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
12/07/2016
Most recent certification approved
12/7/16 9:30 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
68
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
68
Percent signals followed since 12/07/2016
100%
This information was last updated
9/22/19 12:43 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 12/07/2016,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations.
Unlike the results shown in an actual performance record, these results do not represent actual trading.
Also, because these trades have not actually been executed, these results may have
underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity.
Simulated or hypothetical trading programs in general are
also subject to the fact that they are designed with the benefit of hindsight. No representation is being
made that any account will or is likely to achieve
profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely
account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere
to a particular trading program in spite of trading losses are material points which can also adversely affect
actual trading results. There are numerous other factors related to the markets in general or to the implementation
of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance
results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Snowball
(107460604)
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  12/07/2016 
Most recent certification approved  12/7/16 9:30 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  68 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  68 
Percent signals followed since 12/07/2016  100% 
This information was last updated  9/22/19 12:43 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 12/07/2016, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $99.00 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.
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    (0.5%)  (0.5%)  
2017  +0.2%  +0.4%  (1.5%)  +1.1%  (0.8%)  +0.2%  +1.1%  (1.5%)  (1.1%)  (0.3%)  +0.2%  +3.6%  +1.7% 
2018  +3.7%  (1%)  (2.4%)  +2.2%  +2.8%  (0.3%)  +0.2%  (0.7%)  (1.3%)  (4%)  (2.5%)  +1.9%  (1.8%) 
2019  +3.3%  +0.7%  +7.0%  (2.5%)  (1.5%)  (4.2%)  (3.1%)  (5.5%)  +1.9%  (4.3%) 
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  $11,693  
Cash  $35,480  
Equity  ($1,753)  
Cumulative $  $2,176  
Includes dividends and cashsettled expirations:  $369  Itemized 
Total System Equity  $27,176  
Margined  $22,034  
Open P/L  ($1,754) 
Trading Record
Statistics

Strategy began11/23/2016

Suggested Minimum Cap$25,000

Strategy Age (days)1031.81

Age34 months ago

What it tradesStocks

# Trades33

# Profitable22

% Profitable66.70%

Avg trade duration389.0 days

Max peaktovalley drawdown17.43%

drawdown periodDec 24, 2016  Aug 31, 2019

Annual Return (Compounded)1.9%

Avg win$295.91

Avg loss$427.55
 Model Account Values (Raw)

Cash$35,480

Margin Used$22,034

Buying Power$11,693
 Ratios

W:L ratio1.65:1

Sharpe Ratio0.16

Sortino Ratio0.2

Calmar Ratio0.563
 CORRELATION STATISTICS

Correlation to SP5000.29060
 Return Statistics

Ann Return (w trading costs)1.9%

Ann Return (Compnd, No Fees)3.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss6.67%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$428

Avg Win$296

# Winners22

# Losers11

% Winners66.7%
 Frequency

Avg Position Time (mins)560096.00

Avg Position Time (hrs)9334.93

Avg Trade Length389.0 days

Last Trade Ago57
 Regression

Alpha0.02

Beta0.35

Treynor Index0.02
 Maximum Adverse Excursion (MAE)

Avg(MAE) / Avg(PL)  All trades13.183

Avg(MAE) / Avg(PL)  Winning trades0.526

Avg(MAE) / Avg(PL)  Losing trades1.318

HoldandHope Ratio1.248
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.08506

SD0.06469

Sharpe ratio (Glass type estimate)1.31476

Sharpe ratio (Hedges UMVUE)1.23716

df13.00000

t1.42010

p0.27203

Lowerbound of 95% confidence interval for Sharpe Ratio0.59076

Upperbound of 95% confidence interval for Sharpe Ratio3.17381

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.63869

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.11301
 Statistics related to Sortino ratio

Sortino ratio3.93679

Upside Potential Ratio5.46005

Upside part of mean0.11797

Downside part of mean0.03291

Upside SD0.06342

Downside SD0.02161

N nonnegative terms10.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations14.00000

Mean of predictor0.18008

Mean of criterion0.08506

SD of predictor0.11649

SD of criterion0.06469

Covariance0.00363

r0.48199

b (slope, estimate of beta)0.26768

a (intercept, estimate of alpha)0.03685

Mean Square Error0.00348

DF error12.00000

t(b)1.90563

p(b)0.25900

t(a)0.61224

p(a)0.41298

Lowerbound of 95% confidence interval for beta0.03837

Upperbound of 95% confidence interval for beta0.57373

Lowerbound of 95% confidence interval for alpha0.09430

Upperbound of 95% confidence interval for alpha0.16801

Treynor index (mean / b)0.31776

Jensen alpha (a)0.03685
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.08269

SD0.06327

Sharpe ratio (Glass type estimate)1.30682

Sharpe ratio (Hedges UMVUE)1.22969

df13.00000

t1.41153

p0.27317

Lowerbound of 95% confidence interval for Sharpe Ratio0.59775

Upperbound of 95% confidence interval for Sharpe Ratio3.16519

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64543

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.10482
 Statistics related to Sortino ratio

Sortino ratio3.80593

Upside Potential Ratio5.32807

Upside part of mean0.11576

Downside part of mean0.03307

Upside SD0.06177

Downside SD0.02173

N nonnegative terms10.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations14.00000

Mean of predictor0.17227

Mean of criterion0.08269

SD of predictor0.11417

SD of criterion0.06327

Covariance0.00343

r0.47484

b (slope, estimate of beta)0.26315

a (intercept, estimate of alpha)0.03735

Mean Square Error0.00336

DF error12.00000

t(b)1.86904

p(b)0.26258

t(a)0.63433

p(a)0.40994

Lowerbound of 95% confidence interval for beta0.04362

Upperbound of 95% confidence interval for beta0.56992

Lowerbound of 95% confidence interval for alpha0.09095

Upperbound of 95% confidence interval for alpha0.16566

Treynor index (mean / b)0.31422

Jensen alpha (a)0.03735
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02289

Expected Shortfall on VaR0.03029
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00420

Expected Shortfall on VaR0.00952
 ORDER STATISTICS
 Quartiles of return rates

Number of observations14.00000

Minimum0.98585

Quartile 11.00131

Median1.00596

Quartile 31.01534

Maximum1.06200

Mean of quarter 10.99273

Mean of quarter 21.00468

Mean of quarter 31.00887

Mean of quarter 41.03007

Inter Quartile Range0.01403

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07143

Mean of outliers high1.06200
 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)2.65158

VaR(95%) (regression method)0.01477

Expected Shortfall (regression method)0.01491
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00223

Quartile 10.00785

Median0.01348

Quartile 30.01382

Maximum0.01415

Mean of quarter 10.00223

Mean of quarter 20.01348

Mean of quarter 30.00000

Mean of quarter 40.01415

Inter Quartile Range0.00596

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)0.11805

Compounded annual return (geometric extrapolation)0.11694

Calmar ratio (compounded annual return / max draw down)8.26337

Compounded annual return / average of 25% largest draw downs8.26337

Compounded annual return / Expected Shortfall lognormal3.86014

0.00000

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

Mean0.05503

SD0.16812

Sharpe ratio (Glass type estimate)0.32733

Sharpe ratio (Hedges UMVUE)0.32657

df323.00000

t0.36401

p0.35805

Lowerbound of 95% confidence interval for Sharpe Ratio1.43558

Upperbound of 95% confidence interval for Sharpe Ratio2.08976

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.43610

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.08924
 Statistics related to Sortino ratio

Sortino ratio0.45824

Upside Potential Ratio4.99739

Upside part of mean0.60015

Downside part of mean0.54512

Upside SD0.11733

Downside SD0.12009

N nonnegative terms165.00000

N negative terms159.00000
 Statistics related to linear regression on benchmark

N of observations324.00000

Mean of predictor0.23996

Mean of criterion0.05503

SD of predictor0.19302

SD of criterion0.16812

Covariance0.01185

r0.36522

b (slope, estimate of beta)0.31811

a (intercept, estimate of alpha)0.02100

Mean Square Error0.02457

DF error322.00000

t(b)7.03985

p(b)0.00000

t(a)0.15068

p(a)0.55984

Lowerbound of 95% confidence interval for beta0.22921

Upperbound of 95% confidence interval for beta0.40701

Lowerbound of 95% confidence interval for alpha0.29944

Upperbound of 95% confidence interval for alpha0.25683

Treynor index (mean / b)0.17300

Jensen alpha (a)0.02130
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04087

SD0.16870

Sharpe ratio (Glass type estimate)0.24228

Sharpe ratio (Hedges UMVUE)0.24172

df323.00000

t0.26943

p0.39389

Lowerbound of 95% confidence interval for Sharpe Ratio1.52045

Upperbound of 95% confidence interval for Sharpe Ratio2.00472

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.52087

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.00431
 Statistics related to Sortino ratio

Sortino ratio0.33089

Upside Potential Ratio4.80392

Upside part of mean0.59342

Downside part of mean0.55255

Upside SD0.11454

Downside SD0.12353

N nonnegative terms165.00000

N negative terms159.00000
 Statistics related to linear regression on benchmark

N of observations324.00000

Mean of predictor0.22142

Mean of criterion0.04087

SD of predictor0.19192

SD of criterion0.16870

Covariance0.01181

r0.36480

b (slope, estimate of beta)0.32067

a (intercept, estimate of alpha)0.03013

Mean Square Error0.02475

DF error322.00000

t(b)7.03054

p(b)0.00000

t(a)0.21241

p(a)0.58404

Lowerbound of 95% confidence interval for beta0.23093

Upperbound of 95% confidence interval for beta0.41040

Lowerbound of 95% confidence interval for alpha0.30916

Upperbound of 95% confidence interval for alpha0.24891

Treynor index (mean / b)0.12747

Jensen alpha (a)0.03013
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01684

Expected Shortfall on VaR0.02111
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00455

Expected Shortfall on VaR0.01046
 ORDER STATISTICS
 Quartiles of return rates

Number of observations324.00000

Minimum0.91686

Quartile 10.99869

Median1.00017

Quartile 31.00168

Maximum1.08248

Mean of quarter 10.99234

Mean of quarter 20.99955

Mean of quarter 31.00079

Mean of quarter 41.00858

Inter Quartile Range0.00300

Number outliers low25.00000

Percentage of outliers low0.07716

Mean of outliers low0.98087

Number of outliers high33.00000

Percentage of outliers high0.10185

Mean of outliers high1.01660
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.98008

VaR(95%) (moments method)0.00720

Expected Shortfall (moments method)0.37021

Extreme Value Index (regression method)0.76724

VaR(95%) (regression method)0.00486

Expected Shortfall (regression method)0.02113
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations17.00000

Minimum0.00051

Quartile 10.00284

Median0.00821

Quartile 30.01936

Maximum0.12654

Mean of quarter 10.00164

Mean of quarter 20.00500

Mean of quarter 30.01526

Mean of quarter 40.08173

Inter Quartile Range0.01652

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.17647

Mean of outliers high0.10222
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.22449

VaR(95%) (moments method)0.06399

Expected Shortfall (moments method)0.10798

Extreme Value Index (regression method)0.56288

VaR(95%) (regression method)0.07268

Expected Shortfall (regression method)0.18358
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07179

Compounded annual return (geometric extrapolation)0.07120

Calmar ratio (compounded annual return / max draw down)0.56270

Compounded annual return / average of 25% largest draw downs0.87123

Compounded annual return / Expected Shortfall lognormal3.37299

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

Mean0.13006

SD0.26097

Sharpe ratio (Glass type estimate)0.49837

Sharpe ratio (Hedges UMVUE)0.49549

df130.00000

t0.35240

p0.48455

Lowerbound of 95% confidence interval for Sharpe Ratio2.27495

Upperbound of 95% confidence interval for Sharpe Ratio3.26999

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.27697

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.26795
 Statistics related to Sortino ratio

Sortino ratio0.69831

Upside Potential Ratio6.44428

Upside part of mean1.20022

Downside part of mean1.07016

Upside SD0.18155

Downside SD0.18625

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.33009

Mean of criterion0.13006

SD of predictor0.29076

SD of criterion0.26097

Covariance0.02795

r0.36829

b (slope, estimate of beta)0.33054

a (intercept, estimate of alpha)0.02095

Mean Square Error0.05932

DF error129.00000

t(b)4.49918

p(b)0.27095

t(a)0.06067

p(a)0.49660

Lowerbound of 95% confidence interval for beta0.18519

Upperbound of 95% confidence interval for beta0.47590

Lowerbound of 95% confidence interval for alpha0.66224

Upperbound of 95% confidence interval for alpha0.70414

Treynor index (mean / b)0.39346

Jensen alpha (a)0.02095
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.09608

SD0.26193

Sharpe ratio (Glass type estimate)0.36681

Sharpe ratio (Hedges UMVUE)0.36469

df130.00000

t0.25937

p0.48863

Lowerbound of 95% confidence interval for Sharpe Ratio2.40596

Upperbound of 95% confidence interval for Sharpe Ratio3.13837

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.40747

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.13685
 Statistics related to Sortino ratio

Sortino ratio0.50118

Upside Potential Ratio6.17695

Upside part of mean1.18415

Downside part of mean1.08807

Upside SD0.17711

Downside SD0.19170

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.28828

Mean of criterion0.09608

SD of predictor0.28900

SD of criterion0.26193

Covariance0.02786

r0.36810

b (slope, estimate of beta)0.33362

a (intercept, estimate of alpha)0.00010

Mean Square Error0.05977

DF error129.00000

t(b)4.49649

p(b)0.27107

t(a)0.00029

p(a)0.50002

Lowerbound of 95% confidence interval for beta0.18682

Upperbound of 95% confidence interval for beta0.48042

Lowerbound of 95% confidence interval for alpha0.68548

Upperbound of 95% confidence interval for alpha0.68529

Treynor index (mean / b)0.28799

Jensen alpha (a)0.00010
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02591

Expected Shortfall on VaR0.03246
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00893

Expected Shortfall on VaR0.01969
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91686

Quartile 10.99703

Median1.00022

Quartile 31.00548

Maximum1.08248

Mean of quarter 10.98482

Mean of quarter 20.99919

Mean of quarter 31.00219

Mean of quarter 41.01627

Inter Quartile Range0.00845

Number outliers low7.00000

Percentage of outliers low0.05344

Mean of outliers low0.95983

Number of outliers high8.00000

Percentage of outliers high0.06107

Mean of outliers high1.03629
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.59270

VaR(95%) (moments method)0.01322

Expected Shortfall (moments method)0.03727

Extreme Value Index (regression method)0.39093

VaR(95%) (regression method)0.01142

Expected Shortfall (regression method)0.02278
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00018

Quartile 10.00174

Median0.00690

Quartile 30.01936

Maximum0.12654

Mean of quarter 10.00090

Mean of quarter 20.00429

Mean of quarter 30.01236

Mean of quarter 40.10222

Inter Quartile Range0.01762

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.23077

Mean of outliers high0.10222
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)31.90670

VaR(95%) (moments method)0.05220

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.71810

VaR(95%) (regression method)0.14651

Expected Shortfall (regression method)0.15074
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.12791

Compounded annual return (geometric extrapolation)0.13200

Calmar ratio (compounded annual return / max draw down)1.04317

Compounded annual return / average of 25% largest draw downs1.29135

Compounded annual return / Expected Shortfall lognormal4.06701
Strategy Description
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.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
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.