This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
11/23/2016
Most recent certification approved
11/23/16 10:35 ET
Trades at broker
Interactive Brokers (Direct Connection nonUS)
Scaling percentage used
100%
# trading signals issued by system since certification
461
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) account
455
Percent signals followed since 11/23/2016
98.7%
This information was last updated
12/14/17 1:03 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 11/23/2016,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations.
Unlike the results shown in an actual performance record, these results do not represent actual trading.
Also, because these trades have not actually been executed, these results may have
underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity.
Simulated or hypothetical trading programs in general are
also subject to the fact that they are designed with the benefit of hindsight. No representation is being
made that any account will or is likely to achieve
profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely
account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere
to a particular trading program in spite of trading losses are material points which can also adversely affect
actual trading results. There are numerous other factors related to the markets in general or to the implementation
of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance
results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
R Option
(102125034)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  11/23/2016 
Most recent certification approved  11/23/16 10:35 ET 
Trades at broker  Interactive Brokers (Direct Connection nonUS) 
Scaling percentage used  100% 
# trading signals issued by system since certification  461 
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) account  455 
Percent signals followed since 11/23/2016  98.7% 
This information was last updated  12/14/17 1:03 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 11/23/2016, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $199.00 per month.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2013  +0.2%  +2.6%  +3.2%  +8.9%  +3.4%  +6.3%  +5.4%  +11.6%  +13.0%  +8.1%  +4.2%  +12.9%  +114.7% 
2014  +12.0%  +20.7%  +13.2%  +0.1%  +2.1%  +11.0%  +3.0%  +13.9%  +3.1%  +31.3%  (0.1%)  +13.0%  +211.5% 
2015  +6.0%  +1.2%  +6.0%  +4.3%  +3.3%  (14.7%)  +44.1%  +1.0%  +5.6%  +3.1%  +2.2%  +2.1%  +72.7% 
2016  +3.8%  (0.9%)  +5.0%  (0.3%)  +9.6%  (4.9%)  +14.5%  +1.6%  +3.4%  (2.3%)  +3.0%  +0.4%  +36.6% 
2017  +4.1%  +2.8%  +2.0%  +0.3%  +3.8%    +5.2%  +1.2%  +0.2%  +1.5%  +0.7%  +1.0%  +25.2% 
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  $2,068,150  
Cash  $1  
Equity  $1  
Cumulative $  $1,968,158  
Includes dividends and cashsettled expirations:  $11,728  Itemized 
Total System Equity  $2,068,158  
Margined  $1  
Open P/L  $1,159  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began1/9/2013

Starting Unit Size$100,000

Strategy Age (days)1799.56

Age60 months ago

What it tradesOptions

# Trades322

# Profitable285

% Profitable88.50%

Avg trade duration10.3 days

Max peaktovalley drawdown41.7%

drawdown periodOct 08, 2014  Oct 16, 2014

Annual Return (Compounded)83.0%

Avg win$8,193

Avg loss$11,129
 Model Account Values (Raw)

Cash$2,068,150

Margin Used$0

Buying Power$2,068,150
 Ratios

W:L ratio5.70:1

Sharpe Ratio1.589

Sortino Ratio2.849

Calmar Ratio2.223
 CORRELATION STATISTICS

Correlation to SP5000.46900
 Return Statistics

Ann Return (w trading costs)83.0%

Ann Return (Compnd, No Fees)84.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss36.50%

Chance of 20% account loss17.00%

Chance of 30% account loss3.00%

Chance of 40% account loss0.50%

Chance of 50% account lossn/a
 Popularity

Popularity (Today)882

Popularity (Last 6 weeks)987

C2 Score98.9
 TradesOwnSystem Certification

Trades Own System?183804

TOS percent100%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$11,129

Avg Win$8,193

# Winners285

# Losers37

% Winners88.5%
 Frequency

Avg Position Time (mins)14884.20

Avg Position Time (hrs)248.07

Avg Trade Length10.3 days

Last Trade Ago0
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.66319

SD0.35230

Sharpe ratio (Glass type estimate)1.88248

Sharpe ratio (Hedges UMVUE)1.85760

df57.00000

t4.13860

p0.00006

Lowerbound of 95% confidence interval for Sharpe Ratio0.91943

Upperbound of 95% confidence interval for Sharpe Ratio2.83114

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.90310

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.81209
 Statistics related to Sortino ratio

Sortino ratio6.70850

Upside Potential Ratio7.44735

Upside part of mean0.73623

Downside part of mean0.07304

Upside SD0.38581

Downside SD0.09886

N nonnegative terms51.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations58.00000

Mean of predictor0.09507

Mean of criterion0.66319

SD of predictor0.09941

SD of criterion0.35230

Covariance0.01561

r0.44567

b (slope, estimate of beta)1.57941

a (intercept, estimate of alpha)0.51303

Mean Square Error0.10124

DF error56.00000

t(b)3.72553

p(b)0.00023

t(a)3.41490

p(a)0.00060

Lowerbound of 95% confidence interval for beta0.73015

Upperbound of 95% confidence interval for beta2.42867

Lowerbound of 95% confidence interval for alpha0.21208

Upperbound of 95% confidence interval for alpha0.81399

Treynor index (mean / b)0.41990

Jensen alpha (a)0.51303
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.59638

SD0.30261

Sharpe ratio (Glass type estimate)1.97081

Sharpe ratio (Hedges UMVUE)1.94476

df57.00000

t4.33279

p0.00003

Lowerbound of 95% confidence interval for Sharpe Ratio1.00155

Upperbound of 95% confidence interval for Sharpe Ratio2.92518

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.98443

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.90509
 Statistics related to Sortino ratio

Sortino ratio5.55573

Upside Potential Ratio6.28532

Upside part of mean0.67469

Downside part of mean0.07832

Upside SD0.32880

Downside SD0.10734

N nonnegative terms51.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations58.00000

Mean of predictor0.08965

Mean of criterion0.59638

SD of predictor0.09946

SD of criterion0.30261

Covariance0.01333

r0.44290

b (slope, estimate of beta)1.34753

a (intercept, estimate of alpha)0.47557

Mean Square Error0.07492

DF error56.00000

t(b)3.69675

p(b)0.00025

t(a)3.69456

p(a)0.00025

Lowerbound of 95% confidence interval for beta0.61731

Upperbound of 95% confidence interval for beta2.07775

Lowerbound of 95% confidence interval for alpha0.21771

Upperbound of 95% confidence interval for alpha0.73342

Treynor index (mean / b)0.44257

Jensen alpha (a)0.47557
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08971

Expected Shortfall on VaR0.12188
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00349

Expected Shortfall on VaR0.01275
 ORDER STATISTICS
 Quartiles of return rates

Number of observations58.00000

Minimum0.82515

Quartile 11.01274

Median1.03226

Quartile 31.07624

Maximum1.61711

Mean of quarter 10.98229

Mean of quarter 21.02281

Mean of quarter 31.05114

Mean of quarter 41.17139

Inter Quartile Range0.06350

Number outliers low2.00000

Percentage of outliers low0.03448

Mean of outliers low0.85230

Number of outliers high4.00000

Percentage of outliers high0.06897

Mean of outliers high1.31939
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.83273

VaR(95%) (regression method)0.01896

Expected Shortfall (regression method)0.21001
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00475

Quartile 10.00905

Median0.01490

Quartile 30.09446

Maximum0.17485

Mean of quarter 10.00614

Mean of quarter 20.01358

Mean of quarter 30.01621

Mean of quarter 40.14770

Inter Quartile Range0.08541

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)4.02156

Compounded annual return (geometric extrapolation)0.86691

Calmar ratio (compounded annual return / max draw down)4.95798

Compounded annual return / average of 25% largest draw downs5.86956

Compounded annual return / Expected Shortfall lognormal7.11286

0.00000

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

Mean0.67609

SD0.42528

Sharpe ratio (Glass type estimate)1.58973

Sharpe ratio (Hedges UMVUE)1.58880

df1284.00000

t3.52067

p0.45111

Lowerbound of 95% confidence interval for Sharpe Ratio0.70230

Upperbound of 95% confidence interval for Sharpe Ratio2.47658

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.70167

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.47594
 Statistics related to Sortino ratio

Sortino ratio2.84922

Upside Potential Ratio6.45166

Upside part of mean1.53090

Downside part of mean0.85482

Upside SD0.35519

Downside SD0.23729

N nonnegative terms575.00000

N negative terms710.00000
 Statistics related to linear regression on benchmark

N of observations1285.00000

Mean of predictor0.10165

Mean of criterion0.67609

SD of predictor0.11947

SD of criterion0.42528

Covariance0.02376

r0.46768

b (slope, estimate of beta)1.66483

a (intercept, estimate of alpha)0.50700

Mean Square Error0.14142

DF error1283.00000

t(b)18.95210

p(b)0.21351

t(a)2.98082

p(a)0.44726

Lowerbound of 95% confidence interval for beta1.49250

Upperbound of 95% confidence interval for beta1.83717

Lowerbound of 95% confidence interval for alpha0.17327

Upperbound of 95% confidence interval for alpha0.84044

Treynor index (mean / b)0.40610

Jensen alpha (a)0.50686
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.58977

SD0.40923

Sharpe ratio (Glass type estimate)1.44115

Sharpe ratio (Hedges UMVUE)1.44031

df1284.00000

t3.19162

p0.45564

Lowerbound of 95% confidence interval for Sharpe Ratio0.55412

Upperbound of 95% confidence interval for Sharpe Ratio2.32764

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.55355

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.32707
 Statistics related to Sortino ratio

Sortino ratio2.32943

Upside Potential Ratio5.82655

Upside part of mean1.47518

Downside part of mean0.88541

Upside SD0.32337

Downside SD0.25318

N nonnegative terms575.00000

N negative terms710.00000
 Statistics related to linear regression on benchmark

N of observations1285.00000

Mean of predictor0.09448

Mean of criterion0.58977

SD of predictor0.11959

SD of criterion0.40923

Covariance0.02348

r0.47979

b (slope, estimate of beta)1.64180

a (intercept, estimate of alpha)0.43465

Mean Square Error0.12902

DF error1283.00000

t(b)19.58750

p(b)0.20672

t(a)2.67666

p(a)0.45260

Lowerbound of 95% confidence interval for beta1.47737

Upperbound of 95% confidence interval for beta1.80624

Lowerbound of 95% confidence interval for alpha0.11608

Upperbound of 95% confidence interval for alpha0.75322

Treynor index (mean / b)0.35922

Jensen alpha (a)0.43465
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03857

Expected Shortfall on VaR0.04863
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00769

Expected Shortfall on VaR0.01787
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1285.00000

Minimum0.81471

Quartile 11.00000

Median1.00000

Quartile 31.00369

Maximum1.39997

Mean of quarter 10.98721

Mean of quarter 21.00000

Mean of quarter 31.00115

Mean of quarter 41.02243

Inter Quartile Range0.00369

Number outliers low148.00000

Percentage of outliers low0.11517

Mean of outliers low0.97424

Number of outliers high190.00000

Percentage of outliers high0.14786

Mean of outliers high1.03388
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.10849

VaR(95%) (moments method)0.00718

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.66877

VaR(95%) (regression method)0.00898

Expected Shortfall (regression method)0.03591
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations144.00000

Minimum0.00000

Quartile 10.00167

Median0.00647

Quartile 30.01827

Maximum0.38451

Mean of quarter 10.00064

Mean of quarter 20.00349

Mean of quarter 30.01265

Mean of quarter 40.07640

Inter Quartile Range0.01659

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high17.00000

Percentage of outliers high0.11806

Mean of outliers high0.13162
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.73781

VaR(95%) (moments method)0.07734

Expected Shortfall (moments method)0.31722

Extreme Value Index (regression method)0.60495

VaR(95%) (regression method)0.06882

Expected Shortfall (regression method)0.19263
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)4.01373

Compounded annual return (geometric extrapolation)0.85461

Calmar ratio (compounded annual return / max draw down)2.22262

Compounded annual return / average of 25% largest draw downs11.18660

Compounded annual return / Expected Shortfall lognormal17.57260

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

Mean0.16072

SD0.08619

Sharpe ratio (Glass type estimate)1.86476

Sharpe ratio (Hedges UMVUE)1.85398

df130.00000

t1.31859

p0.44256

Lowerbound of 95% confidence interval for Sharpe Ratio0.91981

Upperbound of 95% confidence interval for Sharpe Ratio4.64231

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.92697

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.63494
 Statistics related to Sortino ratio

Sortino ratio3.04504

Upside Potential Ratio8.07914

Upside part of mean0.42642

Downside part of mean0.26570

Upside SD0.06844

Downside SD0.05278

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15085

Mean of criterion0.16072

SD of predictor0.06651

SD of criterion0.08619

Covariance0.00364

r0.63448

b (slope, estimate of beta)0.82224

a (intercept, estimate of alpha)0.03668

Mean Square Error0.00447

DF error129.00000

t(b)9.32323

p(b)0.12511

t(a)0.38408

p(a)0.47849

Lowerbound of 95% confidence interval for beta0.64775

Upperbound of 95% confidence interval for beta0.99673

Lowerbound of 95% confidence interval for alpha0.15228

Upperbound of 95% confidence interval for alpha0.22564

Treynor index (mean / b)0.19546

Jensen alpha (a)0.03668
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.15698

SD0.08595

Sharpe ratio (Glass type estimate)1.82639

Sharpe ratio (Hedges UMVUE)1.81583

df130.00000

t1.29145

p0.44373

Lowerbound of 95% confidence interval for Sharpe Ratio0.95769

Upperbound of 95% confidence interval for Sharpe Ratio4.60368

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.96475

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.59641
 Statistics related to Sortino ratio

Sortino ratio2.95367

Upside Potential Ratio7.97886

Upside part of mean0.42406

Downside part of mean0.26708

Upside SD0.06783

Downside SD0.05315

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.14860

Mean of criterion0.15698

SD of predictor0.06654

SD of criterion0.08595

Covariance0.00364

r0.63618

b (slope, estimate of beta)0.82177

a (intercept, estimate of alpha)0.03487

Mean Square Error0.00443

DF error129.00000

t(b)9.36513

p(b)0.12428

t(a)0.36686

p(a)0.47945

Lowerbound of 95% confidence interval for beta0.64816

Upperbound of 95% confidence interval for beta0.99538

Lowerbound of 95% confidence interval for alpha0.15318

Upperbound of 95% confidence interval for alpha0.22292

Treynor index (mean / b)0.19103

Jensen alpha (a)0.03487
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00810

Expected Shortfall on VaR0.01030
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00227

Expected Shortfall on VaR0.00511
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97998

Quartile 11.00000

Median1.00008

Quartile 31.00147

Maximum1.02591

Mean of quarter 10.99618

Mean of quarter 21.00001

Mean of quarter 31.00064

Mean of quarter 41.00605

Inter Quartile Range0.00147

Number outliers low12.00000

Percentage of outliers low0.09160

Mean of outliers low0.99056

Number of outliers high18.00000

Percentage of outliers high0.13740

Mean of outliers high1.00900
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.78185

VaR(95%) (moments method)0.00319

Expected Shortfall (moments method)0.01798

Extreme Value Index (regression method)0.27025

VaR(95%) (regression method)0.00438

Expected Shortfall (regression method)0.00952
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00000

Quartile 10.00091

Median0.00223

Quartile 30.01119

Maximum0.02993

Mean of quarter 10.00032

Mean of quarter 20.00182

Mean of quarter 30.00685

Mean of quarter 40.02711

Inter Quartile Range0.01027

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 high0.02938
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)23.19210

VaR(95%) (moments method)0.02143

Expected Shortfall (moments method)0.02143

Extreme Value Index (regression method)3.16105

VaR(95%) (regression method)0.04093

Expected Shortfall (regression method)0.04102
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.19370

Compounded annual return (geometric extrapolation)0.20308

Calmar ratio (compounded annual return / max draw down)6.78434

Compounded annual return / average of 25% largest draw downs7.49106

Compounded annual return / Expected Shortfall lognormal19.71930
Strategy Description
The goal of "R Option" is to generate approximately 100% every three years.The Strategy is managed by Mario Randholm, CEO of Randholm & Co., an investment management company dedicated to managing capital for its clients and employees by adhering to mathematical and statistical methods.
The strategy have more than 10 years of track record with the original algorithm.
A similar strategy "R Option Mini" was created in Jan 2017 to facilitate scaling for smaller accounts.
Commentary:
http://www.mariorandholm.com/2017/01/01/roption/
Description and Performance of "R Option Mini":
https://randbots.com/details/109107515
Description and Performance of "R Lima":
https://randbots.com/details/109504095
Summary Statistics
Latest Activity
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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(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
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