SuperBands by BWO
(132135910)
Subscription terms. Subscriptions to this system cost $175.00 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.
Sector: Technology
Focuses primarily on stocks of technology companies.Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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  (0.4%)  (0.4%)  (0.8%)  
2021  +2.8%  +7.1%  +12.3%  (0.2%)  +1.7%  (0.3%)  +0.1%  (0.3%)  (0.3%)  +0.3%  (0.6%)  (0.4%)  +23.5% 
2022  (0.2%)  +6.9%  (0.1%)  (1.1%)  (0.3%)  (0.2%)  (0.3%)  (0.3%)  +4.0% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $68,437  
Cash  $68,437  
Equity  $0  
Cumulative $  $18,437  
Includes dividends and cashsettled expirations:  $18  Itemized 
Total System Equity  $68,437  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began11/8/2020

Suggested Minimum Cap$5,000

Strategy Age (days)637.7

Age21 months ago

What it tradesStocks

# Trades165

# Profitable122

% Profitable73.90%

Avg trade duration2.2 days

Max peaktovalley drawdown11.72%

drawdown periodMarch 08, 2021  March 08, 2021

Annual Return (Compounded)14.8%

Avg win$220.11

Avg loss$196.09
 Model Account Values (Raw)

Cash$68,437

Margin Used$0

Buying Power$68,437
 Ratios

W:L ratio3.19:1

Sharpe Ratio0.88

Sortino Ratio1.77

Calmar Ratio3.297
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)9.31%

Correlation to SP5000.07390

Return Percent SP500 (cumu) during strategy life18.12%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)14.8%
 Slump

Current Slump as Pcnt Equity3.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.80%
 Return Statistics

Return Pcnt Since TOS Status32.300%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.148%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)19.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss19.50%

Chance of 20% account loss0.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/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 Automated65.62%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)540
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score1

Popularity (7 days, Percentile 1000 scale)257
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$196

Avg Win$220

Sum Trade PL (losers)$8,432.000
 Age

Num Months filled monthly returns table22
 Win / Loss

Sum Trade PL (winners)$26,854.000

# Winners122

Num Months Winners7
 Dividends

Dividends Received in Model Acct18
 AUM

AUM (AutoTrader live capital)68292
 Win / Loss

# Losers43

% Winners73.9%
 Frequency

Avg Position Time (mins)3206.17

Avg Position Time (hrs)53.44

Avg Trade Length2.2 days

Last Trade Ago52
 Leverage

Daily leverage (average)0.54

Daily leverage (max)3.62
 Regression

Alpha0.03

Beta0.05

Treynor Index0.70
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.21

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades1.930

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 trades0.579

Avg(MAE) / Avg(PL)  Losing trades1.607

HoldandHope Ratio0.518
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.19650

SD0.17814

Sharpe ratio (Glass type estimate)1.10307

Sharpe ratio (Hedges UMVUE)1.05355

df17.00000

t1.35097

p0.30503

Lowerbound of 95% confidence interval for Sharpe Ratio0.55429

Upperbound of 95% confidence interval for Sharpe Ratio2.72985

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58547

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.69257
 Statistics related to Sortino ratio

Sortino ratio17.62970

Upside Potential Ratio19.78300

Upside part of mean0.22051

Downside part of mean0.02400

Upside SD0.18184

Downside SD0.01115

N nonnegative terms8.00000

N negative terms10.00000
 Statistics related to linear regression on benchmark

N of observations18.00000

Mean of predictor0.03531

Mean of criterion0.19650

SD of predictor0.16089

SD of criterion0.17814

Covariance0.00406

r0.14151

b (slope, estimate of beta)0.15669

a (intercept, estimate of alpha)0.19097

Mean Square Error0.03304

DF error16.00000

t(b)0.57180

p(b)0.42924

t(a)1.28396

p(a)0.34719

Lowerbound of 95% confidence interval for beta0.42423

Upperbound of 95% confidence interval for beta0.73761

Lowerbound of 95% confidence interval for alpha0.12434

Upperbound of 95% confidence interval for alpha0.50628

Treynor index (mean / b)1.25410

Jensen alpha (a)0.19097
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18136

SD0.16256

Sharpe ratio (Glass type estimate)1.11565

Sharpe ratio (Hedges UMVUE)1.06557

df17.00000

t1.36638

p0.30309

Lowerbound of 95% confidence interval for Sharpe Ratio0.54278

Upperbound of 95% confidence interval for Sharpe Ratio2.74323

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.57433

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.70546
 Statistics related to Sortino ratio

Sortino ratio16.25160

Upside Potential Ratio18.40290

Upside part of mean0.20537

Downside part of mean0.02401

Upside SD0.16606

Downside SD0.01116

N nonnegative terms8.00000

N negative terms10.00000
 Statistics related to linear regression on benchmark

N of observations18.00000

Mean of predictor0.02285

Mean of criterion0.18136

SD of predictor0.16231

SD of criterion0.16256

Covariance0.00406

r0.15401

b (slope, estimate of beta)0.15424

a (intercept, estimate of alpha)0.17784

Mean Square Error0.02741

DF error16.00000

t(b)0.62347

p(b)0.42300

t(a)1.31437

p(a)0.34392

Lowerbound of 95% confidence interval for beta0.37021

Upperbound of 95% confidence interval for beta0.67870

Lowerbound of 95% confidence interval for alpha0.10899

Upperbound of 95% confidence interval for alpha0.46467

Treynor index (mean / b)1.17582

Jensen alpha (a)0.17784
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06019

Expected Shortfall on VaR0.07830
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00495

Expected Shortfall on VaR0.00807
 ORDER STATISTICS
 Quartiles of return rates

Number of observations18.00000

Minimum0.99238

Quartile 11.00000

Median1.00056

Quartile 31.00602

Maximum1.21212

Mean of quarter 10.99723

Mean of quarter 21.00005

Mean of quarter 31.00372

Mean of quarter 41.06709

Inter Quartile Range0.00602

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.22222

Mean of outliers high1.08233
 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)0.04944

VaR(95%) (regression method)0.00461

Expected Shortfall (regression method)0.00714
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00128

Quartile 10.00203

Median0.00247

Quartile 30.00391

Maximum0.00762

Mean of quarter 10.00128

Mean of quarter 20.00228

Mean of quarter 30.00267

Mean of quarter 40.00762

Inter Quartile Range0.00188

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.00762
 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)0.24584

Compounded annual return (geometric extrapolation)0.23278

Calmar ratio (compounded annual return / max draw down)30.54890

Compounded annual return / average of 25% largest draw downs30.54890

Compounded annual return / Expected Shortfall lognormal2.97293

0.00000

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

Mean0.17811

SD0.11815

Sharpe ratio (Glass type estimate)1.50747

Sharpe ratio (Hedges UMVUE)1.50472

df412.00000

t1.89266

p0.02955

Lowerbound of 95% confidence interval for Sharpe Ratio0.05788

Upperbound of 95% confidence interval for Sharpe Ratio3.07105

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05973

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.06918
 Statistics related to Sortino ratio

Sortino ratio3.67366

Upside Potential Ratio6.53357

Upside part of mean0.31676

Downside part of mean0.13865

Upside SD0.10815

Downside SD0.04848

N nonnegative terms55.00000

N negative terms358.00000
 Statistics related to linear regression on benchmark

N of observations413.00000

Mean of predictor0.08805

Mean of criterion0.17811

SD of predictor0.18256

SD of criterion0.11815

Covariance0.00171

r0.07910

b (slope, estimate of beta)0.05119

a (intercept, estimate of alpha)0.17400

Mean Square Error0.01391

DF error411.00000

t(b)1.60872

p(b)0.05422

t(a)1.84749

p(a)0.03270

Lowerbound of 95% confidence interval for beta0.01136

Upperbound of 95% confidence interval for beta0.11375

Lowerbound of 95% confidence interval for alpha0.01111

Upperbound of 95% confidence interval for alpha0.35831

Treynor index (mean / b)3.47903

Jensen alpha (a)0.17360
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17123

SD0.11610

Sharpe ratio (Glass type estimate)1.47489

Sharpe ratio (Hedges UMVUE)1.47221

df412.00000

t1.85176

p0.03239

Lowerbound of 95% confidence interval for Sharpe Ratio0.09027

Upperbound of 95% confidence interval for Sharpe Ratio3.03837

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09210

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.03652
 Statistics related to Sortino ratio

Sortino ratio3.47004

Upside Potential Ratio6.30401

Upside part of mean0.31107

Downside part of mean0.13984

Upside SD0.10546

Downside SD0.04934

N nonnegative terms55.00000

N negative terms358.00000
 Statistics related to linear regression on benchmark

N of observations413.00000

Mean of predictor0.07137

Mean of criterion0.17123

SD of predictor0.18291

SD of criterion0.11610

Covariance0.00166

r0.07832

b (slope, estimate of beta)0.04971

a (intercept, estimate of alpha)0.16768

Mean Square Error0.01343

DF error411.00000

t(b)1.59274

p(b)0.05599

t(a)1.81625

p(a)0.03503

Lowerbound of 95% confidence interval for beta0.01164

Upperbound of 95% confidence interval for beta0.11107

Lowerbound of 95% confidence interval for alpha0.01380

Upperbound of 95% confidence interval for alpha0.34917

Treynor index (mean / b)3.44444

Jensen alpha (a)0.16768
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01108

Expected Shortfall on VaR0.01404
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00168

Expected Shortfall on VaR0.00378
 ORDER STATISTICS
 Quartiles of return rates

Number of observations413.00000

Minimum0.95323

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.06698

Mean of quarter 10.99826

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00491

Inter Quartile Range0.00000

Number outliers low45.00000

Percentage of outliers low0.10896

Mean of outliers low0.99598

Number of outliers high64.00000

Percentage of outliers high0.15496

Mean of outliers high1.00790
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.75728

VaR(95%) (moments method)0.00113

Expected Shortfall (moments method)0.00755

Extreme Value Index (regression method)0.85147

VaR(95%) (regression method)0.00122

Expected Shortfall (regression method)0.01330
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00003

Quartile 10.00086

Median0.01108

Quartile 30.02489

Maximum0.06684

Mean of quarter 10.00028

Mean of quarter 20.00614

Mean of quarter 30.01675

Mean of quarter 40.04994

Inter Quartile Range0.02403

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 high0.06684
 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)0.23394

Compounded annual return (geometric extrapolation)0.22035

Calmar ratio (compounded annual return / max draw down)3.29662

Compounded annual return / average of 25% largest draw downs4.41250

Compounded annual return / Expected Shortfall lognormal15.69640

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

Mean0.09203

SD0.06643

Sharpe ratio (Glass type estimate)1.38532

Sharpe ratio (Hedges UMVUE)1.37731

df130.00000

t0.97957

p0.45720

Lowerbound of 95% confidence interval for Sharpe Ratio1.39414

Upperbound of 95% confidence interval for Sharpe Ratio4.15958

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.39954

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.15417
 Statistics related to Sortino ratio

Sortino ratio3.84864

Upside Potential Ratio7.69425

Upside part of mean0.18399

Downside part of mean0.09196

Upside SD0.06197

Downside SD0.02391

N nonnegative terms11.00000

N negative terms120.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22753

Mean of criterion0.09203

SD of predictor0.25497

SD of criterion0.06643

Covariance0.00148

r0.08711

b (slope, estimate of beta)0.02270

a (intercept, estimate of alpha)0.09719

Mean Square Error0.00441

DF error129.00000

t(b)0.99314

p(b)0.44461

t(a)1.03290

p(a)0.44242

Lowerbound of 95% confidence interval for beta0.02252

Upperbound of 95% confidence interval for beta0.06791

Lowerbound of 95% confidence interval for alpha0.08898

Upperbound of 95% confidence interval for alpha0.28337

Treynor index (mean / b)4.05483

Jensen alpha (a)0.09719
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.08984

SD0.06575

Sharpe ratio (Glass type estimate)1.36654

Sharpe ratio (Hedges UMVUE)1.35864

df130.00000

t0.96629

p0.45778

Lowerbound of 95% confidence interval for Sharpe Ratio1.41278

Upperbound of 95% confidence interval for Sharpe Ratio4.14078

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.41808

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.13536
 Statistics related to Sortino ratio

Sortino ratio3.73592

Upside Potential Ratio7.57124

Upside part of mean0.18208

Downside part of mean0.09223

Upside SD0.06117

Downside SD0.02405

N nonnegative terms11.00000

N negative terms120.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.26001

Mean of criterion0.08984

SD of predictor0.25578

SD of criterion0.06575

Covariance0.00145

r0.08603

b (slope, estimate of beta)0.02211

a (intercept, estimate of alpha)0.09559

Mean Square Error0.00432

DF error129.00000

t(b)0.98080

p(b)0.44530

t(a)1.02595

p(a)0.44281

VAR (95 Confidence Intrvl)0.01100

Lowerbound of 95% confidence interval for beta0.02250

Upperbound of 95% confidence interval for beta0.06673

Lowerbound of 95% confidence interval for alpha0.08876

Upperbound of 95% confidence interval for alpha0.27995

Treynor index (mean / b)4.06266

Jensen alpha (a)0.09559
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00632

Expected Shortfall on VaR0.00800
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00116

Expected Shortfall on VaR0.00253
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98603

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.03084

Mean of quarter 10.99899

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00283

Inter Quartile Range0.00000

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.99696

Number of outliers high15.00000

Percentage of outliers high0.11450

Mean of outliers high1.00623
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.62206

VaR(95%) (moments method)0.00066

Expected Shortfall (moments method)0.00162

Extreme Value Index (regression method)0.56900

VaR(95%) (regression method)0.00092

Expected Shortfall (regression method)0.00552
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00472

Quartile 10.00790

Median0.01108

Quartile 30.01425

Maximum0.01743

Mean of quarter 10.00472

Mean of quarter 20.01108

Mean of quarter 30.00000

Mean of quarter 40.01743

Inter Quartile Range0.00635

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

Last 4 Months  Pcnt Negative1.00%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?314217000

Max Equity Drawdown (num days)10
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.12129

Compounded annual return (geometric extrapolation)0.12496

Calmar ratio (compounded annual return / max draw down)7.17043

Compounded annual return / average of 25% largest draw downs7.17043

Compounded annual return / Expected Shortfall lognormal15.61650
Strategy Description
Allocation:
ETF Pairs Arbitrage 40% of capital is recommended $100 monthly 80125% APR's over any 23 year period with less than 70% drawdown at 3:1
SuperBands 60% on when not price physique pair trading ($175 monthly 95% APR and 15% drawdown when using SuperBands by BWO to put on trades only when a price physique pairs arbitrage trade isn't on) You dip buy NASDAQ100 stocks with 60%.
60% Power Professional Price Physics Pairs Arbitrage ($250 monthly for 250% APR and 40% drawdown) is on with the last 2 of the 212 pyramid and that's at a cost of $350 per month.And finally power professional's price is being raised to $250 and the scale is allowable to $400,000 before you must subscribe with additional subscription money.
Sound good?
Here are the links boys:
40% of equity no more than 60% in a short trend
Subscription to ETF Pairs Arbitrage @$100 monthly at https://www.wealthsignals.com/Strategy/Detail/ETFPairsArbitrage9IP7Vx
60% of equity on when no Price Physics Pairs Trade is on in Power Professional with the remaining 60% actually going in 60%*4/3 or 1.6^(4/3)1 is the exact percentage your sizing should be and note the 60% can use 2:1 margin up to 6:1 since we exit on the next day and do not day trade.
Finally, the key to most of my research was the combination of ETF Pairs Arbitrage and its Trend Follower Price Physics such that Power Professional puts on 4:1 TQQQ or SQQQ positions by purchasing only when they are in agreement and the first one to say sell exits so
60% of Equity Power Professional on collective2.com at [url]https://collective2.com/details/136764442[/ur]
Subscription to SuperBands by BWO @$175 monthly 2:1 margin 95% apr with 15% drawdown when using SuperBands as SuperBands Pairs Arbitrage such that trades only occur when the power professional position is not on or will come on in the next day and this drawdown is uncorrelated with any strategy Price Physics or Pairs Arbitrage available
SuperBands by BWO is available at https://collective2.com/details/132135910
Power Professional is Price Physics Pairs Arbitrage and when one of these trades happens you go all in at 4:3's equity the only time when 4:1 leveraged trading should ever be encountered or engaged in.
Will be adding this final description of how to use every one of my strategies and the proper allocation is 40% EPA, 60% SuperBands, 60% Power Professional where 60% of SuperBands and Power Professional can use margin up to 2:1 in SuperBands and 4/3's of equity for a 4:1 delta hedged leverage factor when positions in Pairs Arbitrage Price Physics Agree. See description above for APR's and drawdowns of strategies and note, no backtest has been correspondended with to compute except for Power Professional that this algorithm earns 250% APR with 40% Drawdown and that is superb combinatorial options trading strategy but because it uses two algoriothms can never be a Strategic Fund since a Strategic Fund like StratusPairs Strategic Fund is a managed account only for placing 100% of equity positions on in TQQQ or SQQQ following ETF Pairs Arbitrage by BWO.
Thank You for asking these questions guys, no, I'm not a one trick pony, and I used Stanford Topological Economics Economicists Empiricial Analysis to determine the 2:1:2 pyramid is properly scaled so that's what you guys need to do to be able to follow all of the strategy WealthSignals and Collective2 automated trades.
Thus, please consider subscribing to all of my strategies for $450 monthly gets you a $100 subscription to ETF Pairs Arbitrage, a $175 monthly subscription allocating 60% at 2:1 margin to SuperBands on collective2 as C2Star App SuperBands a top 100 c2 strategy at the moment and eligible for its first c2 star what I had started the strategy for in the first place. And finally the Power Professional gets 250% APR's with 40% drawdowns typically 1520% draws every trade for 4060% wins possible when in place allocating 60% of equity up to 4:3 of equity is how to size this $250 monthly subscription and will hammer away the losses you may have had you not followed the recession warning advice to only use 40% of equity and I will let all of you know particularly a day after once either the trend changes or a TQQQ or an SQQQ position has been put on in Power Professioonal using Price Physics Pairs Arbitrage for a 2:1:2 pyramid allocated first as 40% to EPA, 20% to any price physics trade but only the final 2 in the pyrmaid are available to put on for significant margin of safety and risk management such that the Price Physics signal on collective2 usually follows the Pairs Arbitrage signal so it happens in the middle of the day and both of my collective2 strategies require automation and thats both systems at 60% so you'll have 40% trading in ETF Pairs Arbitrage and when not in a Power Professional Trade you should trade 60% of your account in SuperBands simulatenously with C2Star Power Professional such that when Price Physics Pairs Trades are on you'll have the only time I'd ever recommend a 4:1 position and that's all trading based on a benchmark of TQQQ and inverse SQQQ.
Good luck everyone!
Happy Trading!
Beau Wolinsky
Beau WorldOmnimedia
BWO
B.W.O.
StratusPairs Strategic Fund Roboadvisor
ETF Pairs Arbitrage(40% of equity recommended when following the other two strategies I offer)
SuperBands by BWO (60% of equity recommended to trade when not in a position in Power Professional 2:1 margin on that 60% for a 120% exposure )
Power Prof PPPA by BWO(60% of equity is used on 4:3 of equity of 60% for a position that should be 4:1 leverage in either TQQQ or SQQQ with trades occuring either on the open the same as EPA at the same time, or with a middle of the day automated signal from collective2 sent by my Trading Station where all of my strategies are operated)
Software Packages Used
An IQFeed datafeed is used across the Wealth Lab 7 executing SuperBands and EPA has been automated and hard coded forever to be on WealthSignals.com such that the Price Physics portion of Pairs Arbitrage Price Physics uses Multicharts OpenBeta 64 to push trades done in my Multicharts platform to Collective2 trading only TQQQ and SQQQ at a size of 60% times 4/3's is 80% of your portfolio)
Thus, the way a maximal allocation looks is
40% EPA, 20% PP, 80% PPPA Triple PA is Price Physics Pairs Arbitrage and is the trading style which only executes a trade when Price Physics and Pairs Arbitrage agree exiting when one of them does not agree so you'll have 140% or up to 133% of equity when using all of my trading algorithms allocated the way they were meant to be in a 2:1:2 pyramid developed as Quant Master earning 225% in less than 2.5 years on worldcupadvisor.com and where performance summaries up to September 2014 before leaving in October 2014 for wealthsignals.com is how my career progressed passed covestor, thank you all very much.
So, that's how to use every one of my algorithms for $525 monthly, $100 monthly on WealthSignals.com follows ETF Pairs Arbitrage, and $175 monthly on SuperBands by BWO, and $250 monthly for Power Prof PPPA by BWO
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.