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
04/02/2017
Most recent certification approved
6/20/18 10:15 ET
Trades at broker
Interactive Brokers (Direct Connection nonUS) (server 2)
Scaling percentage used
50%
# trading signals issued by system since certification
481
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) (server 2) account
412
Percent signals followed since 04/02/2017
85.7%
This information was last updated
7/6/18 8:34 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 04/02/2017,
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.
25K Emini SP Portfolio
(102237387)
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  04/02/2017 
Most recent certification approved  6/20/18 10:15 ET 
Trades at broker  Interactive Brokers (Direct Connection nonUS) (server 2) 
Scaling percentage used  50% 
# trading signals issued by system since certification  481 
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) (server 2) account  412 
Percent signals followed since 04/02/2017  85.7% 
This information was last updated  7/6/18 8:34 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 04/02/2017, 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 $99.00 per month.
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).Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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  

2016  +13.3%  (9.7%)  +1.4%  +10.0%  (6.3%)  (0.6%)  +13.3%  (0.2%)  +20.2%  
2017  +6.0%  +1.4%  +3.3%  (4.4%)  +1.3%  +12.4%  +4.5%  +12.1%  (0.7%)  +1.2%  (5.1%)  +0.5%  +35.8% 
2018  (1.9%)  +2.1%  +6.8%  +2.4%  (7.7%)  (5.8%)  +3.3%  (1.6%) 
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  $48,290  
Cash  $1  
Equity  $1  
Cumulative $  $23,290  
Total System Equity  $48,290  
Margined  $1  
Open P/L  $0  
Data has been delayed by 12 hours for nonsubscribers 
System developer has asked us to delay this information by 12 hours.
Trading Record
Statistics

Strategy began5/7/2016

Suggested Minimum Cap$40,000

Strategy Age (days)800.79

Age27 months ago

What it tradesFutures

# Trades327

# Profitable206

% Profitable63.00%

Avg trade duration18.5 hours

Max peaktovalley drawdown21.53%

drawdown periodSept 12, 2016  Nov 04, 2016

Annual Return (Compounded)24.0%

Avg win$380.38

Avg loss$455.12
 Model Account Values (Raw)

Cash$48,290

Margin Used$0

Buying Power$48,290
 Ratios

W:L ratio1.42:1

Sharpe Ratio1.661

Sortino Ratio2.982

Calmar Ratio2.115
 CORRELATION STATISTICS

Correlation to SP5000.12800
 Return Statistics

Ann Return (w trading costs)24.0%

Ann Return (Compnd, No Fees)34.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss27.00%

Chance of 20% account loss3.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)464

Popularity (Last 6 weeks)874

C2 Score57.8
 TradesOwnSystem Certification

Trades Own System?184410

TOS percent50%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$455

Avg Win$380

# Winners206

# Losers121

% Winners63.0%
 Frequency

Avg Position Time (mins)1109.67

Avg Position Time (hrs)18.49

Avg Trade Length0.8 days

Last Trade Ago1
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.29871

SD0.21019

Sharpe ratio (Glass type estimate)1.42111

Sharpe ratio (Hedges UMVUE)1.37616

df24.00000

t2.05120

p0.02566

Lowerbound of 95% confidence interval for Sharpe Ratio0.00800

Upperbound of 95% confidence interval for Sharpe Ratio2.82310

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.03645

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.78876
 Statistics related to Sortino ratio

Sortino ratio2.61739

Upside Potential Ratio3.96866

Upside part of mean0.45292

Downside part of mean0.15421

Upside SD0.19190

Downside SD0.11413

N nonnegative terms18.00000

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

N of observations25.00000

Mean of predictor0.11711

Mean of criterion0.29871

SD of predictor0.06818

SD of criterion0.21019

Covariance0.00033

r0.02321

b (slope, estimate of beta)0.07156

a (intercept, estimate of alpha)0.30709

Mean Square Error0.04608

DF error23.00000

t(b)0.11135

p(b)0.54385

t(a)1.84240

p(a)0.03917

Lowerbound of 95% confidence interval for beta1.40106

Upperbound of 95% confidence interval for beta1.25793

Lowerbound of 95% confidence interval for alpha0.03771

Upperbound of 95% confidence interval for alpha0.65189

Treynor index (mean / b)4.17397

Jensen alpha (a)0.30709
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27381

SD0.20827

Sharpe ratio (Glass type estimate)1.31469

Sharpe ratio (Hedges UMVUE)1.27310

df24.00000

t1.89759

p0.03492

Lowerbound of 95% confidence interval for Sharpe Ratio0.10536

Upperbound of 95% confidence interval for Sharpe Ratio2.70942

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.13175

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.67795
 Statistics related to Sortino ratio

Sortino ratio2.28861

Upside Potential Ratio3.63249

Upside part of mean0.43458

Downside part of mean0.16078

Upside SD0.18323

Downside SD0.11964

N nonnegative terms18.00000

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

N of observations25.00000

Mean of predictor0.11408

Mean of criterion0.27381

SD of predictor0.06763

SD of criterion0.20827

Covariance0.00029

r0.02034

b (slope, estimate of beta)0.06265

a (intercept, estimate of alpha)0.28095

Mean Square Error0.04524

DF error23.00000

t(b)0.09759

p(b)0.53845

t(a)1.70729

p(a)0.05062

Lowerbound of 95% confidence interval for beta1.39073

Upperbound of 95% confidence interval for beta1.26543

Lowerbound of 95% confidence interval for alpha0.05947

Upperbound of 95% confidence interval for alpha0.62137

Treynor index (mean / b)4.37028

Jensen alpha (a)0.28095
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07325

Expected Shortfall on VaR0.09602
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01898

Expected Shortfall on VaR0.04504
 ORDER STATISTICS
 Quartiles of return rates

Number of observations25.00000

Minimum0.89691

Quartile 11.00226

Median1.01963

Quartile 31.07548

Maximum1.12631

Mean of quarter 10.95643

Mean of quarter 21.01126

Mean of quarter 31.05383

Mean of quarter 41.09916

Inter Quartile Range0.07322

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)1.33805

VaR(95%) (regression method)0.06023

Expected Shortfall (regression method)0.06443
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00193

Quartile 10.03454

Median0.05920

Quartile 30.10145

Maximum0.10309

Mean of quarter 10.01823

Mean of quarter 20.05920

Mean of quarter 30.10145

Mean of quarter 40.10309

Inter Quartile Range0.06691

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)0.41996

Compounded annual return (geometric extrapolation)0.35217

Calmar ratio (compounded annual return / max draw down)3.41604

Compounded annual return / average of 25% largest draw downs3.41604

Compounded annual return / Expected Shortfall lognormal3.66767

0.00000

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

Mean0.29130

SD0.17518

Sharpe ratio (Glass type estimate)1.66289

Sharpe ratio (Hedges UMVUE)1.66068

df564.00000

t2.44196

p0.00746

Lowerbound of 95% confidence interval for Sharpe Ratio0.32397

Upperbound of 95% confidence interval for Sharpe Ratio3.00036

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.32250

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.99887
 Statistics related to Sortino ratio

Sortino ratio2.98247

Upside Potential Ratio9.69003

Upside part of mean0.94645

Downside part of mean0.65514

Upside SD0.14635

Downside SD0.09767

N nonnegative terms270.00000

N negative terms295.00000
 Statistics related to linear regression on benchmark

N of observations565.00000

Mean of predictor0.12055

Mean of criterion0.29130

SD of predictor0.10995

SD of criterion0.17518

Covariance0.00339

r0.17590

b (slope, estimate of beta)0.28026

a (intercept, estimate of alpha)0.25800

Mean Square Error0.02979

DF error563.00000

t(b)4.23972

p(b)0.00001

t(a)2.18597

p(a)0.01461

Lowerbound of 95% confidence interval for beta0.15042

Upperbound of 95% confidence interval for beta0.41010

Lowerbound of 95% confidence interval for alpha0.02613

Upperbound of 95% confidence interval for alpha0.48891

Treynor index (mean / b)1.03940

Jensen alpha (a)0.25752
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27613

SD0.17247

Sharpe ratio (Glass type estimate)1.60104

Sharpe ratio (Hedges UMVUE)1.59891

df564.00000

t2.35112

p0.00953

Lowerbound of 95% confidence interval for Sharpe Ratio0.26243

Upperbound of 95% confidence interval for Sharpe Ratio2.93830

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.26098

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.93684
 Statistics related to Sortino ratio

Sortino ratio2.79715

Upside Potential Ratio9.48200

Upside part of mean0.93604

Downside part of mean0.65991

Upside SD0.14226

Downside SD0.09872

N nonnegative terms270.00000

N negative terms295.00000
 Statistics related to linear regression on benchmark

N of observations565.00000

Mean of predictor0.11445

Mean of criterion0.27613

SD of predictor0.11033

SD of criterion0.17247

Covariance0.00329

r0.17305

b (slope, estimate of beta)0.27052

a (intercept, estimate of alpha)0.24517

Mean Square Error0.02891

DF error563.00000

t(b)4.16891

p(b)0.00002

t(a)2.11325

p(a)0.01751

Lowerbound of 95% confidence interval for beta0.14306

Upperbound of 95% confidence interval for beta0.39798

Lowerbound of 95% confidence interval for alpha0.01729

Upperbound of 95% confidence interval for alpha0.47304

Treynor index (mean / b)1.02072

Jensen alpha (a)0.24517
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01634

Expected Shortfall on VaR0.02070
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00584

Expected Shortfall on VaR0.01218
 ORDER STATISTICS
 Quartiles of return rates

Number of observations565.00000

Minimum0.95744

Quartile 10.99817

Median1.00000

Quartile 31.00411

Maximum1.12568

Mean of quarter 10.99050

Mean of quarter 20.99977

Mean of quarter 31.00181

Mean of quarter 41.01287

Inter Quartile Range0.00593

Number outliers low47.00000

Percentage of outliers low0.08319

Mean of outliers low0.98267

Number of outliers high45.00000

Percentage of outliers high0.07965

Mean of outliers high1.02377
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07448

VaR(95%) (moments method)0.00618

Expected Shortfall (moments method)0.00929

Extreme Value Index (regression method)0.04585

VaR(95%) (regression method)0.00834

Expected Shortfall (regression method)0.01274
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations32.00000

Minimum0.00006

Quartile 10.00283

Median0.01204

Quartile 30.03227

Maximum0.16800

Mean of quarter 10.00083

Mean of quarter 20.00713

Mean of quarter 30.01966

Mean of quarter 40.08081

Inter Quartile Range0.02945

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.09375

Mean of outliers high0.12862
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.06138

VaR(95%) (moments method)0.08078

Expected Shortfall (moments method)0.11225

Extreme Value Index (regression method)1.20733

VaR(95%) (regression method)0.05637

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.42958

Compounded annual return (geometric extrapolation)0.35532

Calmar ratio (compounded annual return / max draw down)2.11492

Compounded annual return / average of 25% largest draw downs4.39697

Compounded annual return / Expected Shortfall lognormal17.16550

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

Mean0.03299

SD0.17161

Sharpe ratio (Glass type estimate)0.19225

Sharpe ratio (Hedges UMVUE)0.19114

df130.00000

t0.13594

p0.49404

Lowerbound of 95% confidence interval for Sharpe Ratio2.58002

Upperbound of 95% confidence interval for Sharpe Ratio2.96379

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.58077

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.96304
 Statistics related to Sortino ratio

Sortino ratio0.28123

Upside Potential Ratio7.85767

Upside part of mean0.92183

Downside part of mean0.88884

Upside SD0.12437

Downside SD0.11732

N nonnegative terms59.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00567

Mean of criterion0.03299

SD of predictor0.16441

SD of criterion0.17161

Covariance0.00070

r0.02478

b (slope, estimate of beta)0.02587

a (intercept, estimate of alpha)0.03285

Mean Square Error0.02966

DF error129.00000

t(b)0.28156

p(b)0.51577

t(a)0.13485

p(a)0.49244

Lowerbound of 95% confidence interval for beta0.20764

Upperbound of 95% confidence interval for beta0.15590

Lowerbound of 95% confidence interval for alpha0.44905

Upperbound of 95% confidence interval for alpha0.51474

Treynor index (mean / b)1.27542

Jensen alpha (a)0.03285
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.01841

SD0.17136

Sharpe ratio (Glass type estimate)0.10741

Sharpe ratio (Hedges UMVUE)0.10679

df130.00000

t0.07595

p0.49667

Lowerbound of 95% confidence interval for Sharpe Ratio2.66455

Upperbound of 95% confidence interval for Sharpe Ratio2.87913

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.66505

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.87862
 Statistics related to Sortino ratio

Sortino ratio0.15514

Upside Potential Ratio7.70534

Upside part of mean0.91413

Downside part of mean0.89572

Upside SD0.12275

Downside SD0.11864

N nonnegative terms59.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.01918

Mean of criterion0.01841

SD of predictor0.16525

SD of criterion0.17136

Covariance0.00074

r0.02610

b (slope, estimate of beta)0.02707

a (intercept, estimate of alpha)0.01789

Mean Square Error0.02957

DF error129.00000

t(b)0.29659

p(b)0.51662

t(a)0.07355

p(a)0.49588

Lowerbound of 95% confidence interval for beta0.20766

Upperbound of 95% confidence interval for beta0.15351

Lowerbound of 95% confidence interval for alpha0.46329

Upperbound of 95% confidence interval for alpha0.49907

Treynor index (mean / b)0.67991

Jensen alpha (a)0.01789
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01719

Expected Shortfall on VaR0.02152
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00826

Expected Shortfall on VaR0.01630
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96136

Quartile 10.99535

Median1.00000

Quartile 31.00493

Maximum1.04503

Mean of quarter 10.98791

Mean of quarter 20.99885

Mean of quarter 31.00184

Mean of quarter 41.01238

Inter Quartile Range0.00958

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97289

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.02812
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.21663

VaR(95%) (moments method)0.01224

Expected Shortfall (moments method)0.01898

Extreme Value Index (regression method)0.12837

VaR(95%) (regression method)0.01196

Expected Shortfall (regression method)0.01732
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00137

Quartile 10.00665

Median0.01794

Quartile 30.04086

Maximum0.10943

Mean of quarter 10.00177

Mean of quarter 20.00975

Mean of quarter 30.03181

Mean of quarter 40.07777

Inter Quartile Range0.03422

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.12500

Mean of outliers high0.10943
 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)0.04685

Compounded annual return (geometric extrapolation)0.04740

Calmar ratio (compounded annual return / max draw down)0.43318

Compounded annual return / average of 25% largest draw downs0.60950

Compounded annual return / Expected Shortfall lognormal2.20223
Strategy Description
It includes the trading system Prometeo also publisehd in Collective2 (https://www.collective2.com/details/97726126).
Portfolio is designed to work with starting account size of 25.000 USD.
You can obtain backtesting information here:
www.sistemasdebolsa.com/carteradesistemasdetrading25keminisp500portfolio/
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(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.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.