TQQQ Aspire
(117734561)
Subscription terms. Subscriptions to this system cost $149.00 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.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).Sector: Technology
Focuses primarily on stocks of technology companies.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  

2018  +3.6%  +8.0%  +5.4%  +12.5%  (10.5%)  (12.5%)    (1.8%)  +2.1%  
2019  (0.9%)  +0.6%  +7.7%  +14.7%  (4.5%)  +25.8%  +5.7%  (12.7%)  (0.7%)  (0.7%)  +3.3%  +8.7%  +51.4% 
2020  (4.1%)  +16.2%  (4.6%)  (8.8%)  +0.5%  +0.1%  (0.9%)  +22.1%  +14.7%  +9.3%  +11.0%  (3.6%)  +58.1% 
2021  +1.0%  +7.0%  +2.6%  +16.9%  (1.6%)  +12.9%  +3.7%  +13.2%  (3.3%)  +14.5%  +6.7%  +1.4%  +102.4% 
2022  +0.5%  (6.5%)  +5.3%  (1%)  +4.3%  (3.4%)  +2.6%  (2.9%)  (1.2%)  +1.6%  +0.5%  (1.8%)  (2.5%) 
2023  +3.9%  +2.2%  (0.1%)  +1.0%  +3.5%  +0.4%  +11.2% 
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  $20,000  
Buy Power  $120,232  
Cash  $1  
Equity  $1  
Cumulative $  $100,232  
Includes dividends and cashsettled expirations:  $22  Itemized 
Total System Equity  $120,232  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began5/1/2018

Suggested Minimum Cap$35,000

Strategy Age (days)1861.62

Age62 months ago

What it tradesStocks

# Trades280

# Profitable125

% Profitable44.60%

Avg trade duration2.3 days

Max peaktovalley drawdown24.67%

drawdown periodAug 30, 2018  Feb 12, 2019

Annual Return (Compounded)38.9%

Avg win$1,930

Avg loss$910.69
 Model Account Values (Raw)

Cash$120,232

Margin Used$0

Buying Power$120,232
 Ratios

W:L ratio1.71:1

Sharpe Ratio1.24

Sortino Ratio2.19

Calmar Ratio2.317
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)375.16%

Correlation to SP5000.24120

Return Percent SP500 (cumu) during strategy life60.98%
 Return Statistics

Ann Return (w trading costs)38.9%
 Slump

Current Slump as Pcnt Equity1.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.00%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.389%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)42.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss27.50%

Chance of 20% account loss4.50%

Chance of 30% account loss1.50%

Chance of 40% account lossn/a

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)923

Popularity (Last 6 weeks)992
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score984

Popularity (7 days, Percentile 1000 scale)977
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$911

Avg Win$1,931

Sum Trade PL (losers)$141,157.000
 Age

Num Months filled monthly returns table62
 Win / Loss

Sum Trade PL (winners)$241,367.000

# Winners125

Num Months Winners39
 Dividends

Dividends Received in Model Acct22
 AUM

AUM (AutoTrader live capital)6798510
 Win / Loss

# Losers155

% Winners44.6%
 Frequency

Avg Position Time (mins)3311.32

Avg Position Time (hrs)55.19

Avg Trade Length2.3 days

Last Trade Ago0
 Leverage

Daily leverage (average)2.84

Daily leverage (max)4.28
 Regression

Alpha0.09

Beta0.26

Treynor Index0.35
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats7.66

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats54.88

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.54

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades5.655

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 trades0.231

Avg(MAE) / Avg(PL)  Losing trades1.162

HoldandHope Ratio0.176
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.38571

SD0.25552

Sharpe ratio (Glass type estimate)1.50952

Sharpe ratio (Hedges UMVUE)1.48921

df56.00000

t3.28992

p0.00087

Lowerbound of 95% confidence interval for Sharpe Ratio0.56181

Upperbound of 95% confidence interval for Sharpe Ratio2.44493

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.54858

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.42985
 Statistics related to Sortino ratio

Sortino ratio3.81311

Upside Potential Ratio5.36742

Upside part of mean0.54294

Downside part of mean0.15723

Upside SD0.25751

Downside SD0.10115

N nonnegative terms35.00000

N negative terms22.00000
 Statistics related to linear regression on benchmark

N of observations57.00000

Mean of predictor0.09403

Mean of criterion0.38571

SD of predictor0.20096

SD of criterion0.25552

Covariance0.01939

r0.37756

b (slope, estimate of beta)0.48007

a (intercept, estimate of alpha)0.34057

Mean Square Error0.05700

DF error55.00000

t(b)3.02383

p(b)0.00189

t(a)3.08049

p(a)0.00161

Lowerbound of 95% confidence interval for beta0.16190

Upperbound of 95% confidence interval for beta0.79823

Lowerbound of 95% confidence interval for alpha0.11901

Upperbound of 95% confidence interval for alpha0.56214

Treynor index (mean / b)0.80345

Jensen alpha (a)0.34057
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34954

SD0.24264

Sharpe ratio (Glass type estimate)1.44058

Sharpe ratio (Hedges UMVUE)1.42120

df56.00000

t3.13967

p0.00135

Lowerbound of 95% confidence interval for Sharpe Ratio0.49682

Upperbound of 95% confidence interval for Sharpe Ratio2.37254

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48418

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.35822
 Statistics related to Sortino ratio

Sortino ratio3.31436

Upside Potential Ratio4.85293

Upside part of mean0.51180

Downside part of mean0.16226

Upside SD0.23853

Downside SD0.10546

N nonnegative terms35.00000

N negative terms22.00000
 Statistics related to linear regression on benchmark

N of observations57.00000

Mean of predictor0.07275

Mean of criterion0.34954

SD of predictor0.20871

SD of criterion0.24264

Covariance0.01941

r0.38337

b (slope, estimate of beta)0.44570

a (intercept, estimate of alpha)0.31711

Mean Square Error0.05113

DF error55.00000

t(b)3.07837

p(b)0.00162

t(a)3.04075

p(a)0.00181

Lowerbound of 95% confidence interval for beta0.15554

Upperbound of 95% confidence interval for beta0.73585

Lowerbound of 95% confidence interval for alpha0.10811

Upperbound of 95% confidence interval for alpha0.52611

Treynor index (mean / b)0.78424

Jensen alpha (a)0.31711
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08248

Expected Shortfall on VaR0.10865
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02517

Expected Shortfall on VaR0.05330
 ORDER STATISTICS
 Quartiles of return rates

Number of observations57.00000

Minimum0.87773

Quartile 10.99088

Median1.02811

Quartile 31.07044

Maximum1.24362

Mean of quarter 10.95494

Mean of quarter 21.00623

Mean of quarter 31.04822

Mean of quarter 41.13418

Inter Quartile Range0.07956

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.03509

Mean of outliers high1.24036
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.28315

VaR(95%) (moments method)0.03062

Expected Shortfall (moments method)0.03896

Extreme Value Index (regression method)0.02373

VaR(95%) (regression method)0.04985

Expected Shortfall (regression method)0.07358
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00695

Quartile 10.02032

Median0.03136

Quartile 30.09334

Maximum0.19605

Mean of quarter 10.01319

Mean of quarter 20.02396

Mean of quarter 30.05105

Mean of quarter 40.13739

Inter Quartile Range0.07302

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)0.08678

VaR(95%) (moments method)0.15725

Expected Shortfall (moments method)0.19154

Extreme Value Index (regression method)1.84796

VaR(95%) (regression method)0.23089

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.05401

Compounded annual return (geometric extrapolation)0.45855

Calmar ratio (compounded annual return / max draw down)2.33895

Compounded annual return / average of 25% largest draw downs3.33767

Compounded annual return / Expected Shortfall lognormal4.22050

0.00000

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

Mean0.37127

SD0.21126

Sharpe ratio (Glass type estimate)1.75744

Sharpe ratio (Hedges UMVUE)1.75638

df1246.00000

t3.83409

p0.44601

Lowerbound of 95% confidence interval for Sharpe Ratio0.85607

Upperbound of 95% confidence interval for Sharpe Ratio2.65814

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.85535

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.65741
 Statistics related to Sortino ratio

Sortino ratio3.14979

Upside Potential Ratio10.46790

Upside part of mean1.23386

Downside part of mean0.86259

Upside SD0.17671

Downside SD0.11787

N nonnegative terms439.00000

N negative terms808.00000
 Statistics related to linear regression on benchmark

N of observations1247.00000

Mean of predictor0.09696

Mean of criterion0.37127

SD of predictor0.22229

SD of criterion0.21126

Covariance0.01075

r0.22890

b (slope, estimate of beta)0.21754

a (intercept, estimate of alpha)0.35000

Mean Square Error0.04232

DF error1245.00000

t(b)8.29704

p(b)0.35556

t(a)3.71206

p(a)0.43351

Lowerbound of 95% confidence interval for beta0.16610

Upperbound of 95% confidence interval for beta0.26898

Lowerbound of 95% confidence interval for alpha0.16510

Upperbound of 95% confidence interval for alpha0.53525

Treynor index (mean / b)1.70669

Jensen alpha (a)0.35018
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34895

SD0.20946

Sharpe ratio (Glass type estimate)1.66596

Sharpe ratio (Hedges UMVUE)1.66496

df1246.00000

t3.63452

p0.44879

Lowerbound of 95% confidence interval for Sharpe Ratio0.76486

Upperbound of 95% confidence interval for Sharpe Ratio2.56640

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.76419

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.56572
 Statistics related to Sortino ratio

Sortino ratio2.92720

Upside Potential Ratio10.22150

Upside part of mean1.21850

Downside part of mean0.86955

Upside SD0.17347

Downside SD0.11921

N nonnegative terms439.00000

N negative terms808.00000
 Statistics related to linear regression on benchmark

N of observations1247.00000

Mean of predictor0.07213

Mean of criterion0.34895

SD of predictor0.22318

SD of criterion0.20946

Covariance0.01066

r0.22801

b (slope, estimate of beta)0.21400

a (intercept, estimate of alpha)0.33351

Mean Square Error0.04163

DF error1245.00000

t(b)8.26301

p(b)0.35611

t(a)3.56558

p(a)0.43610

Lowerbound of 95% confidence interval for beta0.16319

Upperbound of 95% confidence interval for beta0.26481

Lowerbound of 95% confidence interval for alpha0.15001

Upperbound of 95% confidence interval for alpha0.51702

Treynor index (mean / b)1.63062

Jensen alpha (a)0.33351
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01976

Expected Shortfall on VaR0.02503
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00886

Expected Shortfall on VaR0.01739
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1247.00000

Minimum0.95459

Quartile 10.99609

Median1.00000

Quartile 31.00521

Maximum1.08753

Mean of quarter 10.98777

Mean of quarter 20.99935

Mean of quarter 31.00110

Mean of quarter 41.01787

Inter Quartile Range0.00912

Number outliers low63.00000

Percentage of outliers low0.05052

Mean of outliers low0.97556

Number of outliers high95.00000

Percentage of outliers high0.07618

Mean of outliers high1.03267
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.05702

VaR(95%) (moments method)0.01013

Expected Shortfall (moments method)0.01362

Extreme Value Index (regression method)0.02749

VaR(95%) (regression method)0.01210

Expected Shortfall (regression method)0.01694
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations52.00000

Minimum0.00035

Quartile 10.00823

Median0.03303

Quartile 30.06371

Maximum0.19750

Mean of quarter 10.00345

Mean of quarter 20.01829

Mean of quarter 30.04781

Mean of quarter 40.10560

Inter Quartile Range0.05547

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.05769

Mean of outliers high0.17816
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.22942

VaR(95%) (moments method)0.11829

Expected Shortfall (moments method)0.16932

Extreme Value Index (regression method)0.26563

VaR(95%) (regression method)0.11516

Expected Shortfall (regression method)0.16511
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.05292

Compounded annual return (geometric extrapolation)0.45769

Calmar ratio (compounded annual return / max draw down)2.31739

Compounded annual return / average of 25% largest draw downs4.33439

Compounded annual return / Expected Shortfall lognormal18.28560

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

Mean0.19858

SD0.07472

Sharpe ratio (Glass type estimate)2.65774

Sharpe ratio (Hedges UMVUE)2.64238

df130.00000

t1.87931

p0.41868

Lowerbound of 95% confidence interval for Sharpe Ratio0.13781

Upperbound of 95% confidence interval for Sharpe Ratio5.44333

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14797

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.43273
 Statistics related to Sortino ratio

Sortino ratio4.81851

Upside Potential Ratio13.07410

Upside part of mean0.53881

Downside part of mean0.34023

Upside SD0.06318

Downside SD0.04121

N nonnegative terms60.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11709

Mean of criterion0.19858

SD of predictor0.15539

SD of criterion0.07472

Covariance0.00237

r0.20383

b (slope, estimate of beta)0.09801

a (intercept, estimate of alpha)0.18710

Mean Square Error0.00539

DF error129.00000

t(b)2.36477

p(b)0.37114

t(a)1.79974

p(a)0.40077

Lowerbound of 95% confidence interval for beta0.01601

Upperbound of 95% confidence interval for beta0.18001

Lowerbound of 95% confidence interval for alpha0.01859

Upperbound of 95% confidence interval for alpha0.39279

Treynor index (mean / b)2.02612

Jensen alpha (a)0.18710
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19572

SD0.07452

Sharpe ratio (Glass type estimate)2.62636

Sharpe ratio (Hedges UMVUE)2.61118

df130.00000

t1.85712

p0.41962

Lowerbound of 95% confidence interval for Sharpe Ratio0.16863

Upperbound of 95% confidence interval for Sharpe Ratio5.41151

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17874

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.40110
 Statistics related to Sortino ratio

Sortino ratio4.73649

Upside Potential Ratio12.98970

Upside part of mean0.53677

Downside part of mean0.34104

Upside SD0.06285

Downside SD0.04132

N nonnegative terms60.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.10509

Mean of criterion0.19572

SD of predictor0.15532

SD of criterion0.07452

Covariance0.00235

r0.20345

b (slope, estimate of beta)0.09762

a (intercept, estimate of alpha)0.18547

Mean Square Error0.00537

DF error129.00000

t(b)2.36007

p(b)0.37138

t(a)1.78887

p(a)0.40135

VAR (95 Confidence Intrvl)0.02000

Lowerbound of 95% confidence interval for beta0.01578

Upperbound of 95% confidence interval for beta0.17945

Lowerbound of 95% confidence interval for alpha0.01966

Upperbound of 95% confidence interval for alpha0.39059

Treynor index (mean / b)2.00501

Jensen alpha (a)0.18547
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00680

Expected Shortfall on VaR0.00871
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00315

Expected Shortfall on VaR0.00597
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.99255

Quartile 10.99783

Median1.00000

Quartile 31.00357

Maximum1.01712

Mean of quarter 10.99527

Mean of quarter 20.99980

Mean of quarter 31.00169

Mean of quarter 41.00672

Inter Quartile Range0.00574

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.01636
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.15420

VaR(95%) (moments method)0.00484

Expected Shortfall (moments method)0.00509

Extreme Value Index (regression method)0.71149

VaR(95%) (regression method)0.00458

Expected Shortfall (regression method)0.00501
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00321

Quartile 10.00599

Median0.01066

Quartile 30.01383

Maximum0.03519

Mean of quarter 10.00410

Mean of quarter 20.00823

Mean of quarter 30.01334

Mean of quarter 40.02338

Inter Quartile Range0.00784

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.09091

Mean of outliers high0.03519
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.72355

VaR(95%) (moments method)0.02709

Expected Shortfall (moments method)0.02807

Extreme Value Index (regression method)0.18254

VaR(95%) (regression method)0.03650

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.05598

Strat Max DD how much worse than SP500 max DD during strat life?374684000

Max Equity Drawdown (num days)166
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.23661

Compounded annual return (geometric extrapolation)0.25061

Calmar ratio (compounded annual return / max draw down)7.12179

Compounded annual return / average of 25% largest draw downs10.71670

Compounded annual return / Expected Shortfall lognormal28.77210
Strategy Description
The TQQQ Aspire Strategy is based on a statistical computer model whose signals are designed to be efficiently traded utilizing C2’s AutoTrading technology. This Strategy uses the leveraged ETF TQQQ which is highly correlated to the Nasdaq 100 Index (NDX). This is one of the Top Ten popular ETFs for traders with a substantial trading volume on a daily basis.
White Paper
If you would like to review a white paper that compares TQQQ Aspire relative to other Strategies using the C2 Grid as an evaluation tool, please copy this link into your browser:
https://docsend.com/view/jp573wafamuqrz5f
Strategy Philosophy
1. Alternative Investment Strategy – As an Alternative Investment Strategy, TQQQ Aspire is built to be a small portion of your investable assets. Due to the inherent leveraged price movement (3X the Nasdaq price movement), We encourage investors to limit this to less than 10% of their portfolio.
2. Substantial Returns  The intent of this Strategy is to provide substantial returns as part of a larger investor portfolio. In other words, diversification is the responsibility of the investor subscribing to this Strategy.
3. “Windows of Momentum” – TQQQ Aspire seeks to limit exposure to brief periods of time as the Strategy constantly seeks momentum. During low volatility periods, a swing strategy is applied and our algorithm may signal positions can be held overnight. The StopLoss calculation on Day 1 of a swing trade and all subsequent days in the trade is part of the “Secret Sauce” and is calculated on a daily basis for the each day’s trading. However, when volatility is high, like 2022, out algorithm has been modified where entries and exits are likely to occur in the same day.
4. Lost Crystal Ball – We still haven’t seen a Strategy with a Crystal Ball for predicting when to close a position at the peak. Believe us, if someone had a reliable method of making this decision, we would all be living in luxury. Depending on volatility levels, exits occur either in the same day (high volatility) or positions can be held overnight when volatility is low and our algorithm calculates a statistical probability for doing so.
5. Risk Mitigation – TQQQ Aspire never leaves a trade position “exposed.” This means there is a StopLoss in effect at the point of the trade entry and there is one in place until the closing of the trade.
6. Trading Adjustment  Prior to 2022, the swing trade strategy often held positions overnight. During low volatility and when higher probability calculations to hold overnight occur, the average length of a position is 5+ days according to backtesting. Some trades have lasted as long as in excess of 20 days...it simply depends on the strength of the momentum. A trade to enter a position can also occur with a StopLoss on the same day should the market turn downward. At higher volatility levels, we adjusted our algorithm to accommodate this volatility by exiting a trade typically on the same day as the entry utilizes a "Profit Taker" or limit order to sell should a calculated profit be reached. However, when volatility is low and a calculated decision occurs to hold overnight, a trade to enter and a trade to close a position can occur on separate days.
7. Trade Entry – Recently, we have adjusted our entries to occur shortly after the open. Subsequently, we may adjust our StopLoss and ProfitTaker sell orders based on mathematical adjustments during the trading day. This is why we recommend AutoTrading so you do not miss the trading signals early in the day or the order adjustments throughout the day.
8. Pursuit of Simplicity – This Strategy in its earliest form was more complex than today’s Strategy. We put a great deal of energy into simplifying the Strategy and through exhaustive backtesting. The “Secret Sauce” for this Strategy is partly due to identifying a unique advantage and then using simplicity to make the Strategy more efficient.
9. Strategy Leader Discretion  This Strategy, albeit based mostly on a quantitative strategy is not 100% mechanical. If market circumstances or geopolitical conditions arise that could impact performance of a trade in the opinion of the strategy leader, discretion may be exercised by overriding the calculated signal.
On November 1, 2019, we enhanced this model to improve the entry decision and StopLoss calculation. The performance during rising and falling markets has made a substantial improvement during this timeperiod. The current C2 Max Drawdown reported on this Strategy occurred prior to this model update.
On January 1, 2023, we added adjustments to our algorithm that accommodate increased trading volatility. While 2022 was a difficult year, the "silver lining" to this extended downturn was the market's provision of substantial data for similar volatile periods in the future.
The main inventor of this Strategy has been building statistical models for many years. His initial work was for the Department of Defense during the 1980's. We have been working on the key elements of this financial model's technique for over 8 years. v.2152023
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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