Quantum Tech Trader
(120301745)
Subscription terms. Subscriptions to this system cost $49.00 per month.
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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
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  (2.7%)  +4.2%  (15.8%)  (14.7%)  
2019  +12.3%  +5.7%  +18.7% 
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  $50,000  
Buy Power  $11,537  
Cash  $10,049  
Equity  $1,488  
Cumulative $  $928  
Includes dividends and cashsettled expirations:  $471  Itemized 
Total System Equity  $50,928  
Margined  $0  
Open P/L  $1,483 
Trading Record
Statistics

Strategy began10/11/2018

Suggested Minimum Cap$50,000

Strategy Age (days)127.22

Age130 days ago

What it tradesStocks, Options

# Trades36

# Profitable20

% Profitable55.60%

Avg trade duration41.3 days

Max peaktovalley drawdown33.97%

drawdown periodOct 17, 2018  Dec 26, 2018

Cumul. Return1.2%

Avg win$395.45

Avg loss$535.25
 Model Account Values (Raw)

Cash$10,049

Margin Used$0

Buying Power$11,537
 Ratios

W:L ratio1.03:1

Sharpe Ratio0.293

Sortino Ratio0.427

Calmar Ratio0.142
 CORRELATION STATISTICS

Correlation to SP5000.57000
 Return Statistics

Ann Return (w trading costs)3.4%

Ann Return (Compnd, No Fees)5.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss79.00%

Chance of 20% account loss43.00%

Chance of 30% account loss10.50%

Chance of 40% account loss1.00%

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)531
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$535

Avg Win$451

# Winners20

# Losers16

% Winners55.6%
 Frequency

Avg Position Time (mins)59513.80

Avg Position Time (hrs)991.90

Avg Trade Length41.3 days

Last Trade Ago56
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26722

SD0.15111

Sharpe ratio (Glass type estimate)1.76842

Sharpe ratio (Hedges UMVUE)0.99772

df2.00000

t0.88421

p0.76507

Lowerbound of 95% confidence interval for Sharpe Ratio5.83920

Upperbound of 95% confidence interval for Sharpe Ratio2.63371

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.03775

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.04230
 Statistics related to Sortino ratio

Sortino ratio1.88709

Upside Potential Ratio0.47286

Upside part of mean0.06696

Downside part of mean0.33418

Upside SD0.03348

Downside SD0.14161

N nonnegative terms1.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations3.00000

Mean of predictor0.20287

Mean of criterion0.26722

SD of predictor0.04644

SD of criterion0.15111

Covariance0.00214

r0.30549

b (slope, estimate of beta)0.99397

a (intercept, estimate of alpha)0.46887

Mean Square Error0.04141

DF error1.00000

t(b)0.32083

p(b)0.59882

t(a)0.62619

p(a)0.67808

Lowerbound of 95% confidence interval for beta40.35920

Upperbound of 95% confidence interval for beta38.37130

Lowerbound of 95% confidence interval for alpha9.98280

Upperbound of 95% confidence interval for alpha9.04507

Treynor index (mean / b)0.26884

Jensen alpha (a)0.46887
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27760

SD0.15522

Sharpe ratio (Glass type estimate)1.78847

Sharpe ratio (Hedges UMVUE)1.00904

df2.00000

t0.89424

p0.76722

Lowerbound of 95% confidence interval for Sharpe Ratio5.86514

Upperbound of 95% confidence interval for Sharpe Ratio2.62186

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.05176

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.03369
 Statistics related to Sortino ratio

Sortino ratio1.89826

Upside Potential Ratio0.45303

Upside part of mean0.06625

Downside part of mean0.34385

Upside SD0.03313

Downside SD0.14624

N nonnegative terms1.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations3.00000

Mean of predictor0.20486

Mean of criterion0.27760

SD of predictor0.04710

SD of criterion0.15522

Covariance0.00218

r0.29841

b (slope, estimate of beta)0.98334

a (intercept, estimate of alpha)0.47905

Mean Square Error0.04389

DF error1.00000

t(b)0.31266

p(b)0.59646

t(a)0.62330

p(a)0.67742

Lowerbound of 95% confidence interval for beta40.94510

Upperbound of 95% confidence interval for beta38.97840

Lowerbound of 95% confidence interval for alpha10.24470

Upperbound of 95% confidence interval for alpha9.28664

Treynor index (mean / b)0.28231

Jensen alpha (a)0.47905
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.09229

Expected Shortfall on VaR0.10901
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.07349

Expected Shortfall on VaR0.10662
 ORDER STATISTICS
 Quartiles of return rates

Number of observations3.00000

Minimum0.93296

Quartile 10.96056

Median0.98815

Quartile 31.00361

Maximum1.01907

Mean of quarter 10.93296

Mean of quarter 20.98815

Mean of quarter 30.00000

Mean of quarter 41.01907

Inter Quartile Range0.04305

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 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)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01185

Quartile 10.02565

Median0.03944

Quartile 30.05324

Maximum0.06704

Mean of quarter 10.01185

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.06704

Inter Quartile Range0.02760

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)0.24206

Compounded annual return (geometric extrapolation)0.22096

Calmar ratio (compounded annual return / max draw down)3.29593

Compounded annual return / average of 25% largest draw downs3.29593

Compounded annual return / Expected Shortfall lognormal2.02701

0.00000

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

Mean0.16060

SD0.54210

Sharpe ratio (Glass type estimate)0.29626

Sharpe ratio (Hedges UMVUE)0.29332

df76.00000

t0.16061

p0.43641

Lowerbound of 95% confidence interval for Sharpe Ratio3.32035

Upperbound of 95% confidence interval for Sharpe Ratio3.91102

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.32235

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.90900
 Statistics related to Sortino ratio

Sortino ratio0.42739

Upside Potential Ratio9.15291

Upside part of mean3.43936

Downside part of mean3.27876

Upside SD0.38594

Downside SD0.37577

N nonnegative terms43.00000

N negative terms34.00000
 Statistics related to linear regression on benchmark

N of observations77.00000

Mean of predictor0.05074

Mean of criterion0.16060

SD of predictor0.23316

SD of criterion0.54210

Covariance0.07427

r0.58756

b (slope, estimate of beta)1.36606

a (intercept, estimate of alpha)0.09100

Mean Square Error0.19498

DF error75.00000

t(b)6.28837

p(b)0.00000

t(a)0.11207

p(a)0.45553

Lowerbound of 95% confidence interval for beta0.93330

Upperbound of 95% confidence interval for beta1.79881

Lowerbound of 95% confidence interval for alpha1.53147

Upperbound of 95% confidence interval for alpha1.71406

Treynor index (mean / b)0.11757

Jensen alpha (a)0.09129
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.01559

SD0.54218

Sharpe ratio (Glass type estimate)0.02875

Sharpe ratio (Hedges UMVUE)0.02847

df76.00000

t0.01559

p0.49380

Lowerbound of 95% confidence interval for Sharpe Ratio3.58663

Upperbound of 95% confidence interval for Sharpe Ratio3.64413

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.58691

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64384
 Statistics related to Sortino ratio

Sortino ratio0.04028

Upside Potential Ratio8.70218

Upside part of mean3.36741

Downside part of mean3.35182

Upside SD0.37470

Downside SD0.38696

N nonnegative terms43.00000

N negative terms34.00000
 Statistics related to linear regression on benchmark

N of observations77.00000

Mean of predictor0.02395

Mean of criterion0.01559

SD of predictor0.23286

SD of criterion0.54218

Covariance0.07424

r0.58808

b (slope, estimate of beta)1.36927

a (intercept, estimate of alpha)0.01721

Mean Square Error0.19486

DF error75.00000

t(b)6.29678

p(b)0.00000

t(a)0.02113

p(a)0.50840

Lowerbound of 95% confidence interval for beta0.93608

Upperbound of 95% confidence interval for beta1.80247

Lowerbound of 95% confidence interval for alpha1.63935

Upperbound of 95% confidence interval for alpha1.60494

Treynor index (mean / b)0.01138

Jensen alpha (a)0.01721
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05355

Expected Shortfall on VaR0.06663
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02696

Expected Shortfall on VaR0.05076
 ORDER STATISTICS
 Quartiles of return rates

Number of observations77.00000

Minimum0.90777

Quartile 10.97884

Median1.00311

Quartile 31.01810

Maximum1.09900

Mean of quarter 10.96014

Mean of quarter 20.99205

Mean of quarter 31.01125

Mean of quarter 41.04157

Inter Quartile Range0.03926

Number outliers low1.00000

Percentage of outliers low0.01299

Mean of outliers low0.90777

Number of outliers high2.00000

Percentage of outliers high0.02597

Mean of outliers high1.09299
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.10841

VaR(95%) (moments method)0.04207

Expected Shortfall (moments method)0.05807

Extreme Value Index (regression method)0.15197

VaR(95%) (regression method)0.04438

Expected Shortfall (regression method)0.06330
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.31227

Quartile 10.31227

Median0.31227

Quartile 30.31227

Maximum0.31227

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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)0.04377

Compounded annual return (geometric extrapolation)0.04446

Calmar ratio (compounded annual return / max draw down)0.14236

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal0.66717
Strategy Description
Quantum Tech Trader is a combination of a Stock trading Strategy and Options Trading Strategy. (85% Stock, 10% Options, 5% Cash)
Quantum Tech Trader incorporates Cyclical Technical Analysis to determine the most optimal time to Enter or Exit a trade.
Quantum Tech Trader incorporates Technical Analysis and Earnings Cycle volatility to determine the most optimal time to enter and exit an options trade.
Quantum Tech Trader is currently focused on the following technological Mega Trends (These Trends are updated as the market shifts focus):
Artificial Intelligence
Bot Automation
IT Integration
Internet of Things
SelfDriving Cars
Cloud Computing
Cyber Security
Software Defined Networking
Big Data
Electric Cars
Precision Medicine
Social Media Expansion
Quantum Tech Trader uses sophisticated Trend Prediction algorithm that allows us to be of the right side of the market trend.
Quantum Tech Trader uses Volatility Based Stops to protect Stock investments.
If the Market Trend turns negative, Quantum Tech Trader would take defensive Put positions and exit those positions when the Trend returns positive or the market reaches an extreme oversold position indicative of a market bottom.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.