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
01/15/2019
Most recent certification approved
1/15/19 9:31 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
180
# trading signals executed in manager's Israel Interactive Trading account
179
Percent signals followed since 01/15/2019
99.4%
This information was last updated
11/29/22 16:54 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 01/15/2019,
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.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
Aharonson
(121886558)
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  01/15/2019 
Most recent certification approved  1/15/19 9:31 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  180 
# trading signals executed in manager's Israel Interactive Trading account  179 
Percent signals followed since 01/15/2019  99.4% 
This information was last updated  11/29/22 16:54 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 01/15/2019, 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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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 $20.00 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).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  

2019  +4.8%  +5.3%  +3.2%  +1.0%  (5.3%)  +16.1%  (3.1%)  (0.5%)  (0.1%)  +3.5%  +4.1%  +2.0%  +33.6% 
2020  +10.2%  (7.5%)  (28.9%)  +29.5%  +24.4%  +13.8%  +18.8%  +3.9%  (6%)  (0.8%)  +22.7%  +2.5%  +92.3% 
2021  (0.7%)  +13.7%  (4%)  +4.7%  (3%)  +4.2%  (3.3%)  (2.8%)  (6.4%)  +4.2%  (12.1%)    (7.6%) 
2022  (10.9%)  (12.3%)  +12.0%  (16.9%)  (3.1%)  (10.6%)  +9.4%  (4.4%)  (12.5%)  +8.3%  +3.7%  (35.2%) 
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  $25,000  
Buy Power  $8,930  
Cash  $17,649  
Equity  ($8,719)  
Cumulative $  $16,090  
Includes dividends and cashsettled expirations:  $2,851  Itemized 
Total System Equity  $41,090  
Margined  $0  
Open P/L  ($8,719) 
Trading Record
Statistics

Strategy began1/9/2019

Suggested Minimum Cap$15,000

Strategy Age (days)1419.98

Age47 months ago

What it tradesStocks

# Trades86

# Profitable48

% Profitable55.80%

Avg trade duration465.3 days

Max peaktovalley drawdown74.06%

drawdown periodJuly 18, 2022  Oct 13, 2022

Annual Return (Compounded)11.7%

Avg win$969.29

Avg loss$875.89
 Model Account Values (Raw)

Cash$17,649

Margin Used$0

Buying Power$8,930
 Ratios

W:L ratio1.48:1

Sharpe Ratio0.35

Sortino Ratio0.55

Calmar Ratio0.325
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)0.75%

Correlation to SP5000.50090

Return Percent SP500 (cumu) during strategy life52.96%
 Return Statistics

Ann Return (w trading costs)11.7%
 Slump

Current Slump as Pcnt Equity221.40%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.10%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.117%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.97%

Percent Trades Forex0.03%
 Return Statistics

Ann Return (Compnd, No Fees)13.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss22.50%

Chance of 20% account loss1.00%

Chance of 30% account loss0.50%

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)565

Popularity (Last 6 weeks)815
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score183

Popularity (7 days, Percentile 1000 scale)396
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$876

Avg Win$969

Sum Trade PL (losers)$33,284.000
 Age

Num Months filled monthly returns table47
 Win / Loss

Sum Trade PL (winners)$46,526.000

# Winners48

Num Months Winners24
 Dividends

Dividends Received in Model Acct2851
 AUM

AUM (AutoTrader live capital)19682
 Win / Loss

# Losers38

% Winners55.8%
 Frequency

Avg Position Time (mins)670094.00

Avg Position Time (hrs)11168.20

Avg Trade Length465.3 days

Last Trade Ago119
 Leverage

Daily leverage (average)1.64

Daily leverage (max)3.98
 Regression

Alpha0.02

Beta0.95

Treynor Index0.05
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  Winning Trades  this strat Percentile of All Strats7.34

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats64.05

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.13

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades6.395

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 strat0.08

Avg(MAE) / Avg(PL)  Winning trades0.332

Avg(MAE) / Avg(PL)  Losing trades1.357

HoldandHope Ratio0.797
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.21409

SD0.38158

Sharpe ratio (Glass type estimate)0.56106

Sharpe ratio (Hedges UMVUE)0.54894

df35.00000

t0.97179

p0.16891

Lowerbound of 95% confidence interval for Sharpe Ratio0.58201

Upperbound of 95% confidence interval for Sharpe Ratio1.69628

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58993

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.68781
 Statistics related to Sortino ratio

Sortino ratio1.03529

Upside Potential Ratio2.90684

Upside part of mean0.60111

Downside part of mean0.38702

Upside SD0.32034

Downside SD0.20679

N nonnegative terms21.00000

N negative terms15.00000
 Statistics related to linear regression on benchmark

N of observations36.00000

Mean of predictor0.13665

Mean of criterion0.21409

SD of predictor0.19730

SD of criterion0.38158

Covariance0.06348

r0.84319

b (slope, estimate of beta)1.63073

a (intercept, estimate of alpha)0.00875

Mean Square Error0.04332

DF error34.00000

t(b)9.14505

p(b)0.00000

t(a)0.07138

p(a)0.52824

Lowerbound of 95% confidence interval for beta1.26834

Upperbound of 95% confidence interval for beta1.99311

Lowerbound of 95% confidence interval for alpha0.25794

Upperbound of 95% confidence interval for alpha0.24043

Treynor index (mean / b)0.13129

Jensen alpha (a)0.00875
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14682

SD0.36200

Sharpe ratio (Glass type estimate)0.40558

Sharpe ratio (Hedges UMVUE)0.39682

df35.00000

t0.70249

p0.24351

Lowerbound of 95% confidence interval for Sharpe Ratio0.73281

Upperbound of 95% confidence interval for Sharpe Ratio1.53828

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.73858

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.53222
 Statistics related to Sortino ratio

Sortino ratio0.66426

Upside Potential Ratio2.51673

Upside part of mean0.55627

Downside part of mean0.40945

Upside SD0.28345

Downside SD0.22103

N nonnegative terms21.00000

N negative terms15.00000
 Statistics related to linear regression on benchmark

N of observations36.00000

Mean of predictor0.11693

Mean of criterion0.14682

SD of predictor0.19645

SD of criterion0.36200

Covariance0.06051

r0.85084

b (slope, estimate of beta)1.56784

a (intercept, estimate of alpha)0.03651

Mean Square Error0.03724

DF error34.00000

t(b)9.44212

p(b)0.00000

t(a)0.32282

p(a)0.62560

Lowerbound of 95% confidence interval for beta1.23039

Upperbound of 95% confidence interval for beta1.90529

Lowerbound of 95% confidence interval for alpha0.26635

Upperbound of 95% confidence interval for alpha0.19333

Treynor index (mean / b)0.09364

Jensen alpha (a)0.03651
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14756

Expected Shortfall on VaR0.18338
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.06701

Expected Shortfall on VaR0.12715
 ORDER STATISTICS
 Quartiles of return rates

Number of observations36.00000

Minimum0.83792

Quartile 10.95062

Median1.02975

Quartile 31.06882

Maximum1.41370

Mean of quarter 10.89162

Mean of quarter 20.98988

Mean of quarter 31.04974

Mean of quarter 41.14944

Inter Quartile Range0.11821

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.02778

Mean of outliers high1.41370
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00959

VaR(95%) (moments method)0.11527

Expected Shortfall (moments method)0.14610

Extreme Value Index (regression method)0.92384

VaR(95%) (regression method)0.11295

Expected Shortfall (regression method)0.11916
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.04928

Quartile 10.06884

Median0.09469

Quartile 30.21562

Maximum0.52044

Mean of quarter 10.04928

Mean of quarter 20.07537

Mean of quarter 30.11402

Mean of quarter 40.52044

Inter Quartile Range0.14678

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.52044
 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)0.22969

Compounded annual return (geometric extrapolation)0.19092

Calmar ratio (compounded annual return / max draw down)0.36684

Compounded annual return / average of 25% largest draw downs0.36684

Compounded annual return / Expected Shortfall lognormal1.04114

0.00000

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

Mean0.21871

SD0.41065

Sharpe ratio (Glass type estimate)0.53260

Sharpe ratio (Hedges UMVUE)0.53209

df795.00000

t0.92833

p0.17676

Lowerbound of 95% confidence interval for Sharpe Ratio0.59232

Upperbound of 95% confidence interval for Sharpe Ratio1.65720

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59266

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.65685
 Statistics related to Sortino ratio

Sortino ratio0.81801

Upside Potential Ratio7.96330

Upside part of mean2.12915

Downside part of mean1.91044

Upside SD0.31164

Downside SD0.26737

N nonnegative terms421.00000

N negative terms375.00000
 Statistics related to linear regression on benchmark

N of observations796.00000

Mean of predictor0.14073

Mean of criterion0.21871

SD of predictor0.23761

SD of criterion0.41065

Covariance0.04531

r0.46432

b (slope, estimate of beta)0.80248

a (intercept, estimate of alpha)0.10600

Mean Square Error0.13245

DF error794.00000

t(b)14.77260

p(b)0.00000

t(a)0.50629

p(a)0.30639

Lowerbound of 95% confidence interval for beta0.69584

Upperbound of 95% confidence interval for beta0.90911

Lowerbound of 95% confidence interval for alpha0.30434

Upperbound of 95% confidence interval for alpha0.51590

Treynor index (mean / b)0.27255

Jensen alpha (a)0.10578
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13496

SD0.40913

Sharpe ratio (Glass type estimate)0.32987

Sharpe ratio (Hedges UMVUE)0.32956

df795.00000

t0.57498

p0.28273

Lowerbound of 95% confidence interval for Sharpe Ratio0.79478

Upperbound of 95% confidence interval for Sharpe Ratio1.45437

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79501

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.45413
 Statistics related to Sortino ratio

Sortino ratio0.48257

Upside Potential Ratio7.44851

Upside part of mean2.08312

Downside part of mean1.94816

Upside SD0.29838

Downside SD0.27967

N nonnegative terms421.00000

N negative terms375.00000
 Statistics related to linear regression on benchmark

N of observations796.00000

Mean of predictor0.11229

Mean of criterion0.13496

SD of predictor0.23898

SD of criterion0.40913

Covariance0.04415

r0.45152

b (slope, estimate of beta)0.77300

a (intercept, estimate of alpha)0.04816

Mean Square Error0.13343

DF error794.00000

t(b)14.25940

p(b)0.00000

t(a)0.22972

p(a)0.40918

Lowerbound of 95% confidence interval for beta0.66659

Upperbound of 95% confidence interval for beta0.87941

Lowerbound of 95% confidence interval for alpha0.36338

Upperbound of 95% confidence interval for alpha0.45970

Treynor index (mean / b)0.17459

Jensen alpha (a)0.04816
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04023

Expected Shortfall on VaR0.05027
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01601

Expected Shortfall on VaR0.03307
 ORDER STATISTICS
 Quartiles of return rates

Number of observations796.00000

Minimum0.78723

Quartile 10.99005

Median1.00094

Quartile 31.00939

Maximum1.18743

Mean of quarter 10.97468

Mean of quarter 20.99641

Mean of quarter 31.00491

Mean of quarter 41.02776

Inter Quartile Range0.01934

Number outliers low31.00000

Percentage of outliers low0.03894

Mean of outliers low0.93906

Number of outliers high29.00000

Percentage of outliers high0.03643

Mean of outliers high1.07799
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.28115

VaR(95%) (moments method)0.02532

Expected Shortfall (moments method)0.04181

Extreme Value Index (regression method)0.23474

VaR(95%) (regression method)0.02536

Expected Shortfall (regression method)0.04032
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations33.00000

Minimum0.00042

Quartile 10.00431

Median0.01508

Quartile 30.02737

Maximum0.54415

Mean of quarter 10.00203

Mean of quarter 20.01074

Mean of quarter 30.02281

Mean of quarter 40.19648

Inter Quartile Range0.02305

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high5.00000

Percentage of outliers high0.15152

Mean of outliers high0.29254
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.04587

VaR(95%) (moments method)0.18344

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.25660

VaR(95%) (regression method)0.11646

Expected Shortfall (regression method)0.20484
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.21072

Compounded annual return (geometric extrapolation)0.17688

Calmar ratio (compounded annual return / max draw down)0.32506

Compounded annual return / average of 25% largest draw downs0.90024

Compounded annual return / Expected Shortfall lognormal3.51858

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

Mean0.09890

SD0.42968

Sharpe ratio (Glass type estimate)0.23016

Sharpe ratio (Hedges UMVUE)0.22883

df130.00000

t0.16275

p0.50714

Lowerbound of 95% confidence interval for Sharpe Ratio3.00175

Upperbound of 95% confidence interval for Sharpe Ratio2.54215

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.00078

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54312
 Statistics related to Sortino ratio

Sortino ratio0.34638

Upside Potential Ratio8.13751

Upside part of mean2.32333

Downside part of mean2.42223

Upside SD0.31896

Downside SD0.28551

N nonnegative terms62.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.09623

Mean of criterion0.09890

SD of predictor0.24831

SD of criterion0.42968

Covariance0.05593

r0.52421

b (slope, estimate of beta)0.90711

a (intercept, estimate of alpha)0.01161

Mean Square Error0.13493

DF error129.00000

t(b)6.99152

p(b)0.18226

t(a)0.02234

p(a)0.50125

Lowerbound of 95% confidence interval for beta0.65041

Upperbound of 95% confidence interval for beta1.16381

Lowerbound of 95% confidence interval for alpha1.03970

Upperbound of 95% confidence interval for alpha1.01649

Treynor index (mean / b)0.10902

Jensen alpha (a)0.01161
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18932

SD0.42563

Sharpe ratio (Glass type estimate)0.44481

Sharpe ratio (Hedges UMVUE)0.44224

df130.00000

t0.31453

p0.51379

Lowerbound of 95% confidence interval for Sharpe Ratio3.21630

Upperbound of 95% confidence interval for Sharpe Ratio2.32837

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.21457

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.33009
 Statistics related to Sortino ratio

Sortino ratio0.64536

Upside Potential Ratio7.75459

Upside part of mean2.27490

Downside part of mean2.46422

Upside SD0.30635

Downside SD0.29336

N nonnegative terms62.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.12680

Mean of criterion0.18932

SD of predictor0.24812

SD of criterion0.42563

Covariance0.05571

r0.52753

b (slope, estimate of beta)0.90495

a (intercept, estimate of alpha)0.07457

Mean Square Error0.13176

DF error129.00000

t(b)7.05284

p(b)0.18046

t(a)0.14520

p(a)0.50814

VAR (95 Confidence Intrvl)0.04000

Lowerbound of 95% confidence interval for beta0.65109

Upperbound of 95% confidence interval for beta1.15882

Lowerbound of 95% confidence interval for alpha1.09073

Upperbound of 95% confidence interval for alpha0.94158

Treynor index (mean / b)0.20921

Jensen alpha (a)0.07457
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04302

Expected Shortfall on VaR0.05343
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02212

Expected Shortfall on VaR0.04133
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.89967

Quartile 10.98514

Median0.99855

Quartile 31.01141

Maximum1.14836

Mean of quarter 10.97043

Mean of quarter 20.99316

Mean of quarter 31.00539

Mean of quarter 41.03011

Inter Quartile Range0.02627

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.91869

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.08993
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25414

VaR(95%) (moments method)0.03194

Expected Shortfall (moments method)0.04933

Extreme Value Index (regression method)0.35096

VaR(95%) (regression method)0.03021

Expected Shortfall (regression method)0.04925
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.03845

Quartile 10.09629

Median0.13163

Quartile 30.16996

Maximum0.23680

Mean of quarter 10.03845

Mean of quarter 20.11557

Mean of quarter 30.14768

Mean of quarter 40.23680

Inter Quartile Range0.07367

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

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?306851000

Max Equity Drawdown (num days)87
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.15507

Compounded annual return (geometric extrapolation)0.14906

Calmar ratio (compounded annual return / max draw down)0.62948

Compounded annual return / average of 25% largest draw downs0.62948

Compounded annual return / Expected Shortfall lognormal2.78964
Strategy Description
I choose our stocks based on fundamental data only which means Im trying to analyze the company's performance based on a few key factors. Im also taking into consideration the potential of their product and services and the outlook of the sector they belong to.
Please be aware that my strategy requires patience and it aimed for the long term as I believe patience is the best investor there is. If you planning to have your account connected for a few months and you expecting some fast result then this strategy is NOT for you.
Be aware that my strategy will spread over around 40 different stocks. Take it under consideration with your starting balance since in my opinion should be around 15,000$.
Im selling my strategy for 10$ for now until April 1st and from that point, the price will be raised to 49$ per month.
***RISK***
As you can see my drawdown is pretty big so be aware some risks might be taken in this strategy  in 2008 the stock market crash around 50% and this is the same risk you can expect in my opinion when you invest in any stock portfolio so pay attention and don't be greedy and stay humble even when the market is booming.
I wish you all a successful investing experience.
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.