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C2Star Strategy FX EUR USD C2Star: in evaluation 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 01/03/2023
Most recent certification approved 1/3/23 10:06 ET
Trades at broker Israel Interactive Trading (Server2)
Scaling percentage used 100%
# trading signals issued by system since certification 319
# trading signals executed in manager's Israel Interactive Trading (Server2) account 319
Percent signals followed since 01/03/2023 100%
This information was last updated 6/6/23 2:59 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 01/03/2023, 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.

Alpha Algo Trade AI Plus
(142915226)

Created by: AlgoTrade AlgoTrade
Started: 12/2022
Stocks
Last trade: Yesterday
Trading style: Equity Event-driven Sector: Technology

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 $50.00 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
Event-driven
Category: Equity

Event-driven

Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.
Sector: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.
34.1%
Cumul. Return

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 marked-to-market equity calculations.

All results are hypothetical.

(21.6%)
Max Drawdown
153
Num Trades
58.8%
Win Trades
1.8 : 1
Profit Factor
42.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                                                             (1.7%)(1.7%)
2023(0.8%)(3.2%)+29.5%(6.4%)+9.0%+7.3%                                    +36.4%

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.

Trading Record

This strategy has placed 319 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
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/1/23 10:47 NVDA NVIDIA LONG 3 390.75 6/2 9:54 393.64 0.07%
Trade id #144802073
Max drawdown($2)
Time6/1/23 10:55
Quant open3
Worst price389.83
Drawdown as % of equity-0.07%
 $9
Includes Typical Broker Commissions trade costs of $0.06
6/1/23 11:30 TSM TAIWAN SEMICONDUCTOR LONG 13 99.64 6/2 9:53 100.32 0.26%
Trade id #144802753
Max drawdown($10)
Time6/1/23 15:59
Quant open13
Worst price98.84
Drawdown as % of equity-0.26%
 $9
Includes Typical Broker Commissions trade costs of $0.26
6/1/23 9:38 LULU LULULEMON ATHLETICA LONG 5 330.76 6/2 9:40 378.83 0.47%
Trade id #144800659
Max drawdown($19)
Time6/1/23 15:57
Quant open5
Worst price326.93
Drawdown as % of equity-0.47%
 $240
Includes Typical Broker Commissions trade costs of $0.10
6/1/23 9:41 AVGO BROADCOM LIMITED ORDINARY SHARES LONG 2 802.83 6/2 9:38 809.11 0.88%
Trade id #144800805
Max drawdown($35)
Time6/1/23 15:59
Quant open2
Worst price785.16
Drawdown as % of equity-0.88%
 $13
Includes Typical Broker Commissions trade costs of $0.04
5/24/23 10:35 SNOW SNOWFLAKE INC LONG 7 175.70 5/30 9:30 151.34 6.64%
Trade id #144731159
Max drawdown($228)
Time5/25/23 0:00
Quant open7
Worst price143.11
Drawdown as % of equity-6.64%
 ($171)
Includes Typical Broker Commissions trade costs of $0.14
5/26/23 10:42 LPSN LIVEPERSON LONG 312 3.85 5/30 9:30 4.00 0.42%
Trade id #144757189
Max drawdown($15)
Time5/26/23 11:14
Quant open312
Worst price3.80
Drawdown as % of equity-0.42%
 $39
Includes Typical Broker Commissions trade costs of $6.24
5/24/23 10:29 DLTR DOLLAR TREE STORES LONG 9 156.34 5/25 10:23 132.56 6.56%
Trade id #144731007
Max drawdown($243)
Time5/25/23 9:39
Quant open9
Worst price129.25
Drawdown as % of equity-6.56%
 ($214)
Includes Typical Broker Commissions trade costs of $0.18
5/24/23 11:13 NTNX NUTANIX INC. CLASS A COMMON STOCK LONG 57 25.48 5/25 10:21 28.97 0.19%
Trade id #144731798
Max drawdown($6)
Time5/24/23 15:13
Quant open57
Worst price25.36
Drawdown as % of equity-0.19%
 $198
Includes Typical Broker Commissions trade costs of $1.14
5/24/23 9:44 SPLK SPLUNK INC LONG 15 96.40 5/25 10:20 101.25 0.66%
Trade id #144729579
Max drawdown($24)
Time5/24/23 10:05
Quant open15
Worst price94.80
Drawdown as % of equity-0.66%
 $73
Includes Typical Broker Commissions trade costs of $0.30
5/24/23 9:50 NVDA NVIDIA LONG 5 301.97 5/25 10:20 382.61 0.54%
Trade id #144729757
Max drawdown($19)
Time5/24/23 11:01
Quant open5
Worst price298.06
Drawdown as % of equity-0.54%
 $403
Includes Typical Broker Commissions trade costs of $0.10
5/23/23 15:51 SMCI SUPER MICRO COMPUTER LONG 7 162.49 5/24 15:40 166.93 0.81%
Trade id #144724426
Max drawdown($29)
Time5/24/23 9:30
Quant open7
Worst price158.26
Drawdown as % of equity-0.81%
 $31
Includes Typical Broker Commissions trade costs of $0.14
5/23/23 13:15 INTU INTUIT LONG 3 454.35 5/24 15:40 417.54 3.38%
Trade id #144722408
Max drawdown($122)
Time5/24/23 14:50
Quant open3
Worst price413.36
Drawdown as % of equity-3.38%
 ($110)
Includes Typical Broker Commissions trade costs of $0.06
5/23/23 10:09 PANW PALO ALTO NETWORKS LONG 8 191.00 5/24 15:40 203.02 0.47%
Trade id #144719170
Max drawdown($17)
Time5/23/23 15:20
Quant open8
Worst price188.83
Drawdown as % of equity-0.47%
 $96
Includes Typical Broker Commissions trade costs of $0.16
5/22/23 9:34 SNOW SNOWFLAKE INC LONG 7 177.70 5/23 6:11 178.51 0.03%
Trade id #144707971
Max drawdown($1)
Time5/22/23 9:45
Quant open7
Worst price177.52
Drawdown as % of equity-0.03%
 $6
Includes Typical Broker Commissions trade costs of $0.14
5/22/23 9:48 AI C3.AI INC LONG 45 26.46 5/22 10:48 27.78 0.19%
Trade id #144708364
Max drawdown($6)
Time5/22/23 9:53
Quant open45
Worst price26.31
Drawdown as % of equity-0.19%
 $58
Includes Typical Broker Commissions trade costs of $0.90
5/19/23 10:19 ARBE ARBE ROBOTICS LTD. ORDINARY SHARES LONG 105 2.12 5/19 10:44 2.12 0.17%
Trade id #144675180
Max drawdown($6)
Time5/19/23 10:27
Quant open105
Worst price2.06
Drawdown as % of equity-0.17%
 ($2)
Includes Typical Broker Commissions trade costs of $2.10
5/16/23 15:30 ENVX ENOVIX CORP LONG 117 12.45 5/18 7:47 12.60 0.41%
Trade id #144629442
Max drawdown($14)
Time5/16/23 15:50
Quant open117
Worst price12.32
Drawdown as % of equity-0.41%
 $16
Includes Typical Broker Commissions trade costs of $2.34
5/1/23 9:31 SOFI SOFI TECHNOLOGIES INC LONG 384 5.55 5/8 12:34 5.48 11.11%
Trade id #144484911
Max drawdown($370)
Time5/4/23 0:00
Quant open384
Worst price4.59
Drawdown as % of equity-11.11%
 ($37)
Includes Typical Broker Commissions trade costs of $7.68
5/3/23 9:31 BCRX BIOCRYST PHARMACEUTICALS LONG 268 8.69 5/5 15:52 8.57 4.02%
Trade id #144511235
Max drawdown($129)
Time5/5/23 11:15
Quant open268
Worst price8.21
Drawdown as % of equity-4.02%
 ($38)
Includes Typical Broker Commissions trade costs of $5.36
5/2/23 11:51 BITQ BITWISE CRYPTO INDUSTRY INNOVATORS ETF LONG 194 6.22 5/4 9:50 6.25 0.6%
Trade id #144503896
Max drawdown($19)
Time5/3/23 0:00
Quant open194
Worst price6.12
Drawdown as % of equity-0.60%
 $2
Includes Typical Broker Commissions trade costs of $3.88
5/2/23 10:25 BITO PROSHARES BITCOIN STRATEGY ETF LONG 73 16.38 5/3 7:21 16.56 0.05%
Trade id #144501046
Max drawdown($1)
Time5/2/23 11:02
Quant open73
Worst price16.36
Drawdown as % of equity-0.05%
 $12
Includes Typical Broker Commissions trade costs of $1.46
4/12/23 10:03 IONQ IONQ INC LONG 592 5.77 5/1 4:39 5.57 6.23%
Trade id #144268971
Max drawdown($215)
Time4/28/23 0:00
Quant open592
Worst price5.41
Drawdown as % of equity-6.23%
 ($129)
Includes Typical Broker Commissions trade costs of $8.42
4/13/23 9:51 LCID LUCID GROUP INC LONG 240 7.78 4/27 10:09 7.62 6.63%
Trade id #144285251
Max drawdown($202)
Time4/25/23 0:00
Quant open120
Worst price6.63
Drawdown as % of equity-6.63%
 ($42)
Includes Typical Broker Commissions trade costs of $4.80
4/20/23 9:45 RIOT RIOT BLOCKCHAIN INC. COMMON STOCK LONG 210 11.40 4/26 14:35 11.82 9.23%
Trade id #144372207
Max drawdown($281)
Time4/25/23 0:00
Quant open210
Worst price10.06
Drawdown as % of equity-9.23%
 $84
Includes Typical Broker Commissions trade costs of $4.20
4/14/23 14:30 ENVX ENOVIX CORP LONG 74 13.47 4/24 13:37 12.60 2.95%
Trade id #144309340
Max drawdown($101)
Time4/20/23 0:00
Quant open74
Worst price12.10
Drawdown as % of equity-2.95%
 ($65)
Includes Typical Broker Commissions trade costs of $1.48
4/20/23 10:15 BITO PROSHARES BITCOIN STRATEGY ETF LONG 148 16.96 4/21 10:43 16.70 1.25%
Trade id #144373200
Max drawdown($40)
Time4/20/23 15:34
Quant open73
Worst price16.64
Drawdown as % of equity-1.25%
 ($40)
Includes Typical Broker Commissions trade costs of $2.96
4/20/23 10:01 TWLO TWILIO INC LONG 21 58.28 4/21 10:42 57.46 0.72%
Trade id #144372680
Max drawdown($23)
Time4/21/23 10:04
Quant open21
Worst price57.18
Drawdown as % of equity-0.72%
 ($17)
Includes Typical Broker Commissions trade costs of $0.42
4/12/23 11:43 PAYO PAYONEER GLOBAL INC. COMMON STOCK LONG 171 5.86 4/20 10:19 5.87 1.66%
Trade id #144271415
Max drawdown($60)
Time4/17/23 0:00
Quant open171
Worst price5.50
Drawdown as % of equity-1.66%
 $0
Includes Typical Broker Commissions trade costs of $3.42
4/12/23 13:08 CIFR CIPHER MINING INC. COMMON STOCK LONG 405 2.47 4/14 9:30 2.76 1.69%
Trade id #144273189
Max drawdown($60)
Time4/12/23 15:48
Quant open405
Worst price2.32
Drawdown as % of equity-1.69%
 $109
Includes Typical Broker Commissions trade costs of $8.10
4/3/23 13:30 QS QUANTUMSCAPE CORP LONG 153 7.86 4/11 9:02 7.40 3.61%
Trade id #144158285
Max drawdown($130)
Time4/10/23 0:00
Quant open153
Worst price7.01
Drawdown as % of equity-3.61%
 ($73)
Includes Typical Broker Commissions trade costs of $3.06
Next

Statistics

  • Strategy began
    12/18/2022
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    169.9
  • Age
    170 days ago
  • What it trades
    Stocks
  • # Trades
    153
  • # Profitable
    90
  • % Profitable
    58.80%
  • Avg trade duration
    1.9 days
  • Max peak-to-valley drawdown
    21.64%
  • drawdown period
    Jan 04, 2023 - March 13, 2023
  • Cumul. Return
    34.1%
  • Avg win
    $43.38
  • Avg loss
    $34.57
  • Model Account Values (Raw)
  • Cash
    $4,280
  • Margin Used
    $0
  • Buying Power
    $4,286
  • Ratios
  • W:L ratio
    1.79:1
  • Sharpe Ratio
    1.43
  • Sortino Ratio
    2.59
  • Calmar Ratio
    12.391
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    23.18%
  • Correlation to SP500
    0.42070
  • Return Percent SP500 (cumu) during strategy life
    10.94%
  • Return Statistics
  • Ann Return (w trading costs)
    86.0%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.341%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    164.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    899
  • Popularity (Last 6 weeks)
    945
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    922
  • Popularity (7 days, Percentile 1000 scale)
    919
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $35
  • Avg Win
    $43
  • Sum Trade PL (losers)
    $2,178.000
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $3,904.000
  • # Winners
    90
  • Num Months Winners
    3
  • Dividends
  • Dividends Received in Model Acct
    1
  • AUM
  • AUM (AutoTrader live capital)
    13469
  • Win / Loss
  • # Losers
    63
  • % Winners
    58.8%
  • Frequency
  • Avg Position Time (mins)
    2800.93
  • Avg Position Time (hrs)
    46.68
  • Avg Trade Length
    1.9 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    1.07
  • Daily leverage (max)
    3.67
  • Regression
  • Alpha
    0.13
  • Beta
    1.18
  • Treynor Index
    0.17
  • 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)
    1.48
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    3.953
  • 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
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    0.676
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.745
  • Hold-and-Hope Ratio
    0.251
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.72380
  • SD
    0.23297
  • Sharpe ratio (Glass type estimate)
    3.10683
  • Sharpe ratio (Hedges UMVUE)
    2.47889
  • df
    4.00000
  • t
    2.00545
  • p
    0.05770
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.69246
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.66466
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.00969
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.96747
  • Statistics related to Sortino ratio
  • Sortino ratio
    211.95500
  • Upside Potential Ratio
    213.50500
  • Upside part of mean
    0.72909
  • Downside part of mean
    -0.00529
  • Upside SD
    0.29507
  • Downside SD
    0.00341
  • N nonnegative terms
    4.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.20146
  • Mean of criterion
    0.72380
  • SD of predictor
    0.08395
  • SD of criterion
    0.23297
  • Covariance
    -0.00152
  • r
    -0.07775
  • b (slope, estimate of beta)
    -0.21578
  • a (intercept, estimate of alpha)
    0.76727
  • Mean Square Error
    0.07193
  • DF error
    3.00000
  • t(b)
    -0.13508
  • p(b)
    0.54945
  • t(a)
    1.45997
  • p(a)
    0.12021
  • Lowerbound of 95% confidence interval for beta
    -5.29941
  • Upperbound of 95% confidence interval for beta
    4.86785
  • Lowerbound of 95% confidence interval for alpha
    -0.90523
  • Upperbound of 95% confidence interval for alpha
    2.43977
  • Treynor index (mean / b)
    -3.35440
  • Jensen alpha (a)
    0.76727
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.68225
  • SD
    0.21710
  • Sharpe ratio (Glass type estimate)
    3.14252
  • Sharpe ratio (Hedges UMVUE)
    2.50737
  • df
    4.00000
  • t
    2.02849
  • p
    0.05620
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.67059
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.71356
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.99096
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.00571
  • Statistics related to Sortino ratio
  • Sortino ratio
    200.03200
  • Upside Potential Ratio
    201.58100
  • Upside part of mean
    0.68753
  • Downside part of mean
    -0.00528
  • Upside SD
    0.27656
  • Downside SD
    0.00341
  • N nonnegative terms
    4.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.19658
  • Mean of criterion
    0.68225
  • SD of predictor
    0.08310
  • SD of criterion
    0.21710
  • Covariance
    -0.00159
  • r
    -0.08830
  • b (slope, estimate of beta)
    -0.23070
  • a (intercept, estimate of alpha)
    0.72760
  • Mean Square Error
    0.06235
  • DF error
    3.00000
  • t(b)
    -0.15355
  • p(b)
    0.55614
  • t(a)
    1.49494
  • p(a)
    0.11590
  • Lowerbound of 95% confidence interval for beta
    -5.01229
  • Upperbound of 95% confidence interval for beta
    4.55089
  • Lowerbound of 95% confidence interval for alpha
    -0.82133
  • Upperbound of 95% confidence interval for alpha
    2.27653
  • Treynor index (mean / b)
    -2.95729
  • Jensen alpha (a)
    0.72760
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04518
  • Expected Shortfall on VaR
    0.06961
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00050
  • Expected Shortfall on VaR
    0.00124
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    5.00000
  • Minimum
    1.00012
  • Quartile 1
    1.00733
  • Median
    1.04059
  • Quartile 3
    1.11194
  • Maximum
    1.15324
  • Mean of quarter 1
    1.00373
  • Mean of quarter 2
    1.04059
  • Mean of quarter 3
    1.11194
  • Mean of quarter 4
    1.15324
  • Inter Quartile Range
    0.10460
  • 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)
    0.00000
  • 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 observations
    0.00000
  • Minimum
    0.00000
  • Quartile 1
    0.00000
  • Median
    0.00000
  • Quartile 3
    0.00000
  • Maximum
    0.00000
  • 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
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.82640
  • Compounded annual return (geometric extrapolation)
    1.03431
  • Calmar ratio (compounded annual return / max draw down)
    0.00000
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    14.85850
  • 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
    1.03233
  • SD
    0.39059
  • Sharpe ratio (Glass type estimate)
    2.64298
  • Sharpe ratio (Hedges UMVUE)
    2.62642
  • df
    120.00000
  • t
    1.79612
  • p
    0.41910
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.26574
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.54098
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.27672
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.52957
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.92535
  • Upside Potential Ratio
    11.83970
  • Upside part of mean
    2.48154
  • Downside part of mean
    -1.44921
  • Upside SD
    0.33383
  • Downside SD
    0.20960
  • N nonnegative terms
    57.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    121.00000
  • Mean of predictor
    0.22790
  • Mean of criterion
    1.03233
  • SD of predictor
    0.15116
  • SD of criterion
    0.39059
  • Covariance
    0.02467
  • r
    0.41782
  • b (slope, estimate of beta)
    1.07966
  • a (intercept, estimate of alpha)
    0.78600
  • Mean Square Error
    0.12699
  • DF error
    119.00000
  • t(b)
    5.01674
  • p(b)
    0.24196
  • t(a)
    1.49294
  • p(a)
    0.41394
  • Lowerbound of 95% confidence interval for beta
    0.65352
  • Upperbound of 95% confidence interval for beta
    1.50580
  • Lowerbound of 95% confidence interval for alpha
    -0.25657
  • Upperbound of 95% confidence interval for alpha
    1.82912
  • Treynor index (mean / b)
    0.95616
  • Jensen alpha (a)
    0.78628
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.95615
  • SD
    0.38523
  • Sharpe ratio (Glass type estimate)
    2.48203
  • Sharpe ratio (Hedges UMVUE)
    2.46649
  • df
    120.00000
  • t
    1.68675
  • p
    0.42391
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.42407
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.37803
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.43441
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.36739
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.46225
  • Upside Potential Ratio
    11.33040
  • Upside part of mean
    2.42782
  • Downside part of mean
    -1.47167
  • Upside SD
    0.32365
  • Downside SD
    0.21427
  • N nonnegative terms
    57.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    121.00000
  • Mean of predictor
    0.21648
  • Mean of criterion
    0.95615
  • SD of predictor
    0.15097
  • SD of criterion
    0.38523
  • Covariance
    0.02427
  • r
    0.41733
  • b (slope, estimate of beta)
    1.06491
  • a (intercept, estimate of alpha)
    0.72562
  • Mean Square Error
    0.12358
  • DF error
    119.00000
  • t(b)
    5.00958
  • p(b)
    0.24225
  • t(a)
    1.39720
  • p(a)
    0.41934
  • Lowerbound of 95% confidence interval for beta
    0.64399
  • Upperbound of 95% confidence interval for beta
    1.48583
  • Lowerbound of 95% confidence interval for alpha
    -0.30272
  • Upperbound of 95% confidence interval for alpha
    1.75396
  • Treynor index (mean / b)
    0.89786
  • Jensen alpha (a)
    0.72562
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03487
  • Expected Shortfall on VaR
    0.04439
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01306
  • Expected Shortfall on VaR
    0.02689
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    121.00000
  • Minimum
    0.92387
  • Quartile 1
    0.99633
  • Median
    1.00000
  • Quartile 3
    1.01002
  • Maximum
    1.10894
  • Mean of quarter 1
    0.97934
  • Mean of quarter 2
    0.99927
  • Mean of quarter 3
    1.00378
  • Mean of quarter 4
    1.03462
  • Inter Quartile Range
    0.01369
  • Number outliers low
    10.00000
  • Percentage of outliers low
    0.08264
  • Mean of outliers low
    0.96301
  • Number of outliers high
    13.00000
  • Percentage of outliers high
    0.10744
  • Mean of outliers high
    1.05438
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.17423
  • VaR(95%) (moments method)
    0.01280
  • Expected Shortfall (moments method)
    0.01701
  • Extreme Value Index (regression method)
    -0.13407
  • VaR(95%) (regression method)
    0.02171
  • Expected Shortfall (regression method)
    0.03046
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    9.00000
  • Minimum
    0.00033
  • Quartile 1
    0.00135
  • Median
    0.02275
  • Quartile 3
    0.10566
  • Maximum
    0.13520
  • Mean of quarter 1
    0.00067
  • Mean of quarter 2
    0.01251
  • Mean of quarter 3
    0.07675
  • Mean of quarter 4
    0.13394
  • Inter Quartile Range
    0.10431
  • 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)
    -319.91200
  • VaR(95%) (moments method)
    0.13079
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -4.42956
  • VaR(95%) (regression method)
    0.17918
  • Expected Shortfall (regression method)
    0.17920
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.24576
  • Compounded annual return (geometric extrapolation)
    1.67528
  • Calmar ratio (compounded annual return / max draw down)
    12.39120
  • Compounded annual return / average of 25% largest draw downs
    12.50730
  • Compounded annual return / Expected Shortfall lognormal
    37.74190
  • 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)
    0.03500
  • 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 Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -318647000
  • Max Equity Drawdown (num days)
    68

Strategy Description

This system trade AI stocks + stocks at earnings season.
Mar. Jun. Sep. Dec. will have few trades if any.
you can see real results at this site ( after 21/5/2023)

general Info:
my trade account is connected to auto realtime system that monitor the market.
all trades are open and close by the bot.
I'm not a trader, this system is build to let everyone be part of the market
and be able to catch oppertunities that the market has to offer
without the need to be a full time job trader.

need margin account to follow all trades.
the system was backtest and working well in the past.
past results may not represent the future.


monthly fee wil remain fixed at 50$ until at least 31/12/2023.
thank you and good luck to us all.

AIמערכת סוחרת במניות בתקופת הדוחות ומניות
בחודשים מרץ,יוני,ספטמבר,דצמבר יהיו עסקאות מעטות אם בכלל.
ניתן לראות ביצועים באתר משלב ההרצה (החל מ-21/5/23)

מידע כללי:
חשבון המסחר מחובר למערכת אוטומטית שמנטרת את השוק כל שעות המסחר הרגיל.
כל העסקאות נפתחות ונסגרות ע"י הבוט.
אני לא סוחר, המערכת נבנתה ע"מ לתת לכל אחד אפשרות לסחור בשוק ולהיות מסוגל לתפוס הזדמנויות בשוק בזמן אמת
ללא הצורך להיות סוחר במשרה מלאה

יש צורך בחשבון מרגין ע"מ לעקוב אחרי כל העסקאות.
המערכת נבדקה לאחור ועבדה מצוין בעבר.
תוצאות העבר עשויות שלא לשקף את התוצאות בעתיד.

דמי מנוי חודשי ישארו קבועים ב-$50 כל שנת 2023 לפחות
תודה ובהצלחה לכולם
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2022-12-18
Suggested Minimum Capital
$5,000
Rank at C2 %
Top 7.8%
Rank # 
#63
# Trades
153
# Profitable
90
% Profitable
58.8%
Net Dividends
$0
Correlation S&P500
0.421
Sharpe Ratio
1.43
Sortino Ratio
2.59
Beta
1.18
Alpha
0.13
Leverage
1.07 Average
3.67 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.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.