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These are hypothetical performance results that have certain inherent limitations. Learn more

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 03/23/2021
Most recent certification approved 3/24/21 9:30 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 4%
# trading signals issued by system since certification 87
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 76
Percent signals followed since 03/23/2021 87.4%
This information was last updated 11/23/21 9:31 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life 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 03/23/2021, 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 under-or over-compensated 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.

10 Bagger Investing
(130576078)

Created by: CzarFredrikReyes CzarFredrikReyes
Started: 08/2020
Stocks
Last trade: 69 days ago
Trading style: Equity Non-hedged Equity Event-driven

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $125.00 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.

Trading Category: Equity
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
Event-driven
Category: Equity

Event-driven

Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.
52.8%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(11.9%)
Max Drawdown
99
Num Trades
79.8%
Win Trades
4.3 : 1
Profit Factor
62.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                 (3.2%)(2.7%)+8.5%+25.8%+8.2%+39.2%
2021+3.5%+11.4%+10.5%+3.1%+1.3%(3.9%)(3.6%)+0.1%(0.3%)+4.3%(2.4%)      +25.3%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 108 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/13/20 9:30 VZ VERIZON COMMUNICATIONS LONG 173 57.52 9/20/21 9:35 55.00 0.55%
Trade id #130600459
Max drawdown($426)
Time2/16/21 0:00
Quant open100
Worst price53.83
Drawdown as % of equity-0.55%
($439)
Includes Typical Broker Commissions trade costs of $3.46
6/7/21 10:19 TEDU TARENA INTERNATIONAL INC. AME LONG 2,400 3.63 7/28 12:54 2.04 4.55%
Trade id #135940056
Max drawdown($3,881)
Time7/28/21 9:30
Quant open2,400
Worst price2.01
Drawdown as % of equity-4.55%
($3,812)
Includes Typical Broker Commissions trade costs of $5.00
2/26/21 10:50 PNM PNM RESOURCES LONG 161 48.54 7/28 12:54 48.50 0.15%
Trade id #134309604
Max drawdown($122)
Time3/3/21 0:00
Quant open100
Worst price46.93
Drawdown as % of equity-0.15%
($9)
Includes Typical Broker Commissions trade costs of $3.22
6/2/21 9:30 NUAN NUANCE COMMUNICATIONS LONG 100 53.07 7/28 12:53 55.03 0.01%
Trade id #135872025
Max drawdown($5)
Time6/3/21 0:00
Quant open100
Worst price53.02
Drawdown as % of equity-0.01%
$195
Includes Typical Broker Commissions trade costs of $2.00
6/14/21 9:40 MX MAGNACHIP SEMICONDUCTOR LONG 300 25.91 7/28 12:53 21.30 1.65%
Trade id #136045735
Max drawdown($1,410)
Time7/28/21 10:33
Quant open300
Worst price21.21
Drawdown as % of equity-1.65%
($1,390)
Includes Typical Broker Commissions trade costs of $6.00
6/28/21 9:59 NAV2116G44.5 NAV Jul16'21 44.5 call SHORT 2 0.10 7/17 9:35 0.00 n/a $19
Includes Typical Broker Commissions trade costs of $1.40
7/14/21 15:57 FRTA2116G25 FRTA Jul16'21 25 call SHORT 3 0.09 7/17 9:35 0.00 n/a $25
Includes Typical Broker Commissions trade costs of $2.10
4/16/21 10:16 CCRC CHINA CUSTOMER RELATIONS CENTERS INC. O LONG 1,500 6.24 7/1 15:54 6.49 0.54%
Trade id #135186732
Max drawdown($502)
Time5/25/21 0:00
Quant open1,400
Worst price5.90
Drawdown as % of equity-0.54%
$346
Includes Typical Broker Commissions trade costs of $30.00
4/14/21 9:34 TLND TALEND SA ADS LONG 100 63.88 6/28 9:30 65.41 n/a $151
Includes Typical Broker Commissions trade costs of $2.00
6/7/21 9:42 NAV2118F44.5 NAV Jun18'21 44.5 call SHORT 2 0.11 6/19 9:36 0.00 0.01%
Trade id #135938478
Max drawdown($8)
Time6/7/21 15:48
Quant open2
Worst price0.15
Drawdown as % of equity-0.01%
$21
Includes Typical Broker Commissions trade costs of $1.40
6/2/21 15:56 SPWH2118F20 SPWH Jun18'21 20 call SHORT 5 0.06 6/19 9:35 0.00 n/a $26
Includes Typical Broker Commissions trade costs of $3.50
4/6/21 9:30 OSN OSSEN INNOVATION CO. LONG 1,900 4.79 6/3 12:54 4.57 0.63%
Trade id #135022052
Max drawdown($583)
Time5/19/21 0:00
Quant open1,900
Worst price4.48
Drawdown as % of equity-0.63%
($443)
Includes Typical Broker Commissions trade costs of $21.50
5/14/21 9:44 MX MAGNACHIP SEMICONDUCTOR LONG 300 22.98 6/2 9:30 23.17 0.63%
Trade id #135619943
Max drawdown($588)
Time5/14/21 11:05
Quant open300
Worst price21.02
Drawdown as % of equity-0.63%
$50
Includes Typical Broker Commissions trade costs of $6.00
5/14/21 9:35 KSU KANSAS CITY SOUTHERN LONG 26 311.31 5/24 9:30 295.50 0.59%
Trade id #135619175
Max drawdown($551)
Time5/17/21 0:00
Quant open26
Worst price290.10
Drawdown as % of equity-0.59%
($412)
Includes Typical Broker Commissions trade costs of $0.52
10/22/20 9:30 ALL ALLSTATE LONG 156 100.79 5/24/21 9:30 125.79 0.7%
Trade id #131839369
Max drawdown($357)
Time10/29/20 0:00
Quant open85
Worst price86.51
Drawdown as % of equity-0.70%
$3,897
Includes Typical Broker Commissions trade costs of $3.12
4/26/21 9:30 SOGO2121E10 SOGO May21'21 10 call SHORT 10 0.05 5/22 9:36 0.00 n/a $43
Includes Typical Broker Commissions trade costs of $7.00
4/19/21 9:30 MMP2121Q45 MMP May21'21 45 put SHORT 1 1.25 5/22 9:36 0.00 0.03%
Trade id #135208500
Max drawdown($30)
Time4/20/21 0:00
Quant open1
Worst price1.55
Drawdown as % of equity-0.03%
$124
Includes Typical Broker Commissions trade costs of $1.00
4/26/21 11:25 FRTA2121E25 FRTA May21'21 25 call SHORT 3 0.10 5/22 9:36 0.00 0.02%
Trade id #135320520
Max drawdown($15)
Time4/27/21 0:00
Quant open3
Worst price0.15
Drawdown as % of equity-0.02%
$28
Includes Typical Broker Commissions trade costs of $2.10
4/6/21 9:30 AT ATLANTIC POWER CORPORATIO LONG 3,000 2.91 5/14 16:00 3.03 0%
Trade id #135022029
Max drawdown($1)
Time4/6/21 9:35
Quant open3,000
Worst price2.91
Drawdown as % of equity-0.00%
$354
Includes Typical Broker Commissions trade costs of $5.00
4/6/21 9:30 RP REALPAGE LONG 100 87.72 4/19 9:30 88.58 0.04%
Trade id #135022016
Max drawdown($34)
Time4/13/21 0:00
Quant open100
Worst price87.37
Drawdown as % of equity-0.04%
$84
Includes Typical Broker Commissions trade costs of $2.00
3/22/21 9:31 SOGO2116D15 SOGO Apr16'21 15 call SHORT 3 0.05 4/17 9:36 0.00 n/a $13
Includes Typical Broker Commissions trade costs of $2.10
3/22/21 9:42 CXDC2116D2.5 CXDC Apr16'21 2.5 call SHORT 80 0.03 4/17 9:36 0.00 0.2%
Trade id #134762680
Max drawdown($182)
Time4/12/21 0:00
Quant open80
Worst price0.05
Drawdown as % of equity-0.20%
$162
Includes Typical Broker Commissions trade costs of $56.00
4/9/21 9:31 SOGO2116D10 SOGO Apr16'21 10 call SHORT 8 0.05 4/17 9:36 0.00 n/a $34
Includes Typical Broker Commissions trade costs of $5.60
4/15/21 11:30 NAV2116D44.5 NAV Apr16'21 44.5 call SHORT 2 0.12 4/17 9:36 0.00 n/a $22
Includes Typical Broker Commissions trade costs of $1.40
3/22/21 9:34 ALSK2116D7.5 ALSK Apr16'21 7.5 call SHORT 1 0.08 4/17 9:35 0.00 n/a $7
Includes Typical Broker Commissions trade costs of $1.00
2/25/21 9:30 GSUM GRIDSUM HOLDING INC. AMERICAN DEPOSITARY SHARES LONG 4,300 1.89 3/25 12:50 1.90 0.68%
Trade id #134276756
Max drawdown($559)
Time3/5/21 0:00
Quant open4,300
Worst price1.76
Drawdown as % of equity-0.68%
$33
Includes Typical Broker Commissions trade costs of $7.50
9/21/20 9:30 BXS BANCORP SOUTH BANK LONG 200 19.81 3/24/21 9:30 33.03 0.74%
Trade id #131267256
Max drawdown($341)
Time9/25/20 0:00
Quant open200
Worst price18.11
Drawdown as % of equity-0.74%
$2,640
Includes Typical Broker Commissions trade costs of $4.00
2/22/21 9:30 HNI HNI LONG 200 34.07 3/24 9:30 39.62 n/a $1,106
Includes Typical Broker Commissions trade costs of $4.00
8/12/20 10:33 FNRN FIRST NORTHERN COMM BANC LONG 900 8.03 3/24/21 9:30 10.02 0.25%
Trade id #130582400
Max drawdown($120)
Time8/18/20 0:00
Quant open600
Worst price7.75
Drawdown as % of equity-0.25%
$1,772
Includes Typical Broker Commissions trade costs of $14.50
8/14/20 9:37 DHIL DIAMOND HILL INVESTMENT LONG 39 122.75 3/22/21 9:32 166.89 0.53%
Trade id #130621432
Max drawdown($241)
Time9/23/20 0:00
Quant open39
Worst price116.55
Drawdown as % of equity-0.53%
$1,721
Includes Typical Broker Commissions trade costs of $0.78

Statistics

  • Strategy began
    8/12/2020
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    472.77
  • Age
    16 months ago
  • What it trades
    Stocks, Options
  • # Trades
    99
  • # Profitable
    79
  • % Profitable
    79.80%
  • Avg trade duration
    75.2 days
  • Max peak-to-valley drawdown
    11.92%
  • drawdown period
    May 10, 2021 - Sept 20, 2021
  • Annual Return (Compounded)
    52.8%
  • Avg win
    $568.38
  • Avg loss
    $588.70
  • Model Account Values (Raw)
  • Cash
    $40,013
  • Margin Used
    $0
  • Buying Power
    $48,747
  • Ratios
  • W:L ratio
    4.35:1
  • Sharpe Ratio
    1.62
  • Sortino Ratio
    3.1
  • Calmar Ratio
    5.942
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    37.83%
  • Correlation to SP500
    0.38300
  • Return Percent SP500 (cumu) during strategy life
    35.92%
  • Return Statistics
  • Ann Return (w trading costs)
    52.8%
  • Slump
  • Current Slump as Pcnt Equity
    7.70%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.42%
  • Return Statistics
  • Return Pcnt Since TOS Status
    -2.050%
  • Instruments
  • Short Options - Percent Covered
    7.89%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.528%
  • Instruments
  • Percent Trades Options
    0.30%
  • Percent Trades Stocks
    0.70%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    57.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    13.00%
  • Chance of 20% account loss
    0.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • 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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    762
  • Popularity (Last 6 weeks)
    866
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    861
  • Popularity (7 days, Percentile 1000 scale)
    509
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    4%
  • Win / Loss
  • Avg Loss
    $589
  • Avg Win
    $616
  • Sum Trade PL (losers)
    $11,774.000
  • AUM
  • AUM (AutoTrader num accounts)
    1
  • Age
  • Num Months filled monthly returns table
    16
  • Win / Loss
  • Sum Trade PL (winners)
    $48,654.000
  • # Winners
    79
  • Num Months Winners
    10
  • Dividends
  • Dividends Received in Model Acct
    3137
  • AUM
  • AUM (AutoTrader live capital)
    3576
  • Win / Loss
  • # Losers
    20
  • % Winners
    79.8%
  • Frequency
  • Avg Position Time (mins)
    55133.80
  • Avg Position Time (hrs)
    918.90
  • Avg Trade Length
    38.3 days
  • Last Trade Ago
    5
  • Leverage
  • Daily leverage (average)
    1.13
  • Daily leverage (max)
    2.03
  • Regression
  • Alpha
    0.08
  • Beta
    0.61
  • Treynor Index
    0.20
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -2.49
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    0.970
  • 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 strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.291
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.265
  • Hold-and-Hope Ratio
    1.192
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.50079
  • SD
    0.27055
  • Sharpe ratio (Glass type estimate)
    1.85100
  • Sharpe ratio (Hedges UMVUE)
    1.74973
  • df
    14.00000
  • t
    2.06949
  • p
    0.25800
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.05750
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.70254
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.11928
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.61874
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.92936
  • Upside Potential Ratio
    9.85802
  • Upside part of mean
    0.62260
  • Downside part of mean
    -0.12181
  • Upside SD
    0.29194
  • Downside SD
    0.06316
  • N nonnegative terms
    10.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    15.00000
  • Mean of predictor
    0.24154
  • Mean of criterion
    0.50079
  • SD of predictor
    0.07638
  • SD of criterion
    0.27055
  • Covariance
    0.00471
  • r
    0.22807
  • b (slope, estimate of beta)
    0.80786
  • a (intercept, estimate of alpha)
    0.30566
  • Mean Square Error
    0.07473
  • DF error
    13.00000
  • t(b)
    0.84459
  • p(b)
    0.35607
  • t(a)
    0.90864
  • p(a)
    0.34599
  • Lowerbound of 95% confidence interval for beta
    -1.25855
  • Upperbound of 95% confidence interval for beta
    2.87426
  • Lowerbound of 95% confidence interval for alpha
    -0.42107
  • Upperbound of 95% confidence interval for alpha
    1.03239
  • Treynor index (mean / b)
    0.61990
  • Jensen alpha (a)
    0.30566
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45981
  • SD
    0.24902
  • Sharpe ratio (Glass type estimate)
    1.84647
  • Sharpe ratio (Hedges UMVUE)
    1.74544
  • df
    14.00000
  • t
    2.06441
  • p
    0.25846
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.06135
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.69746
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.12302
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.61390
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.17065
  • Upside Potential Ratio
    9.09748
  • Upside part of mean
    0.58337
  • Downside part of mean
    -0.12356
  • Upside SD
    0.26718
  • Downside SD
    0.06412
  • N nonnegative terms
    10.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    15.00000
  • Mean of predictor
    0.23601
  • Mean of criterion
    0.45981
  • SD of predictor
    0.07429
  • SD of criterion
    0.24902
  • Covariance
    0.00447
  • r
    0.24171
  • b (slope, estimate of beta)
    0.81020
  • a (intercept, estimate of alpha)
    0.26860
  • Mean Square Error
    0.06288
  • DF error
    13.00000
  • t(b)
    0.89811
  • p(b)
    0.34764
  • t(a)
    0.86855
  • p(a)
    0.35228
  • Lowerbound of 95% confidence interval for beta
    -1.13871
  • Upperbound of 95% confidence interval for beta
    2.75912
  • Lowerbound of 95% confidence interval for alpha
    -0.39949
  • Upperbound of 95% confidence interval for alpha
    0.93669
  • Treynor index (mean / b)
    0.56753
  • Jensen alpha (a)
    0.26860
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07681
  • Expected Shortfall on VaR
    0.10382
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01833
  • Expected Shortfall on VaR
    0.03544
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    15.00000
  • Minimum
    0.96163
  • Quartile 1
    0.98177
  • Median
    1.04153
  • Quartile 3
    1.08045
  • Maximum
    1.25934
  • Mean of quarter 1
    0.96925
  • Mean of quarter 2
    1.01079
  • Mean of quarter 3
    1.06413
  • Mean of quarter 4
    1.13709
  • Inter Quartile Range
    0.09868
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.06667
  • Mean of outliers high
    1.25934
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -29.06150
  • VaR(95%) (moments method)
    0.03071
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -1.78336
  • VaR(95%) (regression method)
    0.03860
  • Expected Shortfall (regression method)
    0.03935
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.03176
  • Quartile 1
    0.03289
  • Median
    0.03403
  • Quartile 3
    0.05357
  • Maximum
    0.07312
  • Mean of quarter 1
    0.03176
  • Mean of quarter 2
    0.03403
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.07312
  • Inter Quartile Range
    0.02068
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.67183
  • Compounded annual return (geometric extrapolation)
    0.62860
  • Calmar ratio (compounded annual return / max draw down)
    8.59725
  • Compounded annual return / average of 25% largest draw downs
    8.59725
  • Compounded annual return / Expected Shortfall lognormal
    6.05481
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.46951
  • SD
    0.22989
  • Sharpe ratio (Glass type estimate)
    2.04233
  • Sharpe ratio (Hedges UMVUE)
    2.03766
  • df
    328.00000
  • t
    2.28862
  • p
    0.01137
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.28482
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.79680
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.28168
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.79364
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.00322
  • Upside Potential Ratio
    11.41760
  • Upside part of mean
    1.33908
  • Downside part of mean
    -0.86958
  • Upside SD
    0.19944
  • Downside SD
    0.11728
  • N nonnegative terms
    187.00000
  • N negative terms
    142.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    329.00000
  • Mean of predictor
    0.22714
  • Mean of criterion
    0.46951
  • SD of predictor
    0.14512
  • SD of criterion
    0.22989
  • Covariance
    0.01263
  • r
    0.37849
  • b (slope, estimate of beta)
    0.59960
  • a (intercept, estimate of alpha)
    0.33300
  • Mean Square Error
    0.04542
  • DF error
    327.00000
  • t(b)
    7.39447
  • p(b)
    -0.00000
  • t(a)
    1.74451
  • p(a)
    0.04100
  • Lowerbound of 95% confidence interval for beta
    0.44008
  • Upperbound of 95% confidence interval for beta
    0.75912
  • Lowerbound of 95% confidence interval for alpha
    -0.04256
  • Upperbound of 95% confidence interval for alpha
    0.70919
  • Treynor index (mean / b)
    0.78304
  • Jensen alpha (a)
    0.33332
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.44356
  • SD
    0.22446
  • Sharpe ratio (Glass type estimate)
    1.97613
  • Sharpe ratio (Hedges UMVUE)
    1.97161
  • df
    328.00000
  • t
    2.21444
  • p
    0.01374
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.21912
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.73025
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.21607
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.72715
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.74029
  • Upside Potential Ratio
    11.13090
  • Upside part of mean
    1.32003
  • Downside part of mean
    -0.87646
  • Upside SD
    0.19214
  • Downside SD
    0.11859
  • N nonnegative terms
    187.00000
  • N negative terms
    142.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    329.00000
  • Mean of predictor
    0.21650
  • Mean of criterion
    0.44356
  • SD of predictor
    0.14537
  • SD of criterion
    0.22446
  • Covariance
    0.01259
  • r
    0.38576
  • b (slope, estimate of beta)
    0.59565
  • a (intercept, estimate of alpha)
    0.31461
  • Mean Square Error
    0.04302
  • DF error
    327.00000
  • t(b)
    7.56091
  • p(b)
    -0.00000
  • t(a)
    1.69263
  • p(a)
    0.04574
  • Lowerbound of 95% confidence interval for beta
    0.44067
  • Upperbound of 95% confidence interval for beta
    0.75063
  • Lowerbound of 95% confidence interval for alpha
    -0.05104
  • Upperbound of 95% confidence interval for alpha
    0.68026
  • Treynor index (mean / b)
    0.74467
  • Jensen alpha (a)
    0.31461
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02090
  • Expected Shortfall on VaR
    0.02654
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00690
  • Expected Shortfall on VaR
    0.01423
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    329.00000
  • Minimum
    0.95768
  • Quartile 1
    0.99647
  • Median
    1.00139
  • Quartile 3
    1.00642
  • Maximum
    1.14612
  • Mean of quarter 1
    0.98812
  • Mean of quarter 2
    0.99914
  • Mean of quarter 3
    1.00349
  • Mean of quarter 4
    1.01701
  • Inter Quartile Range
    0.00995
  • Number outliers low
    14.00000
  • Percentage of outliers low
    0.04255
  • Mean of outliers low
    0.97405
  • Number of outliers high
    17.00000
  • Percentage of outliers high
    0.05167
  • Mean of outliers high
    1.03928
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.12952
  • VaR(95%) (moments method)
    0.01002
  • Expected Shortfall (moments method)
    0.01516
  • Extreme Value Index (regression method)
    -0.01599
  • VaR(95%) (regression method)
    0.01141
  • Expected Shortfall (regression method)
    0.01615
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    25.00000
  • Minimum
    0.00093
  • Quartile 1
    0.00380
  • Median
    0.01167
  • Quartile 3
    0.03372
  • Maximum
    0.10138
  • Mean of quarter 1
    0.00215
  • Mean of quarter 2
    0.00829
  • Mean of quarter 3
    0.02020
  • Mean of quarter 4
    0.06884
  • Inter Quartile Range
    0.02992
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.08000
  • Mean of outliers high
    0.09344
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -1.34525
  • VaR(95%) (moments method)
    0.06833
  • Expected Shortfall (moments method)
    0.07107
  • Extreme Value Index (regression method)
    -0.60340
  • VaR(95%) (regression method)
    0.09030
  • Expected Shortfall (regression method)
    0.10239
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.64319
  • Compounded annual return (geometric extrapolation)
    0.60235
  • Calmar ratio (compounded annual return / max draw down)
    5.94169
  • Compounded annual return / average of 25% largest draw downs
    8.74949
  • Compounded annual return / Expected Shortfall lognormal
    22.69650
  • 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
  • Mean
    -0.11300
  • SD
    0.11814
  • Sharpe ratio (Glass type estimate)
    -0.95644
  • Sharpe ratio (Hedges UMVUE)
    -0.95091
  • df
    130.00000
  • t
    -0.67630
  • p
    0.52961
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.72887
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.81962
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.72512
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.82330
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.19896
  • Upside Potential Ratio
    6.63562
  • Upside part of mean
    0.62538
  • Downside part of mean
    -0.73838
  • Upside SD
    0.07084
  • Downside SD
    0.09425
  • N nonnegative terms
    66.00000
  • N negative terms
    65.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.15696
  • Mean of criterion
    -0.11300
  • SD of predictor
    0.10630
  • SD of criterion
    0.11814
  • Covariance
    0.00510
  • r
    0.40571
  • b (slope, estimate of beta)
    0.45093
  • a (intercept, estimate of alpha)
    -0.18377
  • Mean Square Error
    0.01175
  • DF error
    129.00000
  • t(b)
    5.04158
  • p(b)
    0.24899
  • t(a)
    -1.19377
  • p(a)
    0.56642
  • Lowerbound of 95% confidence interval for beta
    0.27397
  • Upperbound of 95% confidence interval for beta
    0.62790
  • Lowerbound of 95% confidence interval for alpha
    -0.48835
  • Upperbound of 95% confidence interval for alpha
    0.12081
  • Treynor index (mean / b)
    -0.25059
  • Jensen alpha (a)
    -0.18377
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.11996
  • SD
    0.11850
  • Sharpe ratio (Glass type estimate)
    -1.01235
  • Sharpe ratio (Hedges UMVUE)
    -1.00650
  • df
    130.00000
  • t
    -0.71584
  • p
    0.53133
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.78496
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.76412
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.78101
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.76800
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.26274
  • Upside Potential Ratio
    6.55582
  • Upside part of mean
    0.62282
  • Downside part of mean
    -0.74279
  • Upside SD
    0.07046
  • Downside SD
    0.09500
  • N nonnegative terms
    66.00000
  • N negative terms
    65.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.15128
  • Mean of criterion
    -0.11996
  • SD of predictor
    0.10647
  • SD of criterion
    0.11850
  • Covariance
    0.00513
  • r
    0.40644
  • b (slope, estimate of beta)
    0.45239
  • a (intercept, estimate of alpha)
    -0.18840
  • Mean Square Error
    0.01181
  • DF error
    129.00000
  • t(b)
    5.05237
  • p(b)
    0.24857
  • t(a)
    -1.22094
  • p(a)
    0.56791
  • VAR (95 Confidence Intrvl)
    0.02100
  • Lowerbound of 95% confidence interval for beta
    0.27523
  • Upperbound of 95% confidence interval for beta
    0.62954
  • Lowerbound of 95% confidence interval for alpha
    -0.49370
  • Upperbound of 95% confidence interval for alpha
    0.11690
  • Treynor index (mean / b)
    -0.26518
  • Jensen alpha (a)
    -0.18840
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01242
  • Expected Shortfall on VaR
    0.01543
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00646
  • Expected Shortfall on VaR
    0.01271
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.97586
  • Quartile 1
    0.99650
  • Median
    1.00012
  • Quartile 3
    1.00354
  • Maximum
    1.01791
  • Mean of quarter 1
    0.99034
  • Mean of quarter 2
    0.99869
  • Mean of quarter 3
    1.00189
  • Mean of quarter 4
    1.00785
  • Inter Quartile Range
    0.00703
  • Number outliers low
    8.00000
  • Percentage of outliers low
    0.06107
  • Mean of outliers low
    0.98102
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.01527
  • Mean of outliers high
    1.01731
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.32700
  • VaR(95%) (moments method)
    0.00974
  • Expected Shortfall (moments method)
    0.01722
  • Extreme Value Index (regression method)
    0.01692
  • VaR(95%) (regression method)
    0.00915
  • Expected Shortfall (regression method)
    0.01277
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00004
  • Quartile 1
    0.03017
  • Median
    0.06029
  • Quartile 3
    0.07638
  • Maximum
    0.09248
  • Mean of quarter 1
    0.00004
  • Mean of quarter 2
    0.06029
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.09248
  • Inter Quartile Range
    0.04622
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -319235000
  • Max Equity Drawdown (num days)
    133
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.08997
  • Compounded annual return (geometric extrapolation)
    -0.08795
  • Calmar ratio (compounded annual return / max draw down)
    -0.95101
  • Compounded annual return / average of 25% largest draw downs
    -0.95101
  • Compounded annual return / Expected Shortfall lognormal
    -5.69794

Strategy Description

"10 Bagger Investing" is based on my real money account with Interactive Brokers. My wife and I invest all our available funds into this IB account since 2008. “10 Bagger Investing” is composed of 2 strategies working together to give maximum return to investors. These 2 strategies are core long-term stock positions and risk arbitrage. The core long-term strategy consists of deep value growth stocks that are potential 10-baggers. 10-bagger simply refers to any stock that will run 10 times higher than what you paid for it. While risk arbitrage strategy consists of stocks undergoing merger/acquisition or corporate restructuring.

Frequently Asked Questions

Can I AutoTrade this with my IRA Account?

Yes, “10 Bagger Investing” is IRA-friendly. Just make sure to turn off options. We don’t short stocks. We use margin though but up to 1.30 leverage only. Make sure your AutoTrade Scaling is adjusted accordingly so your IRA account doesn’t go over allowed leverage.

Can I AutoTrade this with less than $25,000 in my brokerage account?

Yes, we welcome all investors, big or small accounts. We don’t day trading so you don’t have to worry about pattern day trading (PDT) restrictions. The only issue we can think of with small accounts is fees might eat up profits.

Can I AutoTrade this even if my account doesn’t have permission to trade options?

Yes, “10 Bagger Investing” still works without options trading. In fact, the majority of the gains enjoyed by the strategy are linked to our core long-term stock positions.

Do I have to "Join trades in progress"?

We strongly recommend joining trades in progress when subscribing to "10 Bagger Investing". This will allow you to participate in the potential upside and dividends of our core long-term positions.

Do you use Martingale?

No.

Do you use stop loss in your trades?

We don't do traditional stop loss. We see our stock positions as investments in a real profitable business. We only invest in consistently profitable enterprises that we think are trading at a discount. We stop loss or sell our position when we think the underlining fundamental business has changed. We protect our investment by only buying stocks that are trading at a significant discount compared to what we estimate as to their intrinsic value.

Have you done any backtesting of the strategy?

No.

Do you time your buying and selling of stock position?

We don't attempt to time the market. Anyone who tells you they can time the market is lying. We base our investment solely on the business fundamentals of companies. We buy when the stock price is below our computed intrinsic value and we sell when we think the company's underlining business stopped growing or declining.

I like what I’m seeing and would like to subscribe to “10 Bagger Investing”. Do you offer free trials or coupons?

We stopped giving coupons and don't expect to give coupons in the future. We only want to attract serious long-term subscribers who will stick around for years through ups and downs. Coupons only attract short-term subscribers and strategy jumpers.

While we want you to subscribe to our strategy, we don’t want to encourage strategy jumping. We have seen so many times people subscribing and unsubscribing to “10 Bagger Investing” at the worst time possible. They join at peaks then leave after a drawdown. By jumping in and out they decrease their odds of success dramatically.

If you have any other questions or concerns about the “10 Bagger Investing” Strategy, please don’t hesitate to message me. Happy Investing!

Summary Statistics

Strategy began
2020-08-12
Suggested Minimum Capital
$25,000
Rank at C2 
#113
# Trades
99
# Profitable
79
% Profitable
79.8%
Net Dividends
Correlation S&P500
0.383
Sharpe Ratio
1.62
Sortino Ratio
3.10
Beta
0.61
Alpha
0.08
Leverage
1.13 Average
2.03 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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 under-or over-compensated 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 re-scaled downward to make current go-forward 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 per-trade 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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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.