Signals4Winners
(112810155)
Subscription terms. Subscriptions to this system cost $69.00 per month.
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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
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  

2017  (1%)  +17.1%  +2.9%  +4.7%  (1.1%)  (1.2%)  +22.1%  
2018  (0.5%)  +3.7%  (0.5%)  (1.2%)  +0.6%    (0.3%)    +1.7% 
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  $5,000  
Buy Power  $7,099  
Cash  $7,099  
Equity  $0  
Cumulative $  $2,099  
Total System Equity  $7,099  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began7/27/2017

Suggested Minimum Cap$10,000

Strategy Age (days)384.12

Age13 months ago

What it tradesForex

# Trades96

# Profitable92

% Profitable95.80%

Avg trade duration11.2 hours

Max peaktovalley drawdown12.65%

drawdown periodAug 17, 2017  Aug 18, 2017

Annual Return (Compounded)22.6%

Avg win$23.09

Avg loss$6.25
 Model Account Values (Raw)

Cash$7,099

Margin Used$0

Buying Power$7,099
 Ratios

W:L ratio84.96:1

Sharpe Ratio2.602

Sortino Ratio4.868

Calmar Ratio6.174
 CORRELATION STATISTICS

Correlation to SP5000.02700
 Return Statistics

Ann Return (w trading costs)22.6%

Ann Return (Compnd, No Fees)39.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss14.50%

Chance of 20% account loss1.00%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)677

Popularity (Last 6 weeks)894

C2 Score84.0
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$6

Avg Win$23

# Winners92

# Losers4

% Winners95.8%
 Frequency

Avg Position Time (mins)674.27

Avg Position Time (hrs)11.24

Avg Trade Length0.5 days

Last Trade Ago12
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.36913

SD0.18155

Sharpe ratio (Glass type estimate)2.03321

Sharpe ratio (Hedges UMVUE)1.89080

df11.00000

t2.03321

p0.03344

Lowerbound of 95% confidence interval for Sharpe Ratio0.13747

Upperbound of 95% confidence interval for Sharpe Ratio4.12684

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.22242

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.00403
 Statistics related to Sortino ratio

Sortino ratio291.85900

Upside Potential Ratio292.85900

Upside part of mean0.37039

Downside part of mean0.00126

Upside SD0.20388

Downside SD0.00126

N nonnegative terms11.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.14946

Mean of criterion0.36913

SD of predictor0.10187

SD of criterion0.18155

Covariance0.00475

r0.25677

b (slope, estimate of beta)0.45761

a (intercept, estimate of alpha)0.43752

Mean Square Error0.03387

DF error10.00000

t(b)0.84015

p(b)0.78977

t(a)2.17426

p(a)0.02739

Lowerbound of 95% confidence interval for beta1.67122

Upperbound of 95% confidence interval for beta0.75600

Lowerbound of 95% confidence interval for alpha0.01084

Upperbound of 95% confidence interval for alpha0.88589

Treynor index (mean / b)0.80665

Jensen alpha (a)0.43752
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35039

SD0.16636

Sharpe ratio (Glass type estimate)2.10617

Sharpe ratio (Hedges UMVUE)1.95865

df11.00000

t2.10617

p0.02948

Lowerbound of 95% confidence interval for Sharpe Ratio0.07748

Upperbound of 95% confidence interval for Sharpe Ratio4.21094

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16534

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.08264
 Statistics related to Sortino ratio

Sortino ratio276.86700

Upside Potential Ratio277.86700

Upside part of mean0.35166

Downside part of mean0.00127

Upside SD0.18868

Downside SD0.00127

N nonnegative terms11.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.14387

Mean of criterion0.35039

SD of predictor0.10105

SD of criterion0.16636

Covariance0.00427

r0.25413

b (slope, estimate of beta)0.41838

a (intercept, estimate of alpha)0.41058

Mean Square Error0.02848

DF error10.00000

t(b)0.83090

p(b)0.78729

t(a)2.23571

p(a)0.02468

Lowerbound of 95% confidence interval for beta1.54031

Upperbound of 95% confidence interval for beta0.70355

Lowerbound of 95% confidence interval for alpha0.00139

Upperbound of 95% confidence interval for alpha0.81978

Treynor index (mean / b)0.83749

Jensen alpha (a)0.41058
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04858

Expected Shortfall on VaR0.06733
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00003

Expected Shortfall on VaR0.00017
 ORDER STATISTICS
 Quartiles of return rates

Number of observations12.00000

Minimum0.99874

Quartile 11.00520

Median1.01231

Quartile 31.02294

Maximum1.18818

Mean of quarter 11.00277

Mean of quarter 21.00895

Mean of quarter 31.01744

Mean of quarter 41.09388

Inter Quartile Range0.01774

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.16667

Mean of outliers high1.12564
 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 observations1.00000

Minimum0.00126

Quartile 10.00126

Median0.00126

Quartile 30.00126

Maximum0.00126

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41962

Compounded annual return (geometric extrapolation)0.41962

Calmar ratio (compounded annual return / max draw down)331.78100

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

Compounded annual return / Expected Shortfall lognormal6.23221

0.00000

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

Mean0.35174

SD0.13483

Sharpe ratio (Glass type estimate)2.60887

Sharpe ratio (Hedges UMVUE)2.60153

df267.00000

t2.63857

p0.00441

Lowerbound of 95% confidence interval for Sharpe Ratio0.65600

Upperbound of 95% confidence interval for Sharpe Ratio4.55698

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65111

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.55195
 Statistics related to Sortino ratio

Sortino ratio4.86765

Upside Potential Ratio7.71164

Upside part of mean0.55726

Downside part of mean0.20551

Upside SD0.11559

Downside SD0.07226

N nonnegative terms243.00000

N negative terms25.00000
 Statistics related to linear regression on benchmark

N of observations268.00000

Mean of predictor0.14223

Mean of criterion0.35174

SD of predictor0.12550

SD of criterion0.13483

Covariance0.00051

r0.03033

b (slope, estimate of beta)0.03259

a (intercept, estimate of alpha)0.35600

Mean Square Error0.01823

DF error266.00000

t(b)0.49493

p(b)0.68947

t(a)2.66301

p(a)0.00411

Lowerbound of 95% confidence interval for beta0.16222

Upperbound of 95% confidence interval for beta0.09705

Lowerbound of 95% confidence interval for alpha0.09289

Upperbound of 95% confidence interval for alpha0.61987

Treynor index (mean / b)10.79430

Jensen alpha (a)0.35638
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34255

SD0.13390

Sharpe ratio (Glass type estimate)2.55826

Sharpe ratio (Hedges UMVUE)2.55107

df267.00000

t2.58739

p0.00510

Lowerbound of 95% confidence interval for Sharpe Ratio0.60593

Upperbound of 95% confidence interval for Sharpe Ratio4.50589

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60113

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.50101
 Statistics related to Sortino ratio

Sortino ratio4.64798

Upside Potential Ratio7.47292

Upside part of mean0.55074

Downside part of mean0.20819

Upside SD0.11348

Downside SD0.07370

N nonnegative terms243.00000

N negative terms25.00000
 Statistics related to linear regression on benchmark

N of observations268.00000

Mean of predictor0.13430

Mean of criterion0.34255

SD of predictor0.12603

SD of criterion0.13390

Covariance0.00052

r0.03063

b (slope, estimate of beta)0.03254

a (intercept, estimate of alpha)0.34692

Mean Square Error0.01798

DF error266.00000

t(b)0.49982

p(b)0.69119

t(a)2.61104

p(a)0.00477

Lowerbound of 95% confidence interval for beta0.16074

Upperbound of 95% confidence interval for beta0.09565

Lowerbound of 95% confidence interval for alpha0.08532

Upperbound of 95% confidence interval for alpha0.60852

Treynor index (mean / b)10.52600

Jensen alpha (a)0.34692
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01222

Expected Shortfall on VaR0.01563
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00029

Expected Shortfall on VaR0.00136
 ORDER STATISTICS
 Quartiles of return rates

Number of observations268.00000

Minimum0.94553

Quartile 11.00000

Median1.00000

Quartile 31.00064

Maximum1.05977

Mean of quarter 10.99686

Mean of quarter 21.00000

Mean of quarter 31.00004

Mean of quarter 41.00847

Inter Quartile Range0.00064

Number outliers low17.00000

Percentage of outliers low0.06343

Mean of outliers low0.98777

Number of outliers high56.00000

Percentage of outliers high0.20896

Mean of outliers high1.00994
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.53729

VaR(95%) (moments method)0.00090

Expected Shortfall (moments method)0.00432

Extreme Value Index (regression method)0.38330

VaR(95%) (regression method)0.00211

Expected Shortfall (regression method)0.01130
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00004

Quartile 10.00091

Median0.00441

Quartile 30.01586

Maximum0.06617

Mean of quarter 10.00024

Mean of quarter 20.00246

Mean of quarter 30.00860

Mean of quarter 40.04271

Inter Quartile Range0.01495

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.13333

Mean of outliers high0.06470
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.08473

VaR(95%) (moments method)0.04261

Expected Shortfall (moments method)0.05726

Extreme Value Index (regression method)1.41928

VaR(95%) (regression method)0.04424

Expected Shortfall (regression method)0.04590
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41023

Compounded annual return (geometric extrapolation)0.40853

Calmar ratio (compounded annual return / max draw down)6.17411

Compounded annual return / average of 25% largest draw downs9.56445

Compounded annual return / Expected Shortfall lognormal26.14130

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

Mean0.09291

SD0.03757

Sharpe ratio (Glass type estimate)2.47320

Sharpe ratio (Hedges UMVUE)2.45891

df130.00000

t1.74882

p0.42420

Lowerbound of 95% confidence interval for Sharpe Ratio0.31947

Upperbound of 95% confidence interval for Sharpe Ratio5.25653

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.32897

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.24678
 Statistics related to Sortino ratio

Sortino ratio3.82945

Upside Potential Ratio5.96490

Upside part of mean0.14472

Downside part of mean0.05181

Upside SD0.02907

Downside SD0.02426

N nonnegative terms123.00000

N negative terms8.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.17086

Mean of criterion0.09291

SD of predictor0.13637

SD of criterion0.03757

Covariance0.00011

r0.02168

b (slope, estimate of beta)0.00597

a (intercept, estimate of alpha)0.09189

Mean Square Error0.00142

DF error129.00000

t(b)0.24624

p(b)0.48620

t(a)1.71818

p(a)0.40513

Lowerbound of 95% confidence interval for beta0.04201

Upperbound of 95% confidence interval for beta0.05395

Lowerbound of 95% confidence interval for alpha0.01392

Upperbound of 95% confidence interval for alpha0.19771

Treynor index (mean / b)15.56050

Jensen alpha (a)0.09189
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.09220

SD0.03759

Sharpe ratio (Glass type estimate)2.45253

Sharpe ratio (Hedges UMVUE)2.43836

df130.00000

t1.73420

p0.42481

Lowerbound of 95% confidence interval for Sharpe Ratio0.33987

Upperbound of 95% confidence interval for Sharpe Ratio5.23572

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34925

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.22596
 Statistics related to Sortino ratio

Sortino ratio3.76971

Upside Potential Ratio5.90036

Upside part of mean0.14430

Downside part of mean0.05211

Upside SD0.02893

Downside SD0.02446

N nonnegative terms123.00000

N negative terms8.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16157

Mean of criterion0.09220

SD of predictor0.13648

SD of criterion0.03759

Covariance0.00011

r0.02156

b (slope, estimate of beta)0.00594

a (intercept, estimate of alpha)0.09124

Mean Square Error0.00142

DF error129.00000

t(b)0.24494

p(b)0.48628

t(a)1.70535

p(a)0.40582

Lowerbound of 95% confidence interval for beta0.04203

Upperbound of 95% confidence interval for beta0.05391

Lowerbound of 95% confidence interval for alpha0.01461

Upperbound of 95% confidence interval for alpha0.19709

Treynor index (mean / b)15.52430

Jensen alpha (a)0.09124
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00346

Expected Shortfall on VaR0.00443
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00002

Expected Shortfall on VaR0.00024
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98334

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.01468

Mean of quarter 10.99921

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00219

Inter Quartile Range0.00000

Number outliers low8.00000

Percentage of outliers low0.06107

Mean of outliers low0.99676

Number of outliers high27.00000

Percentage of outliers high0.20611

Mean of outliers high1.00268
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.63520

VaR(95%) (moments method)0.00048

Expected Shortfall (moments method)0.00259

Extreme Value Index (regression method)0.94098

VaR(95%) (regression method)0.00060

Expected Shortfall (regression method)0.01651
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00004

Quartile 10.00055

Median0.00162

Quartile 30.00441

Maximum0.01924

Mean of quarter 10.00029

Mean of quarter 20.00162

Mean of quarter 30.00441

Mean of quarter 40.01924

Inter Quartile Range0.00386

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.01924
 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)0.09435

Compounded annual return (geometric extrapolation)0.09658

Calmar ratio (compounded annual return / max draw down)5.01933

Compounded annual return / average of 25% largest draw downs5.01933

Compounded annual return / Expected Shortfall lognormal21.80890
Strategy Description
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.