Topaz NQ100 M
(25860974)
Subscription terms. Subscriptions to this system cost $99.00 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 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  

2007  (1.7%)  +7.2%  +1.5%  (0.4%)  +10.0%  +8.0%  +10.6%  +0.3%  (1.4%)  +38.4%  
2008  (12%)  +10.5%  +11.8%  +3.8%  +1.8%  (9.7%)  +5.4%  +7.2%  (10.3%)  (15.9%)  +0.5%  +11.6%  (0.9%) 
2009  +15.4%  +9.5%  +2.4%  +8.4%  +7.1%  +5.3%  +7.5%  +5.9%  +11.4%  (2%)  +13.2%  +4.8%  +132.9% 
2010  (12.1%)  +17.6%  +3.3%  +2.1%  +5.6%  (10.6%)  +7.3%  +2.5%  +9.5%  +2.9%  +2.6%  +8.2%  +41.6% 
2011  +5.6%  +0.2%  +0.4%  +4.1%  +7.0%  (6%)  (3.5%)  (16.7%)  (13.4%)  +3.4%  +1.4%  (10.5%)  (27.4%) 
2012  +7.7%  (0.2%)  (2.1%)  (7.5%)  (5%)  +4.3%  +4.3%  +1.1%  +5.2%  (3.6%)  (0.3%)  +12.8%  +15.9% 
2013  +4.3%  +7.5%  +2.0%  +2.7%  +3.8%  +9.5%  +0.8%  +3.8%  +0.7%  +3.8%  +4.6%  (2.1%)  +49.6% 
2014  (11%)  +2.9%  +4.8%  +13.1%  +6.3%  (0.4%)  (0.4%)  (2.7%)  (2.6%)  (10.9%)  +1.2%  (4.5%)  (6.6%) 
2015  +3.6%  +9.2%  +3.7%  +2.6%  +6.2%  (7.9%)  +8.9%  (21.8%)  (6.9%)  +13.8%  (0.7%)  (3.7%)  +1.5% 
2016  (4.1%)  (12.5%)  +8.4%                    (9%) 
2017                          0.0 
2018                          0.0 
2019                          0.0 
2020                          0.0 
2021                    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.
Started  $100,000  
Buy Power  $676,922  
Cash  $676,922  
Equity  $0  
Cumulative $  $576,922  
Includes dividends and cashsettled expirations:  $45,178  Itemized 
Total System Equity  $676,922  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began4/2/2007

Suggested Minimum Cap$100,000

Strategy Age (days)5290.15

Age176 months ago

What it tradesStocks

# Trades3636

# Profitable2623

% Profitable72.10%

Avg trade duration4.1 days

Max peaktovalley drawdown%

drawdown periodDec ,  Dec ,

Annual Return (Compounded)19.5%

Avg win$1,236

Avg loss$2,677
 Model Account Values (Raw)

Cash$676,922

Margin Used$0

Buying Power$676,922
 Ratios

W:L ratio1.21:1

Sharpe Ratio0.4

Sortino Ratio0.58

Calmar Ratio0.286
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)351.13%

Correlation to SP5000.36330

Return Percent SP500 (cumu) during strategy life211.90%
 Return Statistics

Ann Return (w trading costs)19.5%
 Slump

Current Slump as Pcnt Equity43.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.42%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.195%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)14.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss64.50%

Chance of 20% account loss34.00%

Chance of 30% account loss20.00%

Chance of 40% account loss8.00%

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

Chance of 100% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss2.00%
 Popularity

Popularity (Today)659

Popularity (Last 6 weeks)950
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)899
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$2,677

Avg Win$1,237

Sum Trade PL (losers)$2,711,980.000
 Age

Num Months filled monthly returns table174
 Win / Loss

Sum Trade PL (winners)$3,243,720.000

# Winners2623

Num Months Winners72
 Dividends

Dividends Received in Model Acct45178
 Win / Loss

# Losers1013

% Winners72.1%
 Frequency

Avg Position Time (mins)5900.72

Avg Position Time (hrs)98.34

Avg Trade Length4.1 days

Last Trade Ago2012
 Regression

Alpha0.02

Beta0.47

Treynor Index0.07
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats68.60

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats85.80

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.16

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades18.924

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 trades0.876

Avg(MAE) / Avg(PL)  Losing trades1.727

HoldandHope Ratio0.053
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.22684

SD0.24771

Sharpe ratio (Glass type estimate)0.91575

Sharpe ratio (Hedges UMVUE)0.90937

df108.00000

t2.75993

p0.37166

Lowerbound of 95% confidence interval for Sharpe Ratio0.25204

Upperbound of 95% confidence interval for Sharpe Ratio1.57538

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24784

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.57090
 Statistics related to Sortino ratio

Sortino ratio1.43310

Upside Potential Ratio2.86618

Upside part of mean0.45368

Downside part of mean0.22684

Upside SD0.20008

Downside SD0.15829

N nonnegative terms77.00000

N negative terms32.00000
 Statistics related to linear regression on benchmark

N of observations109.00000

Mean of predictor0.03715

Mean of criterion0.22684

SD of predictor0.15840

SD of criterion0.24771

Covariance0.01682

r0.42860

b (slope, estimate of beta)0.67027

a (intercept, estimate of alpha)0.20195

Mean Square Error0.05056

DF error107.00000

t(b)4.90707

p(b)0.23574

t(a)2.70058

p(a)0.34091

Lowerbound of 95% confidence interval for beta0.39949

Upperbound of 95% confidence interval for beta0.94106

Lowerbound of 95% confidence interval for alpha0.05371

Upperbound of 95% confidence interval for alpha0.35018

Treynor index (mean / b)0.33843

Jensen alpha (a)0.20195
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19414

SD0.25057

Sharpe ratio (Glass type estimate)0.77480

Sharpe ratio (Hedges UMVUE)0.76941

df108.00000

t2.33513

p0.39038

Lowerbound of 95% confidence interval for Sharpe Ratio0.11459

Upperbound of 95% confidence interval for Sharpe Ratio1.43151

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11104

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.42777
 Statistics related to Sortino ratio

Sortino ratio1.12536

Upside Potential Ratio2.52054

Upside part of mean0.43482

Downside part of mean0.24068

Upside SD0.18865

Downside SD0.17251

N nonnegative terms77.00000

N negative terms32.00000
 Statistics related to linear regression on benchmark

N of observations109.00000

Mean of predictor0.02447

Mean of criterion0.19414

SD of predictor0.16032

SD of criterion0.25057

Covariance0.01876

r0.46702

b (slope, estimate of beta)0.72990

a (intercept, estimate of alpha)0.17628

Mean Square Error0.04955

DF error107.00000

t(b)5.46322

p(b)0.21388

t(a)2.38441

p(a)0.35821

Lowerbound of 95% confidence interval for beta0.46505

Upperbound of 95% confidence interval for beta0.99475

Lowerbound of 95% confidence interval for alpha0.02972

Upperbound of 95% confidence interval for alpha0.32284

Treynor index (mean / b)0.26598

Jensen alpha (a)0.17628
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.09769

Expected Shortfall on VaR0.12424
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02927

Expected Shortfall on VaR0.06743
 ORDER STATISTICS
 Quartiles of return rates

Number of observations109.00000

Minimum0.73930

Quartile 10.97752

Median1.02630

Quartile 31.06110

Maximum1.23787

Mean of quarter 10.92788

Mean of quarter 21.01170

Mean of quarter 31.04302

Mean of quarter 41.09974

Inter Quartile Range0.08358

Number outliers low2.00000

Percentage of outliers low0.01835

Mean of outliers low0.78654

Number of outliers high2.00000

Percentage of outliers high0.01835

Mean of outliers high1.22792
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.27265

VaR(95%) (moments method)0.06669

Expected Shortfall (moments method)0.11356

Extreme Value Index (regression method)0.14818

VaR(95%) (regression method)0.07411

Expected Shortfall (regression method)0.11603
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00331

Quartile 10.04300

Median0.08812

Quartile 30.15455

Maximum0.33462

Mean of quarter 10.01904

Mean of quarter 20.08283

Mean of quarter 30.13351

Mean of quarter 40.30344

Inter Quartile Range0.11155

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.15385

Mean of outliers high0.33171
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)10.22960

VaR(95%) (moments method)0.26742

Expected Shortfall (moments method)0.26742

Extreme Value Index (regression method)3.65345

VaR(95%) (regression method)0.46797

Expected Shortfall (regression method)0.46839
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.59274

Compounded annual return (geometric extrapolation)0.22641

Calmar ratio (compounded annual return / max draw down)0.67660

Compounded annual return / average of 25% largest draw downs0.74614

Compounded annual return / Expected Shortfall lognormal1.82230

0.00000

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

Mean0.23366

SD0.26405

Sharpe ratio (Glass type estimate)0.88490

Sharpe ratio (Hedges UMVUE)0.88469

df3148.00000

t2.67733

p0.00373

Lowerbound of 95% confidence interval for Sharpe Ratio0.23666

Upperbound of 95% confidence interval for Sharpe Ratio1.53300

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.23652

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.53286
 Statistics related to Sortino ratio

Sortino ratio1.30352

Upside Potential Ratio6.85354

Upside part of mean1.22850

Downside part of mean0.99484

Upside SD0.19423

Downside SD0.17925

N nonnegative terms1466.00000

N negative terms1683.00000
 Statistics related to linear regression on benchmark

N of observations3149.00000

Mean of predictor0.05293

Mean of criterion0.23366

SD of predictor0.21507

SD of criterion0.26405

Covariance0.02407

r0.42378

b (slope, estimate of beta)0.52028

a (intercept, estimate of alpha)0.44200

Mean Square Error0.05722

DF error3147.00000

t(b)26.24690

p(b)0.00000

t(a)2.60686

p(a)0.00459

Lowerbound of 95% confidence interval for beta0.48142

Upperbound of 95% confidence interval for beta0.55915

Lowerbound of 95% confidence interval for alpha0.05109

Upperbound of 95% confidence interval for alpha0.36114

Treynor index (mean / b)0.44909

Jensen alpha (a)0.20612
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19898

SD0.26285

Sharpe ratio (Glass type estimate)0.75700

Sharpe ratio (Hedges UMVUE)0.75682

df3148.00000

t2.29035

p0.01103

Lowerbound of 95% confidence interval for Sharpe Ratio0.10888

Upperbound of 95% confidence interval for Sharpe Ratio1.40502

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10875

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.40489
 Statistics related to Sortino ratio

Sortino ratio1.07658

Upside Potential Ratio6.54971

Upside part of mean1.21052

Downside part of mean1.01155

Upside SD0.18715

Downside SD0.18482

N nonnegative terms1466.00000

N negative terms1683.00000
 Statistics related to linear regression on benchmark

N of observations3149.00000

Mean of predictor0.02978

Mean of criterion0.19898

SD of predictor0.21532

SD of criterion0.26285

Covariance0.02411

r0.42603

b (slope, estimate of beta)0.52006

a (intercept, estimate of alpha)0.18349

Mean Square Error0.05657

DF error3147.00000

t(b)26.41690

p(b)0.00000

t(a)2.33412

p(a)0.00983

Lowerbound of 95% confidence interval for beta0.48146

Upperbound of 95% confidence interval for beta0.55866

Lowerbound of 95% confidence interval for alpha0.02935

Upperbound of 95% confidence interval for alpha0.33762

Treynor index (mean / b)0.38260

Jensen alpha (a)0.18349
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02248

Expected Shortfall on VaR0.02823
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00673

Expected Shortfall on VaR0.01514
 ORDER STATISTICS
 Quartiles of return rates

Number of observations3149.00000

Minimum0.86155

Quartile 10.99916

Median1.00000

Quartile 31.00282

Maximum1.20336

Mean of quarter 10.98861

Mean of quarter 20.99989

Mean of quarter 31.00100

Mean of quarter 41.01334

Inter Quartile Range0.00365

Number outliers low361.00000

Percentage of outliers low0.11464

Mean of outliers low0.97850

Number of outliers high371.00000

Percentage of outliers high0.11782

Mean of outliers high1.02244
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.94426

VaR(95%) (moments method)0.00764

Expected Shortfall (moments method)0.15325

Extreme Value Index (regression method)0.41629

VaR(95%) (regression method)0.00877

Expected Shortfall (regression method)0.02032
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations159.00000

Minimum0.00000

Quartile 10.00113

Median0.00415

Quartile 30.01722

Maximum0.41050

Mean of quarter 10.00046

Mean of quarter 20.00253

Mean of quarter 30.00903

Mean of quarter 40.08981

Inter Quartile Range0.01609

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high23.00000

Percentage of outliers high0.14465

Mean of outliers high0.13630
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.72687

VaR(95%) (moments method)0.08246

Expected Shortfall (moments method)0.33459

Extreme Value Index (regression method)0.30056

VaR(95%) (regression method)0.08611

Expected Shortfall (regression method)0.16295
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.63033

Compounded annual return (geometric extrapolation)0.23235

Calmar ratio (compounded annual return / max draw down)0.56602

Compounded annual return / average of 25% largest draw downs2.58720

Compounded annual return / Expected Shortfall lognormal8.22958

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

Mean0.08442

SD0.23239

Sharpe ratio (Glass type estimate)0.36327

Sharpe ratio (Hedges UMVUE)0.36167

df171.00000

t0.25687

p0.48750

Lowerbound of 95% confidence interval for Sharpe Ratio2.40933

Upperbound of 95% confidence interval for Sharpe Ratio3.13482

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.41040

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.13374
 Statistics related to Sortino ratio

Sortino ratio0.48890

Upside Potential Ratio7.04685

Upside part of mean1.21682

Downside part of mean1.13240

Upside SD0.15458

Downside SD0.17267

N nonnegative terms70.00000

N negative terms102.00000
 Statistics related to linear regression on benchmark

N of observations172.00000

Mean of predictor0.17297

Mean of criterion0.08442

SD of predictor0.16783

SD of criterion0.23239

Covariance0.01808

r0.46344

b (slope, estimate of beta)0.64174

a (intercept, estimate of alpha)0.02658

Mean Square Error0.04266

DF error170.00000

t(b)6.81909

p(b)0.26828

t(a)0.09086

p(a)0.50348

Lowerbound of 95% confidence interval for beta0.45597

Upperbound of 95% confidence interval for beta0.82751

Lowerbound of 95% confidence interval for alpha0.60405

Upperbound of 95% confidence interval for alpha0.55089

Treynor index (mean / b)0.13155

Jensen alpha (a)0.02658
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.05738

SD0.23361

Sharpe ratio (Glass type estimate)0.24564

Sharpe ratio (Hedges UMVUE)0.24456

df171.00000

t0.17369

p0.49155

Lowerbound of 95% confidence interval for Sharpe Ratio2.52661

Upperbound of 95% confidence interval for Sharpe Ratio3.01725

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.52737

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.01648
 Statistics related to Sortino ratio

Sortino ratio0.32602

Upside Potential Ratio6.84652

Upside part of mean1.20504

Downside part of mean1.14766

Upside SD0.15260

Downside SD0.17601

N nonnegative terms70.00000

N negative terms102.00000
 Statistics related to linear regression on benchmark

N of observations172.00000

Mean of predictor0.15893

Mean of criterion0.05738

SD of predictor0.16775

SD of criterion0.23361

Covariance0.01820

r0.46456

b (slope, estimate of beta)0.64695

a (intercept, estimate of alpha)0.04544

Mean Square Error0.04305

DF error170.00000

t(b)6.83994

p(b)0.26772

t(a)0.15466

p(a)0.50593

VAR (95 Confidence Intrvl)0.07300

Lowerbound of 95% confidence interval for beta0.46024

Upperbound of 95% confidence interval for beta0.83366

Lowerbound of 95% confidence interval for alpha0.62541

Upperbound of 95% confidence interval for alpha0.53453

Treynor index (mean / b)0.08870

Jensen alpha (a)0.04544
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02034

Expected Shortfall on VaR0.02547
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00828

Expected Shortfall on VaR0.01778
 ORDER STATISTICS
 Quartiles of return rates

Number of observations172.00000

Minimum0.94363

Quartile 10.99823

Median1.00000

Quartile 31.00284

Maximum1.03844

Mean of quarter 10.98711

Mean of quarter 20.99979

Mean of quarter 31.00076

Mean of quarter 41.01344

Inter Quartile Range0.00461

Number outliers low18.00000

Percentage of outliers low0.10465

Mean of outliers low0.97556

Number of outliers high23.00000

Percentage of outliers high0.13372

Mean of outliers high1.02031
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.58388

VaR(95%) (moments method)0.00903

Expected Shortfall (moments method)0.02587

Extreme Value Index (regression method)0.29043

VaR(95%) (regression method)0.01419

Expected Shortfall (regression method)0.02783
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00290

Quartile 10.00410

Median0.00724

Quartile 30.01494

Maximum0.19415

Mean of quarter 10.00342

Mean of quarter 20.00461

Mean of quarter 30.00986

Mean of quarter 40.10539

Inter Quartile Range0.01083

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.16667

Mean of outliers high0.19415
 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 Negativen/a

Expected Shortfall (regression method)0.00000

Max Equity Drawdown (num days)157
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.06848

Compounded annual return (geometric extrapolation)0.06965

Calmar ratio (compounded annual return / max draw down)0.35876

Compounded annual return / average of 25% largest draw downs0.66091

Compounded annual return / Expected Shortfall lognormal2.73436
Strategy Description
Topaz NQ100 M
The name "topaz" is derived from the Greek topazos
"to seek ," which was the name of an island in the Red Sea
that was difficult to find ... in ancient times.
(from Wikipedia)
The Name
Topaz: a gemstone
NQ100: it trades Nasdaq100 stocks.
M: it is designed for manual trading
What to expect
Topaz generates between 5 and 40 limit orders once a day. Positions are held at least one night and a maximum of 12 days.
While trades will be filled during the day it is possible to trade it with a one time effort per day.
WARNING: Do not trade this system if did not fully read and understand all trading instructions. Ignoring some of these instructions may cause severe losses in your trading account.
Read More
Detailed description:
http://www.finantic.de/products/topaz
FAQ:
http://www.finantic.de/products/faq/c2/
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.