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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

RisingStar
(92236749)

Created by: MicroWolf MicroWolf
Started: 02/2015
Stocks
Last trade: 3,172 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. Subscriptions to this system cost $97.00 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.

-27.8%
Annual Return (Compounded)

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(100.0%)
Max Drawdown
31
Num Trades
93.5%
Win Trades
0.2 : 1
Profit Factor
25.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2015       +2.0%+0.9%+3.0%+1.9%+0.5%(0.7%)(58.2%)+20.4%+46.7%(8.1%)(35.2%)(52.6%)
2016+26.7%(49.1%)+67.4%(2%)+3.1%+4.7%+20.1%(26.4%)(36.8%)+9.3%+7.6%(10.2%)(32.6%)
2017+74.9%+15.0%+17.2%(19.8%)(49.6%)+5.7%+5.9%(69.1%)(58.4%)(263.3%)(203.5%)+133.9%(45.9%)
2018+48.3%+12.1%(36.1%)(2.3%)(86%)+521.7%(15.1%)+27.6%+78.8%(9.9%)(27.1%)(100.5%)(100.6%)
2019(13028.6%)(6.1%)(42.9%)+85.5%(13.1%)+34.5%+56.7%(101.9%)(743.3%)(170.7%)(65.8%)(2395.8%)(88814.4%)
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -                                                        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.

Trading Record

This strategy has placed 36 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/15/15 15:55 EMR EMERSON ELECTRIC LONG 520 52.96 7/22 15:59 51.76 1.11%
Trade id #95904746
Max drawdown($637)
Time7/22/15 13:38
Quant open520
Worst price51.73
Drawdown as % of equity-1.11%
($629)
Includes Typical Broker Commissions trade costs of $7.70
6/29/15 9:36 MU MICRON TECHNOLOGY LONG 1,818 17.85 7/14 15:59 19.69 2.54%
Trade id #95544319
Max drawdown($1,365)
Time7/9/15 16:32
Quant open1,818
Worst price17.10
Drawdown as % of equity-2.54%
$3,329
Includes Typical Broker Commissions trade costs of $12.58
7/7/15 15:59 SNDK SANDISK LONG 502 54.79 7/14 15:59 55.71 1.48%
Trade id #95753085
Max drawdown($809)
Time7/13/15 9:44
Quant open502
Worst price53.18
Drawdown as % of equity-1.48%
$450
Includes Typical Broker Commissions trade costs of $10.04
7/6/15 10:27 DD DU PONT DE NEMOURS & CO LONG 466 59.01 7/14 9:31 59.04 1.05%
Trade id #95718432
Max drawdown($564)
Time7/9/15 16:04
Quant open466
Worst price57.80
Drawdown as % of equity-1.05%
$6
Includes Typical Broker Commissions trade costs of $9.32
6/29/15 9:53 EXC EXELON LONG 528 31.69 7/7 12:33 32.68 0.28%
Trade id #95545033
Max drawdown($152)
Time6/30/15 13:46
Quant open178
Worst price31.28
Drawdown as % of equity-0.28%
$518
Includes Typical Broker Commissions trade costs of $7.78
6/29/15 9:33 HPQ HEWLETT-PACKARD LONG 183 30.05 7/6 10:27 30.35 0.18%
Trade id #95544138
Max drawdown($96)
Time6/30/15 11:35
Quant open183
Worst price29.52
Drawdown as % of equity-0.18%
$51
Includes Typical Broker Commissions trade costs of $3.66
6/5/15 9:30 VZ VERIZON COMMUNICATIONS LONG 863 47.27 6/19 15:58 47.59 0.39%
Trade id #94832785
Max drawdown($213)
Time6/8/15 9:32
Quant open573
Worst price47.05
Drawdown as % of equity-0.39%
$257
Includes Typical Broker Commissions trade costs of $17.26
6/9/15 9:30 MO ALTRIA LONG 328 48.23 6/18 15:46 49.47 0.42%
Trade id #94891662
Max drawdown($228)
Time6/15/15 17:57
Quant open224
Worst price47.30
Drawdown as % of equity-0.42%
$399
Includes Typical Broker Commissions trade costs of $6.56
5/12/15 15:59 VIAB VIACOM INC CLASS B LONG 155 64.51 5/19 9:30 65.71 0.12%
Trade id #94379365
Max drawdown($62)
Time5/13/15 12:46
Quant open155
Worst price64.11
Drawdown as % of equity-0.12%
$183
Includes Typical Broker Commissions trade costs of $3.10
4/29/15 15:59 CHRW CH ROBINSON WORLDWIDE LONG 155 64.70 5/18 15:59 65.46 0.24%
Trade id #94148465
Max drawdown($128)
Time5/6/15 10:35
Quant open155
Worst price63.87
Drawdown as % of equity-0.24%
$115
Includes Typical Broker Commissions trade costs of $3.10
5/4/15 9:47 BA BOEING LONG 175 142.10 5/8 15:58 145.51 0.43%
Trade id #94216218
Max drawdown($231)
Time5/6/15 14:48
Quant open69
Worst price140.43
Drawdown as % of equity-0.43%
$594
Includes Typical Broker Commissions trade costs of $3.50
5/5/15 15:59 URBN URBAN OUTFITTERS LONG 250 40.42 5/7 15:59 40.66 0.24%
Trade id #94258406
Max drawdown($127)
Time5/6/15 9:53
Quant open250
Worst price39.91
Drawdown as % of equity-0.24%
$55
Includes Typical Broker Commissions trade costs of $5.00
4/29/15 15:47 URBN URBAN OUTFITTERS LONG 250 40.05 5/4 15:59 40.52 0.14%
Trade id #94148127
Max drawdown($75)
Time4/30/15 9:35
Quant open250
Worst price39.75
Drawdown as % of equity-0.14%
$113
Includes Typical Broker Commissions trade costs of $5.00
4/17/15 15:59 WFM WHOLE FOODS MARKET LONG 205 48.82 4/24 15:59 49.63 0.32%
Trade id #93930087
Max drawdown($172)
Time4/24/15 10:07
Quant open205
Worst price47.98
Drawdown as % of equity-0.32%
$162
Includes Typical Broker Commissions trade costs of $4.10
4/23/15 9:37 WMT WALMART INC LONG 127 78.60 4/24 9:35 80.93 0.04%
Trade id #94027446
Max drawdown($22)
Time4/23/15 9:46
Quant open127
Worst price78.42
Drawdown as % of equity-0.04%
$293
Includes Typical Broker Commissions trade costs of $2.54
4/2/15 9:30 UPS UNITED PARCEL SERVICE LONG 262 95.78 4/20 9:50 97.00 0.31%
Trade id #93645035
Max drawdown($160)
Time4/17/15 14:33
Quant open104
Worst price94.88
Drawdown as % of equity-0.31%
$316
Includes Typical Broker Commissions trade costs of $5.24
4/14/15 9:58 ACN ACCENTURE LONG 54 93.49 4/14 11:29 94.13 0.03%
Trade id #93841368
Max drawdown($14)
Time4/14/15 10:03
Quant open54
Worst price93.22
Drawdown as % of equity-0.03%
$34
Includes Typical Broker Commissions trade costs of $1.08
4/8/15 9:31 CME CME GROUP LONG 56 90.84 4/10 15:59 92.26 0.1%
Trade id #93736916
Max drawdown($50)
Time4/9/15 11:23
Quant open56
Worst price89.94
Drawdown as % of equity-0.10%
$79
Includes Typical Broker Commissions trade costs of $1.12
3/27/15 10:04 CSCO CISCO SYSTEMS LONG 184 27.13 4/9 15:59 27.63 0.1%
Trade id #93535010
Max drawdown($53)
Time4/6/15 9:33
Quant open184
Worst price26.84
Drawdown as % of equity-0.10%
$88
Includes Typical Broker Commissions trade costs of $3.68
3/26/15 15:59 UNP UNION PACIFIC LONG 140 107.02 4/9 15:59 109.83 0.18%
Trade id #93518068
Max drawdown($91)
Time4/6/15 8:28
Quant open46
Worst price106.15
Drawdown as % of equity-0.18%
$390
Includes Typical Broker Commissions trade costs of $2.80
3/19/15 9:30 MO ALTRIA LONG 296 50.55 4/2 11:44 51.02 0.87%
Trade id #93342030
Max drawdown($450)
Time3/26/15 9:31
Quant open296
Worst price49.03
Drawdown as % of equity-0.87%
$133
Includes Typical Broker Commissions trade costs of $5.92
3/25/15 15:59 BMY BRISTOL-MYERS SQUIBB LONG 77 64.77 3/31 11:33 64.85 0.13%
Trade id #93486592
Max drawdown($64)
Time3/26/15 8:50
Quant open77
Worst price63.93
Drawdown as % of equity-0.13%
$4
Includes Typical Broker Commissions trade costs of $1.54
3/11/15 9:30 KO COCA-COLA LONG 372 40.32 3/23 13:49 40.88 0.52%
Trade id #93145384
Max drawdown($262)
Time3/13/15 11:34
Quant open372
Worst price39.61
Drawdown as % of equity-0.52%
$203
Includes Typical Broker Commissions trade costs of $7.44
3/18/15 14:44 WYNN WYNN RESORTS LONG 41 122.45 3/19 15:38 130.00 0.03%
Trade id #93320056
Max drawdown($16)
Time3/18/15 15:02
Quant open41
Worst price122.05
Drawdown as % of equity-0.03%
$309
Includes Typical Broker Commissions trade costs of $0.82
3/18/15 11:14 WYNN WYNN RESORTS LONG 41 121.90 3/18 14:26 122.08 0.03%
Trade id #93309878
Max drawdown($15)
Time3/18/15 14:00
Quant open41
Worst price121.53
Drawdown as % of equity-0.03%
$6
Includes Typical Broker Commissions trade costs of $0.82
3/9/15 9:45 XOM EXXON MOBIL LONG 177 84.59 3/16 15:59 84.76 0.66%
Trade id #93079456
Max drawdown($337)
Time3/13/15 10:28
Quant open177
Worst price82.68
Drawdown as % of equity-0.66%
$26
Includes Typical Broker Commissions trade costs of $3.54
3/5/15 9:30 FAST FASTENAL LONG 126 39.73 3/9 9:33 40.46 0.03%
Trade id #92952227
Max drawdown($15)
Time3/5/15 9:33
Quant open126
Worst price39.61
Drawdown as % of equity-0.03%
$89
Includes Typical Broker Commissions trade costs of $2.52
2/2/15 11:16 KLAC KLA CORP LONG 164 63.56 2/26 9:31 65.79 0.08%
Trade id #92236812
Max drawdown($41)
Time2/2/15 14:00
Quant open82
Worst price60.78
Drawdown as % of equity-0.08%
$362
Includes Typical Broker Commissions trade costs of $3.28
2/9/15 9:30 ABBV ABBVIE INC LONG 89 55.85 2/20 15:59 61.29 0.12%
Trade id #92386864
Max drawdown($59)
Time2/9/15 15:34
Quant open89
Worst price55.18
Drawdown as % of equity-0.12%
$482
Includes Typical Broker Commissions trade costs of $1.78
2/2/15 11:28 VIAB VIACOM INC CLASS B LONG 78 63.66 2/6 15:58 67.05 0%
Trade id #92236969
Max drawdown$0
Time2/2/15 11:30
Quant open78
Worst price63.66
Drawdown as % of equity0.00%
$262
Includes Typical Broker Commissions trade costs of $1.56

Statistics

  • Strategy began
    2/2/2015
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    3335.09
  • Age
    111 months ago
  • What it trades
    Stocks
  • # Trades
    31
  • # Profitable
    29
  • % Profitable
    93.50%
  • Avg trade duration
    110.5 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    Aug 06, 2015 - Aug 17, 2015
  • Annual Return (Compounded)
    -27.8%
  • Avg win
    $325.76
  • Avg loss
    $57,556
  • Model Account Values (Raw)
  • Cash
    $10,079
  • Margin Used
    $0
  • Buying Power
    $10,079
  • Ratios
  • W:L ratio
    0.16:1
  • Sharpe Ratio
    -0.11
  • Sortino Ratio
    -0.15
  • Calmar Ratio
    -0.994
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -40.49%
  • Correlation to SP500
    0.13740
  • Return Percent SP500 (cumu) during strategy life
    159.72%
  • Return Statistics
  • Ann Return (w trading costs)
    -27.8%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.95%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.278%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    n/a
  • 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)
    100.00%
  • Chance of 80% account loss (Monte Carlo)
    100.00%
  • Chance of 90% account loss (Monte Carlo)
    100.00%
  • 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)
    356
  • Popularity (Last 6 weeks)
    764
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    556
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $57,556
  • Avg Win
    $326
  • Sum Trade PL (losers)
    $115,113.000
  • Age
  • Num Months filled monthly returns table
    33
  • Win / Loss
  • Sum Trade PL (winners)
    $9,447.000
  • # Winners
    29
  • Num Months Winners
    19
  • Dividends
  • Dividends Received in Model Acct
    8500
  • Win / Loss
  • # Losers
    2
  • % Winners
    93.5%
  • Frequency
  • Avg Position Time (mins)
    159075.00
  • Avg Position Time (hrs)
    2651.25
  • Avg Trade Length
    110.5 days
  • Last Trade Ago
    3164
  • Regression
  • Alpha
    0.00
  • Beta
    2.09
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    52.11
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    3.56
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    2.53
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -1.334
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.623
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.069
  • Hold-and-Hope Ratio
    -1.650
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.27836
  • SD
    1.23914
  • Sharpe ratio (Glass type estimate)
    -0.22464
  • Sharpe ratio (Hedges UMVUE)
    -0.20729
  • df
    10.00000
  • t
    -0.21508
  • p
    0.58298
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.26858
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.83023
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.25642
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.84184
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.28623
  • Upside Potential Ratio
    1.22073
  • Upside part of mean
    1.18717
  • Downside part of mean
    -1.46553
  • Upside SD
    0.67569
  • Downside SD
    0.97251
  • N nonnegative terms
    8.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    11.00000
  • Mean of predictor
    -0.05547
  • Mean of criterion
    -0.27836
  • SD of predictor
    0.15596
  • SD of criterion
    1.23914
  • Covariance
    0.17585
  • r
    0.90990
  • b (slope, estimate of beta)
    7.22925
  • a (intercept, estimate of alpha)
    0.12261
  • Mean Square Error
    0.29359
  • DF error
    9.00000
  • t(b)
    6.58029
  • p(b)
    0.00005
  • t(a)
    0.21541
  • p(a)
    0.41713
  • Lowerbound of 95% confidence interval for beta
    4.74399
  • Upperbound of 95% confidence interval for beta
    9.71450
  • Lowerbound of 95% confidence interval for alpha
    -1.16501
  • Upperbound of 95% confidence interval for alpha
    1.41023
  • Treynor index (mean / b)
    -0.03850
  • Jensen alpha (a)
    0.12261
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -1.36352
  • SD
    1.72007
  • Sharpe ratio (Glass type estimate)
    -0.79271
  • Sharpe ratio (Hedges UMVUE)
    -0.73147
  • df
    10.00000
  • t
    -0.75897
  • p
    0.76731
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.84937
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.30184
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.80354
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.34059
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.85582
  • Upside Potential Ratio
    0.63493
  • Upside part of mean
    1.01160
  • Downside part of mean
    -2.37512
  • Upside SD
    0.55335
  • Downside SD
    1.59324
  • N nonnegative terms
    8.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    11.00000
  • Mean of predictor
    -0.06702
  • Mean of criterion
    -1.36352
  • SD of predictor
    0.16000
  • SD of criterion
    1.72007
  • Covariance
    0.25588
  • r
    0.92977
  • b (slope, estimate of beta)
    9.99566
  • a (intercept, estimate of alpha)
    -0.69366
  • Mean Square Error
    0.44554
  • DF error
    9.00000
  • t(b)
    7.57668
  • p(b)
    0.00002
  • t(a)
    -0.98707
  • p(a)
    0.82530
  • Lowerbound of 95% confidence interval for beta
    7.01127
  • Upperbound of 95% confidence interval for beta
    12.98010
  • Lowerbound of 95% confidence interval for alpha
    -2.28340
  • Upperbound of 95% confidence interval for alpha
    0.89607
  • Treynor index (mean / b)
    -0.13641
  • Jensen alpha (a)
    -0.69366
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.60559
  • Expected Shortfall on VaR
    0.67445
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.17999
  • Expected Shortfall on VaR
    0.41399
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    11.00000
  • Minimum
    0.30980
  • Quartile 1
    0.99272
  • Median
    1.01869
  • Quartile 3
    1.08920
  • Maximum
    1.56294
  • Mean of quarter 1
    0.55303
  • Mean of quarter 2
    1.01640
  • Mean of quarter 3
    1.02645
  • Mean of quarter 4
    1.33092
  • Inter Quartile Range
    0.09647
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.18182
  • Mean of outliers low
    0.34363
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.18182
  • Mean of outliers high
    1.42209
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -1858.50000
  • VaR(95%) (moments method)
    0.11686
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -4.13544
  • VaR(95%) (regression method)
    1.56361
  • Expected Shortfall (regression method)
    1.56520
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.73862
  • Quartile 1
    0.73862
  • Median
    0.73862
  • Quartile 3
    0.73862
  • Maximum
    0.73862
  • 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
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.77546
  • Compounded annual return (geometric extrapolation)
    -0.74168
  • Calmar ratio (compounded annual return / max draw down)
    -1.00415
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -1.09968
  • 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
    0.74204
  • SD
    1.52696
  • Sharpe ratio (Glass type estimate)
    0.48596
  • Sharpe ratio (Hedges UMVUE)
    0.48489
  • df
    339.00000
  • t
    0.48313
  • p
    0.31466
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.48616
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.45744
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.48691
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.45668
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.75569
  • Upside Potential Ratio
    5.70806
  • Upside part of mean
    5.60500
  • Downside part of mean
    -4.86295
  • Upside SD
    1.16710
  • Downside SD
    0.98194
  • N nonnegative terms
    152.00000
  • N negative terms
    188.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    340.00000
  • Mean of predictor
    0.05233
  • Mean of criterion
    0.74204
  • SD of predictor
    0.18041
  • SD of criterion
    1.52696
  • Covariance
    0.05069
  • r
    0.18399
  • b (slope, estimate of beta)
    1.55722
  • a (intercept, estimate of alpha)
    339.56600
  • Mean Square Error
    2.25933
  • DF error
    338.00000
  • t(b)
    3.44133
  • p(b)
    0.00033
  • t(a)
    0.43684
  • p(a)
    0.33125
  • Lowerbound of 95% confidence interval for beta
    0.66714
  • Upperbound of 95% confidence interval for beta
    2.44730
  • Lowerbound of 95% confidence interval for alpha
    -2.31377
  • Upperbound of 95% confidence interval for alpha
    3.63489
  • Treynor index (mean / b)
    0.47652
  • Jensen alpha (a)
    0.66056
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.43407
  • SD
    1.57138
  • Sharpe ratio (Glass type estimate)
    -0.27624
  • Sharpe ratio (Hedges UMVUE)
    -0.27562
  • df
    339.00000
  • t
    -0.27462
  • p
    0.60811
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.24764
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.69549
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.24719
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.69594
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.34864
  • Upside Potential Ratio
    4.08519
  • Upside part of mean
    5.08624
  • Downside part of mean
    -5.52031
  • Upside SD
    0.95520
  • Downside SD
    1.24504
  • N nonnegative terms
    152.00000
  • N negative terms
    188.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    340.00000
  • Mean of predictor
    0.03605
  • Mean of criterion
    -0.43407
  • SD of predictor
    0.18084
  • SD of criterion
    1.57138
  • Covariance
    0.04449
  • r
    0.15657
  • b (slope, estimate of beta)
    1.36048
  • a (intercept, estimate of alpha)
    -0.48311
  • Mean Square Error
    2.41584
  • DF error
    338.00000
  • t(b)
    2.91444
  • p(b)
    0.00190
  • t(a)
    -0.30899
  • p(a)
    0.62124
  • Lowerbound of 95% confidence interval for beta
    0.44227
  • Upperbound of 95% confidence interval for beta
    2.27870
  • Lowerbound of 95% confidence interval for alpha
    -3.55854
  • Upperbound of 95% confidence interval for alpha
    2.59232
  • Treynor index (mean / b)
    -0.31906
  • Jensen alpha (a)
    -0.48311
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.13118
  • Expected Shortfall on VaR
    0.16099
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03351
  • Expected Shortfall on VaR
    0.07638
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    340.00000
  • Minimum
    0.46857
  • Quartile 1
    0.99813
  • Median
    1.00000
  • Quartile 3
    1.00528
  • Maximum
    1.82215
  • Mean of quarter 1
    0.94376
  • Mean of quarter 2
    0.99976
  • Mean of quarter 3
    1.00156
  • Mean of quarter 4
    1.06367
  • Inter Quartile Range
    0.00715
  • Number outliers low
    60.00000
  • Percentage of outliers low
    0.17647
  • Mean of outliers low
    0.92270
  • Number of outliers high
    51.00000
  • Percentage of outliers high
    0.15000
  • Mean of outliers high
    1.09893
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.11158
  • VaR(95%) (moments method)
    0.02511
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.59092
  • VaR(95%) (regression method)
    0.04113
  • Expected Shortfall (regression method)
    0.13313
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    20.00000
  • Minimum
    0.00004
  • Quartile 1
    0.00061
  • Median
    0.00184
  • Quartile 3
    0.00569
  • Maximum
    0.79061
  • Mean of quarter 1
    0.00031
  • Mean of quarter 2
    0.00105
  • Mean of quarter 3
    0.00353
  • Mean of quarter 4
    0.16724
  • Inter Quartile Range
    0.00507
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    0.40773
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    1.82250
  • VaR(95%) (moments method)
    0.06835
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    3.97628
  • VaR(95%) (regression method)
    0.13094
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.34645
  • Compounded annual return (geometric extrapolation)
    -0.34565
  • Calmar ratio (compounded annual return / max draw down)
    -0.43720
  • Compounded annual return / average of 25% largest draw downs
    -2.06678
  • Compounded annual return / Expected Shortfall lognormal
    -2.14705
  • 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
    1.18098
  • SD
    2.14565
  • Sharpe ratio (Glass type estimate)
    0.55041
  • Sharpe ratio (Hedges UMVUE)
    0.54799
  • df
    171.00000
  • t
    0.38920
  • p
    0.48106
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.22275
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.32209
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.22442
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.32040
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.85587
  • Upside Potential Ratio
    7.65948
  • Upside part of mean
    10.56900
  • Downside part of mean
    -9.38801
  • Upside SD
    1.63618
  • Downside SD
    1.37986
  • N nonnegative terms
    82.00000
  • N negative terms
    90.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    0.01756
  • Mean of criterion
    1.18098
  • SD of predictor
    0.23075
  • SD of criterion
    2.14565
  • Covariance
    0.09705
  • r
    0.19602
  • b (slope, estimate of beta)
    1.82272
  • a (intercept, estimate of alpha)
    1.14898
  • Mean Square Error
    4.45294
  • DF error
    170.00000
  • t(b)
    2.60632
  • p(b)
    0.40199
  • t(a)
    0.38501
  • p(a)
    0.48524
  • Lowerbound of 95% confidence interval for beta
    0.44220
  • Upperbound of 95% confidence interval for beta
    3.20324
  • Lowerbound of 95% confidence interval for alpha
    -4.74208
  • Upperbound of 95% confidence interval for alpha
    7.04003
  • Treynor index (mean / b)
    0.64792
  • Jensen alpha (a)
    1.14898
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -1.13549
  • SD
    2.20815
  • Sharpe ratio (Glass type estimate)
    -0.51423
  • Sharpe ratio (Hedges UMVUE)
    -0.51197
  • df
    171.00000
  • t
    -0.36361
  • p
    0.51769
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.28583
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.25886
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.28430
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.26037
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.64889
  • Upside Potential Ratio
    5.45796
  • Upside part of mean
    9.55093
  • Downside part of mean
    -10.68640
  • Upside SD
    1.33760
  • Downside SD
    1.74991
  • N nonnegative terms
    82.00000
  • N negative terms
    90.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    -0.00900
  • Mean of criterion
    -1.13549
  • SD of predictor
    0.23138
  • SD of criterion
    2.20815
  • Covariance
    0.08452
  • r
    0.16543
  • b (slope, estimate of beta)
    1.57877
  • a (intercept, estimate of alpha)
    -1.12127
  • Mean Square Error
    4.77041
  • DF error
    170.00000
  • t(b)
    2.18705
  • p(b)
    0.41729
  • t(a)
    -0.36301
  • p(a)
    0.51392
  • VAR (95 Confidence Intrvl)
    0.67300
  • Lowerbound of 95% confidence interval for beta
    0.15378
  • Upperbound of 95% confidence interval for beta
    3.00376
  • Lowerbound of 95% confidence interval for alpha
    -7.21867
  • Upperbound of 95% confidence interval for alpha
    4.97613
  • Treynor index (mean / b)
    -0.71923
  • Jensen alpha (a)
    -1.12127
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.18056
  • Expected Shortfall on VaR
    0.21958
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06330
  • Expected Shortfall on VaR
    0.13685
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    172.00000
  • Minimum
    0.46857
  • Quartile 1
    0.97486
  • Median
    1.00000
  • Quartile 3
    1.03298
  • Maximum
    1.82215
  • Mean of quarter 1
    0.90002
  • Mean of quarter 2
    0.99088
  • Mean of quarter 3
    1.01148
  • Mean of quarter 4
    1.11147
  • Inter Quartile Range
    0.05812
  • Number outliers low
    11.00000
  • Percentage of outliers low
    0.06395
  • Mean of outliers low
    0.75761
  • Number of outliers high
    10.00000
  • Percentage of outliers high
    0.05814
  • Mean of outliers high
    1.28469
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.68381
  • VaR(95%) (moments method)
    0.09930
  • Expected Shortfall (moments method)
    0.34123
  • Extreme Value Index (regression method)
    0.51306
  • VaR(95%) (regression method)
    0.08504
  • Expected Shortfall (regression method)
    0.19736
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.78268
  • Quartile 1
    0.78268
  • Median
    0.78268
  • Quartile 3
    0.78268
  • Maximum
    0.78268
  • 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
    0.75%
  • Expected Shortfall (regression method)
    0.00000
  • Max Equity Drawdown (num days)
    11
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.86074
  • Compounded annual return (geometric extrapolation)
    -0.67552
  • Calmar ratio (compounded annual return / max draw down)
    -0.86309
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -3.07645

Strategy Description

Hi there, thanks for checking out my system 'Rising Star'.

Before I invest in a stock I take everything into consideration. Such as;

Earning reports, news, hedge fund interest, technical indicators, public opinion,
support & resistance, trend lines, chart patterns, moving averages and
everything else you can think of.

A lot of research goes into every trade.

I recommend auto-trading to make sure that you get the same results
as me.

I only trade S&P100, NASDAQ100 and the best of the S&P500 stocks.

Trades can last from 1-30 days. Usually around 5.

There will probably be around 4-6 trades per month.

I will always keep subscribers updated on trades and what I'm doing in
a trade.

I'm online most of the time so feel free to send me a message.

I look forward to hearing from you!

Thanks for reading.

Will Cooper

NOTE: Right now membership to 'Rising Star' is limited to just 50 people.

Summary Statistics

Strategy began
2015-02-02
Suggested Minimum Capital
$50,000
# Trades
31
# Profitable
29
% Profitable
93.5%
Net Dividends
Correlation S&P500
0.137
Sharpe Ratio
-0.11
Sortino Ratio
-0.15
Beta
2.09
Alpha
0.00

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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