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Featured Strategy QUANT AI Gold and Silver +38.3% Cumul. Return since Sep 23, 2025 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Isonomy Turbo
(46587362)

Created by: DeanPignon DeanPignon
Started: 01/2010
Options
Last trade: 4,551 days ago

Subscriptions not available

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

Subscription terms. You can subscribe to this system for free.

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.

-4.1%
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.

(71.3%)
Max Drawdown
151
Num Trades
57.6%
Win Trades
1.0 : 1
Profit Factor
9.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010(4.9%)+5.2%(2.5%)+9.3%+15.9%+1.0%+3.1%(0.1%)+3.1%  -  (1%)+2.9%+35.0%
2011(4.9%)+1.2%+6.3%+3.8%(1.1%)(0.9%)+7.0%+8.3%(2.9%)+2.0%+3.8%(9.9%)+11.6%
2012+5.0%+1.0%(5.3%)(6.3%)(5.9%)(5.5%)(2.9%)+3.2%(2%)(13.5%)(6.6%)(5.1%)(37%)
2013(1.1%)(8.2%)(2.2%)(5.2%)(8.7%)(9.4%)(1.4%)+22.2%(14.4%)+9.6%(22.1%)(12.2%)(46.2%)
2014(0.6%)(0.7%)(0.7%)  -    -    -    -    -    -    -    -    -  (1.9%)
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -    -                                      0.0

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.

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

Trading Record

This strategy has placed 114 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 5179 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/22/13 9:15 TLT ISHARES 20+ YEAR TREASURY BOND LONG 200 113.00 12/23 9:48 104.01 23.55%
Trade id #84769472
Max drawdown($1,806)
Time12/23/13 9:41
Quant open200
Worst price103.97
Drawdown as % of equity-23.55%
 ($1,802)
Includes Typical Broker Commissions trade costs of $4.00
12/22/13 9:15 SLV ISHARES SILVER TRUST LONG 700 22.29 12/23 9:48 18.72 32.73%
Trade id #84769476
Max drawdown($2,510)
Time12/23/13 9:31
Quant open700
Worst price18.70
Drawdown as % of equity-32.73%
 ($2,506)
Includes Typical Broker Commissions trade costs of $9.50
6/28/13 10:15 SLV1517M15 SLV Jan17'15 15 put LONG 10 1.48 12/23 9:48 0.77 9.95%
Trade id #81762409
Max drawdown($820)
Time12/10/13 9:34
Quant open10
Worst price0.66
Drawdown as % of equity-9.95%
 ($724)
Includes Typical Broker Commissions trade costs of $14.00
9/20/13 11:45 TLT1517M95 TLT Jan17'15 95 put LONG 3 5.65 12/23 9:48 3.50 8.41%
Trade id #83067836
Max drawdown($645)
Time12/23/13 9:48
Quant open0
Worst price3.50
Drawdown as % of equity-8.41%
 ($649)
Includes Typical Broker Commissions trade costs of $4.20
9/20/13 12:23 QQQ1422O70 QQQ Mar22'14 70 put LONG 4 1.09 12/23 9:48 0.10 5.16%
Trade id #83068739
Max drawdown($396)
Time12/23/13 9:48
Quant open0
Worst price0.10
Drawdown as % of equity-5.16%
 ($402)
Includes Typical Broker Commissions trade costs of $5.60
3/27/13 9:30 SLV1517A40 SLV Jan17'15 40 call LONG 2 0.90 12/23 9:48 0.11 1.94%
Trade id #79915080
Max drawdown($160)
Time12/3/13 9:42
Quant open2
Worst price0.10
Drawdown as % of equity-1.94%
 ($161)
Includes Typical Broker Commissions trade costs of $2.80
6/28/13 10:18 SLV1517A25 SLV Jan17'15 25 call LONG 2 1.10 12/23 9:48 0.59 1.33%
Trade id #81762540
Max drawdown($102)
Time12/23/13 9:48
Quant open0
Worst price0.59
Drawdown as % of equity-1.33%
 ($105)
Includes Typical Broker Commissions trade costs of $2.80
4/19/13 9:56 SLV1517A35 SLV Jan17'15 35 call LONG 2 0.68 12/23 9:48 0.17 1.43%
Trade id #80359765
Max drawdown($110)
Time12/20/13 14:29
Quant open2
Worst price0.13
Drawdown as % of equity-1.43%
 ($105)
Includes Typical Broker Commissions trade costs of $2.80
9/20/13 11:05 SLV1321X24 SLV Dec21'13 24 put SHORT 4 3.25 12/22 9:15 0.00 11.31%
Trade id #83066769
Max drawdown($932)
Time12/3/13 12:23
Quant open-4
Worst price5.58
Drawdown as % of equity-11.31%
 $1,297
Includes Typical Broker Commissions trade costs of $2.80
9/20/13 11:05 SLV1321X20 SLV Dec21'13 20 put SHORT 3 0.87 12/22 9:15 0.00 3.24%
Trade id #83066783
Max drawdown($267)
Time12/3/13 10:00
Quant open-3
Worst price1.76
Drawdown as % of equity-3.24%
 $259
Includes Typical Broker Commissions trade costs of $2.10
9/20/13 11:22 TLT1321X113 TLT Dec21'13 113 put SHORT 2 9.50 12/22 9:15 0.00 2.31%
Trade id #83067277
Max drawdown($190)
Time12/4/13 14:31
Quant open-2
Worst price10.45
Drawdown as % of equity-2.31%
 $1,899
Includes Typical Broker Commissions trade costs of $1.40
10/8/13 10:40 QQQ1321X74 QQQ Dec21'13 74 put SHORT 4 1.20 12/22 9:13 0.00 0.96%
Trade id #83360242
Max drawdown($92)
Time10/10/13 9:31
Quant open-4
Worst price1.43
Drawdown as % of equity-0.96%
 $477
Includes Typical Broker Commissions trade costs of $2.80
6/24/13 14:44 QQQ1321U69 QQQ Sep21'13 69 put SHORT 4 2.05 9/20 11:49 0.01 0.79%
Trade id #81677610
Max drawdown($68)
Time6/25/13 10:34
Quant open-4
Worst price2.22
Drawdown as % of equity-0.79%
 $810
Includes Typical Broker Commissions trade costs of $5.60
6/27/13 9:35 QQQ1517A80 QQQ Jan17'15 80 call LONG 2 2.60 9/20 11:48 5.25 n/a $527
Includes Typical Broker Commissions trade costs of $2.80
6/24/13 14:50 TLT1418M100 TLT Jan18'14 100 put LONG 2 2.87 9/20 11:45 1.99 1.98%
Trade id #81677708
Max drawdown($182)
Time9/18/13 15:10
Quant open2
Worst price1.96
Drawdown as % of equity-1.98%
 ($179)
Includes Typical Broker Commissions trade costs of $2.80
12/24/12 9:37 TLT1418A135 TLT Jan18'14 135 call LONG 3 2.31 9/20/13 11:37 0.04 6.61%
Trade id #78300301
Max drawdown($684)
Time8/28/13 14:49
Quant open3
Worst price0.03
Drawdown as % of equity-6.61%
 ($685)
Includes Typical Broker Commissions trade costs of $4.20
2/21/13 14:28 TLT1418M105 TLT Jan18'14 105 put LONG 1 3.10 9/20 11:27 4.15 0%
Trade id #79342020
Max drawdown$0
Time6/19/13 14:12
Quant open1
Worst price3.10
Drawdown as % of equity0.00%
 $103
Includes Typical Broker Commissions trade costs of $2.00
6/21/13 15:42 TLT1321U118 TLT Sep21'13 118 put SHORT 2 10.30 9/20 11:21 13.35 10.49%
Trade id #81649233
Max drawdown($1,020)
Time9/10/13 15:25
Quant open-2
Worst price15.40
Drawdown as % of equity-10.49%
 ($613)
Includes Typical Broker Commissions trade costs of $2.80
6/21/13 15:44 SLV1321U20 SLV Sep21'13 20 put SHORT 4 1.57 9/20 11:03 0.01 0.05%
Trade id #81649252
Max drawdown($4)
Time8/7/13 9:31
Quant open-4
Worst price1.58
Drawdown as % of equity-0.05%
 $618
Includes Typical Broker Commissions trade costs of $5.60
6/21/13 15:45 SLV1321U27 SLV Sep21'13 27 put SHORT 3 7.55 9/20 10:58 6.00 1.03%
Trade id #81649298
Max drawdown($90)
Time8/1/13 9:31
Quant open-3
Worst price7.85
Drawdown as % of equity-1.03%
 $461
Includes Typical Broker Commissions trade costs of $4.20
4/19/13 9:47 SLV1517M20 SLV Jan17'15 20 put LONG 9 1.85 6/28 10:15 3.85 1.5%
Trade id #80359312
Max drawdown($144)
Time5/13/13 15:16
Quant open9
Worst price1.69
Drawdown as % of equity-1.50%
 $1,787
Includes Typical Broker Commissions trade costs of $12.60
4/3/13 13:39 TLT1322F120 TLT Jun22'13 120 call SHORT 1 2.00 6/23 9:02 0.00 0.41%
Trade id #80036294
Max drawdown($40)
Time5/9/13 13:15
Quant open-1
Worst price2.40
Drawdown as % of equity-0.41%
 $199
Includes Typical Broker Commissions trade costs of $1.00
3/15/13 13:49 QQQ1322R69 QQQ Jun22'13 69 put SHORT 4 2.26 6/23 9:01 0.00 0%
Trade id #79735332
Max drawdown$0
Time4/22/13 10:31
Quant open-4
Worst price2.26
Drawdown as % of equity0.00%
 $901
Includes Typical Broker Commissions trade costs of $2.80
3/15/13 13:22 SLV1322R33 SLV Jun22'13 33 put SHORT 1 5.15 6/21 11:39 14.20 9.3%
Trade id #79734873
Max drawdown($905)
Time6/21/13 11:39
Quant open0
Worst price14.20
Drawdown as % of equity-9.30%
 ($907)
Includes Typical Broker Commissions trade costs of $2.00
3/15/13 13:22 SLV1322R30 SLV Jun22'13 30 put SHORT 5 2.53 6/21 11:39 10.90 43%
Trade id #79734888
Max drawdown($4,185)
Time6/21/13 11:39
Quant open0
Worst price10.90
Drawdown as % of equity-43.00%
 ($4,192)
Includes Typical Broker Commissions trade costs of $7.00
3/15/13 14:00 TLT1322R120 TLT Jun22'13 120 put SHORT 2 6.40 6/21 11:01 10.25 8.95%
Trade id #79735519
Max drawdown($806)
Time6/20/13 13:31
Quant open-2
Worst price10.43
Drawdown as % of equity-8.95%
 ($773)
Includes Typical Broker Commissions trade costs of $2.80
12/24/12 9:36 TLT1316O120 TLT Mar16'13 120 put SHORT 2 2.62 3/15/13 14:00 4.65 5.28%
Trade id #78300270
Max drawdown($542)
Time3/8/13 11:47
Quant open-2
Worst price5.33
Drawdown as % of equity-5.28%
 ($409)
Includes Typical Broker Commissions trade costs of $2.80
12/21/12 11:41 QQQ1316O66 QQQ Mar16'13 66 put SHORT 1 3.05 3/15/13 13:50 0.01 0.58%
Trade id #78282492
Max drawdown($65)
Time12/31/12 9:34
Quant open-1
Worst price3.70
Drawdown as % of equity-0.58%
 $302
Includes Typical Broker Commissions trade costs of $2.00
12/21/12 12:02 SLV1316O29 SLV Mar16'13 29 put SHORT 1 1.27 3/15/13 13:19 1.14 0.48%
Trade id #78282966
Max drawdown($53)
Time2/20/13 14:56
Quant open-1
Worst price1.80
Drawdown as % of equity-0.48%
 $11
Includes Typical Broker Commissions trade costs of $2.00
12/24/12 9:37 TLT1316C125 TLT Mar16'13 125 call SHORT 2 1.55 2/11/13 10:53 0.07 0.16%
Trade id #78300307
Max drawdown($18)
Time12/31/12 12:21
Quant open-2
Worst price1.64
Drawdown as % of equity-0.16%
 $293
Includes Typical Broker Commissions trade costs of $2.80

Statistics

  • Strategy began
    1/25/2010
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    5978.23
  • Age
    199 months ago
  • What it trades
    Options
  • # Trades
    151
  • # Profitable
    87
  • % Profitable
    57.60%
  • Avg trade duration
    111.3 days
  • Max peak-to-valley drawdown
    71.28%
  • drawdown period
    Nov 15, 2011 - Dec 19, 2013
  • Annual Return (Compounded)
    -4.1%
  • Avg win
    $613.69
  • Avg loss
    $871.73
  • Model Account Values (Raw)
  • Cash
    $7,600
  • Margin Used
    $0
  • Buying Power
    $7,600
  • Ratios
  • W:L ratio
    0.96:1
  • Sharpe Ratio
    -0.32
  • Sortino Ratio
    -0.43
  • Calmar Ratio
    -0.056
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -626.70%
  • Correlation to SP500
    0.01440
  • Return Percent SP500 (cumu) during strategy life
    575.26%
  • Return Statistics
  • Ann Return (w trading costs)
    -4.1%
  • Slump
  • Current Slump as Pcnt Equity
    245.80%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.89%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.041%
  • Instruments
  • Percent Trades Options
    0.98%
  • Percent Trades Stocks
    0.01%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -1.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 60% account loss (Monte Carlo)
    100.00%
  • 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
  • Chance of 100% account loss (Monte Carlo)
    100.00%
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $872
  • Avg Win
    $614
  • Sum Trade PL (losers)
    $55,791.000
  • Age
  • Num Months filled monthly returns table
    198
  • Win / Loss
  • Sum Trade PL (winners)
    $53,391.000
  • # Winners
    87
  • Num Months Winners
    20
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    64
  • % Winners
    57.6%
  • Frequency
  • Avg Position Time (mins)
    160328.00
  • Avg Position Time (hrs)
    2672.14
  • Avg Trade Length
    111.3 days
  • Last Trade Ago
    4550
  • Regression
  • Alpha
    -0.01
  • Beta
    0.01
  • Treynor Index
    -1.21
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.05
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    20.63
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    5.22
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.06
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.09
  • Avg(MAE) / Avg(PL) - All trades
    -23.675
  • 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
    0.12
  • Avg(MAE) / Avg(PL) - Winning trades
    0.374
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.060
  • Hold-and-Hope Ratio
    -0.042
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.01804
  • SD
    0.17628
  • Sharpe ratio (Glass type estimate)
    -0.10236
  • Sharpe ratio (Hedges UMVUE)
    -0.10157
  • df
    97.00000
  • t
    -0.29253
  • p
    0.61475
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.78812
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.58387
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.78756
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.58442
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.14284
  • Upside Potential Ratio
    1.15703
  • Upside part of mean
    0.14616
  • Downside part of mean
    -0.16421
  • Upside SD
    0.12176
  • Downside SD
    0.12633
  • N nonnegative terms
    74.00000
  • N negative terms
    24.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    98.00000
  • Mean of predictor
    0.24919
  • Mean of criterion
    -0.01804
  • SD of predictor
    0.18652
  • SD of criterion
    0.17628
  • Covariance
    -0.00406
  • r
    -0.12346
  • b (slope, estimate of beta)
    -0.11668
  • a (intercept, estimate of alpha)
    0.01103
  • Mean Square Error
    0.03092
  • DF error
    96.00000
  • t(b)
    -1.21900
  • p(b)
    0.88708
  • t(a)
    0.16716
  • p(a)
    0.43380
  • Lowerbound of 95% confidence interval for beta
    -0.30668
  • Upperbound of 95% confidence interval for beta
    0.07332
  • Lowerbound of 95% confidence interval for alpha
    -0.11996
  • Upperbound of 95% confidence interval for alpha
    0.14203
  • Treynor index (mean / b)
    0.15465
  • Jensen alpha (a)
    0.01103
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.03363
  • SD
    0.17813
  • Sharpe ratio (Glass type estimate)
    -0.18878
  • Sharpe ratio (Hedges UMVUE)
    -0.18732
  • df
    97.00000
  • t
    -0.53948
  • p
    0.70461
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.87466
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.49806
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.87367
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.49903
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.24640
  • Upside Potential Ratio
    1.02156
  • Upside part of mean
    0.13942
  • Downside part of mean
    -0.17305
  • Upside SD
    0.11347
  • Downside SD
    0.13648
  • N nonnegative terms
    74.00000
  • N negative terms
    24.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    98.00000
  • Mean of predictor
    0.22975
  • Mean of criterion
    -0.03363
  • SD of predictor
    0.18588
  • SD of criterion
    0.17813
  • Covariance
    -0.00390
  • r
    -0.11765
  • b (slope, estimate of beta)
    -0.11275
  • a (intercept, estimate of alpha)
    -0.00772
  • Mean Square Error
    0.03162
  • DF error
    96.00000
  • t(b)
    -1.16081
  • p(b)
    0.87570
  • t(a)
    -0.11686
  • p(a)
    0.54639
  • Lowerbound of 95% confidence interval for beta
    -0.30554
  • Upperbound of 95% confidence interval for beta
    0.08005
  • Lowerbound of 95% confidence interval for alpha
    -0.13894
  • Upperbound of 95% confidence interval for alpha
    0.12349
  • Treynor index (mean / b)
    0.29826
  • Jensen alpha (a)
    -0.00772
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.08368
  • Expected Shortfall on VaR
    0.10299
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01796
  • Expected Shortfall on VaR
    0.04455
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    98.00000
  • Minimum
    0.77609
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.21877
  • Mean of quarter 1
    0.94636
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.04775
  • Inter Quartile Range
    0.00000
  • Number outliers low
    24.00000
  • Percentage of outliers low
    0.24490
  • Mean of outliers low
    0.94412
  • Number of outliers high
    21.00000
  • Percentage of outliers high
    0.21429
  • Mean of outliers high
    1.05684
  • Risk estimates for a one-period 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)
    0.11349
  • VaR(95%) (regression method)
    0.04978
  • Expected Shortfall (regression method)
    0.08774
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.01486
  • Quartile 1
    0.02576
  • Median
    0.04762
  • Quartile 3
    0.19147
  • Maximum
    0.56832
  • Mean of quarter 1
    0.01486
  • Mean of quarter 2
    0.02939
  • Mean of quarter 3
    0.06585
  • Mean of quarter 4
    0.56832
  • Inter Quartile Range
    0.16571
  • 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
    0.25000
  • Mean of outliers high
    0.56832
  • 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)
    -0.02941
  • Compounded annual return (geometric extrapolation)
    -0.03307
  • Calmar ratio (compounded annual return / max draw down)
    -0.05819
  • Compounded annual return / average of 25% largest draw downs
    -0.05819
  • Compounded annual return / Expected Shortfall lognormal
    -0.32108
  • 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
    -0.01645
  • SD
    0.18377
  • Sharpe ratio (Glass type estimate)
    -0.08949
  • Sharpe ratio (Hedges UMVUE)
    -0.08946
  • df
    2142.00000
  • t
    -0.25593
  • p
    0.60099
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.77480
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.59583
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.77477
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.59586
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.12059
  • Upside Potential Ratio
    4.54638
  • Upside part of mean
    0.61998
  • Downside part of mean
    -0.63643
  • Upside SD
    0.12312
  • Downside SD
    0.13637
  • N nonnegative terms
    1665.00000
  • N negative terms
    478.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    2143.00000
  • Mean of predictor
    0.25935
  • Mean of criterion
    -0.01645
  • SD of predictor
    0.24426
  • SD of criterion
    0.18377
  • Covariance
    -0.00203
  • r
    -0.04513
  • b (slope, estimate of beta)
    -0.03396
  • a (intercept, estimate of alpha)
    -0.00800
  • Mean Square Error
    0.03372
  • DF error
    2141.00000
  • t(b)
    -2.09053
  • p(b)
    0.98166
  • t(a)
    -0.11872
  • p(a)
    0.54724
  • Lowerbound of 95% confidence interval for beta
    -0.06581
  • Upperbound of 95% confidence interval for beta
    -0.00210
  • Lowerbound of 95% confidence interval for alpha
    -0.13382
  • Upperbound of 95% confidence interval for alpha
    0.11854
  • Treynor index (mean / b)
    0.48429
  • Jensen alpha (a)
    -0.00764
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.03358
  • SD
    0.18592
  • Sharpe ratio (Glass type estimate)
    -0.18060
  • Sharpe ratio (Hedges UMVUE)
    -0.18053
  • df
    2142.00000
  • t
    -0.51650
  • p
    0.69722
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.86593
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.50474
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.86586
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.50480
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.23713
  • Upside Potential Ratio
    4.32671
  • Upside part of mean
    0.61262
  • Downside part of mean
    -0.64620
  • Upside SD
    0.12044
  • Downside SD
    0.14159
  • N nonnegative terms
    1665.00000
  • N negative terms
    478.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    2143.00000
  • Mean of predictor
    0.22901
  • Mean of criterion
    -0.03358
  • SD of predictor
    0.24686
  • SD of criterion
    0.18592
  • Covariance
    -0.00204
  • r
    -0.04445
  • b (slope, estimate of beta)
    -0.03347
  • a (intercept, estimate of alpha)
    -0.02591
  • Mean Square Error
    0.03451
  • DF error
    2141.00000
  • t(b)
    -2.05863
  • p(b)
    0.98018
  • t(a)
    -0.39822
  • p(a)
    0.65475
  • Lowerbound of 95% confidence interval for beta
    -0.06536
  • Upperbound of 95% confidence interval for beta
    -0.00159
  • Lowerbound of 95% confidence interval for alpha
    -0.15351
  • Upperbound of 95% confidence interval for alpha
    0.10169
  • Treynor index (mean / b)
    1.00304
  • Jensen alpha (a)
    -0.02591
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01884
  • Expected Shortfall on VaR
    0.02353
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00284
  • Expected Shortfall on VaR
    0.00763
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    2143.00000
  • Minimum
    0.82364
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.10642
  • Mean of quarter 1
    0.99029
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.00946
  • Inter Quartile Range
    0.00000
  • Number outliers low
    478.00000
  • Percentage of outliers low
    0.22305
  • Mean of outliers low
    0.98911
  • Number of outliers high
    486.00000
  • Percentage of outliers high
    0.22678
  • Mean of outliers high
    1.01043
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.07170
  • VaR(95%) (moments method)
    0.00388
  • Expected Shortfall (moments method)
    0.00571
  • Extreme Value Index (regression method)
    0.12908
  • VaR(95%) (regression method)
    0.00880
  • Expected Shortfall (regression method)
    0.01580
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    49.00000
  • Minimum
    0.00047
  • Quartile 1
    0.00725
  • Median
    0.01321
  • Quartile 3
    0.03316
  • Maximum
    0.58676
  • Mean of quarter 1
    0.00363
  • Mean of quarter 2
    0.00918
  • Mean of quarter 3
    0.01944
  • Mean of quarter 4
    0.10268
  • Inter Quartile Range
    0.02592
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.06122
  • Mean of outliers high
    0.26947
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.79293
  • VaR(95%) (moments method)
    0.10452
  • Expected Shortfall (moments method)
    0.48596
  • Extreme Value Index (regression method)
    1.38753
  • VaR(95%) (regression method)
    0.08885
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.02936
  • Compounded annual return (geometric extrapolation)
    -0.03302
  • Calmar ratio (compounded annual return / max draw down)
    -0.05627
  • Compounded annual return / average of 25% largest draw downs
    -0.32155
  • Compounded annual return / Expected Shortfall lognormal
    -1.40324
  • 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
    0.00000
  • SD
    0.00000
  • Sharpe ratio (Glass type estimate)
    0.00000
  • Sharpe ratio (Hedges UMVUE)
    0.00000
  • df
    0.00000
  • t
    0.00000
  • p
    0.00000
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00000
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    0.00000
  • Upside SD
    0.00000
  • Downside SD
    0.00000
  • N nonnegative terms
    131.00000
  • N negative terms
    0.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    1.10021
  • Mean of criterion
    0.00000
  • SD of predictor
    0.40001
  • SD of criterion
    0.00000
  • Covariance
    0.00000
  • r
    0.00000
  • b (slope, estimate of beta)
    0.00000
  • a (intercept, estimate of alpha)
    0.00000
  • Mean Square Error
    0.00000
  • DF error
    0.00000
  • t(b)
    0.00000
  • p(b)
    0.00000
  • t(a)
    0.00000
  • p(a)
    0.00000
  • Lowerbound of 95% confidence interval for beta
    0.00000
  • Upperbound of 95% confidence interval for beta
    0.00000
  • Lowerbound of 95% confidence interval for alpha
    0.00000
  • Upperbound of 95% confidence interval for alpha
    0.00000
  • Treynor index (mean / b)
    0.00000
  • Jensen alpha (a)
    0.00000
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.00000
  • SD
    0.00000
  • Sharpe ratio (Glass type estimate)
    0.00000
  • Sharpe ratio (Hedges UMVUE)
    0.00000
  • df
    0.00000
  • t
    0.00000
  • p
    0.00000
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00000
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    0.00000
  • Upside SD
    0.00000
  • Downside SD
    0.00000
  • N nonnegative terms
    131.00000
  • N negative terms
    0.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    1.01794
  • Mean of criterion
    0.00000
  • SD of predictor
    0.40323
  • SD of criterion
    0.00000
  • Covariance
    0.00000
  • r
    0.00000
  • b (slope, estimate of beta)
    0.00000
  • a (intercept, estimate of alpha)
    0.00000
  • Mean Square Error
    0.00000
  • DF error
    0.00000
  • t(b)
    0.00000
  • p(b)
    0.00000
  • t(a)
    0.00000
  • p(a)
    0.00000
  • VAR (95 Confidence Intrvl)
    0.01900
  • Lowerbound of 95% confidence interval for beta
    0.00000
  • Upperbound of 95% confidence interval for beta
    0.00000
  • Lowerbound of 95% confidence interval for alpha
    0.00000
  • Upperbound of 95% confidence interval for alpha
    0.00000
  • Treynor index (mean / b)
    0.00000
  • Jensen alpha (a)
    0.00000
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00000
  • Expected Shortfall on VaR
    0.00000
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00000
  • Expected Shortfall on VaR
    0.00000
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    1.00000
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.00000
  • Mean of quarter 1
    1.00000
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.00000
  • Inter Quartile Range
    0.00000
  • 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 for a one-period 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 observations
    0.00000
  • Minimum
    0.00000
  • Quartile 1
    0.00000
  • Median
    0.00000
  • Quartile 3
    0.00000
  • Maximum
    0.00000
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -392787000
  • Max Equity Drawdown (num days)
    765
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.00000
  • Compounded annual return (geometric extrapolation)
    0.00000
  • Calmar ratio (compounded annual return / max draw down)
    0.00000
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    0.00000

Strategy Description


The Isonomy Balanced series:
--- Isonomy, Cautious Balanced - Unexciting but relatively safe, easy to understand and follow.
--- Isonomy Plus, Enhanced Balanced - Enhanced version of Isonomy for higher returns.
---
Isonomy Turbo, Aggressive Balanced - this system
. Most aggressive of the three systems for highest returns.

I am trading this in my own live account.


NOTE ABOUT EQUITY CHART


In the chart above, the gray line represents historical performance without charges. The blue line takes into account broker commissions (which scale with account size) and subscription fees (which do not scale). At the minimum $10,000 starting capital the subscription fees are a significant proportion of account size, which is why there is such an increasing discrepancy between the gray line and the blue line.

Had I run exactly the same system starting at, say, the $50,000 level (with of course 5x greater trade sizes) instead, the blue line would be much closer to the gray line. Keep in mind that the larger account size you trade, the smaller the drag effect of the subscription fee. This applies to any system on C2, not just this one.


About to subscribe?

Enter the following coupon code on the subscription form to receive a 50% discount for the first six months after your trial period runs out:

UGSG49244



TARGET


To return as much as possible long term while keeping risk of permanent loss at bay. The rough target is 25% compound per year.

If this does not seem like a worthy target, remember that the Isonomy series are intended for the
long term
. That means the target is 25% per year
on average over many years
.
Just to illustrate that 25% is actually rather a lot: At 10% per year $10,000 turns into $41,800 over 15 years, but at 25% $10,000 turns into $284,200 - almost seven times more!


DESCRIPTION


Isonomy Turbo works with a combination of Silver (or other precious commodity), Stocks and Bonds.

However, instead of buying the stock (ETFs) we buy and sell a combination of options on each underlying asset. This way we can arrange the resulting risk/reward curve to give us a good chance of making money in a variety of conditions, and some protection should prices go against us in the shorter term.
Simplified result: we profit if the stock price rises or even just stays the same. If the price falls, insurance is in place to limit losses.

As in Isonomy and Isonomy Plus, the principle is that sufficiently different asset classes do not usually move in step for long and so by keeping our money allocated between different asset classes, and rebalancing from time to time, we can smooth out our returns over the long term. Various studies have shown that such diversification reduces volatility.

But in Isonomy Turbo this asset balance is the basis for a more speculative approach, though with protections in place. Please note that, as mentioned above, Isonomy Turbo is based on building compound positions from several option legs which together offer profit potential and limited risk. Therefore some trades are
expected
to be losers. These are usually the risk-limiting (insurance) legs... think of them as paying an insurance premium.

We expect greater long term return than Isonomy or Isonomy Plus and, potentially, greater short term volatility as well.
High volatility is to be expected
from time to time. Drawdowns and flat periods are quite normal and will usually happen either in times of steadily reducing market volatility, or when there is correlation between two or more of the asset classes during a down move. These periods may take just days or months to play out. Max drawdown is expected to be under 30% although of course this cannot be a cast-iron guarantee.

Trading is more frequent but still not so much as to incur excessive trading costs, perhaps twenty-five to forty trades per year. Signals may come at any time of day but if you are off-line for a while and not auto-trading there is no need to panic - placing the trade a day late should usually not cause much deviation from performance as measured by Collective 2.


CUSTOMISATION


It is
highly recommended that you do not pick and choose
individual trades unless you are quite sure you know what extra risk you may be taking on by doing so. This also applies to already open positions when you start trading; you should open all of them when you start. One caveat there is that you can safely omit any trades to open a short position that is worth very little and is already close to expiry.

As mentioned above, some positions are there as insurance. If you omit those you may be left open to a wipe-out unless you set your own stop-loss. Isonomy Turbo assumes a balanced compound position and therefore does not use stop-losses.

If you would nevertheless like to customize (e.g. to tie up less capital) then the safer way is to trade only one or two underlyings instead of all three. Isonomy Turbo capital is split roughly one third in each underlying. So for example you'd trade only the QQQQ options or only TLT options.
However, doing this will increase your volatility and frequency of drawdowns.

One of the underlying principles of the Isonomy systems is to rely on short term market prediction as little as practicable. Timing entry into or out of the system, or timing trades to get better prices, is possible but usually not recommended.


REQUIREMENTS


~ This system should be traded with at least the current "total system equity" (it started with $10,000) as shown in the Model Account Status box on the right of this page, or by the end of the gray line on the chart above. You can trade with more, but less than $10,000 is not recommended.
See the Customisation section if you'd like to trade with less.

~ Make sure you scale your trades accordingly. For instance if the current system equity is $10,000 and the signal is to buy 5 option contracts, then with $20,000 in your account you would buy 10 contracts, and with $5,000 you would buy
2
- always
round down
if possible or you may not have enough funding to open all legs.

~ I recommend that you try to start your account size (and trade scaling) in exact multiples of the current system equity. So for instance, if the current system equity is $10,000 then trade your account with $10k or $20k or $30k... etc.
You don't
have
to stick to this, but it should ensure that your account follows the system exactly.

~
Important:
If you start trading this system manually you should place trades to open all currently open positions. If you autotrade then this should be done for you automatically. In some cases it is safe to omit old positions that are worth almost zero. If in doubt, ask me first.

~ You will need an options trading account with your broker which allows you to buy and sell spreads. You will not need to sell naked calls but naked short puts may be used rarely.
At OptionsXpress the required account permission is "Trading Level 4".

~ Make sure you are able to open
all trades
. It is important that all legs of the compound positions are in place because they work together to construct the desired risk-reward curve. Missing some legs out may expose you to a much greater level of risk.

~ No margin is used. Leverage is implicit in the way option pricing works. The portfolio may be leveraged up to 4x but rarely more than that.

~ If you want to gear down you can do so by trading with more than the current system equity but without scaling up the trade quantities as much.


NOTE: When you first start trading this system and you open all the currently open positions (there may be 10 or 12) then you may see an immediate drop in your account of a few percent. Unfortunately this is quite unavoidable due to the relatively high bid-ask spread on options prices. However, over a couple of months that blip will become more and more insignificant compared to the normal up/down gyrations of the portfolio.


Please use the system forum or contact me directly if you have any questions.


CREDIT CRISIS


Below are back-test results of how this system may have performed had it been running just before, and during, the Credit Crunch. Of course, these are only approximated hypothetical results derived after the fact and should be taken as such.

Year....Isonomy Turbo....S&P500
2005.........39.0%..............9.8% (Jan 05 - Jan 06)
2006...........9.5%............14.2%
2007.........28.6%.............-2.7%
2008..........36.3%...........-38.2%
2009.........14.1%............41.0%
Trade this strategy at Tradier

Summary Statistics

Strategy began
2010-01-25
Suggested Minimum Capital
$25,000
# Trades
151
# Profitable
87
% Profitable
57.6%
Correlation S&P500
0.014
Sharpe Ratio
-0.32
Sortino Ratio
-0.43
Beta
0.01
Alpha
-0.01

Latest Activity

subscribed on started simulation

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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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.