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
10/07/2020
Most recent certification approved
10/7/20 15:58 ET
Trades at broker
Interactive Brokers (Server 3)
Scaling percentage used
100%
# trading signals issued by system since certification
102
# trading signals executed in manager's Interactive Brokers (Server 3) account
102
Percent signals followed since 10/07/2020
100%
This information was last updated
9/18/21 19:38 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 10/07/2020,
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.
AI TQQQ only swing
(131561344)
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  10/07/2020 
Most recent certification approved  10/7/20 15:58 ET 
Trades at broker  Interactive Brokers (Server 3) 
Scaling percentage used  100% 
# trading signals issued by system since certification  102 
# trading signals executed in manager's Interactive Brokers (Server 3) account  102 
Percent signals followed since 10/07/2020  100% 
This information was last updated  9/18/21 19:38 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 10/07/2020, 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 $120.00 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  +0.6%  +36.2%  +11.5%  +52.8%  
2021  (0.2%)  +6.0%  +8.0%  +7.1%  +14.7%  +10.3%  +1.8%  +12.1%  (6.7%)  +64.5% 
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  $25,050  
Buy Power  $19,339  
Cash  $1  
Equity  $1  
Cumulative $  $40,140  
Includes dividends and cashsettled expirations:  $0  Itemized 
Total System Equity  $65,190  
Margined  $1  
Open P/L  $15  
Data has been delayed by 36 hours for nonsubscribers 
System developer has asked us to delay this information by 36 hours.
Trading Record
Statistics

Strategy began10/7/2020

Suggested Minimum Cap$15,000

Strategy Age (days)346.4

Age12 months ago

What it tradesStocks

# Trades50

# Profitable27

% Profitable54.00%

Avg trade duration6.1 days

Max peaktovalley drawdown18.21%

drawdown periodFeb 12, 2021  March 08, 2021

Cumul. Return151.4%

Avg win$2,527

Avg loss$1,221
 Model Account Values (Raw)

Cash$19,453

Margin Used$0

Buying Power$19,339
 Ratios

W:L ratio2.43:1

Sharpe Ratio2.21

Sortino Ratio3.9

Calmar Ratio10.383
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)121.76%

Correlation to SP5000.50080

Return Percent SP500 (cumu) during strategy life29.64%
 Return Statistics

Ann Return (w trading costs)161.8%
 Slump

Current Slump as Pcnt Equity9.40%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.03%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.514%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)173.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss29.00%

Chance of 20% account loss6.50%

Chance of 30% account loss0.50%

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)990

Popularity (Last 6 weeks)998
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score984

Popularity (7 days, Percentile 1000 scale)997
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$1,222

Avg Win$2,528

Sum Trade PL (losers)$28,104.000
 AUM

AUM (AutoTrader num accounts)26
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$68,245.000

# Winners27

Num Months Winners10
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)1770300
 Win / Loss

# Losers23

% Winners54.0%
 Frequency

Avg Position Time (mins)8824.42

Avg Position Time (hrs)147.07

Avg Trade Length6.1 days

Last Trade Ago1
 Leverage

Daily leverage (average)2.72

Daily leverage (max)3.73
 Regression

Alpha0.18

Beta1.48

Treynor Index0.19
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.25

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades2.558

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 strat0.03

Avg(MAE) / Avg(PL)  Winning trades0.362

Avg(MAE) / Avg(PL)  Losing trades1.257

HoldandHope Ratio0.391
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.18958

SD0.35480

Sharpe ratio (Glass type estimate)3.35279

Sharpe ratio (Hedges UMVUE)3.09377

df10.00000

t3.21005

p0.00467

Lowerbound of 95% confidence interval for Sharpe Ratio0.78975

Upperbound of 95% confidence interval for Sharpe Ratio5.80643

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.63835

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.54919
 Statistics related to Sortino ratio

Sortino ratio18.28670

Upside Potential Ratio19.33110

Upside part of mean1.25752

Downside part of mean0.06794

Upside SD0.47763

Downside SD0.06505

N nonnegative terms10.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.26741

Mean of criterion1.18958

SD of predictor0.07270

SD of criterion0.35480

Covariance0.01707

r0.66170

b (slope, estimate of beta)3.22909

a (intercept, estimate of alpha)0.32607

Mean Square Error0.07863

DF error9.00000

t(b)2.64759

p(b)0.01329

t(a)0.74386

p(a)0.23797

Lowerbound of 95% confidence interval for beta0.47008

Upperbound of 95% confidence interval for beta5.98810

Lowerbound of 95% confidence interval for alpha0.66555

Upperbound of 95% confidence interval for alpha1.31769

Treynor index (mean / b)0.36839

Jensen alpha (a)0.32607
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.08484

SD0.32085

Sharpe ratio (Glass type estimate)3.38116

Sharpe ratio (Hedges UMVUE)3.11995

df10.00000

t3.23721

p0.00446

Lowerbound of 95% confidence interval for Sharpe Ratio0.81091

Upperbound of 95% confidence interval for Sharpe Ratio5.84178

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65818

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.58172
 Statistics related to Sortino ratio

Sortino ratio16.19050

Upside Potential Ratio17.23500

Upside part of mean1.15482

Downside part of mean0.06998

Upside SD0.43263

Downside SD0.06700

N nonnegative terms10.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.26157

Mean of criterion1.08484

SD of predictor0.07124

SD of criterion0.32085

Covariance0.01562

r0.68326

b (slope, estimate of beta)3.07722

a (intercept, estimate of alpha)0.27993

Mean Square Error0.06098

DF error9.00000

t(b)2.80725

p(b)0.01023

t(a)0.72584

p(a)0.24319

Lowerbound of 95% confidence interval for beta0.59751

Upperbound of 95% confidence interval for beta5.55692

Lowerbound of 95% confidence interval for alpha0.59250

Upperbound of 95% confidence interval for alpha1.15237

Treynor index (mean / b)0.35254

Jensen alpha (a)0.27993
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06007

Expected Shortfall on VaR0.09522
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00214

Expected Shortfall on VaR0.00955
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.94005

Quartile 11.02306

Median1.10386

Quartile 31.15242

Maximum1.28074

Mean of quarter 10.98595

Mean of quarter 21.07102

Mean of quarter 31.13008

Mean of quarter 41.22833

Inter Quartile Range0.12935

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

Minimum0.05995

Quartile 10.05995

Median0.05995

Quartile 30.05995

Maximum0.05995

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)1.93445

Compounded annual return (geometric extrapolation)2.04270

Calmar ratio (compounded annual return / max draw down)34.07130

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

Compounded annual return / Expected Shortfall lognormal21.45220

0.00000

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

Mean1.07386

SD0.38353

Sharpe ratio (Glass type estimate)2.79991

Sharpe ratio (Hedges UMVUE)2.79130

df244.00000

t2.70755

p0.00363

Lowerbound of 95% confidence interval for Sharpe Ratio0.75513

Upperbound of 95% confidence interval for Sharpe Ratio4.83911

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.74940

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.83319
 Statistics related to Sortino ratio

Sortino ratio4.93747

Upside Potential Ratio13.03190

Upside part of mean2.83432

Downside part of mean1.76046

Upside SD0.32186

Downside SD0.21749

N nonnegative terms142.00000

N negative terms103.00000
 Statistics related to linear regression on benchmark

N of observations245.00000

Mean of predictor0.25887

Mean of criterion1.07386

SD of predictor0.13445

SD of criterion0.38353

Covariance0.02656

r0.51502

b (slope, estimate of beta)1.46911

a (intercept, estimate of alpha)0.69400

Mean Square Error0.10852

DF error243.00000

t(b)9.36600

p(b)0.00000

t(a)2.02155

p(a)0.02216

Lowerbound of 95% confidence interval for beta1.16014

Upperbound of 95% confidence interval for beta1.77809

Lowerbound of 95% confidence interval for alpha0.01776

Upperbound of 95% confidence interval for alpha1.36935

Treynor index (mean / b)0.73096

Jensen alpha (a)0.69355
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.99953

SD0.37955

Sharpe ratio (Glass type estimate)2.63342

Sharpe ratio (Hedges UMVUE)2.62532

df244.00000

t2.54656

p0.00575

Lowerbound of 95% confidence interval for Sharpe Ratio0.59058

Upperbound of 95% confidence interval for Sharpe Ratio4.67101

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58516

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.66548
 Statistics related to Sortino ratio

Sortino ratio4.51061

Upside Potential Ratio12.56370

Upside part of mean2.78405

Downside part of mean1.78452

Upside SD0.31334

Downside SD0.22159

N nonnegative terms142.00000

N negative terms103.00000
 Statistics related to linear regression on benchmark

N of observations245.00000

Mean of predictor0.24970

Mean of criterion0.99953

SD of predictor0.13458

SD of criterion0.37955

Covariance0.02620

r0.51289

b (slope, estimate of beta)1.44648

a (intercept, estimate of alpha)0.63834

Mean Square Error0.10660

DF error243.00000

t(b)9.31344

p(b)0.00000

t(a)1.87825

p(a)0.03077

Lowerbound of 95% confidence interval for beta1.14055

Upperbound of 95% confidence interval for beta1.75241

Lowerbound of 95% confidence interval for alpha0.03111

Upperbound of 95% confidence interval for alpha1.30778

Treynor index (mean / b)0.69101

Jensen alpha (a)0.63834
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03416

Expected Shortfall on VaR0.04354
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01389

Expected Shortfall on VaR0.02755
 ORDER STATISTICS
 Quartiles of return rates

Number of observations245.00000

Minimum0.93238

Quartile 10.99000

Median1.00299

Quartile 31.01501

Maximum1.11498

Mean of quarter 10.97698

Mean of quarter 20.99715

Mean of quarter 31.00923

Mean of quarter 41.03390

Inter Quartile Range0.02501

Number outliers low3.00000

Percentage of outliers low0.01224

Mean of outliers low0.94007

Number of outliers high6.00000

Percentage of outliers high0.02449

Mean of outliers high1.07925
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.08390

VaR(95%) (moments method)0.02241

Expected Shortfall (moments method)0.03143

Extreme Value Index (regression method)0.04186

VaR(95%) (regression method)0.02408

Expected Shortfall (regression method)0.03215
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations26.00000

Minimum0.00073

Quartile 10.00875

Median0.02802

Quartile 30.06952

Maximum0.17277

Mean of quarter 10.00465

Mean of quarter 20.01833

Mean of quarter 30.05365

Mean of quarter 40.10717

Inter Quartile Range0.06078

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.03846

Mean of outliers high0.17277
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.14585

VaR(95%) (moments method)0.11810

Expected Shortfall (moments method)0.14252

Extreme Value Index (regression method)0.09386

VaR(95%) (regression method)0.11152

Expected Shortfall (regression method)0.13277
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.72568

Compounded annual return (geometric extrapolation)1.79389

Calmar ratio (compounded annual return / max draw down)10.38300

Compounded annual return / average of 25% largest draw downs16.73930

Compounded annual return / Expected Shortfall lognormal41.20160

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

Mean0.77265

SD0.31819

Sharpe ratio (Glass type estimate)2.42823

Sharpe ratio (Hedges UMVUE)2.41420

df130.00000

t1.71702

p0.42554

Lowerbound of 95% confidence interval for Sharpe Ratio0.36374

Upperbound of 95% confidence interval for Sharpe Ratio5.21110

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.37310

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.20149
 Statistics related to Sortino ratio

Sortino ratio3.96403

Upside Potential Ratio11.96670

Upside part of mean2.33249

Downside part of mean1.55984

Upside SD0.25448

Downside SD0.19492

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.77265

SD of predictor0.10557

SD of criterion0.31819

Covariance0.01661

r0.49435

b (slope, estimate of beta)1.49003

a (intercept, estimate of alpha)0.43587

Mean Square Error0.07710

DF error129.00000

t(b)6.45919

p(b)0.19862

t(a)1.10034

p(a)0.43871

Lowerbound of 95% confidence interval for beta1.03361

Upperbound of 95% confidence interval for beta1.94644

Lowerbound of 95% confidence interval for alpha0.34787

Upperbound of 95% confidence interval for alpha1.21961

Treynor index (mean / b)0.51855

Jensen alpha (a)0.43587
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.72154

SD0.31706

Sharpe ratio (Glass type estimate)2.27569

Sharpe ratio (Hedges UMVUE)2.26253

df130.00000

t1.60915

p0.43013

Lowerbound of 95% confidence interval for Sharpe Ratio0.51413

Upperbound of 95% confidence interval for Sharpe Ratio5.05702

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.52288

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.04795
 Statistics related to Sortino ratio

Sortino ratio3.63694

Upside Potential Ratio11.59660

Upside part of mean2.30066

Downside part of mean1.57912

Upside SD0.24978

Downside SD0.19839

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.72154

SD of predictor0.10552

SD of criterion0.31706

Covariance0.01648

r0.49263

b (slope, estimate of beta)1.48019

a (intercept, estimate of alpha)0.39534

Mean Square Error0.07672

DF error129.00000

t(b)6.42952

p(b)0.19957

t(a)1.00088

p(a)0.44419

VAR (95 Confidence Intrvl)0.03400

Lowerbound of 95% confidence interval for beta1.02470

Upperbound of 95% confidence interval for beta1.93568

Lowerbound of 95% confidence interval for alpha0.38616

Upperbound of 95% confidence interval for alpha1.17684

Treynor index (mean / b)0.48746

Jensen alpha (a)0.39534
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02904

Expected Shortfall on VaR0.03693
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01213

Expected Shortfall on VaR0.02428
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.93553

Quartile 10.99114

Median1.00291

Quartile 31.01280

Maximum1.06838

Mean of quarter 10.97988

Mean of quarter 20.99713

Mean of quarter 31.00809

Mean of quarter 41.02727

Inter Quartile Range0.02166

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.93553

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.05200
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.27363

VaR(95%) (moments method)0.02114

Expected Shortfall (moments method)0.03425

Extreme Value Index (regression method)0.18890

VaR(95%) (regression method)0.02025

Expected Shortfall (regression method)0.03036
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00114

Quartile 10.00754

Median0.02239

Quartile 30.04720

Maximum0.12933

Mean of quarter 10.00383

Mean of quarter 20.01118

Mean of quarter 30.03145

Mean of quarter 40.08805

Inter Quartile Range0.03966

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.06250

Mean of outliers high0.12933
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.84179

VaR(95%) (moments method)0.10014

Expected Shortfall (moments method)0.10872

Extreme Value Index (regression method)0.19436

VaR(95%) (regression method)0.10580

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.14664

Strat Max DD how much worse than SP500 max DD during strat life?287016000

Max Equity Drawdown (num days)24
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.90917

Compounded annual return (geometric extrapolation)1.11582

Calmar ratio (compounded annual return / max draw down)8.62752

Compounded annual return / average of 25% largest draw downs12.67260

Compounded annual return / Expected Shortfall lognormal30.21820
Strategy Description
This is a *** HIGH RISK/REWARD *** system, and can move up and down a lot each day. Avoids Pattern Day Trader (PDT) violations making system compatible with account sizes under $25k. System will rescale down (ex: to $80k) whenever it reaches a higher amount (ex: $200k).
Leveraged ETFs are great for making outsized returns. The disadvantage is the huge potential drawdowns due to 3x leverage. Think of this strategy as one that buys and holds TQQQ, and tries to be out during some of the drops. We use machine learning (AI) to determine the proper moves.
REQUIREMENTS\NOTES:
1. $10k+ recommended, margin account required to avoid freeriding.
2. IRA compatible, no martingale or margin used (if IRA, IRA margin required).
3. If starting system, *** ENTER EXISTING OPEN POSITIONS ***.
4. HIGH RISK SYSTEM (uses leveraged ETFs), invest money you can afford to lose.
5. ETFs not available on IB in Europe https://europoor.com/howtobuyleveragedetfsfromeurope/
Comparison of our four algo based systems (comparative risk shown):
1. AI TQQQ SQQQ swing, $25k+, risk 4/5, https://collective2.com/details/128265049
2. AI SOXL SOXS swing, $25k+, risk 5/5, https://collective2.com/details/127841340
3. AI TQQQ only swing, $10k+, risk 3/5, https://collective2.com/details/131561344
4. AI SOXL SOXS intraday, $25k+, risk 3/5, https://collective2.com/details/134901681
System last updated: 8.29.2021 (changes to make system react faster to changes in market)
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.