TSE Jey GlobalQuantPro
Trades Own Strategy BrokerTransmit
- hypothetical · Cumul. Return
- -1.1%
- Max Drawdown
- 10.4%
- Trades
- 168
- Win Trades
- 52.4%
- Profit Factor
- 1
- Win Months
- 75.0%
About this strategy
【Professional Systematic Series – Managed by Jey Hsieh】
Managed by Jey Hsieh, a veteran quantitative trader with over 20 years of research and execution experience. Recognized for his expertise in high-standard international trading benchmarks, Jey is a pioneer in systematic logic, consistently delivering elite-level performance across global markets. His approach combines institutional-grade rigor with a deep understanding of market microstructure.
【Hybrid Alpha: Global Multi-Asset Trend + Intraday Synergy】
This is a sophisticated strategy developed to capture gains across Global Markets by combining two powerful systems:
- Global Trend Following: Captures macro moves in international markets for capital growth.
- Intraday Smoothing: Provides consistent liquidity and reduces risk by managing positions within the trading day.
By trading a uniquely diversified basket of Global Futures, we ensure the portfolio remains stable and decoupled from the risks of any single asset class.
【100% TOS Verified – Full Transparency】
Integrity is our core value. This strategy is 100% TOS (Trade Own Strategy) certified. Every signal is a direct reflection of Jey’s real trading, ensuring total alignment of interests. Jey’s personal capital is traded right along with yours.
【Capacity Management & Strategic Pricing】
To optimize cost-efficiency for our current scaling phase and accommodate global multi-asset synchronization, new subscribers joining during this implementation phase can lock in our specialized rate of $149 USD/month.
*Please note: This promotional pricing is tied to a specific capacity mandate. As total subscription volume fills or the current strategic tracking phase concludes, the subscription fee for all subsequent entrants will be adjusted upward to protect execution quality, liquidity allocation, and slippage control.
[Independent Model Notice]:
This program is a standalone quantitative model specifically engineered for the Collective2 environment. All signals and risk parameters are managed under a unique investment mandate, ensuring this portfolio operates with distinct logic dedicated strictly to its performance objectives.
Managed by Jey Hsieh, a veteran quantitative trader with over 20 years of research and execution experience. Recognized for his expertise in high-standard international trading benchmarks, Jey is a pioneer in systematic logic, consistently delivering elite-level performance across global markets. His approach combines institutional-grade rigor with a deep understanding of market microstructure.
【Hybrid Alpha: Global Multi-Asset Trend + Intraday Synergy】
This is a sophisticated strategy developed to capture gains across Global Markets by combining two powerful systems:
- Global Trend Following: Captures macro moves in international markets for capital growth.
- Intraday Smoothing: Provides consistent liquidity and reduces risk by managing positions within the trading day.
By trading a uniquely diversified basket of Global Futures, we ensure the portfolio remains stable and decoupled from the risks of any single asset class.
【100% TOS Verified – Full Transparency】
Integrity is our core value. This strategy is 100% TOS (Trade Own Strategy) certified. Every signal is a direct reflection of Jey’s real trading, ensuring total alignment of interests. Jey’s personal capital is traded right along with yours.
【Capacity Management & Strategic Pricing】
To optimize cost-efficiency for our current scaling phase and accommodate global multi-asset synchronization, new subscribers joining during this implementation phase can lock in our specialized rate of $149 USD/month.
*Please note: This promotional pricing is tied to a specific capacity mandate. As total subscription volume fills or the current strategic tracking phase concludes, the subscription fee for all subsequent entrants will be adjusted upward to protect execution quality, liquidity allocation, and slippage control.
[Independent Model Notice]:
This program is a standalone quantitative model specifically engineered for the Collective2 environment. All signals and risk parameters are managed under a unique investment mandate, ensuring this portfolio operates with distinct logic dedicated strictly to its performance objectives.
Commodities Financials / Indexes
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.8 | 2.9 | 0.3 | 3.4 | -7.3 | -2.4 | 0.3 | 1.4 | -1.1 |
Statistics
Overview
| Strategy began | 3/20/2026 |
|---|---|
| Suggested Minimum Capital | $100,000 |
| Age | 7 months |
| C2 Rank | 935 |
| Rank at C2 % | Top 6.5% |
| Rank # | #211 |
| What it trades | Futures |
| # Trades | 168 |
| # Profitable | 88 |
| % Profitable | 52.4% |
| Avg trade duration | 1.1 days |
| Max peak-to-valley drawdown | 10.4% |
| drawdown period | July 01, 2026 - Sept 18, 2026 |
| Cumul. Return | -1.1% |
| Avg win | $401 |
| Avg loss | $436 |
Ratios
| W:L ratio | 1.01 |
|---|---|
| Sharpe Ratio | -0.34 |
| Sortino Ratio | -0.49 |
| Calmar Ratio | 0.08 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.24 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 20.1% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -21.2% |
Return Statistics
| Ann Return (w trading costs) | -2.0% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | -0.0% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 0.7% |
Slump
| Current Slump as Pcnt Equity | 9.0% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.5% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 0.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 0 |
| C2 Score | 935 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 187484 |
|---|---|
| TOS percent | 100.0% |
Win / Loss
| Avg Loss | $436 |
|---|---|
| Avg Win | $401 |
| # Winners | 88 |
| Sum Trade PL (losers) | $34,861 |
| Sum Trade PL (winners) | $35,268 |
| Num Months Winners | 6 |
| # Losers | 80 |
| % Winners | 52.4% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 8 |
|---|
Frequency
| Avg Position Time (mins) | 1567.78 |
|---|---|
| Avg Position Time (hrs) | 26.13 |
| Avg Trade Length | 1.10 |
| Last Trade Ago | 0 |
Leverage
| Daily leverage (average) | 0.85 |
|---|---|
| Daily leverage (max) | 2.11 |
Regression
| Alpha | -0.02 |
|---|---|
| Beta | 0.14 |
| Treynor Index | -0.06 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -24.72 |
| MAE:PL (avg, all trades) | -0.13 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.60 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.14 |
| Hold-and-Hope Ratio | -0.04 |
RATIO STATISTICS
| Mean | -0.03 |
|---|---|
| SD | 0.10 |
| Sharpe ratio (Glass type estimate) | -0.29 |
| Sharpe ratio (Hedges UMVUE) | -0.24 |
| df | 5 |
| t | -0.20 |
| p | 0.58 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -3.05 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.50 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.02 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.54 |
| Sortino ratio | -0.42 |
| Upside Potential Ratio | 1.69 |
| Upside part of mean | 0.12 |
| Downside part of mean | -0.15 |
| Upside SD | 0.06 |
| Downside SD | 0.07 |
| N nonnegative terms | 3 |
| N negative terms | 3 |
| N of observations | 6 |
| Mean of predictor | 0.34 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.11 |
| SD of criterion | 0.10 |
| Covariance | 0.01 |
| r | 0.82 |
| b (slope, estimate of beta) | 0.75 |
| a (intercept, estimate of alpha) | -0.28 |
| Mean Square Error | 0.00 |
| DF error | 4 |
| t(b) | 2.83 |
| p(b) | 0.02 |
| t(a) | -2.17 |
| p(a) | 0.95 |
| Lowerbound of 95% confidence interval for beta | 0.01 |
| Upperbound of 95% confidence interval for beta | 1.49 |
| Lowerbound of 95% confidence interval for alpha | -0.65 |
| Upperbound of 95% confidence interval for alpha | 0.08 |
| Treynor index (mean / b) | -0.04 |
| Jensen alpha (a) | -0.28 |
| Mean | -0.03 |
| SD | 0.10 |
| Sharpe ratio (Glass type estimate) | -0.33 |
| Sharpe ratio (Hedges UMVUE) | -0.28 |
| df | 5 |
| t | -0.23 |
| p | 0.59 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -3.09 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.47 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.05 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.50 |
| Sortino ratio | -0.47 |
| Upside Potential Ratio | 1.63 |
| Upside part of mean | 0.12 |
| Downside part of mean | -0.15 |
| Upside SD | 0.06 |
| Downside SD | 0.07 |
| N nonnegative terms | 3 |
| N negative terms | 3 |
| N of observations | 6 |
| Mean of predictor | 0.33 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.11 |
| SD of criterion | 0.10 |
| Covariance | 0.01 |
| r | 0.81 |
| b (slope, estimate of beta) | 0.78 |
| a (intercept, estimate of alpha) | -0.29 |
| Mean Square Error | 0.00 |
| DF error | 4 |
| t(b) | 2.75 |
| p(b) | 0.03 |
| t(a) | -2.15 |
| p(a) | 0.95 |
| Lowerbound of 95% confidence interval for beta | -0.01 |
| Upperbound of 95% confidence interval for beta | 1.57 |
| Lowerbound of 95% confidence interval for alpha | -0.66 |
| Upperbound of 95% confidence interval for alpha | 0.08 |
| Treynor index (mean / b) | -0.04 |
| Jensen alpha (a) | -0.29 |
| VaR(95%) | 0.05 |
| Expected Shortfall on VaR | 0.06 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.05 |
| Mean | -0.02 |
| SD | 0.08 |
| Sharpe ratio (Glass type estimate) | -0.22 |
| Sharpe ratio (Hedges UMVUE) | -0.22 |
| df | 144 |
| t | -0.17 |
| p | 0.51 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.86 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.41 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.86 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.41 |
| Sortino ratio | -0.32 |
| Upside Potential Ratio | 8.24 |
| Upside part of mean | 0.45 |
| Downside part of mean | -0.47 |
| Upside SD | 0.06 |
| Downside SD | 0.05 |
| N nonnegative terms | 68 |
| N negative terms | 77 |
| N of observations | 145 |
| Mean of predictor | 0.31 |
| Mean of criterion | -0.02 |
| SD of predictor | 0.13 |
| SD of criterion | 0.08 |
| Covariance | 0.00 |
| r | 0.27 |
| b (slope, estimate of beta) | 0.16 |
| a (intercept, estimate of alpha) | -0.07 |
| Mean Square Error | 0.01 |
| DF error | 143 |
| t(b) | 3.31 |
| p(b) | 0.33 |
| t(a) | -0.65 |
| p(a) | 0.53 |
| Lowerbound of 95% confidence interval for beta | 0.06 |
| Upperbound of 95% confidence interval for beta | 0.25 |
| Lowerbound of 95% confidence interval for alpha | -0.27 |
| Upperbound of 95% confidence interval for alpha | 0.14 |
| Treynor index (mean / b) | -0.11 |
| Jensen alpha (a) | -0.07 |
| Mean | -0.02 |
| SD | 0.08 |
| Sharpe ratio (Glass type estimate) | -0.26 |
| Sharpe ratio (Hedges UMVUE) | -0.26 |
| df | 144 |
| t | -0.20 |
| p | 0.51 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.90 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.37 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.90 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.37 |
| Sortino ratio | -0.37 |
| Upside Potential Ratio | 8.18 |
| Upside part of mean | 0.45 |
| Downside part of mean | -0.47 |
| Upside SD | 0.06 |
| Downside SD | 0.05 |
| N nonnegative terms | 68 |
| N negative terms | 77 |
| N of observations | 145 |
| Mean of predictor | 0.30 |
| Mean of criterion | -0.02 |
| SD of predictor | 0.13 |
| SD of criterion | 0.08 |
| Covariance | 0.00 |
| r | 0.27 |
| b (slope, estimate of beta) | 0.16 |
| a (intercept, estimate of alpha) | -0.07 |
| Mean Square Error | 0.01 |
| DF error | 143 |
| t(b) | 3.29 |
| p(b) | 0.33 |
| t(a) | -0.67 |
| p(a) | 0.54 |
| Lowerbound of 95% confidence interval for beta | 0.06 |
| Upperbound of 95% confidence interval for beta | 0.25 |
| Lowerbound of 95% confidence interval for alpha | -0.27 |
| Upperbound of 95% confidence interval for alpha | 0.13 |
| Treynor index (mean / b) | -0.13 |
| Jensen alpha (a) | -0.07 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.01 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.01 |
| Mean | -0.07 |
| SD | 0.08 |
| Sharpe ratio (Glass type estimate) | -0.87 |
| Sharpe ratio (Hedges UMVUE) | -0.87 |
| df | 130 |
| t | -0.62 |
| p | 0.53 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -3.64 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.90 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.64 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.91 |
| Sortino ratio | -1.20 |
| Upside Potential Ratio | 7.40 |
| Upside part of mean | 0.41 |
| Downside part of mean | -0.48 |
| Upside SD | 0.05 |
| Downside SD | 0.06 |
| N nonnegative terms | 60 |
| N negative terms | 71 |
| N of observations | 131 |
| Mean of predictor | 0.25 |
| Mean of criterion | -0.07 |
| SD of predictor | 0.12 |
| SD of criterion | 0.08 |
| Covariance | 0.00 |
| r | 0.21 |
| b (slope, estimate of beta) | 0.13 |
| a (intercept, estimate of alpha) | -0.10 |
| Mean Square Error | 0.01 |
| DF error | 129 |
| t(b) | 2.39 |
| p(b) | 0.37 |
| t(a) | -0.93 |
| p(a) | 0.55 |
| Lowerbound of 95% confidence interval for beta | 0.02 |
| Upperbound of 95% confidence interval for beta | 0.24 |
| Lowerbound of 95% confidence interval for alpha | -0.31 |
| Upperbound of 95% confidence interval for alpha | 0.11 |
| Treynor index (mean / b) | -0.51 |
| Jensen alpha (a) | -0.10 |
| Mean | -0.07 |
| SD | 0.08 |
| Sharpe ratio (Glass type estimate) | -0.91 |
| Sharpe ratio (Hedges UMVUE) | -0.91 |
| df | 130 |
| t | -0.64 |
| p | 0.53 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -3.68 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.86 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.68 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.87 |
| Sortino ratio | -1.25 |
| Upside Potential Ratio | 7.35 |
| Upside part of mean | 0.41 |
| Downside part of mean | -0.48 |
| Upside SD | 0.05 |
| Downside SD | 0.06 |
| N nonnegative terms | 60 |
| N negative terms | 71 |
| N of observations | 131 |
| Mean of predictor | 0.24 |
| Mean of criterion | -0.07 |
| SD of predictor | 0.12 |
| SD of criterion | 0.08 |
| Covariance | 0.00 |
| r | 0.20 |
| b (slope, estimate of beta) | 0.13 |
| a (intercept, estimate of alpha) | -0.10 |
| Mean Square Error | 0.01 |
| DF error | 129 |
| t(b) | 2.37 |
| p(b) | 0.37 |
| t(a) | -0.94 |
| p(a) | 0.55 |
| Lowerbound of 95% confidence interval for beta | 0.02 |
| VAR (95 Confidence Intrvl) | 0.01 |
| Upperbound of 95% confidence interval for beta | 0.24 |
| Lowerbound of 95% confidence interval for alpha | -0.31 |
| Upperbound of 95% confidence interval for alpha | 0.11 |
| Treynor index (mean / b) | -0.54 |
| Jensen alpha (a) | -0.10 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.01 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.01 |
ORDER STATISTICS
| Number of observations | 6 |
|---|---|
| Minimum | 0.96 |
| Quartile 1 | 0.98 |
| Median | 1.00 |
| Quartile 3 | 1.02 |
| Maximum | 1.04 |
| Mean of quarter 1 | 0.97 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.03 |
| Inter Quartile Range | 0.04 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 145 |
| Minimum | 0.99 |
| Quartile 1 | 1.00 |
| Median | 1 |
| Quartile 3 | 1.00 |
| Maximum | 1.02 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.01 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 4 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.99 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.02 |
| Mean of outliers high | 1.01 |
| Extreme Value Index (moments method) | 0.01 |
| VaR(95%) (moments method) | 0.01 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | -0.45 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.01 |
| Number of observations | 131 |
| Minimum | 0.99 |
| Quartile 1 | 1.00 |
| Median | 1 |
| Quartile 3 | 1.00 |
| Maximum | 1.02 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.01 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 4 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.99 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.02 |
| Mean of outliers high | 1.02 |
| Extreme Value Index (moments method) | -0.11 |
| VaR(95%) (moments method) | 0.01 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | -0.54 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.01 |
DRAW DOWN STATISTICS
| Number of observations | 1 |
|---|---|
| Minimum | 0.06 |
| Quartile 1 | 0.06 |
| Median | 0.06 |
| Quartile 3 | 0.06 |
| Maximum | 0.06 |
| Mean of quarter 1 | 0 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 6 |
| Minimum | 0.00 |
| Quartile 1 | 0.00 |
| Median | 0.01 |
| Quartile 3 | 0.03 |
| Maximum | 0.09 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.01 |
| Mean of quarter 4 | 0.07 |
| Inter Quartile Range | 0.03 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.17 |
| Mean of outliers high | 0.09 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 3 |
| Minimum | 0.00 |
| Quartile 1 | 0.02 |
| Median | 0.04 |
| Quartile 3 | 0.07 |
| Maximum | 0.09 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.04 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0.09 |
| Inter Quartile Range | 0.05 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -377114624 |
| Max Equity Drawdown (num days) | 79 |
| Last 4 Months - Pcnt Negative | 0.5% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | -0.01 |
|---|---|
| Compounded annual return (geometric extrapolation) | -0.01 |
| Calmar ratio (compounded annual return / max draw down) | -0.10 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | -0.10 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.01 |
| Compounded annual return (geometric extrapolation) | 0.01 |
| Calmar ratio (compounded annual return / max draw down) | 0.08 |
| Compounded annual return / average of 25% largest draw downs | 0.11 |
| Compounded annual return / Expected Shortfall lognormal | 0.74 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | -0.04 |
| Compounded annual return (geometric extrapolation) | -0.04 |
| Calmar ratio (compounded annual return / max draw down) | -0.43 |
| Compounded annual return / average of 25% largest draw downs | -0.43 |
| Compounded annual return / Expected Shortfall lognormal | -4.09 |
Trading record
Placed 390 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| @MNQ Z6 | long | 1 | Oct 8, 2026 | Oct 9, 2026 | $32 |
| QMGC Z6 | long | 1 | Oct 9, 2026 | Oct 9, 2026 | ($43) |
| @MNQ Z6 | long | 1 | Oct 7, 2026 | Oct 7, 2026 | $39 |
| @MNQ Z6 | long | 2 | Oct 5, 2026 | Oct 6, 2026 | $709 |
| @MES Z6 | long | 3 | Sep 29, 2026 | Oct 6, 2026 | $916 |
| QMCL X6 | short | 1 | Sep 29, 2026 | Oct 2, 2026 | ($403) |
| @MNQ Z6 | long | 1 | Oct 1, 2026 | Oct 1, 2026 | $30 |
| @MNQ Z6 | long | 1 | Sep 30, 2026 | Sep 30, 2026 | ($199) |
| @MNQ Z6 | long | 1 | Sep 29, 2026 | Sep 29, 2026 | $495 |
| @MNQ Z6 | long | 1 | Sep 28, 2026 | Sep 28, 2026 | $18 |
| QMCL X6 | long | 1 | Sep 28, 2026 | Sep 28, 2026 | ($274) |
| @MNQ Z6 | short | 1 | Sep 25, 2026 | Sep 25, 2026 | ($63) |
| @MNQ Z6 | short | 1 | Sep 24, 2026 | Sep 24, 2026 | ($673) |
| @MNQ Z6 | long | 4 | Sep 23, 2026 | Sep 23, 2026 | ($310) |
| @MNQ Z6 | long | 1 | Sep 23, 2026 | Sep 23, 2026 | ($240) |
| @MNQ Z6 | short | 1 | Sep 23, 2026 | Sep 23, 2026 | ($154) |
| @MNQ Z6 | long | 1 | Sep 22, 2026 | Sep 22, 2026 | $244 |
| QMCL X6 | short | 1 | Sep 21, 2026 | Sep 22, 2026 | $217 |
| @MNQ Z6 | long | 1 | Sep 18, 2026 | Sep 21, 2026 | $1,489 |
| QMGC Z6 | long | 1 | Sep 18, 2026 | Sep 18, 2026 | ($77) |
| @MNQ U6 | long | 1 | Sep 14, 2026 | Sep 14, 2026 | $47 |
| @MES U6 | long | 1 | Sep 8, 2026 | Sep 10, 2026 | ($496) |
| @MNQ U6 | long | 1 | Sep 9, 2026 | Sep 9, 2026 | $98 |
| @MNQ U6 | long | 1 | Sep 8, 2026 | Sep 8, 2026 | ($70) |
| @MNQ U6 | long | 1 | Sep 3, 2026 | Sep 3, 2026 | $225 |
| @MNQ U6 | short | 1 | Sep 1, 2026 | Sep 1, 2026 | $32 |
| @MNQ U6 | long | 1 | Aug 31, 2026 | Aug 31, 2026 | $257 |
| QMCL V6 | short | 1 | Aug 25, 2026 | Aug 28, 2026 | ($306) |
| @MNQ U6 | long | 1 | Aug 25, 2026 | Aug 25, 2026 | ($488) |
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.