HFR Algo 2
(143564453)
Subscription terms. Subscriptions to this system cost $5.00 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.
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +8.3% | +11.2% | +20.4% |
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.
| Started | $10,000 | |
| Buy Power | $10,410 | |
| Cash | $11,825 | |
| Equity | $85 | |
| Cumulative $ | $2,287 | |
| Total System Equity | $12,287 | |
| Margined | $1,500 | |
| Open P/L | $462 |
Trading Record
symbol.
Statistics
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Strategy began2/13/2023
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Suggested Minimum Cap$10,000
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Strategy Age (days)37.24
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Age37 days ago
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What it tradesForex
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# Trades32
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# Profitable29
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% Profitable90.60%
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Avg trade duration1.2 days
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Max peak-to-valley drawdown44.78%
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drawdown periodMarch 09, 2023 - March 15, 2023
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Cumul. Return20.4%
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Avg win$185.21
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Avg loss$1,153
- Model Account Values (Raw)
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Cash$11,825
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Margin Used$1,500
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Buying Power$10,410
- Ratios
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W:L ratio1.55:1
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Sharpe Ratio
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Sortino Ratio
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Calmar Ratio
- CORRELATION STATISTICS
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Return of Strat Pcnt - Return of SP500 Pcnt (cumu)25.25%
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Return Percent SP500 (cumu) during strategy life-4.84%
- Return Statistics
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Ann Return (w trading costs)429.5%
- Instruments
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Percent Trades Optionsn/a
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Percent Trades Futuresn/a
- Slump
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Current Slump, time of slump as pcnt of strategy life0.37%
- Instruments
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Percent Trades Stocksn/a
- Slump
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Current Slump as Pcnt Equity3.70%
- Instruments
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Short Options - Percent Covered100.00%
- Return Statistics
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Return Pcnt (Compound or Annual, age-based, NFA compliant)0.204%
- Instruments
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Percent Trades Forex1.00%
- Return Statistics
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Ann Return (Compnd, No Fees)524.9%
- Risk of Ruin (Monte-Carlo)
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Chance of 10% account loss75.50%
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Chance of 20% account loss47.50%
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Chance of 30% account loss22.00%
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Chance of 40% account loss3.00%
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Chance of 60% account loss (Monte Carlo)n/a
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Chance of 70% account loss (Monte Carlo)n/a
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Chance of 80% account loss (Monte Carlo)n/a
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Chance of 90% account loss (Monte Carlo)n/a
- Automation
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Percentage Signals Automatedn/a
- Risk of Ruin (Monte-Carlo)
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Chance of 50% account loss0.50%
- Popularity
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Popularity (Today)897
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Popularity (Last 6 weeks)974
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Popularity (7 days, Percentile 1000 scale)969
- Trading Style
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Any stock shorts? 0/10
- Popularity
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C2 Score600
- Trades-Own-System Certification
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Trades Own System?-
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TOS percentn/a
- Win / Loss
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Avg Win$192
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Avg Loss$1,153
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Sum Trade PL (losers)$3,460.000
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Sum Trade PL (winners)$5,578.000
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# Winners29
- Dividends
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Dividends Received in Model Acct0
- AUM
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AUM (AutoTrader live capital)43054
- Win / Loss
-
Num Months Winners2
- Age
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Num Months filled monthly returns table2
- Win / Loss
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# Losers3
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% Winners90.6%
- Frequency
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Avg Position Time (mins)1654.53
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Avg Position Time (hrs)27.58
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Avg Trade Length1.1 days
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Last Trade Ago0
- Leverage
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Daily leverage (average)11.04
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Daily leverage (max)31.97
- Maximum Adverse Excursion (MAE)
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Hold-and-Hope Ratio0.130
- Analysis based on DAILY values, last 6 months only
- DRAW DOWN STATISTICS
- Risk estimates based on draw downs (based on Extreme Value T
- assuming Pareto losses only (using partial moments from Sortino statistics)
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Max Equity Drawdown (num days)6
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Last 4 Months - Pcnt Negativen/a
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Strat Max DD how much worse than SP500 max DD during strat life?-329157000
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.
6) Not a martingale.
7) Sims + Subscribers = 17*
8) AUM Subscribers C2 on my systems = 101,000 USD*
It is important to know when connecting my system “HFR Algo 2” (Forex) to autotrade:
1) 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 Forex.com / StoneX, Trade Pro, FXCM, AGM Markets, IG.
2) If you are a non-resident of the USA, Australia. There are no restrictions on the connection of autotrader. Any broker from the list - Interactive Brokers, Forex.com / StoneX, Trade Pro, FXCM, AGM Markets.
3) If your trading account is more than 50,000 USD, then it will be more profitable for you to subscribe to my system ”HFR Algo 1”, where trading in currency futures on the CME exchange and less commission. I considered that with my turnover per year, the savings on commission is 3-4% per annum than when trading on the forex market ARK 1.
4) Attention! I recommend that subscribers in the settings set the maximum risk parameters per month no more than 10-15-20%. Be sure to do this.
5) Attention! To be honest with you, this is not my first profile here. I had great periods here, when the number of paid subscribers was about 100 and the amount under management was about 7 million USD (this is the period from February 2018 to July 2019). For 2018, a profit of 88% was shown, but then 95% of customers left due to a profit of 16% per year!!! From experience I can say that low drawdowns and moderate profit (10-25% per year) are of little interest here, and when you start showing such a result 80-90 percent of clients leave. Strategies with large profits, which lead to large drawdowns in the future, are very popular. This is a pattern and a vicious circle. The more profit the more drawdown awaits you in the future. Therefore, I began to use my system with aggressive risks, which led to a series of failures. Therefore, when subscribing to the system, be sure to set the risk limit acceptable for you in your profile.
6) In the period from November 2021 to October 2022, I had the ARK system here, until May 2022 there was a stable growth of customers, excellent results for six months, a profit of more than 250%, the number of paid subscribers is slightly more than 100, funds are 15 million USD. Then I started trading more conservatively (less risky) and the number of subscribers dropped by 9 times in 3 months!!! I started trading again but more aggressively and this eventually resulted in an error, there was a large drawdown when selling USD/JPY due to the high leverage I took, the idea was right to sell 145-147-150 take profit 135-133 -131, but very poor execution resulted in a loss. I'm the only one to blame for this and there's no excuse for it. Now I'm back. Take a break from trading. During this time, I have optimized my system, leaving only the best algorithms there, and optimizing risk management. I believe in my system. Archive of my systems here for this 2018-2022 system: https://collective2.com/details/117695605, https://collective2.com/details/121833418, https://collective2.com/details/139046671
Useful recommendations when copying my system “HFR Algo 2” (Forex):
1) Do not idealize the results of my trading. Stable every month for a long period of time, at least over a period of several years, you are unlikely to receive a plus every month, this is not a bank deposit. There will be periods of subsidence, since everything in this world is cyclical and the results in trading are no exception, after growth always follows a decline or for some time there is a stagnation in growth and this should be perceived normally.
2) Diversify your savings - do not put all your eggs in one basket.
3) Constantly and continuously monitor the results, it is desirable to do this several times a week, so you will be calmer.
4) Understand that profitability is not linear, it is not a bank deposit, that income received in the past cannot serve as a guarantee of receiving such income in the future.
5) Do not worry and don’t share your feelings with me about where the market will go or what you think is wrong at the moment (I don’t have a psychological session service), because there is a stop loss for every deal , there is a risk limit. Excessive anxiety only ruins the result.
6) There are periods, several trading sessions, several trading weeks when there is no trading activity, this is normal. Permanent presence in the market and constant trading in no way affects the better profit, does not make it anymore, sometimes just a few trading sessions make the result for a whole month. You need to be able to wait, work out only clear signals and then the result will be much better.
7) There is a possibility that you may lose some or all of your investments and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.
Michael
February 16, 2023*
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.