M8888
(146821622)
Subscription terms. Subscriptions to this system cost $150.00 per month.
C2Star
C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.
You can read more about C2Star certification requirements here.
Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.
Currencies
Focuses on currency futures.Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2024  (0.6%)  +12.5%  +16.0%  (7.4%)  +122.6%  +47.8%  +27.4%  (8%)  +362.9% 
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  $12,500  
Buy Power  $52,325  
Cash  $60,942  
Equity  $187  
Cumulative $  $48,817  
Total System Equity  $61,317  
Margined  $8,804  
Open P/L  $375 
Trading Record
Statistics

Strategy began3/25/2024

Suggested Minimum Cap$60,000

Strategy Age (days)197.01

Age7 months ago

What it tradesFutures

# Trades160

# Profitable139

% Profitable86.90%

Avg trade duration1.4 days

Max peaktovalley drawdown42.64%

drawdown periodJune 17, 2024  July 11, 2024

Cumul. Return362.9%

Avg win$472.32

Avg loss$810.62
 Model Account Values (Raw)

Cash$60,942

Margin Used$8,804

Buying Power$52,325
 Ratios

W:L ratio3.86:1

Sharpe Ratio2.53

Sortino Ratio7.22

Calmar Ratio48.343
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)352.92%

Correlation to SP5000.03210

Return Percent SP500 (cumu) during strategy life9.98%
 Return Statistics

Ann Return (w trading costs)1523.8%
 Slump

Current Slump as Pcnt Equity11.20%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.03%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)3.629%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex0.00%
 Return Statistics

Ann Return (Compnd, No Fees)1774.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss53.50%

Chance of 20% account loss16.50%

Chance of 30% account loss2.50%

Chance of 40% account loss1.50%

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)974

Popularity (Last 6 weeks)996
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score939

Popularity (7 days, Percentile 1000 scale)989
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$811

Avg Win$474

Sum Trade PL (losers)$17,023.000
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$65,828.000

# Winners139

Num Months Winners6
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)672930
 Win / Loss

# Losers21

% Winners86.9%
 Frequency

Avg Position Time (mins)2004.23

Avg Position Time (hrs)33.40

Avg Trade Length1.4 days

Last Trade Ago0
 Leverage

Daily leverage (average)10.82

Daily leverage (max)40.85
 Regression

Alpha0.92

Beta0.26

Treynor Index3.45
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.64

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.225

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 trades0.614

Avg(MAE) / Avg(PL)  Losing trades1.087

HoldandHope Ratio0.824
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean3.80762

SD0.81127

Sharpe ratio (Glass type estimate)4.69343

Sharpe ratio (Hedges UMVUE)3.94600

df5.00000

t3.31876

p0.01052

Lowerbound of 95% confidence interval for Sharpe Ratio0.63479

Upperbound of 95% confidence interval for Sharpe Ratio8.54826

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24946

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.64254
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean3.80762

Downside part of mean0.00000

Upside SD1.32538

Downside SD0.00000

N nonnegative terms6.00000

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

N of observations6.00000

Mean of predictor0.16580

Mean of criterion3.80762

SD of predictor0.09950

SD of criterion0.81127

Covariance0.02440

r0.30222

b (slope, estimate of beta)2.46410

a (intercept, estimate of alpha)4.21616

Mean Square Error0.74755

DF error4.00000

t(b)0.63410

p(b)0.71976

t(a)3.05055

p(a)0.01900

Lowerbound of 95% confidence interval for beta13.25550

Upperbound of 95% confidence interval for beta8.32728

Lowerbound of 95% confidence interval for alpha0.37809

Upperbound of 95% confidence interval for alpha8.05423

Treynor index (mean / b)1.54524

Jensen alpha (a)4.21616
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean3.14533

SD0.60735

Sharpe ratio (Glass type estimate)5.17877

Sharpe ratio (Hedges UMVUE)4.35405

df5.00000

t3.66194

p0.00728

Lowerbound of 95% confidence interval for Sharpe Ratio0.91087

Upperbound of 95% confidence interval for Sharpe Ratio9.24869

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48553

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8.22256
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean3.14533

Downside part of mean0.00000

Upside SD1.06387

Downside SD0.00000

N nonnegative terms6.00000

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

N of observations6.00000

Mean of predictor0.16024

Mean of criterion3.14533

SD of predictor0.09866

SD of criterion0.60735

Covariance0.01994

r0.33268

b (slope, estimate of beta)2.04795

a (intercept, estimate of alpha)3.47350

Mean Square Error0.41006

DF error4.00000

t(b)0.70555

p(b)0.74031

t(a)3.41185

p(a)0.01349

Lowerbound of 95% confidence interval for beta10.10850

Upperbound of 95% confidence interval for beta6.01257

Lowerbound of 95% confidence interval for alpha0.64633

Upperbound of 95% confidence interval for alpha6.30067

Treynor index (mean / b)1.53584

Jensen alpha (a)3.47350
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02593

Expected Shortfall on VaR0.09288
 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 observations6.00000

Minimum1.07272

Quartile 11.13522

Median1.27029

Quartile 31.52731

Maximum1.60130

Mean of quarter 11.08743

Mean of quarter 21.23444

Mean of quarter 31.30614

Mean of quarter 41.60117

Inter Quartile Range0.39209

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 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)7.77437

Compounded annual return (geometric extrapolation)22.88460

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 lognormal246.38600

0.00000

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

Mean3.39102

SD1.05049

Sharpe ratio (Glass type estimate)3.22804

Sharpe ratio (Hedges UMVUE)3.21072

df140.00000

t2.36809

p0.40188

Lowerbound of 95% confidence interval for Sharpe Ratio0.52416

Upperbound of 95% confidence interval for Sharpe Ratio5.92071

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51267

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.90877
 Statistics related to Sortino ratio

Sortino ratio9.44888

Upside Potential Ratio16.82400

Upside part of mean6.03781

Downside part of mean2.64679

Upside SD1.00538

Downside SD0.35888

N nonnegative terms83.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations141.00000

Mean of predictor0.15775

Mean of criterion3.39102

SD of predictor0.13314

SD of criterion1.05049

Covariance0.00245

r0.01753

b (slope, estimate of beta)0.13831

a (intercept, estimate of alpha)3.41300

Mean Square Error1.11112

DF error139.00000

t(b)0.20671

p(b)0.51116

t(a)2.36878

p(a)0.37541

Lowerbound of 95% confidence interval for beta1.46128

Upperbound of 95% confidence interval for beta1.18466

Lowerbound of 95% confidence interval for alpha0.56421

Upperbound of 95% confidence interval for alpha6.26147

Treynor index (mean / b)24.51730

Jensen alpha (a)3.41284
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean2.91188

SD0.92607

Sharpe ratio (Glass type estimate)3.14436

Sharpe ratio (Hedges UMVUE)3.12748

df140.00000

t2.30670

p0.40432

Lowerbound of 95% confidence interval for Sharpe Ratio0.44195

Upperbound of 95% confidence interval for Sharpe Ratio5.83579

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43078

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.82418
 Statistics related to Sortino ratio

Sortino ratio7.83694

Upside Potential Ratio15.14120

Upside part of mean5.62582

Downside part of mean2.71395

Upside SD0.86361

Downside SD0.37156

N nonnegative terms83.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations141.00000

Mean of predictor0.14887

Mean of criterion2.91188

SD of predictor0.13338

SD of criterion0.92607

Covariance0.00110

r0.00889

b (slope, estimate of beta)0.06174

a (intercept, estimate of alpha)2.92107

Mean Square Error0.86370

DF error139.00000

t(b)0.10483

p(b)0.50566

t(a)2.30029

p(a)0.37884

Lowerbound of 95% confidence interval for beta1.22607

Upperbound of 95% confidence interval for beta1.10260

Lowerbound of 95% confidence interval for alpha0.41031

Upperbound of 95% confidence interval for alpha5.43183

Treynor index (mean / b)47.16730

Jensen alpha (a)2.92107
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07964

Expected Shortfall on VaR0.10118
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02032

Expected Shortfall on VaR0.04231
 ORDER STATISTICS
 Quartiles of return rates

Number of observations141.00000

Minimum0.89429

Quartile 10.98880

Median1.00455

Quartile 31.02481

Maximum1.55703

Mean of quarter 10.96366

Mean of quarter 20.99760

Mean of quarter 31.01161

Mean of quarter 41.08074

Inter Quartile Range0.03601

Number outliers low6.00000

Percentage of outliers low0.04255

Mean of outliers low0.91817

Number of outliers high10.00000

Percentage of outliers high0.07092

Mean of outliers high1.17196
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.11282

VaR(95%) (moments method)0.03108

Expected Shortfall (moments method)0.04636

Extreme Value Index (regression method)0.06637

VaR(95%) (regression method)0.03360

Expected Shortfall (regression method)0.04919
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations21.00000

Minimum0.00049

Quartile 10.00379

Median0.01144

Quartile 30.07467

Maximum0.37051

Mean of quarter 10.00212

Mean of quarter 20.00725

Mean of quarter 30.03631

Mean of quarter 40.17536

Inter Quartile Range0.07087

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04762

Mean of outliers high0.37051
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.05935

VaR(95%) (moments method)0.16104

Expected Shortfall (moments method)0.21091

Extreme Value Index (regression method)1.36586

VaR(95%) (regression method)0.15394

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)7.18206

Compounded annual return (geometric extrapolation)17.91180

Calmar ratio (compounded annual return / max draw down)48.34340

Compounded annual return / average of 25% largest draw downs102.14200

Compounded annual return / Expected Shortfall lognormal177.02500

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

Mean3.69655

SD1.08484

Sharpe ratio (Glass type estimate)3.40746

Sharpe ratio (Hedges UMVUE)3.38776

df130.00000

t2.40944

p0.39662

Lowerbound of 95% confidence interval for Sharpe Ratio0.59853

Upperbound of 95% confidence interval for Sharpe Ratio6.20357

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58553

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.18999
 Statistics related to Sortino ratio

Sortino ratio10.08550

Upside Potential Ratio17.42130

Upside part of mean6.38530

Downside part of mean2.68876

Upside SD1.04197

Downside SD0.36652

N nonnegative terms76.00000

N negative terms55.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.17757

Mean of criterion3.69655

SD of predictor0.13502

SD of criterion1.08484

Covariance0.00388

r0.02648

b (slope, estimate of beta)0.21276

a (intercept, estimate of alpha)3.73433

Mean Square Error1.18517

DF error129.00000

t(b)0.30086

p(b)0.51686

t(a)2.41750

p(a)0.36843

Lowerbound of 95% confidence interval for beta1.61189

Upperbound of 95% confidence interval for beta1.18637

Lowerbound of 95% confidence interval for alpha0.67809

Upperbound of 95% confidence interval for alpha6.79056

Treynor index (mean / b)17.37440

Jensen alpha (a)3.73433
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean3.18411

SD0.95552

Sharpe ratio (Glass type estimate)3.33231

Sharpe ratio (Hedges UMVUE)3.31305

df130.00000

t2.35630

p0.39881

Lowerbound of 95% confidence interval for Sharpe Ratio0.52485

Upperbound of 95% confidence interval for Sharpe Ratio6.12734

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51214

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.11396
 Statistics related to Sortino ratio

Sortino ratio8.38539

Upside Potential Ratio15.65090

Upside part of mean5.94298

Downside part of mean2.75887

Upside SD0.89474

Downside SD0.37972

N nonnegative terms76.00000

N negative terms55.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16843

Mean of criterion3.18411

SD of predictor0.13527

SD of criterion0.95552

Covariance0.00238

r0.01841

b (slope, estimate of beta)0.13003

a (intercept, estimate of alpha)3.20601

Mean Square Error0.91979

DF error129.00000

t(b)0.20911

p(b)0.51172

t(a)2.35675

p(a)0.37155

VAR (95 Confidence Intrvl)0.08000

Lowerbound of 95% confidence interval for beta1.36030

Upperbound of 95% confidence interval for beta1.10025

Lowerbound of 95% confidence interval for alpha0.51452

Upperbound of 95% confidence interval for alpha5.89750

Treynor index (mean / b)24.48810

Jensen alpha (a)3.20601
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08144

Expected Shortfall on VaR0.10361
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02092

Expected Shortfall on VaR0.04351
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.89429

Quartile 10.98946

Median1.00543

Quartile 31.02626

Maximum1.55703

Mean of quarter 10.96277

Mean of quarter 20.99761

Mean of quarter 31.01241

Mean of quarter 41.08402

Inter Quartile Range0.03680

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.91487

Number of outliers high9.00000

Percentage of outliers high0.06870

Mean of outliers high1.18214
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20223

VaR(95%) (moments method)0.03266

Expected Shortfall (moments method)0.05248

Extreme Value Index (regression method)0.02256

VaR(95%) (regression method)0.03630

Expected Shortfall (regression method)0.05255
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations21.00000

Minimum0.00049

Quartile 10.00379

Median0.01144

Quartile 30.06533

Maximum0.37051

Mean of quarter 10.00212

Mean of quarter 20.00725

Mean of quarter 30.03445

Mean of quarter 40.16753

Inter Quartile Range0.06154

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.09524

Mean of outliers high0.26675
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.22281

VaR(95%) (moments method)0.16067

Expected Shortfall (moments method)0.25373

Extreme Value Index (regression method)0.82096

VaR(95%) (regression method)0.18903

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.94371

Strat Max DD how much worse than SP500 max DD during strat life?401050000

Max Equity Drawdown (num days)24
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)7.96576

Compounded annual return (geometric extrapolation)23.82910

Calmar ratio (compounded annual return / max draw down)64.31410

Compounded annual return / average of 25% largest draw downs142.23500

Compounded annual return / Expected Shortfall lognormal229.99600
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 FX futures CME  British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Swiss Franc Futures, Canadian Dollar Futures.
5) Each trade is protected by stop loss.
6) Not a martingale.
It is important to know when connecting my system “M8888” (FX futures CME) to autotrade:
1) There are no restrictions on the connection of autotrader. Any broker from the list  Interactive Brokers, Tradovate, StoneX, Trade Pro, GarWood, AMP Clearing, AGM Markets, Ninja Trader, CTS Platform (any broker), CQG Platform (any broker), Rithmic Platform (any broker), ETNA Trader (any broker).
2) Attention! I recommend that subscribers in the settings set the maximum risk parameters per month no more than 101520%. Be sure to do this.
3) 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 (1025% per year) are of little interest here, and when you start showing such a result 8090 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.
4) 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 145147150 take profit 135133 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 20182022 system: https://collective2.com/details/117695605, https://collective2.com/details/121833418, https://collective2.com/details/139046671
Useful recommendations when copying my system “M8888” (FX futures CME):
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
August 15, 2024*
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 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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.