This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
04/19/2017
Most recent certification approved
6/1/17 11:10 ET
Trades at broker
Interactive Brokers (Direct Connection nonUS)
Scaling percentage used
100%
# trading signals issued by system since certification
142
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) account
142
Percent signals followed since 04/19/2017
100%
This information was last updated
7/16/18 9:31 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 04/19/2017,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Anna's Stocks
(95384675)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  04/19/2017 
Most recent certification approved  6/1/17 11:10 ET 
Trades at broker  Interactive Brokers (Direct Connection nonUS) 
Scaling percentage used  100% 
# trading signals issued by system since certification  142 
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) account  142 
Percent signals followed since 04/19/2017  100% 
This information was last updated  7/16/18 9:31 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 04/19/2017, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $39.00 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  

2016  +0.7%  +4.3%  +0.4%  +5.4%  
2017  +6.6%  +3.6%  (1.7%)  +11.3%  +3.7%  (3.7%)  (1%)  (3%)  +0.9%  +1.5%  (0.9%)  (0.3%)  +17.3% 
2018  +10.3%  (6.3%)  (8.5%)  (1.9%)  +6.8%  +2.7%  +1.8%  +3.7% 
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  $10,000  
Buy Power  $7,560  
Cash  $8,013  
Equity  ($452)  
Cumulative $  $3,889  
Includes dividends and cashsettled expirations:  $91  Itemized 
Total System Equity  $13,889  
Margined  $0  
Open P/L  ($483) 
Trading Record
Statistics

Strategy began10/10/2016

Suggested Minimum Cap$15,000

Strategy Age (days)644.92

Age22 months ago

What it tradesStocks

# Trades124

# Profitable60

% Profitable48.40%

Avg trade duration24.1 days

Max peaktovalley drawdown20.81%

drawdown periodJan 23, 2018  April 25, 2018

Annual Return (Compounded)15.0%

Avg win$199.35

Avg loss$127.53
 Model Account Values (Raw)

Cash$8,013

Margin Used$0

Buying Power$7,560
 Ratios

W:L ratio1.49:1

Sharpe Ratio1.139

Sortino Ratio1.667

Calmar Ratio1.232
 CORRELATION STATISTICS

Correlation to SP5000.34400
 Return Statistics

Ann Return (w trading costs)15.0%

Ann Return (Compnd, No Fees)21.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss29.00%

Chance of 20% account loss4.00%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)704

C2 Score56.8
 TradesOwnSystem Certification

Trades Own System?183940

TOS percent100%
 Subscription Price

Billing Period (days)30

Trial Days21
 Win / Loss

Avg Loss$127

Avg Win$201

# Winners60

# Losers64

% Winners48.4%
 Frequency

Avg Position Time (mins)34643.60

Avg Position Time (hrs)577.39

Avg Trade Length24.1 days

Last Trade Ago2
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.17737

SD0.15292

Sharpe ratio (Glass type estimate)1.15990

Sharpe ratio (Hedges UMVUE)1.11576

df20.00000

t1.53441

p0.33773

Lowerbound of 95% confidence interval for Sharpe Ratio0.37772

Upperbound of 95% confidence interval for Sharpe Ratio2.67030

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40564

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.63717
 Statistics related to Sortino ratio

Sortino ratio2.03822

Upside Potential Ratio3.41848

Upside part of mean0.29749

Downside part of mean0.12012

Upside SD0.13160

Downside SD0.08702

N nonnegative terms14.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations21.00000

Mean of predictor0.12263

Mean of criterion0.17737

SD of predictor0.07476

SD of criterion0.15292

Covariance0.00604

r0.52822

b (slope, estimate of beta)1.08055

a (intercept, estimate of alpha)0.04487

Mean Square Error0.01775

DF error19.00000

t(b)2.71165

p(b)0.18009

t(a)0.40085

p(a)0.44178

Lowerbound of 95% confidence interval for beta0.24651

Upperbound of 95% confidence interval for beta1.91458

Lowerbound of 95% confidence interval for alpha0.18941

Upperbound of 95% confidence interval for alpha0.27915

Treynor index (mean / b)0.16415

Jensen alpha (a)0.04487
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16470

SD0.15252

Sharpe ratio (Glass type estimate)1.07984

Sharpe ratio (Hedges UMVUE)1.03874

df20.00000

t1.42849

p0.34786

Lowerbound of 95% confidence interval for Sharpe Ratio0.45138

Upperbound of 95% confidence interval for Sharpe Ratio2.58554

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47742

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.55490
 Statistics related to Sortino ratio

Sortino ratio1.81261

Upside Potential Ratio3.17554

Upside part of mean0.28854

Downside part of mean0.12384

Upside SD0.12712

Downside SD0.09086

N nonnegative terms14.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations21.00000

Mean of predictor0.11910

Mean of criterion0.16470

SD of predictor0.07448

SD of criterion0.15252

Covariance0.00606

r0.53335

b (slope, estimate of beta)1.09216

a (intercept, estimate of alpha)0.03463

Mean Square Error0.01752

DF error19.00000

t(b)2.74835

p(b)0.17733

t(a)0.31283

p(a)0.45447

Lowerbound of 95% confidence interval for beta0.26042

Upperbound of 95% confidence interval for beta1.92390

Lowerbound of 95% confidence interval for alpha0.19705

Upperbound of 95% confidence interval for alpha0.26631

Treynor index (mean / b)0.15080

Jensen alpha (a)0.03463
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05701

Expected Shortfall on VaR0.07408
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01700

Expected Shortfall on VaR0.03860
 ORDER STATISTICS
 Quartiles of return rates

Number of observations21.00000

Minimum0.89993

Quartile 10.99443

Median1.01450

Quartile 31.05476

Maximum1.08294

Mean of quarter 10.96754

Mean of quarter 21.00728

Mean of quarter 31.03080

Mean of quarter 41.07272

Inter Quartile Range0.06033

Number outliers low1.00000

Percentage of outliers low0.04762

Mean of outliers low0.89993

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)0.01725

VaR(95%) (moments method)0.01970

Expected Shortfall (moments method)0.02903

Extreme Value Index (regression method)0.54823

VaR(95%) (regression method)0.04341

Expected Shortfall (regression method)0.11926
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00854

Quartile 10.02895

Median0.04936

Quartile 30.08600

Maximum0.12263

Mean of quarter 10.00854

Mean of quarter 20.04936

Mean of quarter 30.00000

Mean of quarter 40.12263

Inter Quartile Range0.05705

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)0.22904

Compounded annual return (geometric extrapolation)0.21241

Calmar ratio (compounded annual return / max draw down)1.73210

Compounded annual return / average of 25% largest draw downs1.73210

Compounded annual return / Expected Shortfall lognormal2.86742

0.00000

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

Mean0.17766

SD0.15569

Sharpe ratio (Glass type estimate)1.14112

Sharpe ratio (Hedges UMVUE)1.13925

df458.00000

t1.51038

p0.06582

Lowerbound of 95% confidence interval for Sharpe Ratio0.34210

Upperbound of 95% confidence interval for Sharpe Ratio2.62313

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34337

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.62187
 Statistics related to Sortino ratio

Sortino ratio1.66738

Upside Potential Ratio9.22710

Upside part of mean0.98317

Downside part of mean0.80551

Upside SD0.11382

Downside SD0.10655

N nonnegative terms235.00000

N negative terms224.00000
 Statistics related to linear regression on benchmark

N of observations459.00000

Mean of predictor0.12467

Mean of criterion0.17766

SD of predictor0.10655

SD of criterion0.15569

Covariance0.00600

r0.36145

b (slope, estimate of beta)0.52815

a (intercept, estimate of alpha)0.11200

Mean Square Error0.02112

DF error457.00000

t(b)8.28720

p(b)0.00000

t(a)1.01579

p(a)0.15513

Lowerbound of 95% confidence interval for beta0.40291

Upperbound of 95% confidence interval for beta0.65340

Lowerbound of 95% confidence interval for alpha0.10451

Upperbound of 95% confidence interval for alpha0.32815

Treynor index (mean / b)0.33639

Jensen alpha (a)0.11182
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16549

SD0.15574

Sharpe ratio (Glass type estimate)1.06264

Sharpe ratio (Hedges UMVUE)1.06089

df458.00000

t1.40650

p0.08013

Lowerbound of 95% confidence interval for Sharpe Ratio0.42030

Upperbound of 95% confidence interval for Sharpe Ratio2.54447

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.42148

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54327
 Statistics related to Sortino ratio

Sortino ratio1.53654

Upside Potential Ratio9.06805

Upside part of mean0.97667

Downside part of mean0.81118

Upside SD0.11272

Downside SD0.10770

N nonnegative terms235.00000

N negative terms224.00000
 Statistics related to linear regression on benchmark

N of observations459.00000

Mean of predictor0.11894

Mean of criterion0.16549

SD of predictor0.10690

SD of criterion0.15574

Covariance0.00606

r0.36388

b (slope, estimate of beta)0.53010

a (intercept, estimate of alpha)0.10244

Mean Square Error0.02109

DF error457.00000

t(b)8.35130

p(b)0.00000

t(a)0.93151

p(a)0.17604

Lowerbound of 95% confidence interval for beta0.40536

Upperbound of 95% confidence interval for beta0.65484

Lowerbound of 95% confidence interval for alpha0.11368

Upperbound of 95% confidence interval for alpha0.31857

Treynor index (mean / b)0.31219

Jensen alpha (a)0.10244
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01508

Expected Shortfall on VaR0.01903
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00695

Expected Shortfall on VaR0.01394
 ORDER STATISTICS
 Quartiles of return rates

Number of observations459.00000

Minimum0.95903

Quartile 10.99622

Median1.00034

Quartile 31.00566

Maximum1.04345

Mean of quarter 10.98938

Mean of quarter 20.99857

Mean of quarter 31.00297

Mean of quarter 41.01224

Inter Quartile Range0.00944

Number outliers low17.00000

Percentage of outliers low0.03704

Mean of outliers low0.97457

Number of outliers high10.00000

Percentage of outliers high0.02179

Mean of outliers high1.02818
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.24072

VaR(95%) (moments method)0.01014

Expected Shortfall (moments method)0.01641

Extreme Value Index (regression method)0.11191

VaR(95%) (regression method)0.01016

Expected Shortfall (regression method)0.01501
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations21.00000

Minimum0.00011

Quartile 10.00473

Median0.01820

Quartile 30.04014

Maximum0.17320

Mean of quarter 10.00179

Mean of quarter 20.00942

Mean of quarter 30.02862

Mean of quarter 40.09126

Inter Quartile Range0.03542

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 high0.14275
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.07027

VaR(95%) (moments method)0.08682

Expected Shortfall (moments method)0.12079

Extreme Value Index (regression method)0.48201

VaR(95%) (regression method)0.11711

Expected Shortfall (regression method)0.24533
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.23020

Compounded annual return (geometric extrapolation)0.21337

Calmar ratio (compounded annual return / max draw down)1.23192

Compounded annual return / average of 25% largest draw downs2.33809

Compounded annual return / Expected Shortfall lognormal11.21510

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

Mean0.03554

SD0.15461

Sharpe ratio (Glass type estimate)0.22988

Sharpe ratio (Hedges UMVUE)0.22855

df130.00000

t0.16255

p0.50713

Lowerbound of 95% confidence interval for Sharpe Ratio3.00147

Upperbound of 95% confidence interval for Sharpe Ratio2.54243

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.00050

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54339
 Statistics related to Sortino ratio

Sortino ratio0.29123

Upside Potential Ratio7.58891

Upside part of mean0.92615

Downside part of mean0.96170

Upside SD0.09398

Downside SD0.12204

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00567

Mean of criterion0.03554

SD of predictor0.16441

SD of criterion0.15461

Covariance0.01266

r0.49809

b (slope, estimate of beta)0.46839

a (intercept, estimate of alpha)0.03288

Mean Square Error0.01811

DF error129.00000

t(b)6.52404

p(b)0.19656

t(a)0.17277

p(a)0.50968

Lowerbound of 95% confidence interval for beta0.32634

Upperbound of 95% confidence interval for beta0.61043

Lowerbound of 95% confidence interval for alpha0.40946

Upperbound of 95% confidence interval for alpha0.34369

Treynor index (mean / b)0.07588

Jensen alpha (a)0.03288
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04748

SD0.15538

Sharpe ratio (Glass type estimate)0.30558

Sharpe ratio (Hedges UMVUE)0.30382

df130.00000

t0.21608

p0.50947

Lowerbound of 95% confidence interval for Sharpe Ratio3.07716

Upperbound of 95% confidence interval for Sharpe Ratio2.46696

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.07587

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.46824
 Statistics related to Sortino ratio

Sortino ratio0.38466

Upside Potential Ratio7.46686

Upside part of mean0.92167

Downside part of mean0.96915

Upside SD0.09343

Downside SD0.12344

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.01918

Mean of criterion0.04748

SD of predictor0.16525

SD of criterion0.15538

Covariance0.01285

r0.50045

b (slope, estimate of beta)0.47056

a (intercept, estimate of alpha)0.03846

Mean Square Error0.01824

DF error129.00000

t(b)6.56532

p(b)0.19525

t(a)0.20136

p(a)0.51128

Lowerbound of 95% confidence interval for beta0.32875

Upperbound of 95% confidence interval for beta0.61237

Lowerbound of 95% confidence interval for alpha0.41632

Upperbound of 95% confidence interval for alpha0.33940

Treynor index (mean / b)0.10090

Jensen alpha (a)0.03846
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01584

Expected Shortfall on VaR0.01978
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00791

Expected Shortfall on VaR0.01574
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95903

Quartile 10.99498

Median1.00099

Quartile 31.00618

Maximum1.01910

Mean of quarter 10.98741

Mean of quarter 20.99830

Mean of quarter 31.00374

Mean of quarter 41.01055

Inter Quartile Range0.01120

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.97080

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)0.08620

VaR(95%) (moments method)0.01185

Expected Shortfall (moments method)0.01687

Extreme Value Index (regression method)0.16038

VaR(95%) (regression method)0.01312

Expected Shortfall (regression method)0.01989
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.17320

Quartile 10.17320

Median0.17320

Quartile 30.17320

Maximum0.17320

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)0.01948

Compounded annual return (geometric extrapolation)0.01938

Calmar ratio (compounded annual return / max draw down)0.11191

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

Compounded annual return / Expected Shortfall lognormal0.98007
Strategy Description
The system generates about 150 trades a year. Every mondaymorning, I run stock scans through 10,000 stocks to find just that stocks that are ready to move.
What does the system trades:
The system trades liquid US stocks. And during strong bear markets short in an ETF.
FAQ:
Does this system need to be autotraded?
Not necessary. All signals will be emailed mondaymorning. Mostly before stock markets opens. So you should have time to enter the trades manually before the market opens.
Do you short stocks?
Only during strong bear markets the system trades short ETF's.
Does the system use leverage?
Only during strongly trending markets.
Do you use stops?
Yes. The stocks Always have a stop loss.
How has the system performed during backtesting?
Anna's Stocks trades a combination of 2 systems.
What will happen during bear markets?
During strong bear markets the system will invest in short ETF's.
Summary Statistics
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.
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.