high16.00000

Percentage of outliers high0.04878

Mean of outliers high1.06408
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04115

VaR(95%) (moments method)0.02406

Expected Shortfall (moments method)0.03257

Extreme Value Index (regression method)0.07664

VaR(95%) (regression method)0.02345

Expected Shortfall (regression method)0.02997
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations22.00000

Minimum0.00187

Quartile 10.01082

Median0.03993

Quartile 30.07968

Maximum0.28623

Mean of quarter 10.00552

Mean of quarter 20.01913

Mean of quarter 30.05301

Mean of quarter 40.14278

Inter Quartile Range0.06887

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04545

Mean of outliers high0.28623
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.20114

VaR(95%) (moments method)0.16082

Expected Shortfall (moments method)0.23622

Extreme Value Index (regression method)0.75732

VaR(95%) (regression method)0.18415

Expected Shortfall (regression method)0.62990
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.63169

Compounded annual return (geometric extrapolation)0.59269

Calmar ratio (compounded annual return / max draw down)2.07070

Compounded annual return / average of 25% largest draw downs4.15107

Compounded annual return / Expected Shortfall lognormal13.21360

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

Mean0.17496

SD0.34178

Sharpe ratio (Glass type estimate)0.51191

Sharpe ratio (Hedges UMVUE)0.50895

df130.00000

t0.36197

p0.51587

Lowerbound of 95% confidence interval for Sharpe Ratio3.28345

Upperbound of 95% confidence interval for Sharpe Ratio2.26157

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.28144

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.26355
 Statistics related to Sortino ratio

Sortino ratio0.73461

Upside Potential Ratio8.38847

Upside part of mean1.99783

Downside part of mean2.17279

Upside SD0.24354

Downside SD0.23816

N nonnegative terms58.00000

N negative terms73.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.26304

Mean of criterion0.17496

SD of predictor0.13597

SD of criterion0.34178

Covariance0.00468

r0.10077

b (slope, estimate of beta)0.25329

a (intercept, estimate of alpha)0.24158

Mean Square Error0.11652

DF error129.00000

t(b)1.15037

p(b)0.43596

t(a)0.49687

p(a)0.52782

Lowerbound of 95% confidence interval for beta0.18234

Upperbound of 95% confidence interval for beta0.68892

Lowerbound of 95% confidence interval for alpha1.20355

Upperbound of 95% confidence interval for alpha0.72039

Treynor index (mean / b)0.69074

Jensen alpha (a)0.24158
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23289

SD0.34142

Sharpe ratio (Glass type estimate)0.68212

Sharpe ratio (Hedges UMVUE)0.67818

df130.00000

t0.48233

p0.52113

Lowerbound of 95% confidence interval for Sharpe Ratio3.45396

Upperbound of 95% confidence interval for Sharpe Ratio2.09213

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.45121

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.09485
 Statistics related to Sortino ratio

Sortino ratio0.96070

Upside Potential Ratio8.12105

Upside part of mean1.96870

Downside part of mean2.20159

Upside SD0.23900

Downside SD0.24242

N nonnegative terms58.00000

N negative terms73.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.25370

Mean of criterion0.23289

SD of predictor0.13607

SD of criterion0.34142

Covariance0.00466

r0.10028

b (slope, estimate of beta)0.25162

a (intercept, estimate of alpha)0.29673

Mean Square Error0.11629

DF error129.00000

t(b)1.14471

p(b)0.43627

t(a)0.61120

p(a)0.53419

VAR (95 Confidence Intrvl)0.03600

Lowerbound of 95% confidence interval for beta0.18328

Upperbound of 95% confidence interval for beta0.68651

Lowerbound of 95% confidence interval for alpha1.25727

Upperbound of 95% confidence interval for alpha0.66382

Treynor index (mean / b)0.92558

Jensen alpha (a)0.29673
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03496

Expected Shortfall on VaR0.04340
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02057

Expected Shortfall on VaR0.03637
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94249

Quartile 10.98777

Median0.99720

Quartile 31.01000

Maximum1.05760

Mean of quarter 10.97442

Mean of quarter 20.99319

Mean of quarter 31.00361

Mean of quarter 41.02667

Inter Quartile Range0.02223

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.94564

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.05142
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01172

VaR(95%) (moments method)0.02505

Expected Shortfall (moments method)0.03295

Extreme Value Index (regression method)0.08477

VaR(95%) (regression method)0.02651

Expected Shortfall (regression method)0.03414
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.01097

Quartile 10.02468

Median0.05231

Quartile 30.09933

Maximum0.28623

Mean of quarter 10.01532

Mean of quarter 20.04100

Mean of quarter 30.07350

Mean of quarter 40.20569

Inter Quartile Range0.07465

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.14286

Mean of outliers high0.28623
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?285647000

Max Equity Drawdown (num days)36
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.19483

Compounded annual return (geometric extrapolation)0.18534

Calmar ratio (compounded annual return / max draw down)0.64753

Compounded annual return / average of 25% largest draw downs0.90107

Compounded annual return / Expected Shortfall lognormal4.27075
Strategy Description
Which one is better? Jim Rogers was the cofounder of the Quantum Fund, one of the world's most successful hedge funds, and used the concentration method.
Investing 101 is all about diversification and reducing your risk by spreading money around. Mr. Rogers said, “that it's much smarter to really concentrate your risks, and understand your risks and manage them that way. If you want to succeed, put all of your eggs in one basket... It has to be the right basket, and you better watch that basket very, very closely. But that's how you succeed. You don't get rich diversifying”.
I employ the same strategy here utilizing the concentration method for our funds. I trade my own funds with every trade. This is not a hypothetical trading account, I use my own money and the risk is very real. If you are opposed to the risk and do not want this type of trading please do not follow me, I understand that this type of trading is not for everyone.
I have been trading and investing since 1991 and have had the opportunity of starting and running my own successful registered investment advisory firm. I have retired and only trade/invest in my own personal accounts currently.
My strategy is a threepronged strategy. First, I establish a longterm wealthbuilding strategy by buying investments/crypto's at discounted valuations to build our base (by receiving price appreciation and dividends over long periods of time, holding period (1 10 yrs)). Next, I trade higher risk stocks & leveraged ETFs to build capital and to add additional growth to the portfolio (view these stocks as trading vehicles only to produce monthly income, holding period (1 day  weeks)). Sometimes, I utilize the Options market to take advantage of price and value oversold and overbought conditions in the market, (growth and income generator, holding period (days  multiweeks)).
If you would like to follow me, I welcome you.
Sit Down, Strap In, and Enjoy the Ride.
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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