Medallion xPRO
(135568052)
Subscription terms. You can subscribe to this system for free.
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  +0.1%  +0.1%  +20.9%  (19.6%)  +12.6%  +9.8% 
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  $5,938  
Cash  $144,318  
Equity  ($2,678)  
Cumulative $  $12,223  
Total System Equity  $137,223  
Margined  $135,701  
Open P/L  ($7,094) 
Trading Record
Statistics

Strategy began5/11/2021

Suggested Minimum Cap$125,000

Strategy Age (days)135.61

Age140 days ago

What it tradesForex

# Trades47

# Profitable34

% Profitable72.30%

Avg trade duration4.3 days

Max peaktovalley drawdown50.09%

drawdown periodAug 16, 2021  Aug 20, 2021

Cumul. Return9.5%

Avg win$966.76

Avg loss$1,248
 Model Account Values (Raw)

Cash$144,318

Margin Used$135,701

Buying Power$5,938
 Ratios

W:L ratio2.03:1

Sharpe Ratio0.65

Sortino Ratio0.91

Calmar Ratio0.806
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)2.30%

Correlation to SP5000.20720

Return Percent SP500 (cumu) during strategy life7.01%
 Return Statistics

Ann Return (w trading costs)26.9%
 Slump

Current Slump as Pcnt Equity18.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.07%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.095%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)27.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss73.00%

Chance of 20% account loss45.00%

Chance of 30% account loss22.00%

Chance of 40% account loss6.50%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)630

Popularity (Last 6 weeks)863
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)569
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$2,250

Avg Win$1,225

Sum Trade PL (losers)$29,246.000
 Age

Num Months filled monthly returns table5
 Win / Loss

Sum Trade PL (winners)$41,636.000

# Winners34

Num Months Winners4
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers13

% Winners72.3%
 Frequency

Avg Position Time (mins)6199.28

Avg Position Time (hrs)103.32

Avg Trade Length4.3 days

Last Trade Ago0
 Leverage

Daily leverage (average)11.31

Daily leverage (max)54.65
 Regression

Alpha0.09

Beta1.49

Treynor Index0.11
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.04

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)4.67

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.13

Avg(MAE) / Avg(PL)  All trades55.538

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 strat1.04

Avg(MAE) / Avg(PL)  Winning trades0.874

Avg(MAE) / Avg(PL)  Losing trades4.552

HoldandHope Ratio0.073
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.66627

SD0.17819

Sharpe ratio (Glass type estimate)3.73901

Sharpe ratio (Hedges UMVUE)2.70555

df3.00000

t2.15872

p0.05986

Lowerbound of 95% confidence interval for Sharpe Ratio0.84385

Upperbound of 95% confidence interval for Sharpe Ratio8.01525

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.32073

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.73184
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.66627

Downside part of mean0.00000

Upside SD0.24659

Downside SD0.00000

N nonnegative terms4.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.21181

Mean of criterion0.66627

SD of predictor0.03646

SD of criterion0.17819

Covariance0.00199

r0.30644

b (slope, estimate of beta)1.49756

a (intercept, estimate of alpha)0.98346

Mean Square Error0.04316

DF error2.00000

t(b)0.45527

p(b)0.65322

t(a)1.25418

p(a)0.16825

Lowerbound of 95% confidence interval for beta15.65070

Upperbound of 95% confidence interval for beta12.65560

Lowerbound of 95% confidence interval for alpha2.39046

Upperbound of 95% confidence interval for alpha4.35739

Treynor index (mean / b)0.44490

Jensen alpha (a)0.98346
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.63660

SD0.16516

Sharpe ratio (Glass type estimate)3.85449

Sharpe ratio (Hedges UMVUE)2.78911

df3.00000

t2.22539

p0.05624

Lowerbound of 95% confidence interval for Sharpe Ratio0.78435

Upperbound of 95% confidence interval for Sharpe Ratio8.18781

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.27351

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.85174
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.63660

Downside part of mean0.00000

Upside SD0.23287

Downside SD0.00000

N nonnegative terms4.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.20900

Mean of criterion0.63660

SD of predictor0.03565

SD of criterion0.16516

Covariance0.00179

r0.30404

b (slope, estimate of beta)1.40843

a (intercept, estimate of alpha)0.93096

Mean Square Error0.03713

DF error2.00000

t(b)0.45135

p(b)0.65202

t(a)1.27071

p(a)0.16582

Lowerbound of 95% confidence interval for beta14.83490

Upperbound of 95% confidence interval for beta12.01800

Lowerbound of 95% confidence interval for alpha2.22128

Upperbound of 95% confidence interval for alpha4.08321

Treynor index (mean / b)0.45199

Jensen alpha (a)0.93096
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02505

Expected Shortfall on VaR0.04413
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations4.00000

Minimum1.01726

Quartile 11.03329

Median1.04047

Quartile 31.06503

Maximum1.13321

Mean of quarter 11.01726

Mean of quarter 21.03863

Mean of quarter 31.04230

Mean of quarter 41.13321

Inter Quartile Range0.03174

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high1.13321
 Risk estimates for a oneperiod unit investment (based on Ex

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
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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)0.74385

Compounded annual return (geometric extrapolation)0.94353

Calmar ratio (compounded annual return / max draw down)0.00000

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal21.37840

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.62540

SD0.81035

Sharpe ratio (Glass type estimate)0.77177

Sharpe ratio (Hedges UMVUE)0.76578

df97.00000

t0.47201

p0.31899

Lowerbound of 95% confidence interval for Sharpe Ratio2.43670

Upperbound of 95% confidence interval for Sharpe Ratio3.97636

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.44071

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.97228
 Statistics related to Sortino ratio

Sortino ratio1.12338

Upside Potential Ratio7.00319

Upside part of mean3.89876

Downside part of mean3.27336

Upside SD0.58440

Downside SD0.55671

N nonnegative terms58.00000

N negative terms40.00000
 Statistics related to linear regression on benchmark

N of observations98.00000

Mean of predictor0.16267

Mean of criterion0.62540

SD of predictor0.10708

SD of criterion0.81035

Covariance0.02079

r0.23961

b (slope, estimate of beta)1.81333

a (intercept, estimate of alpha)0.30000

Mean Square Error0.62541

DF error96.00000

t(b)2.41811

p(b)0.00874

t(a)0.25440

p(a)0.39986

Lowerbound of 95% confidence interval for beta0.32480

Upperbound of 95% confidence interval for beta3.30186

Lowerbound of 95% confidence interval for alpha2.24769

Upperbound of 95% confidence interval for alpha2.90853

Treynor index (mean / b)0.34489

Jensen alpha (a)0.33042
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29784

SD0.81632

Sharpe ratio (Glass type estimate)0.36486

Sharpe ratio (Hedges UMVUE)0.36203

df97.00000

t0.22315

p0.41195

Lowerbound of 95% confidence interval for Sharpe Ratio2.84113

Upperbound of 95% confidence interval for Sharpe Ratio3.56907

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.84306

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.56712
 Statistics related to Sortino ratio

Sortino ratio0.49324

Upside Potential Ratio6.19939

Upside part of mean3.74347

Downside part of mean3.44563

Upside SD0.54340

Downside SD0.60384

N nonnegative terms58.00000

N negative terms40.00000
 Statistics related to linear regression on benchmark

N of observations98.00000

Mean of predictor0.15693

Mean of criterion0.29784

SD of predictor0.10715

SD of criterion0.81632

Covariance0.02045

r0.23381

b (slope, estimate of beta)1.78120

a (intercept, estimate of alpha)0.01832

Mean Square Error0.63650

DF error96.00000

t(b)2.35613

p(b)0.01025

t(a)0.01398

p(a)0.49444

Lowerbound of 95% confidence interval for beta0.28058

Upperbound of 95% confidence interval for beta3.28182

Lowerbound of 95% confidence interval for alpha2.58175

Upperbound of 95% confidence interval for alpha2.61838

Treynor index (mean / b)0.16721

Jensen alpha (a)0.01832
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07856

Expected Shortfall on VaR0.09762
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02437

Expected Shortfall on VaR0.05480
 ORDER STATISTICS
 Quartiles of return rates

Number of observations98.00000

Minimum0.80220

Quartile 10.98781

Median1.00385

Quartile 31.01313

Maximum1.23768

Mean of quarter 10.95399

Mean of quarter 20.99795

Mean of quarter 31.00717

Mean of quarter 41.05086

Inter Quartile Range0.02532

Number outliers low8.00000

Percentage of outliers low0.08163

Mean of outliers low0.89863

Number of outliers high5.00000

Percentage of outliers high0.05102

Mean of outliers high1.12944
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.73658

VaR(95%) (moments method)0.04893

Expected Shortfall (moments method)0.19472

Extreme Value Index (regression method)0.75578

VaR(95%) (regression method)0.03124

Expected Shortfall (regression method)0.11138
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00562

Quartile 10.01806

Median0.04665

Quartile 30.09614

Maximum0.46407

Mean of quarter 10.00917

Mean of quarter 20.03610

Mean of quarter 30.07134

Mean of quarter 40.23338

Inter Quartile Range0.07808

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.09091

Mean of outliers high0.46407
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.42824

VaR(95%) (moments method)0.25952

Expected Shortfall (moments method)0.53293

Extreme Value Index (regression method)2.61827

VaR(95%) (regression method)0.58111

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.34642

Compounded annual return (geometric extrapolation)0.38506

Calmar ratio (compounded annual return / max draw down)0.82976

Compounded annual return / average of 25% largest draw downs1.64995

Compounded annual return / Expected Shortfall lognormal3.94465
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess log return rates
 Statistics related to linear regression on benchmark

VAR (95 Confidence Intrvl)0.07900
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Last 4 Months  Pcnt Negative0.25%

Strat Max DD how much worse than SP500 max DD during strat life?324554000

Max Equity Drawdown (num days)4
Strategy Description
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 on a trend and on a reversal, on GBPUSD, EURUSD, AUDUSD, USDJPY, USDCAD, USDCHF currency pairs.
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 drawdown per month 5%. The risk for you may be more than 5% if you connected not from the 1st of the month.
7) Not a martingale.
It is important to know when connecting my system “Medallion xPRO” (Forex) to autotrade:
1) This system is ideal for connecting large trading accounts from 125,000 USD (100% scaling) to 1,250,000 USD (1000% scaling).
2) If you are a resident of the USA, Australia, then you will not be able to trade forex through Interactive brokers, local restrictions apply. You can connect to auto trading only with brokers Oanda, Trade Pro, FXCM, AGM Markets.
3) If you are a nonresident of the USA, Australia. There are no restrictions on the connection of autotrader. Any broker from the list  Interactive Brokers, Oanda, Trade Pro, FXCM, AGM Markets.
4) If you do not want to open a separate forex account, for this purpose I have a system for trading currency futures "Medallion CME" (Futures) is identical to the system "Medallion xPRO" (Forex)  https://collective2.com/details/134947287
July 27, 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.