Stella Capital 50 Plus
(135195328)
Subscription terms. Subscriptions to this system cost $98.00 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.
Macro / Fundamental
Predicts large-scale events related to national economies, history, and international relations. The strategy typically employs forecasts and analysis of interest rate trends, international trade and payments, political changes, government policies, inter-government relations, and other broad systemic factors.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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | +22.3% | (22.5%) | +69.5% | (17.6%) | +0.2% | +1.0% | +17.5% | +3.0% | +8.2% | +75.3% | |||
2022 | +18.6% | +2.2% | +11.5% | +18.1% | (9.2%) | +3.1% | (5.7%) | (9.9%) | +0.7% | (23.2%) | (0.8%) | (73.7%) | (74.4%) |
2023 | (36.3%) | (140.8%) | (11.2%) | (10.1%) | (9.2%) | (8.4%) | (7.7%) | (7.2%) | (6.7%) | (6.3%) | (5.9%) | (5.6%) | (155.2%) |
2024 | (5.3%) | (5%) | (4.8%) | (4.6%) | (8.7%) | - | (4%) | (3.9%) | (3.7%) |
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 | $10,000 | |
Buy Power | $2,515 | |
Cash | $1 | |
Equity | $1 | |
Cumulative $ | ($7,484) | |
Total System Equity | $2,515 | |
Margined | $1 | |
Open P/L | $0 | |
Data has been delayed by 24 hours for non-subscribers |
System developer has asked us to delay this information by 24 hours.
Trading Record
Statistics
-
Strategy began4/16/2021
-
Suggested Minimum Cap$10,000
-
Strategy Age (days)1261.19
-
Age42 months ago
-
What it tradesFutures
-
# Trades109
-
# Profitable57
-
% Profitable52.30%
-
Avg trade duration1.2 days
-
Max peak-to-valley drawdown100%
-
drawdown periodFeb 06, 2023 - Feb 08, 2023
-
Annual Return (Compounded)0.0%
-
Avg win$774.82
-
Avg loss$993.21
- Model Account Values (Raw)
-
Cash$2,515
-
Margin Used$0
-
Buying Power$2,515
- Ratios
-
W:L ratio0.86:1
-
Sharpe Ratio-0.77
-
Sortino Ratio-0.99
-
Calmar Ratio-0.556
- CORRELATION STATISTICS
-
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-173.68%
-
Correlation to SP500-0.01940
-
Return Percent SP500 (cumu) during strategy life37.41%
- Return Statistics
-
Ann Return (w trading costs)n/a
- Slump
-
Current Slump as Pcnt Equityn/a
- Instruments
-
Percent Trades Futures1.00%
- Slump
-
Current Slump, time of slump as pcnt of strategy life0.70%
- Instruments
-
Short Options - Percent Covered100.00%
- Return Statistics
-
Return Pcnt Since TOS Statusn/a
-
Return Pcnt (Compound or Annual, age-based, NFA compliant)n/a
- Instruments
-
Percent Trades Optionsn/a
-
Percent Trades Stocksn/a
-
Percent Trades Forexn/a
- Return Statistics
-
Ann Return (Compnd, No Fees)-32.7%
- Risk of Ruin (Monte-Carlo)
-
Chance of 10% account loss100.00%
-
Chance of 20% account loss100.00%
-
Chance of 30% account loss100.00%
-
Chance of 40% account loss100.00%
-
Chance of 60% account loss (Monte Carlo)100.00%
-
Chance of 70% account loss (Monte Carlo)100.00%
-
Chance of 80% account loss (Monte Carlo)57.50%
-
Chance of 90% account loss (Monte Carlo)5.00%
-
Chance of 100% account loss (Monte Carlo)n/a
- Automation
-
Percentage Signals Automated74.09%
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account loss100.00%
- Popularity
-
Popularity (Today)0
-
Popularity (Last 6 weeks)566
- Trading Style
-
Any stock shorts? 0/10
- Popularity
-
C2 Score69
-
Popularity (7 days, Percentile 1000 scale)0
- Trades-Own-System Certification
-
Trades Own System?-
-
TOS percentn/a
- Win / Loss
-
Avg Loss$993
-
Avg Win$775
-
Sum Trade PL (losers)$51,647.000
- Age
-
Num Months filled monthly returns table23
- Win / Loss
-
Sum Trade PL (winners)$44,165.000
-
# Winners57
-
Num Months Winners13
- Dividends
-
Dividends Received in Model Acct0
- Win / Loss
-
# Losers52
-
% Winners52.3%
- Frequency
-
Avg Position Time (mins)1798.73
-
Avg Position Time (hrs)29.98
-
Avg Trade Length1.2 days
-
Last Trade Ago599
- Leverage
-
Daily leverage (average)16.80
-
Daily leverage (max)263.47
- Regression
-
Alpha0.00
-
Beta-0.12
-
Treynor Index0.00
- Maximum Adverse Excursion (MAE)
-
MAE:Equity, average, all trades0.07
-
MAE:PL - worst single value for strategy-
-
MAE:PL (avg, winning trades)-
-
MAE:PL (avg, losing trades)-
-
MAE:PL (avg, all trades)-0.09
-
MAE:Equity, average, winning trades0.03
-
MAE:Equity, average, losing trades0.10
-
Avg(MAE) / Avg(PL) - All trades-9.460
-
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 strat0.00
-
Avg(MAE) / Avg(PL) - Winning trades0.510
-
Avg(MAE) / Avg(PL) - Losing trades-1.139
-
Hold-and-Hope Ratio-0.105
- Analysis based on MONTHLY values, full history
- RATIO STATISTICS
- Ratio statistics of excess return rates
- Statistics related to Sharpe ratio
-
Mean-0.02497
-
SD1.22380
-
Sharpe ratio (Glass type estimate)-0.02040
-
Sharpe ratio (Hedges UMVUE)-0.01970
-
df22.00000
-
t-0.02825
-
p0.51114
-
Lowerbound of 95% confidence interval for Sharpe Ratio-1.43591
-
Upperbound of 95% confidence interval for Sharpe Ratio1.39554
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.43542
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.39603
- Statistics related to Sortino ratio
-
Sortino ratio-0.03524
-
Upside Potential Ratio1.54826
-
Upside part of mean1.09710
-
Downside part of mean-1.12207
-
Upside SD0.96463
-
Downside SD0.70860
-
N nonnegative terms10.00000
-
N negative terms13.00000
- Statistics related to linear regression on benchmark
-
N of observations23.00000
-
Mean of predictor0.11629
-
Mean of criterion-0.02497
-
SD of predictor0.21963
-
SD of criterion1.22380
-
Covariance-0.01012
-
r-0.03766
-
b (slope, estimate of beta)-0.20986
-
a (intercept, estimate of alpha)-0.00056
-
Mean Square Error1.56678
-
DF error21.00000
-
t(b)-0.17271
-
p(b)0.52397
-
t(a)-0.00062
-
p(a)0.50009
-
Lowerbound of 95% confidence interval for beta-2.73669
-
Upperbound of 95% confidence interval for beta2.31698
-
Lowerbound of 95% confidence interval for alpha-1.90363
-
Upperbound of 95% confidence interval for alpha1.90250
-
Treynor index (mean / b)0.11898
-
Jensen alpha (a)-0.00056
- Ratio statistics of excess log return rates
- Statistics related to Sharpe ratio
-
Mean-0.74786
-
SD1.29874
-
Sharpe ratio (Glass type estimate)-0.57584
-
Sharpe ratio (Hedges UMVUE)-0.55594
-
df22.00000
-
t-0.79721
-
p0.78307
-
Lowerbound of 95% confidence interval for Sharpe Ratio-1.99522
-
Upperbound of 95% confidence interval for Sharpe Ratio0.85636
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.98115
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.86927
- Statistics related to Sortino ratio
-
Sortino ratio-0.66925
-
Upside Potential Ratio0.73935
-
Upside part of mean0.82620
-
Downside part of mean-1.57407
-
Upside SD0.64130
-
Downside SD1.11747
-
N nonnegative terms10.00000
-
N negative terms13.00000
- Statistics related to linear regression on benchmark
-
N of observations23.00000
-
Mean of predictor0.09305
-
Mean of criterion-0.74786
-
SD of predictor0.21630
-
SD of criterion1.29874
-
Covariance-0.02683
-
r-0.09550
-
b (slope, estimate of beta)-0.57344
-
a (intercept, estimate of alpha)-0.69450
-
Mean Square Error1.75093
-
DF error21.00000
-
t(b)-0.43967
-
p(b)0.56071
-
t(a)-0.72084
-
p(a)0.59852
-
Lowerbound of 95% confidence interval for beta-3.28579
-
Upperbound of 95% confidence interval for beta2.13891
-
Lowerbound of 95% confidence interval for alpha-2.69813
-
Upperbound of 95% confidence interval for alpha1.30912
-
Treynor index (mean / b)1.30417
-
Jensen alpha (a)-0.69450
- Risk estimates for a one-period unit investment (parametric)
- assuming log normal returns and losses (using central moments from Sharpe statistics)
-
VaR(95%)0.49288
-
Expected Shortfall on VaR0.56246
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
VaR(95%)0.23143
-
Expected Shortfall on VaR0.45965
- ORDER STATISTICS
- Quartiles of return rates
-
Number of observations23.00000
-
Minimum0.27775
-
Quartile 10.92455
-
Median1.00000
-
Quartile 31.04713
-
Maximum2.28913
-
Mean of quarter 10.68625
-
Mean of quarter 20.96036
-
Mean of quarter 31.02391
-
Mean of quarter 41.33441
-
Inter Quartile Range0.12258
-
Number outliers low3.00000
-
Percentage of outliers low0.13043
-
Mean of outliers low0.46823
-
Number of outliers high2.00000
-
Percentage of outliers high0.08696
-
Mean of outliers high1.77092
- Risk estimates for a one-period unit investment (based on Ex
-
Extreme Value Index (moments method)0.52324
-
VaR(95%) (moments method)0.29163
-
Expected Shortfall (moments method)0.73135
-
Extreme Value Index (regression method)0.66927
-
VaR(95%) (regression method)0.36557
-
Expected Shortfall (regression method)1.25212
- DRAW DOWN STATISTICS
- Quartiles of draw downs
-
Number of observations4.00000
-
Minimum0.00653
-
Quartile 10.01957
-
Median0.20149
-
Quartile 30.51239
-
Maximum0.91237
-
Mean of quarter 10.00653
-
Mean of quarter 20.02392
-
Mean of quarter 30.37907
-
Mean of quarter 40.91237
-
Inter Quartile Range0.49282
-
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)-0.39047
-
Compounded annual return (geometric extrapolation)-0.51323
-
Calmar ratio (compounded annual return / max draw down)-0.56252
-
Compounded annual return / average of 25% largest draw downs-0.56252
-
Compounded annual return / Expected Shortfall lognormal-0.91247
-
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-0.43045
-
SD0.79524
-
Sharpe ratio (Glass type estimate)-0.54129
-
Sharpe ratio (Hedges UMVUE)-0.54048
-
df506.00000
-
t-0.75297
-
p0.77409
-
Lowerbound of 95% confidence interval for Sharpe Ratio-1.95038
-
Upperbound of 95% confidence interval for Sharpe Ratio0.86830
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.94982
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.86886
- Statistics related to Sortino ratio
-
Sortino ratio-0.76754
-
Upside Potential Ratio3.73636
-
Upside part of mean2.09543
-
Downside part of mean-2.52588
-
Upside SD0.56333
-
Downside SD0.56082
-
N nonnegative terms126.00000
-
N negative terms381.00000
- Statistics related to linear regression on benchmark
-
N of observations507.00000
-
Mean of predictor0.14902
-
Mean of criterion-0.43045
-
SD of predictor0.22281
-
SD of criterion0.79524
-
Covariance0.00004
-
r0.00020
-
b (slope, estimate of beta)0.00072
-
a (intercept, estimate of alpha)-0.43100
-
Mean Square Error0.63365
-
DF error505.00000
-
t(b)0.00452
-
p(b)0.49820
-
t(a)-0.75177
-
p(a)0.77373
-
Lowerbound of 95% confidence interval for beta-0.31133
-
Upperbound of 95% confidence interval for beta0.31276
-
Lowerbound of 95% confidence interval for alpha-1.55577
-
Upperbound of 95% confidence interval for alpha0.69465
-
Treynor index (mean / b)-599.21300
-
Jensen alpha (a)-0.43056
- Ratio statistics of excess log return rates
- Statistics related to Sharpe ratio
-
Mean-0.74100
-
SD0.78915
-
Sharpe ratio (Glass type estimate)-0.93898
-
Sharpe ratio (Hedges UMVUE)-0.93759
-
df506.00000
-
t-1.30620
-
p0.90396
-
Lowerbound of 95% confidence interval for Sharpe Ratio-2.34868
-
Upperbound of 95% confidence interval for Sharpe Ratio0.47159
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.34772
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47254
- Statistics related to Sortino ratio
-
Sortino ratio-1.19283
-
Upside Potential Ratio3.16262
-
Upside part of mean1.96465
-
Downside part of mean-2.70565
-
Upside SD0.48757
-
Downside SD0.62121
-
N nonnegative terms126.00000
-
N negative terms381.00000
- Statistics related to linear regression on benchmark
-
N of observations507.00000
-
Mean of predictor0.12423
-
Mean of criterion-0.74100
-
SD of predictor0.22260
-
SD of criterion0.78915
-
Covariance0.00152
-
r0.00863
-
b (slope, estimate of beta)0.03060
-
a (intercept, estimate of alpha)-0.74480
-
Mean Square Error0.62395
-
DF error505.00000
-
t(b)0.19400
-
p(b)0.42313
-
t(a)-1.31087
-
p(a)0.90475
-
Lowerbound of 95% confidence interval for beta-0.27933
-
Upperbound of 95% confidence interval for beta0.34054
-
Lowerbound of 95% confidence interval for alpha-1.86107
-
Upperbound of 95% confidence interval for alpha0.37147
-
Treynor index (mean / b)-24.21280
-
Jensen alpha (a)-0.74480
- Risk estimates for a one-period unit investment (parametric)
- assuming log normal returns and losses (using central moments from Sharpe statistics)
-
VaR(95%)0.07967
-
Expected Shortfall on VaR0.09808
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
VaR(95%)0.02806
-
Expected Shortfall on VaR0.06142
- ORDER STATISTICS
- Quartiles of return rates
-
Number of observations507.00000
-
Minimum0.68112
-
Quartile 11.00000
-
Median1.00000
-
Quartile 31.00008
-
Maximum1.48985
-
Mean of quarter 10.96183
-
Mean of quarter 21.00000
-
Mean of quarter 31.00000
-
Mean of quarter 41.03203
-
Inter Quartile Range0.00008
-
Number outliers low112.00000
-
Percentage of outliers low0.22091
-
Mean of outliers low0.95672
-
Number of outliers high123.00000
-
Percentage of outliers high0.24260
-
Mean of outliers high1.03307
- Risk estimates for a one-period unit investment (based on Ex
-
Extreme Value Index (moments method)0.49119
-
VaR(95%) (moments method)0.00574
-
Expected Shortfall (moments method)0.01538
-
Extreme Value Index (regression method)0.33464
-
VaR(95%) (regression method)0.03364
-
Expected Shortfall (regression method)0.07720
- DRAW DOWN STATISTICS
- Quartiles of draw downs
-
Number of observations13.00000
-
Minimum0.00161
-
Quartile 10.03303
-
Median0.03704
-
Quartile 30.13362
-
Maximum0.91654
-
Mean of quarter 10.01815
-
Mean of quarter 20.03523
-
Mean of quarter 30.07334
-
Mean of quarter 40.55883
-
Inter Quartile Range0.10059
-
Number outliers low0.00000
-
Percentage of outliers low0.00000
-
Mean of outliers low0.00000
-
Number of outliers high2.00000
-
Percentage of outliers high0.15385
-
Mean of outliers high0.74656
- Risk estimates based on draw downs (based on Extreme Value T
-
Extreme Value Index (moments method)0.06800
-
VaR(95%) (moments method)0.39953
-
Expected Shortfall (moments method)0.59596
-
Extreme Value Index (regression method)0.53824
-
VaR(95%) (regression method)0.77936
-
Expected Shortfall (regression method)2.01604
- COMBINED STATISTICS
-
Annualized return (arithmetic extrapolation)-0.38675
-
Compounded annual return (geometric extrapolation)-0.50987
-
Calmar ratio (compounded annual return / max draw down)-0.55630
-
Compounded annual return / average of 25% largest draw downs-0.91240
-
Compounded annual return / Expected Shortfall lognormal-5.19847
-
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-3.51681
-
SD1.11712
-
Sharpe ratio (Glass type estimate)-3.14811
-
Sharpe ratio (Hedges UMVUE)-3.12992
-
df130.00000
-
t-2.22605
-
p0.59581
-
Lowerbound of 95% confidence interval for Sharpe Ratio-5.94024
-
Upperbound of 95% confidence interval for Sharpe Ratio-0.34417
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-5.92771
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.33212
- Statistics related to Sortino ratio
-
Sortino ratio-3.82173
-
Upside Potential Ratio1.87297
-
Upside part of mean1.72353
-
Downside part of mean-5.24034
-
Upside SD0.66244
-
Downside SD0.92022
-
N nonnegative terms18.00000
-
N negative terms113.00000
- Statistics related to linear regression on benchmark
-
N of observations131.00000
-
Mean of predictor0.76009
-
Mean of criterion-3.51681
-
SD of predictor0.26936
-
SD of criterion1.11712
-
Covariance0.00502
-
r0.01668
-
b (slope, estimate of beta)0.06920
-
a (intercept, estimate of alpha)-3.56941
-
Mean Square Error1.25727
-
DF error129.00000
-
t(b)0.18953
-
p(b)0.48938
-
t(a)-2.21726
-
p(a)0.62123
-
Lowerbound of 95% confidence interval for beta-0.65315
-
Upperbound of 95% confidence interval for beta0.79155
-
Lowerbound of 95% confidence interval for alpha-6.75450
-
Upperbound of 95% confidence interval for alpha-0.38432
-
Treynor index (mean / b)-50.82300
-
Jensen alpha (a)-3.56941
- Ratio statistics of excess log return rates
- Statistics related to Sharpe ratio
-
Mean-4.18351
-
SD1.14818
-
Sharpe ratio (Glass type estimate)-3.64361
-
Sharpe ratio (Hedges UMVUE)-3.62255
-
df130.00000
-
t-2.57642
-
p0.61020
-
Lowerbound of 95% confidence interval for Sharpe Ratio-6.44373
-
Upperbound of 95% confidence interval for Sharpe Ratio-0.82992
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-6.42911
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.81598
- Statistics related to Sortino ratio
-
Sortino ratio-4.06718
-
Upside Potential Ratio1.50387
-
Upside part of mean1.54688
-
Downside part of mean-5.73039
-
Upside SD0.56305
-
Downside SD1.02860
-
N nonnegative terms18.00000
-
N negative terms113.00000
- Statistics related to linear regression on benchmark
-
N of observations131.00000
-
Mean of predictor0.72326
-
Mean of criterion-4.18351
-
SD of predictor0.26780
-
SD of criterion1.14818
-
Covariance0.01011
-
r0.03288
-
b (slope, estimate of beta)0.14096
-
a (intercept, estimate of alpha)-4.28546
-
Mean Square Error1.32710
-
DF error129.00000
-
t(b)0.37361
-
p(b)0.47907
-
t(a)-2.59432
-
p(a)0.64058
-
VAR (95 Confidence Intrvl)0.08000
-
Lowerbound of 95% confidence interval for beta-0.60552
-
Upperbound of 95% confidence interval for beta0.88744
-
Lowerbound of 95% confidence interval for alpha-7.55371
-
Upperbound of 95% confidence interval for alpha-1.01720
-
Treynor index (mean / b)-29.67890
-
Jensen alpha (a)-4.28546
- Risk estimates for a one-period unit investment (parametric)
- assuming log normal returns and losses (using central moments from Sharpe statistics)
-
VaR(95%)0.12422
-
Expected Shortfall on VaR0.14951
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
VaR(95%)0.06371
-
Expected Shortfall on VaR0.13165
- ORDER STATISTICS
- Quartiles of return rates
-
Number of observations131.00000
-
Minimum0.68112
-
Quartile 11.00000
-
Median1.00000
-
Quartile 31.00000
-
Maximum1.43095
-
Mean of quarter 10.92097
-
Mean of quarter 21.00000
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Mean of quarter 31.00000
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Mean of quarter 41.02617
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Inter Quartile Range0.00000
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Number outliers low26.00000
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Percentage of outliers low0.19847
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Mean of outliers low0.89969
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Number of outliers high18.00000
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Percentage of outliers high0.13740
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Mean of outliers high1.04798
- Risk estimates for a one-period unit investment (based on Ex
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Extreme Value Index (moments method)-7.16935
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VaR(95%) (moments method)0.00461
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Expected Shortfall (moments method)0.00461
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Extreme Value Index (regression method)-0.38460
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VaR(95%) (regression method)0.09052
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Expected Shortfall (regression method)0.12931
- DRAW DOWN STATISTICS
- Quartiles of draw downs
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Number of observations2.00000
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Minimum0.00159
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Quartile 10.22243
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Median0.44328
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Quartile 30.66412
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Maximum0.88496
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Mean of quarter 10.00159
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Mean of quarter 20.00000
-
Mean of quarter 30.00000
-
Mean of quarter 40.88496
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Inter Quartile Range0.44168
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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
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Last 4 Months - Pcnt Negative1.00%
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Expected Shortfall (regression method)0.00000
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Strat Max DD how much worse than SP500 max DD during strat life?-384118000
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Max Equity Drawdown (num days)2
- COMBINED STATISTICS
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Annualized return (arithmetic extrapolation)-1.74959
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Compounded annual return (geometric extrapolation)-0.98432
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Calmar ratio (compounded annual return / max draw down)-1.11228
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Compounded annual return / average of 25% largest draw downs-1.11228
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Compounded annual return / Expected Shortfall lognormal-6.58367
Strategy Description
Dear Fellow Investors. Firstly, thank you to all Investors who have subscribed to my strategies.
As a Trade Leader, I am an investor first and foremost and trade my strategies. Therefore, the objective to profit from trading aligns with that of fellow Investors. I use this strategy as part of my portfolio equities overlay to provide execution and market diversification.
The strategies I manage have over 23 years of development and continue to be a work-in-progress.
COMMUNICATION
As a subscriber, you will receive periodic messages regarding POSITION SIZING and TRADE CLOSES. You will also receive occasional strategy development updates and observation messages. Hopefully, you will find these messages interesting and please understand that none of these general messages is personal advice.
STRATEGY
The Stella Capital 50 Plus strategy trades long or short positions in futures markets using the MES micro e-mini futures contract and seeks to enter one high probability trade a day. The strategy is suitable for account balances between US$15,000 and US$100,000. For account balances above US$100,000, please see the Stella Capital 500 Plus strategy (https://collective2.com/details/135199024).
Stops and Targets cover all trades. My strategy goals are to limit uncontrolled drawdowns and consecutive losses and maximize successive wins.
POSITION SIZING
Position sizing is a significant risk/cash management element of the strategy's performance, which can vary.
The strategy's 1X position sizing per trade is 3 X 1 MES micro e-mini futures contract per US$10,000 in the account balance, risking approximately US$100 per MES micro e-mini futures contract or US$300 per trade.
Please understand that under sizing, your trade position is more conservative.
Thank you for your interest and prosperous trading!
IMPORTANT NOTICES
Though the above information was current when published, it does change daily. The Trade Leader does not assume responsibility for updating the above information.
The Trade Leader has not verified and does not assume responsibility for any simulated or hypothetical performance results published by C2. The Trade Leader does not make any representations or warranties regarding their accuracy, fairness, or completeness.
By subscribing to the C2 platform and copying the Trade Leader's strategy, you acknowledge that:
(1) You have read and understood the important notices published on the C2 website and at the bottom of the strategy description page;
(2) The Trade Leader does not provide individual advice to Investors, and nothing the Trade Leader publishes is considered personal advice or is acted on by you as individual advice;
(3) You are trading with money you can afford to lose and that you have received individual professional advice regarding the appropriateness to your circumstances of subscribing to the C2 platform and copying the Trade Leader's strategy;
(4) The Trade Leader does not assume any responsibility for any risks or losses you sustain by subscribing to the C2 platform or copying the Trade Leader's strategy; and
(5) The Trade Leader is publishing non-personalized information via the C2 website, which you can choose to act upon or not.
Please read the important notices posted on the C2 website and at the bottom of this strategy description page.
Latest Activity
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.