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For your consideration Easy Value Trades-Own-Strategy Certified Trades-Own-Strategy Certification Hypothetical

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By JohnSnow2019

Stocks · Started Jan 2018

hypothetical · Annual Return (Compounded)
163.4%
Max Drawdown
1.7%
Trades
33
Win Trades
45.5%
Profit Factor
2.40
Win Months
1.0%

About this strategy

This strategy mixes volatility, individual stocks, and some real assets to make the ride fast and smooth. For more, details ask a question in the forum thread "Strategies by Charles Tines"

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20183.70.00.00.00.00.00.00.00.00.00.00.03.7
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began1/4/2018
Suggested Minimum Capital$100,000
Age107 months
What it tradesStocks
# Trades33
# Profitable15
% Profitable45.5%
Avg trade duration4.4 days
Max peak-to-valley drawdown1.7%
drawdown periodJan 08, 2018 - Jan 10, 2018
Cumul. Return3.7%
Avg win$434
Avg loss$149

Ratios

W:L ratio2.44
Sharpe Ratio-1.17
Sortino Ratio-8.40
Calmar Ratio25.82

CORRELATION STATISTICS

Correlation to SP5000.01
Return Percent SP500 (cumu) during strategy life180.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)1.4%

Return Statistics

Ann Return (w trading costs)163.4%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.4%

Slump

Current Slump as Pcnt Equity0.6%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated7.6%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)667
Popularity (7 days, Percentile 1000 scale)389

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$149
Avg Win$434
# Winners15
Sum Trade PL (losers)$2,687
Sum Trade PL (winners)$6,513
Num Months Winners1
# Losers18
% Winners45.5%

Dividends

Dividends Received in Model Acct48

Age

Num Months filled monthly returns table106

Frequency

Avg Position Time (mins)6392.07
Avg Position Time (hrs)106.53
Avg Trade Length4.40
Last Trade Ago3199

Regression

Alpha0
Beta0
Treynor Index-5.88

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades3.89
MAE:PL (avg, all trades)0.19
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats33.55
MAE:PL - Winning Trades - this strat Percentile of All Strats64.05
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.50
Avg(MAE) / Avg(PL) - Losing trades-1.60
Hold-and-Hope Ratio0.26

RATIO STATISTICS

a (intercept, estimate of alpha)0.01
VAR (95 Confidence Intrvl)0.00

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)2
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 5 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
IMKTA long289Jan 9, 2018Jan 15, 2018($78)
GPRK long952Jan 9, 2018Jan 15, 2018$309
DAVE long1413Jan 9, 2018Jan 15, 2018($1,489)
CPAH long2198Jan 9, 2018Jan 15, 2018$4,334
CCS long281Jan 9, 2018Jan 15, 2018($34)
XIV long340Jan 9, 2018Jan 15, 2018$64
XIV long210Jan 4, 2018Jan 9, 2018$422
GPRK long976Jan 8, 2018Jan 9, 2018$132
CCS long278Jan 8, 2018Jan 9, 2018($119)
IMKTA long304Jan 4, 2018Jan 9, 2018($379)
DAVE long1463Jan 4, 2018Jan 9, 2018($127)
CPAH long2683Jan 4, 2018Jan 9, 2018$771
DBC long148Jan 4, 2018Jan 9, 2018($13)
GLD long59Jan 4, 2018Jan 9, 2018($83)
FRAN long333Jan 8, 2018Jan 9, 2018($107)
VLRS long241Jan 4, 2018Jan 9, 2018($48)
TX long59Jan 4, 2018Jan 9, 2018($17)
SUP long128Jan 4, 2018Jan 9, 2018$84
SPAR long131Jan 4, 2018Jan 9, 2018($23)
NGHC long102Jan 4, 2018Jan 9, 2018($9)
KBH long60Jan 4, 2018Jan 9, 2018$57
HZO long106Jan 4, 2018Jan 9, 2018($13)
HALL long193Jan 4, 2018Jan 9, 2018$11
GTS long78Jan 4, 2018Jan 9, 2018($86)
DKS long64Jan 4, 2018Jan 9, 2018($50)
DAKT long215Jan 4, 2018Jan 9, 2018$41
CVRR long305Jan 8, 2018Jan 8, 2018($82)
FCX long303Jan 4, 2018Jan 8, 2018$39
ANY long2390Jan 4, 2018Jan 8, 2018$69
SNE long42Jan 4, 2018Jan 8, 2018$67

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 under-or over-compensated 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.