Medallion CME
(134947287)
Subscription terms. Subscriptions to this system cost $250.00 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.
Currencies
Focuses on currency futures.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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
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  

2021  +0.2%  +6.8%  (5.2%)  +5.7%  +7.3% 
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  $125,000  
Buy Power  $119,466  
Cash  $136,476  
Equity  $621  
Cumulative $  $12,097  
Total System Equity  $137,097  
Margined  $17,631  
Open P/L  $621 
Trading Record
Statistics

Strategy began3/31/2021

Suggested Minimum Cap$140,000

Strategy Age (days)73.05

Age73 days ago

What it tradesFutures

# Trades50

# Profitable42

% Profitable84.00%

Avg trade duration1.4 days

Max peaktovalley drawdown7.84%

drawdown periodApril 28, 2021  May 26, 2021

Cumul. Return7.3%

Avg win$591.86

Avg loss$1,595
 Model Account Values (Raw)

Cash$136,476

Margin Used$17,631

Buying Power$119,466
 Ratios

W:L ratio1.95:1

Sharpe Ratio1.06

Sortino Ratio1.5

Calmar Ratio7.898
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)0.39%

Correlation to SP5000.13380

Return Percent SP500 (cumu) during strategy life6.91%
 Return Statistics

Ann Return (w trading costs)39.8%
 Slump

Current Slump as Pcnt Equity2.20%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.073%
 Instruments

Percent Trades Optionsn/a

Percent Trades Futures0.99%
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Percent Trades Stocksn/a

Short Options  Percent Covered100.00%

Percent Trades Forex0.01%
 Return Statistics

Ann Return (Compnd, No Fees)57.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss6.00%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)948

Popularity (7 days, Percentile 1000 scale)826
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score717
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Win$592

Avg Loss$1,595

Sum Trade PL (losers)$12,760.000

# Winners42

Num Months Winners3
 Age

Num Months filled monthly returns table4
 AUM

AUM (AutoTrader num accounts)2
 Win / Loss

Sum Trade PL (winners)$24,858.000
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)270044
 Win / Loss

# Losers8

% Winners84.0%
 Frequency

Avg Position Time (mins)1980.10

Avg Position Time (hrs)33.00

Avg Trade Length1.4 days

Last Trade Ago1
 Leverage

Daily leverage (average)4.86

Daily leverage (max)8.46
 Regression

Alpha0.09

Beta0.24

Treynor Index0.30
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:PL (avg, winning trades)

MAE:PL  worst single value for strategy

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.32

Avg(MAE) / Avg(PL)  All trades4.683

MAE:Equity, 95th Percentile Value for this strat0.00

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  Winning trades1.223

Avg(MAE) / Avg(PL)  Losing trades1.655

HoldandHope Ratio0.233
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to linear regression on benchmark

a (intercept, estimate of alpha)0.47400
 Analysis based on DAILY values, last 6 months only
 Ratio statistics of excess log return rates

VAR (95 Confidence Intrvl)0.01900
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Strat Max DD how much worse than SP500 max DD during strat life?328347000

Max Equity Drawdown (num days)28

Last 4 Months  Pcnt Negative0.25%
Strategy Description
This system Medallion CME (Futures) is identical to the my system Medallion X (Forex)  https://collective2.com/details/132634862
1) Trading experience since 2006. Experience in managing a fund of 20 million USD. The plan and goal for the future is to open a hedge fund.
2) My public verified trading results  2011 + 12.11%  2012 + 105.51%  2013 + 272.49%  2014 + 182.49%  2015 + 121.17%  2016 + 65.57%  2017 + 18.24%  2018 + 88.6%  2019 +16.5%.
3) Manual trading is based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday currency futures of the Chicago Mercantile Exchange (CME Group).
4) Trading is carried out both by trend and reversal, on CME currency futures: British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Canadian Dollar Futures, Swiss Franc Futures.
5) Each trade is protected by stop loss. Prior to the opening of each trade, a risk calculation is made and only after that a trade is opened. Risk control takes first place in the system.
6) Maximum Position Sizes for Medallion CME  In order to comply with rules imposed by market regulators, including the CME and the CFTC, Collective2 restricts the size of trades that can be placed at exchanges.
7) Maximum drawdown per month 10%.
8) Not a martingale.
May 12, 2021
Michael
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.
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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.