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For your consideration AELong Trades-Own-Strategy Certified Trades-Own-Strategy Certification Hypothetical

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Tests Only Not 4 Trading

By tradeLab

Equity · Stocks · Started May 2018

hypothetical · Annual Return (Compounded)
0.4%
Max Drawdown
10.1%
Trades
34
Win Trades
55.9%
Profit Factor
1.10
Win Months
2.0%

About this strategy

100% Focus on High Liquidity S&P 500 Stocks.
Very Easy to Trade (High Liquidity).
We Hold 5 Stocks for Precisely One Week Holding Period, then Rebalance/Refresh.

Note: The SPX1 Strategy is Completely Unique/Independent to the SPX2 Strategy.

Stock Screen Filters for Strategy SPX1 Include...
Strong Free Cash Flow to Enterprise Value Yields.
Gross Profit Improvements.
Low Debt to Capital Ratio
Minimum Cash Flow to Capital Ratio.
Minimum Cash Flow to Equity Ratio.

Qualifying Stocks from Above Screen are Ranked by Strongest Smart/Institutional Money Flow (In-House Algorithm).

Full Details and Step-by-Step Methods Available on the Tradepilot Website.
Includes Deep Trade by Trade (and Period by Period) Performance Data...
Backtested Since December 2008, Producing Avg 46.9%/Yr Returns Without Leverage.

(Note: Backtesting data is hypothetical and it has not been verified by C2. Forward trades published live since May 7th 2018 on the C2 platform are verified by C2).

Non-hedged Equity Hedged Equity

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201810.2-9.80.20.00.00.00.00.0-0.4
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
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began5/7/2018
Suggested Minimum Capital$25,000
Age102 months
What it tradesStocks
# Trades34
# Profitable19
% Profitable55.9%
Avg trade duration8.3 days
Max peak-to-valley drawdown10.1%
drawdown periodJune 13, 2018 - June 22, 2018
Cumul. Return0.1%
Avg win$292
Avg loss$350

Ratios

W:L ratio1.08
Sharpe Ratio-0.61
Sortino Ratio-0.87
Calmar Ratio0.13

CORRELATION STATISTICS

Correlation to SP5000.00
Return Percent SP500 (cumu) during strategy life189.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-3.2%

Return Statistics

Ann Return (w trading costs)0.4%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.2%

Slump

Current Slump as Pcnt Equity11.1%
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 loss11.0%
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%
Chance of 100% account loss (Monte Carlo)100.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)514
Popularity (Last 6 weeks)897
Popularity (7 days, Percentile 1000 scale)690

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$350
Avg Win$292
# Winners19
Sum Trade PL (losers)$5,245
Sum Trade PL (winners)$5,547
Num Months Winners2
# Losers15
% Winners55.9%

Dividends

Dividends Received in Model Acct121

Age

Num Months filled monthly returns table102

Frequency

Avg Position Time (mins)11887.82
Avg Position Time (hrs)198.13
Avg Trade Length8.30
Last Trade Ago3026

Regression

Alpha-0.01
Beta0
Treynor Index-7.34

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02
MAE:Equity, 95th Percentile Value for this strat0.03
MAE:Equity, average, losing trades0.02
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 trades-2.08
MAE:PL (avg, all trades)-0.79
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats11.79
MAE:PL - Winning Trades - this strat Percentile of All Strats6.20
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.26
Avg(MAE) / Avg(PL) - Losing trades-1.32
Hold-and-Hope Ratio-0.48

RATIO STATISTICS

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

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)9
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
PHM long333Jun 18, 2018Jun 22, 2018($423)
WDC long122Jun 8, 2018Jun 22, 2018($220)
ORCL long217Jun 18, 2018Jun 22, 2018($528)
BLL long271Jun 4, 2018Jun 22, 2018($365)
AMAT long197Jun 8, 2018Jun 22, 2018($529)
LRCX long54Jun 8, 2018Jun 18, 2018($633)
WBA long158Jun 11, 2018Jun 18, 2018$236
PRSP long50May 31, 2018Jun 11, 2018$1,214
DXC long100May 18, 2018Jun 11, 2018($1,463)
NEM long255May 30, 2018Jun 8, 2018($219)
IBM long69May 29, 2018Jun 8, 2018$250
EBAY long257Jun 4, 2018Jun 8, 2018$409
SPY1804R272 long1May 30, 2018Jun 5, 2018($225)
MCK long69May 25, 2018Jun 4, 2018($211)
LRCX long25Jun 1, 2018Jun 4, 2018($25)
NTAP long150May 25, 2018Jun 1, 2018$384
EBAY long85May 25, 2018May 30, 2018($21)
AMAT long200May 21, 2018May 30, 2018$396
ORCL long216May 23, 2018May 25, 2018$126
LRCX long51May 21, 2018May 25, 2018$258
SJM long92May 21, 2018May 23, 2018$155
PHM long338May 18, 2018May 21, 2018$91
IBM long69May 14, 2018May 21, 2018$56
BLL long260May 14, 2018May 21, 2018($125)
HUM long18May 7, 2018May 14, 2018$63
WDC long63May 7, 2018May 14, 2018$222
CNC long43May 7, 2018May 14, 2018($7)
CI long29May 7, 2018May 14, 2018$80
CBRE long108May 7, 2018May 14, 2018$88
ANTM long22May 7, 2018May 14, 2018$80

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.