Collective2 Collective2
Featured Strategy TQQQ Aspire +44.0% Annual Return (Compounded) since May 1, 2018 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 09/21/2020
Most recent certification approved 9/21/20 9:56 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 725
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 724
Percent signals followed since 09/21/2020 99.9%
This information was last updated 8/13/22 7:59 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life 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 09/21/2020, 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.

Patience is a Virtue
(123937705)

Created by: PatienceToInvest_com PatienceToInvest_com
Started: 06/2019
Stocks
Last trade: 8 days ago
Trading style: Equity Trend-following Sector Rotation

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $125.00 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.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.
37.6%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(45.7%)
Max Drawdown
111
Num Trades
47.7%
Win Trades
1.7 : 1
Profit Factor
56.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                   +17.0%(0.7%)+3.3%(8%)+1.5%+0.7%+7.2%+20.7%
2020+9.5%+9.4%+30.2%+8.5%(0.8%)+4.3%+15.4%+18.4%(17.7%)+5.8%+20.4%+15.5%+189.8%
2021(1.1%)+7.9%+7.4%+7.2%(6.8%)+2.3%+2.9%+9.1%(12.1%)+15.3%(0.3%)(2.8%)+29.2%
2022(13.5%)(4%)(2.4%)(14%)(8.4%)(2.1%)(0.4%)(1.3%)                        (38.5%)

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 998 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/15/22 15:49 DBC INVESCO DB COMMODITY INDEX LONG 332 25.02 8/4 15:46 24.94 0.06%
Trade id #141078078
Max drawdown($60)
Time8/4/22 12:48
Quant open332
Worst price24.84
Drawdown as % of equity-0.06%
 ($32)
Includes Typical Broker Commissions trade costs of $6.64
7/29/22 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 3,321 12.87 8/1 15:53 12.38 1.59%
Trade id #141235905
Max drawdown($1,687)
Time8/1/22 15:45
Quant open3,321
Worst price12.36
Drawdown as % of equity-1.59%
 ($1,640)
Includes Typical Broker Commissions trade costs of $7.75
7/19/22 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 3,682 11.32 7/25 15:51 11.92 0.18%
Trade id #141109894
Max drawdown($190)
Time7/19/22 15:57
Quant open3,682
Worst price11.27
Drawdown as % of equity-0.18%
 $2,186
Includes Typical Broker Commissions trade costs of $5.91
7/15/22 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 3,718 11.42 7/18 15:46 11.03 1.42%
Trade id #141078088
Max drawdown($1,486)
Time7/18/22 15:43
Quant open3,718
Worst price11.02
Drawdown as % of equity-1.42%
 ($1,456)
Includes Typical Broker Commissions trade costs of $5.47
5/12/22 15:54 DBC INVESCO DB COMMODITY INDEX LONG 1,559 28.44 7/14 15:33 27.40 1.24%
Trade id #140458884
Max drawdown($1,308)
Time7/14/22 9:45
Quant open307
Worst price24.18
Drawdown as % of equity-1.24%
 ($1,653)
Includes Typical Broker Commissions trade costs of $31.18
7/8/22 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 3,875 11.21 7/11 15:46 10.83 1.54%
Trade id #141007760
Max drawdown($1,646)
Time7/11/22 15:21
Quant open3,875
Worst price10.79
Drawdown as % of equity-1.54%
 ($1,482)
Includes Typical Broker Commissions trade costs of $5.00
7/1/22 15:49 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 2,226 12.88 7/6 15:46 12.78 0.25%
Trade id #140939425
Max drawdown($261)
Time7/6/22 15:38
Quant open757
Worst price12.53
Drawdown as % of equity-0.25%
 ($218)
Includes Typical Broker Commissions trade costs of $7.50
6/29/22 15:49 GLD SPDR GOLD SHARES LONG 49 169.48 6/30 15:46 168.55 0.06%
Trade id #140906996
Max drawdown($60)
Time6/30/22 10:49
Quant open49
Worst price168.24
Drawdown as % of equity-0.06%
 ($47)
Includes Typical Broker Commissions trade costs of $0.98
6/7/22 15:55 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 3,686 11.96 6/9 15:46 11.49 1.63%
Trade id #140702821
Max drawdown($1,769)
Time6/9/22 15:46
Quant open3,686
Worst price11.48
Drawdown as % of equity-1.63%
 ($1,736)
Includes Typical Broker Commissions trade costs of $5.00
2/28/22 15:05 GLD SPDR GOLD SHARES LONG 122 178.23 5/31 15:51 171.82 0.81%
Trade id #139579163
Max drawdown($889)
Time5/12/22 0:00
Quant open106
Worst price169.90
Drawdown as % of equity-0.81%
 ($784)
Includes Typical Broker Commissions trade costs of $2.44
4/29/22 15:54 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 6,015 14.31 5/6 15:51 13.32 5.73%
Trade id #140318026
Max drawdown($6,735)
Time5/5/22 0:00
Quant open3,674
Worst price12.48
Drawdown as % of equity-5.73%
 ($5,968)
Includes Typical Broker Commissions trade costs of $16.74
4/22/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 1,950 11.94 5/6 15:51 10.92 2.52%
Trade id #140234516
Max drawdown($2,967)
Time5/5/22 0:00
Quant open1,454
Worst price9.90
Drawdown as % of equity-2.52%
 ($2,007)
Includes Typical Broker Commissions trade costs of $23.92
1/31/22 15:05 UPRO PROSHARES ULTRAPRO S&P 500 LONG 17,398 58.89 5/6 15:51 57.93 11.83%
Trade id #139179291
Max drawdown($14,424)
Time4/29/22 0:00
Quant open1,204
Worst price47.13
Drawdown as % of equity-11.83%
 ($16,728)
Includes Typical Broker Commissions trade costs of $129.29
4/21/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 1,132 13.79 4/22 13:37 12.72 0.98%
Trade id #140219273
Max drawdown($1,223)
Time4/22/22 13:37
Quant open1,132
Worst price12.71
Drawdown as % of equity-0.98%
 ($1,217)
Includes Typical Broker Commissions trade costs of $5.00
4/6/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 989 13.85 4/21 14:46 13.86 0.24%
Trade id #140049587
Max drawdown($311)
Time4/13/22 0:00
Quant open625
Worst price13.10
Drawdown as % of equity-0.24%
 ($2)
Includes Typical Broker Commissions trade costs of $12.47
4/5/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 416 14.18 4/6 10:04 12.98 0.38%
Trade id #140035873
Max drawdown($497)
Time4/6/22 10:04
Quant open416
Worst price12.98
Drawdown as % of equity-0.38%
 ($505)
Includes Typical Broker Commissions trade costs of $8.32
4/5/22 10:33 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 202 14.84 4/5 15:36 14.21 0.09%
Trade id #140030451
Max drawdown($129)
Time4/5/22 15:36
Quant open202
Worst price14.20
Drawdown as % of equity-0.09%
 ($132)
Includes Typical Broker Commissions trade costs of $4.04
4/1/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 202 14.53 4/1 15:55 14.57 n/a $4
Includes Typical Broker Commissions trade costs of $4.04
3/8/22 15:54 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 19,544 19.76 3/31 15:45 19.32 5.4%
Trade id #139704657
Max drawdown($7,342)
Time3/22/22 0:00
Quant open2,988
Worst price17.97
Drawdown as % of equity-5.40%
 ($9,445)
Includes Typical Broker Commissions trade costs of $55.99
3/2/22 15:06 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 2,307 22.57 3/8 9:33 22.40 1.32%
Trade id #139616252
Max drawdown($1,853)
Time3/2/22 15:59
Quant open2,307
Worst price21.77
Drawdown as % of equity-1.32%
 ($414)
Includes Typical Broker Commissions trade costs of $9.87
2/28/22 15:05 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 2,221 23.40 3/2 9:30 23.52 0.2%
Trade id #139579169
Max drawdown($280)
Time2/28/22 15:58
Quant open2,221
Worst price23.27
Drawdown as % of equity-0.20%
 $271
Includes Typical Broker Commissions trade costs of $5.00
8/25/21 13:05 ETHE GRAYSCALE ETHEREUM TR ETH COMMON UNITS OF FRACTION LONG 352 30.87 1/31/22 15:09 24.89 2.49%
Trade id #137121111
Max drawdown($3,615)
Time1/24/22 0:00
Quant open257
Worst price16.80
Drawdown as % of equity-2.49%
 ($2,112)
Includes Typical Broker Commissions trade costs of $7.04
1/20/22 15:05 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 1,513 24.54 1/31 15:02 25.01 0.69%
Trade id #139035053
Max drawdown($980)
Time1/26/22 0:00
Quant open1,513
Worst price23.89
Drawdown as % of equity-0.69%
 $709
Includes Typical Broker Commissions trade costs of $5.00
12/23/21 15:01 GLD SPDR GOLD SHARES LONG 92 169.02 1/31/22 15:02 168.14 0.16%
Trade id #138690313
Max drawdown($223)
Time1/28/22 0:00
Quant open84
Worst price166.37
Drawdown as % of equity-0.16%
 ($83)
Includes Typical Broker Commissions trade costs of $1.84
6/30/21 13:06 TQQQ PROSHARES ULTRAPRO QQQ LONG 969 63.51 1/31/22 15:02 66.64 5.85%
Trade id #136271776
Max drawdown($8,484)
Time1/24/22 0:00
Quant open553
Worst price48.17
Drawdown as % of equity-5.85%
 $3,018
Includes Typical Broker Commissions trade costs of $10.89
12/7/21 14:54 SPXL DIREXION DAILY S&P500 BULL 3X LONG 640 135.16 1/20/22 15:02 125.49 5.05%
Trade id #138496523
Max drawdown($7,456)
Time1/19/22 0:00
Quant open593
Worst price122.59
Drawdown as % of equity-5.05%
 ($6,201)
Includes Typical Broker Commissions trade costs of $9.37
12/6/21 15:02 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 805 53.49 1/14/22 15:14 60.45 0.1%
Trade id #138480668
Max drawdown($164)
Time12/6/21 15:05
Quant open745
Worst price52.61
Drawdown as % of equity-0.10%
 $5,599
Includes Typical Broker Commissions trade costs of $6.82
10/29/21 15:25 GBTC GRAYSCALE BITCOIN TRUST (BTC) LONG 423 47.72 12/31 15:17 35.20 3.5%
Trade id #138010676
Max drawdown($5,419)
Time12/20/21 0:00
Quant open347
Worst price33.20
Drawdown as % of equity-3.50%
 ($5,303)
Includes Typical Broker Commissions trade costs of $8.46
12/1/21 15:08 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 1,361 30.50 12/7 14:51 30.13 0.38%
Trade id #138418837
Max drawdown($600)
Time12/7/21 14:42
Quant open1,361
Worst price30.06
Drawdown as % of equity-0.38%
 ($509)
Includes Typical Broker Commissions trade costs of $6.16
11/26/21 12:09 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 828 56.41 12/3 15:01 48.91 3.8%
Trade id #138356365
Max drawdown($6,270)
Time12/3/21 14:39
Quant open828
Worst price48.84
Drawdown as % of equity-3.80%
 ($6,220)
Includes Typical Broker Commissions trade costs of $5.40
Next

Statistics

  • Strategy began
    6/4/2019
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    1165.66
  • Age
    39 months ago
  • What it trades
    Stocks
  • # Trades
    111
  • # Profitable
    53
  • % Profitable
    47.70%
  • Avg trade duration
    50.9 days
  • Max peak-to-valley drawdown
    45.7%
  • drawdown period
    Nov 22, 2021 - Aug 05, 2022
  • Annual Return (Compounded)
    37.6%
  • Avg win
    $3,293
  • Avg loss
    $1,735
  • Model Account Values (Raw)
  • Cash
    $52,137
  • Margin Used
    $0
  • Buying Power
    $54,148
  • Ratios
  • W:L ratio
    1.74:1
  • Sharpe Ratio
    0.97
  • Sortino Ratio
    1.42
  • Calmar Ratio
    0.977
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    125.12%
  • Correlation to SP500
    0.18140
  • Return Percent SP500 (cumu) during strategy life
    52.68%
  • Return Statistics
  • Ann Return (w trading costs)
    37.6%
  • Slump
  • Current Slump as Pcnt Equity
    79.10%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.23%
  • Return Statistics
  • Return Pcnt Since TOS Status
    143.940%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.376%
  • Instruments
  • Percent Trades Options
    0.03%
  • Percent Trades Stocks
    0.97%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    40.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    47.50%
  • Chance of 20% account loss
    18.50%
  • Chance of 30% account loss
    6.00%
  • Chance of 40% account loss
    1.50%
  • 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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    836
  • Popularity (Last 6 weeks)
    931
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    880
  • Popularity (7 days, Percentile 1000 scale)
    856
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $1,735
  • Avg Win
    $3,293
  • Sum Trade PL (losers)
    $100,636.000
  • Age
  • Num Months filled monthly returns table
    39
  • Win / Loss
  • Sum Trade PL (winners)
    $174,532.000
  • # Winners
    53
  • Num Months Winners
    22
  • Dividends
  • Dividends Received in Model Acct
    293
  • AUM
  • AUM (AutoTrader live capital)
    382878
  • Win / Loss
  • # Losers
    58
  • % Winners
    47.8%
  • Frequency
  • Avg Position Time (mins)
    73321.50
  • Avg Position Time (hrs)
    1222.03
  • Avg Trade Length
    50.9 days
  • Last Trade Ago
    2
  • Leverage
  • Daily leverage (average)
    1.60
  • Daily leverage (max)
    3.62
  • Regression
  • Alpha
    0.09
  • Beta
    0.23
  • Treynor Index
    0.42
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.27
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    2.757
  • 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 strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.278
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.158
  • Hold-and-Hope Ratio
    0.369
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.38875
  • SD
    0.33542
  • Sharpe ratio (Glass type estimate)
    1.15899
  • Sharpe ratio (Hedges UMVUE)
    1.13465
  • df
    36.00000
  • t
    2.03512
  • p
    0.02463
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00376
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.29903
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.01190
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.28119
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.41543
  • Upside Potential Ratio
    4.12839
  • Upside part of mean
    0.66443
  • Downside part of mean
    -0.27569
  • Upside SD
    0.31009
  • Downside SD
    0.16094
  • N nonnegative terms
    21.00000
  • N negative terms
    16.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    37.00000
  • Mean of predictor
    0.08862
  • Mean of criterion
    0.38875
  • SD of predictor
    0.19048
  • SD of criterion
    0.33542
  • Covariance
    0.01605
  • r
    0.25115
  • b (slope, estimate of beta)
    0.44225
  • a (intercept, estimate of alpha)
    0.34955
  • Mean Square Error
    0.10842
  • DF error
    35.00000
  • t(b)
    1.53500
  • p(b)
    0.06689
  • t(a)
    1.84705
  • p(a)
    0.03660
  • Lowerbound of 95% confidence interval for beta
    -0.14265
  • Upperbound of 95% confidence interval for beta
    1.02714
  • Lowerbound of 95% confidence interval for alpha
    -0.03464
  • Upperbound of 95% confidence interval for alpha
    0.73375
  • Treynor index (mean / b)
    0.87902
  • Jensen alpha (a)
    0.34955
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.33065
  • SD
    0.32407
  • Sharpe ratio (Glass type estimate)
    1.02029
  • Sharpe ratio (Hedges UMVUE)
    0.99886
  • df
    36.00000
  • t
    1.79157
  • p
    0.04081
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.12710
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.15417
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.14092
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.13865
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.93321
  • Upside Potential Ratio
    3.62333
  • Upside part of mean
    0.61972
  • Downside part of mean
    -0.28907
  • Upside SD
    0.28643
  • Downside SD
    0.17103
  • N nonnegative terms
    21.00000
  • N negative terms
    16.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    37.00000
  • Mean of predictor
    0.06994
  • Mean of criterion
    0.33065
  • SD of predictor
    0.19563
  • SD of criterion
    0.32407
  • Covariance
    0.01615
  • r
    0.25471
  • b (slope, estimate of beta)
    0.42196
  • a (intercept, estimate of alpha)
    0.30114
  • Mean Square Error
    0.10101
  • DF error
    35.00000
  • t(b)
    1.55830
  • p(b)
    0.06408
  • t(a)
    1.65470
  • p(a)
    0.05346
  • Lowerbound of 95% confidence interval for beta
    -0.12776
  • Upperbound of 95% confidence interval for beta
    0.97166
  • Lowerbound of 95% confidence interval for alpha
    -0.06832
  • Upperbound of 95% confidence interval for alpha
    0.67059
  • Treynor index (mean / b)
    0.78361
  • Jensen alpha (a)
    0.30114
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11867
  • Expected Shortfall on VaR
    0.15196
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04830
  • Expected Shortfall on VaR
    0.09595
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    37.00000
  • Minimum
    0.84267
  • Quartile 1
    0.97575
  • Median
    1.01812
  • Quartile 3
    1.10593
  • Maximum
    1.21850
  • Mean of quarter 1
    0.92463
  • Mean of quarter 2
    0.99863
  • Mean of quarter 3
    1.05737
  • Mean of quarter 4
    1.17050
  • Inter Quartile Range
    0.13018
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.56514
  • VaR(95%) (moments method)
    0.06688
  • Expected Shortfall (moments method)
    0.07753
  • Extreme Value Index (regression method)
    -0.20367
  • VaR(95%) (regression method)
    0.09972
  • Expected Shortfall (regression method)
    0.13145
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.01571
  • Quartile 1
    0.04158
  • Median
    0.07903
  • Quartile 3
    0.09905
  • Maximum
    0.38893
  • Mean of quarter 1
    0.02309
  • Mean of quarter 2
    0.07491
  • Mean of quarter 3
    0.08315
  • Mean of quarter 4
    0.24664
  • Inter Quartile Range
    0.05747
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.38893
  • 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)
    0.65541
  • Compounded annual return (geometric extrapolation)
    0.43126
  • Calmar ratio (compounded annual return / max draw down)
    1.10883
  • Compounded annual return / average of 25% largest draw downs
    1.74854
  • Compounded annual return / Expected Shortfall lognormal
    2.83806
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.35770
  • SD
    0.28425
  • Sharpe ratio (Glass type estimate)
    1.25838
  • Sharpe ratio (Hedges UMVUE)
    1.25724
  • df
    828.00000
  • t
    2.23841
  • p
    0.01273
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.15453
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.36155
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.15373
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.36075
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.83511
  • Upside Potential Ratio
    9.25375
  • Upside part of mean
    1.80375
  • Downside part of mean
    -1.44605
  • Upside SD
    0.20784
  • Downside SD
    0.19492
  • N nonnegative terms
    463.00000
  • N negative terms
    366.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    829.00000
  • Mean of predictor
    0.13445
  • Mean of criterion
    0.35770
  • SD of predictor
    0.23835
  • SD of criterion
    0.28425
  • Covariance
    0.01288
  • r
    0.19014
  • b (slope, estimate of beta)
    0.22677
  • a (intercept, estimate of alpha)
    0.32700
  • Mean Square Error
    0.07797
  • DF error
    827.00000
  • t(b)
    5.56962
  • p(b)
    0.00000
  • t(a)
    2.08313
  • p(a)
    0.01877
  • Lowerbound of 95% confidence interval for beta
    0.14685
  • Upperbound of 95% confidence interval for beta
    0.30668
  • Lowerbound of 95% confidence interval for alpha
    0.01890
  • Upperbound of 95% confidence interval for alpha
    0.63553
  • Treynor index (mean / b)
    1.57740
  • Jensen alpha (a)
    0.32721
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.31708
  • SD
    0.28443
  • Sharpe ratio (Glass type estimate)
    1.11478
  • Sharpe ratio (Hedges UMVUE)
    1.11377
  • df
    828.00000
  • t
    1.98296
  • p
    0.02385
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.01132
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.21763
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.01062
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.21692
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.59609
  • Upside Potential Ratio
    8.97241
  • Upside part of mean
    1.78246
  • Downside part of mean
    -1.46538
  • Upside SD
    0.20426
  • Downside SD
    0.19866
  • N nonnegative terms
    463.00000
  • N negative terms
    366.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    829.00000
  • Mean of predictor
    0.10584
  • Mean of criterion
    0.31708
  • SD of predictor
    0.23970
  • SD of criterion
    0.28443
  • Covariance
    0.01307
  • r
    0.19167
  • b (slope, estimate of beta)
    0.22743
  • a (intercept, estimate of alpha)
    0.29301
  • Mean Square Error
    0.07802
  • DF error
    827.00000
  • t(b)
    5.61593
  • p(b)
    0.00000
  • t(a)
    1.86521
  • p(a)
    0.03125
  • Lowerbound of 95% confidence interval for beta
    0.14794
  • Upperbound of 95% confidence interval for beta
    0.30693
  • Lowerbound of 95% confidence interval for alpha
    -0.01534
  • Upperbound of 95% confidence interval for alpha
    0.60135
  • Treynor index (mean / b)
    1.39416
  • Jensen alpha (a)
    0.29301
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02731
  • Expected Shortfall on VaR
    0.03441
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01165
  • Expected Shortfall on VaR
    0.02393
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    829.00000
  • Minimum
    0.93610
  • Quartile 1
    0.99354
  • Median
    1.00153
  • Quartile 3
    1.00995
  • Maximum
    1.09412
  • Mean of quarter 1
    0.98037
  • Mean of quarter 2
    0.99799
  • Mean of quarter 3
    1.00549
  • Mean of quarter 4
    1.02214
  • Inter Quartile Range
    0.01641
  • Number outliers low
    37.00000
  • Percentage of outliers low
    0.04463
  • Mean of outliers low
    0.95593
  • Number of outliers high
    29.00000
  • Percentage of outliers high
    0.03498
  • Mean of outliers high
    1.04517
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.29206
  • VaR(95%) (moments method)
    0.01863
  • Expected Shortfall (moments method)
    0.03202
  • Extreme Value Index (regression method)
    -0.04624
  • VaR(95%) (regression method)
    0.01909
  • Expected Shortfall (regression method)
    0.02630
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    50.00000
  • Minimum
    0.00005
  • Quartile 1
    0.00774
  • Median
    0.01789
  • Quartile 3
    0.04462
  • Maximum
    0.42158
  • Mean of quarter 1
    0.00327
  • Mean of quarter 2
    0.01232
  • Mean of quarter 3
    0.03243
  • Mean of quarter 4
    0.12993
  • Inter Quartile Range
    0.03688
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.14000
  • Mean of outliers high
    0.19353
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.50000
  • VaR(95%) (moments method)
    0.13939
  • Expected Shortfall (moments method)
    0.31364
  • Extreme Value Index (regression method)
    0.70668
  • VaR(95%) (regression method)
    0.12611
  • Expected Shortfall (regression method)
    0.41308
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.62544
  • Compounded annual return (geometric extrapolation)
    0.41197
  • Calmar ratio (compounded annual return / max draw down)
    0.97720
  • Compounded annual return / average of 25% largest draw downs
    3.17077
  • Compounded annual return / Expected Shortfall lognormal
    11.97270
  • 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
  • Mean
    -0.62649
  • SD
    0.20443
  • Sharpe ratio (Glass type estimate)
    -3.06452
  • Sharpe ratio (Hedges UMVUE)
    -3.04681
  • df
    130.00000
  • t
    -2.16694
  • p
    0.59336
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -5.85552
  • Upperbound of 95% confidence interval for Sharpe Ratio
    -0.26207
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -5.84324
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.25037
  • Statistics related to Sortino ratio
  • Sortino ratio
    -3.64781
  • Upside Potential Ratio
    4.26684
  • Upside part of mean
    0.73280
  • Downside part of mean
    -1.35929
  • Upside SD
    0.11608
  • Downside SD
    0.17174
  • N nonnegative terms
    55.00000
  • N negative terms
    76.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.09858
  • Mean of criterion
    -0.62649
  • SD of predictor
    0.25070
  • SD of criterion
    0.20443
  • Covariance
    0.01708
  • r
    0.33335
  • b (slope, estimate of beta)
    0.27183
  • a (intercept, estimate of alpha)
    -0.59969
  • Mean Square Error
    0.03744
  • DF error
    129.00000
  • t(b)
    4.01579
  • p(b)
    0.29178
  • t(a)
    -2.19096
  • p(a)
    0.61986
  • Lowerbound of 95% confidence interval for beta
    0.13790
  • Upperbound of 95% confidence interval for beta
    0.40576
  • Lowerbound of 95% confidence interval for alpha
    -1.14123
  • Upperbound of 95% confidence interval for alpha
    -0.05815
  • Treynor index (mean / b)
    -2.30469
  • Jensen alpha (a)
    -0.59969
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.64812
  • SD
    0.20578
  • Sharpe ratio (Glass type estimate)
    -3.14956
  • Sharpe ratio (Hedges UMVUE)
    -3.13136
  • df
    130.00000
  • t
    -2.22708
  • p
    0.59585
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -5.94172
  • Upperbound of 95% confidence interval for Sharpe Ratio
    -0.34560
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -5.92918
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.33354
  • Statistics related to Sortino ratio
  • Sortino ratio
    -3.70868
  • Upside Potential Ratio
    4.15500
  • Upside part of mean
    0.72612
  • Downside part of mean
    -1.37424
  • Upside SD
    0.11439
  • Downside SD
    0.17476
  • N nonnegative terms
    55.00000
  • N negative terms
    76.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.12990
  • Mean of criterion
    -0.64812
  • SD of predictor
    0.25140
  • SD of criterion
    0.20578
  • Covariance
    0.01727
  • r
    0.33376
  • b (slope, estimate of beta)
    0.27320
  • a (intercept, estimate of alpha)
    -0.61263
  • Mean Square Error
    0.03792
  • DF error
    129.00000
  • t(b)
    4.02138
  • p(b)
    0.29153
  • t(a)
    -2.22344
  • p(a)
    0.62155
  • VAR (95 Confidence Intrvl)
    0.02700
  • Lowerbound of 95% confidence interval for beta
    0.13878
  • Upperbound of 95% confidence interval for beta
    0.40761
  • Lowerbound of 95% confidence interval for alpha
    -1.15778
  • Upperbound of 95% confidence interval for alpha
    -0.06748
  • Treynor index (mean / b)
    -2.37236
  • Jensen alpha (a)
    -0.61263
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02311
  • Expected Shortfall on VaR
    0.02828
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01310
  • Expected Shortfall on VaR
    0.02512
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.94054
  • Quartile 1
    0.99317
  • Median
    0.99890
  • Quartile 3
    1.00213
  • Maximum
    1.05039
  • Mean of quarter 1
    0.98308
  • Mean of quarter 2
    0.99673
  • Mean of quarter 3
    1.00043
  • Mean of quarter 4
    1.01070
  • Inter Quartile Range
    0.00896
  • Number outliers low
    9.00000
  • Percentage of outliers low
    0.06870
  • Mean of outliers low
    0.96641
  • Number of outliers high
    9.00000
  • Percentage of outliers high
    0.06870
  • Mean of outliers high
    1.02271
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.43460
  • VaR(95%) (moments method)
    0.01840
  • Expected Shortfall (moments method)
    0.03611
  • Extreme Value Index (regression method)
    0.39072
  • VaR(95%) (regression method)
    0.01795
  • Expected Shortfall (regression method)
    0.03311
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.28087
  • Quartile 1
    0.28087
  • Median
    0.28087
  • Quartile 3
    0.28087
  • Maximum
    0.28087
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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 Negative
    1.00%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -384596000
  • Max Equity Drawdown (num days)
    256
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.53326
  • Compounded annual return (geometric extrapolation)
    -0.46217
  • Calmar ratio (compounded annual return / max draw down)
    -1.64551
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -16.34340

Strategy Description

PLEASE SUBSCRIBE TO MY WEBSITE FOR FREE, BECAUSE IT IS IMPORTANT THAT YOU UNDERSTAND THE PHILOSOPHY BEHIND THE STRATEGY IF YOU WANT TO SUCCEED AND REMAIN PATIENT!

Subscribe at PatienceToInvest.com

Like any reasonable investor, I know I won't make money every day, week, month, or year. Patience and consistency are crucial to success. I want to encourage patience and consistency, so please consider subscribing to my blog at PatienceToInvest.com. You can also ask me questions there anytime.

I put my own money into the same trades as my subscribers – as shown by my TOS badge! In fact I put more than what is shown here into the same trades. However, you should consider that this strategy is very risky and volatile especially on a daily time frame. For example, September 3rd, 2020 it dropped by almost 11% in a single day.

I use an IRA to run the strategy but it works fine for taxable or margin accounts too.

The strategy uses many different indicators and timing methods. I believe it is well suited to do very well in the long-term. While some components of this strategy are things I have been personally doing since 2017, it wasn't until February 2019 that I had an algorithm close to what I do now. I did backtesting from 2004 to Feb 2019 and had very promising results. As we all know backtests can easily be misleading or wrong. So, in February 2019 I took a small sum of money and started forward testing it. Then in June 2019 I re-ran my backtests to cover the period of 2004 through early June 2019. For the time period of February 2019 to early June 2019 I now had backtest and real results to compare. I found them to be very similar.

Then in June 2019 I started investing much more of my money using this strategy. From June 2019 until November 2020 I did live trading as you can see from my track record. If I do backtests over the same period of June 2019 to November 2020 the real results and backtest results are remarkably similar. Because the real results and the backtest results for that period seem to match, I believe my longer-term backtests have merit.

Of course, the future could be vastly different, but I believe my system is based on long-term market tendencies that are unlikely to end without a truly seismic shift in the way people invest. A few of the indicators have been tested back as far as the Great Depression and they seem to have worked in most years since. Unfortunately, only some of my indicators can be tested that far back. Most can only be backtested over the last couple decades. Please know that backtests don't guarantee good results in the future even if the backtests were done correctly. My most recent backtest results can be found here, but please take them in context:
https://forums.collective2.com/t/backtest-results-for-patience-is-a-virtue/14518

I use a mix of short, medium, and long-term signals to algorithmically determine entries and exits. I mostly buy things that have a long-term history of going up in value. That way even if the algorithm is doesn't do well the odds are in my favor because I am focusing on assets that historically have appreciated. On rare occasions like March of 2020, I do buy some things that are depreciating assets. For example, in March of 2020 I did buy TVIX which has a long-term history of going down in value but does great in times of turmoil.

I don't ever plan to short appreciating assets in this portfolio because the unlimited risk that comes with shorting. However, I do use stock replacement via puts to simulate short or long positions while still keeping the risk defined and limited. For example, buying a put helps you bet against a stock without exposing yourself to the unlimited losses due to shorting. It also prevents the short position being called away during the middle of a trade. Finally, using puts instead of shorting enables it to be done in cash and IRA accounts.

One of the main ways I try to reduce drawdowns is by being diversified. This forum post has some good information about the different assets I trade and how my strategy has done compared to them.
https://forums.collective2.com/t/diversification-of-patience-is-a-virtue/14609/2


The algorithm places stops with each position. Some stops are as tight as 2% while others are as far off as 35% of the capital invested. It depends on the asset type and indicators. Because I use BrokerTransmit (AKA my strategy literally just copies my real brokerage account) you are not able to see orders until they become active. So, you cannot see a stop order until it gets triggered and becomes a live market sell order.

If you can open long option trades and positions in leveraged ETFs like UPRO you should have the permissions you need to trade the strategy.

This strategy is fantastic but far from perfect and will require a great deal of patience and grit. Please be wise and don't invest more than is appropriate for you.

While I hope you follow, please consider the risks and your willingness to remain consistent. By jumping in and out you decrease your odds of success dramatically. I have seen many people join at peaks then leave after a drawdown, then repeat the process over and over. Therefore, I suggest you only follow with money that you will feel comfortable remaining consistent with. Please see this forum post about the need to remain consistent. https://forums.collective2.com/t/patience-is-required/14586

I recommend AutoTrading and starting with $25,000 or more. I would join all trades in progress at anytime. If my algorithm thought it was statistically ideal to not hold a position it would have already exited it. If you have any questions about how I would set up AutoTrading please visit this post, in the forums: https://forums.collective2.com/t/how-should-i-scale-patience-is-a-virtue/14636?u=interactiveassets

Good luck!
patiencetoinvest.wordpress.com
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2019-06-04
Suggested Minimum Capital
$15,000
Rank at C2 
#93
# Trades
111
# Profitable
53
% Profitable
47.7%
Net Dividends
$293
Correlation S&P500
0.181
Sharpe Ratio
0.97
Sortino Ratio
1.42
Beta
0.23
Alpha
0.09
Leverage
1.60 Average
3.62 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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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 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.

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 re-scaled downward to make current go-forward 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 per-trade 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.