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These are hypothetical performance results that have certain inherent limitations. Learn more

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 09/21/2020
Most recent certification approved 9/21/20 9:56 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 200
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 200
Percent signals followed since 09/21/2020 100%
This information was last updated 6/12/21 9:34 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life 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 09/21/2020, 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 under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

You may be interested to learn more technical details about how AGM - Access to Global Markets calculates the hypothetical results you see on this web site.

Patience is a Virtue
(123937705)

Created by: InteractiveAssets InteractiveAssets
Started: 06/2019
Stocks
Last trade: 15 days ago
Trading style: Equity Trend-following Sector Rotation

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $125.00 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.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.
100.2%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(26.3%)
Max Drawdown
67
Num Trades
56.7%
Win Trades
5.8 : 1
Profit Factor
76.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Interactive Brokers commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                   +16.9%(0.8%)+3.3%(8.1%)+1.5%+0.6%+7.2%+20.5%
2020+9.5%+9.5%+30.2%+8.5%(0.8%)+4.3%+15.4%+18.4%(17.8%)+5.8%+20.4%+15.6%+189.6%
2021(1.1%)+7.9%+7.4%+7.2%(6.8%)+2.6%                                    +17.4%

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 489 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/26/21 12:01 GBTC GRAYSCALE BITCOIN TRUST (BTC) COMMON STOCK LONG 504 45.70 5/28 14:40 31.89 5.56%
Trade id #134312700
Max drawdown($8,264)
Time5/19/21 0:00
Quant open467
Worst price28.00
Drawdown as % of equity-5.56%
($6,972)
Includes Typical Broker Commissions trade costs of $10.62
5/14/21 15:09 SPXL DIREXION DAILY S&P500 BULL 3X LONG 400 98.06 5/19 9:59 90.98 2.1%
Trade id #135626727
Max drawdown($3,121)
Time5/19/21 9:41
Quant open400
Worst price90.25
Drawdown as % of equity-2.10%
($2,835)
Includes Typical Broker Commissions trade costs of $4.00
11/30/20 15:45 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 591 54.05 5/3/21 15:52 87.22 0.34%
Trade id #132547447
Max drawdown($389)
Time11/30/20 15:58
Quant open564
Worst price51.82
Drawdown as % of equity-0.34%
$19,590
Includes Typical Broker Commissions trade costs of $18.54
3/1/21 15:46 UPRO PROSHARES ULTRAPRO S&P500 LONG 455 85.64 3/4 9:32 80.72 1.8%
Trade id #134348158
Max drawdown($2,511)
Time3/4/21 9:30
Quant open455
Worst price80.12
Drawdown as % of equity-1.80%
($2,242)
Includes Typical Broker Commissions trade costs of $4.54
12/31/20 14:59 GLD SPDR GOLD SHARES LONG 71 178.00 2/26/21 11:19 161.62 0.82%
Trade id #133121064
Max drawdown($1,164)
Time2/26/21 11:19
Quant open71
Worst price161.60
Drawdown as % of equity-0.82%
($1,165)
Includes Typical Broker Commissions trade costs of $2.00
9/30/20 15:21 GBTC GRAYSCALE BITCOIN TRUST (BTC) COMMON STOCK LONG 2,354 14.56 2/26/21 9:57 27.60 0.48%
Trade id #131445057
Max drawdown($435)
Time10/2/20 0:00
Quant open1,561
Worst price10.60
Drawdown as % of equity-0.48%
$30,657
Includes Typical Broker Commissions trade costs of $30.31
2/2/21 15:58 UPRO PROSHARES ULTRAPRO S&P500 LONG 383 81.09 2/25 15:55 81.67 0.31%
Trade id #133803720
Max drawdown($472)
Time2/23/21 0:00
Quant open370
Worst price79.81
Drawdown as % of equity-0.31%
$217
Includes Typical Broker Commissions trade costs of $4.77
12/22/20 15:21 SVXY2118F25 SVXY Jun18'21 25 call LONG 9 16.73 2/19/21 11:34 17.10 4.06%
Trade id #132970384
Max drawdown($5,330)
Time1/29/21 0:00
Quant open8
Worst price10.55
Drawdown as % of equity-4.06%
$322
Includes Typical Broker Commissions trade costs of $13.20
1/12/21 15:55 UPRO PROSHARES ULTRAPRO S&P500 LONG 421 80.01 1/27 15:58 76.48 1.48%
Trade id #133336058
Max drawdown($2,040)
Time1/27/21 15:37
Quant open421
Worst price75.16
Drawdown as % of equity-1.48%
($1,489)
Includes Typical Broker Commissions trade costs of $4.20
1/11/21 15:54 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 1,064 30.77 1/12 15:51 30.80 0.52%
Trade id #133313036
Max drawdown($716)
Time1/12/21 12:01
Quant open1,064
Worst price30.10
Drawdown as % of equity-0.52%
$18
Includes Typical Broker Commissions trade costs of $10.64
1/7/21 15:52 UPRO PROSHARES ULTRAPRO S&P500 LONG 422 80.31 1/11 15:52 79.89 0.48%
Trade id #133252663
Max drawdown($683)
Time1/8/21 0:00
Quant open422
Worst price78.69
Drawdown as % of equity-0.48%
($180)
Includes Typical Broker Commissions trade costs of $4.22
1/4/21 15:51 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 870 34.91 1/7 15:50 31.36 2.46%
Trade id #133167820
Max drawdown($3,469)
Time1/7/21 11:23
Quant open870
Worst price30.92
Drawdown as % of equity-2.46%
($3,098)
Includes Typical Broker Commissions trade costs of $8.70
12/22/20 15:50 UPRO PROSHARES ULTRAPRO S&P500 LONG 413 73.03 1/4/21 15:46 73.71 0.56%
Trade id #132971358
Max drawdown($728)
Time1/4/21 12:15
Quant open413
Worst price71.27
Drawdown as % of equity-0.56%
$276
Includes Typical Broker Commissions trade costs of $5.00
11/25/20 15:36 VXX2119O34 VXX Mar19'21 34 put LONG 17 17.86 12/31 12:35 18.21 1.01%
Trade id #132464627
Max drawdown($1,268)
Time12/21/20 0:00
Quant open17
Worst price17.11
Drawdown as % of equity-1.01%
$586
Includes Typical Broker Commissions trade costs of $23.80
12/21/20 15:34 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 809 34.69 12/22 15:50 35.14 0.06%
Trade id #132947642
Max drawdown($75)
Time12/21/20 15:49
Quant open809
Worst price34.60
Drawdown as % of equity-0.06%
$354
Includes Typical Broker Commissions trade costs of $8.08
12/22/20 14:26 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 1 40.01 12/22 14:26 40.01 n/a ($2)
Includes Typical Broker Commissions trade costs of $2.00
12/15/20 15:18 UPRO PROSHARES ULTRAPRO S&P500 LONG 374 73.31 12/21 15:32 73.03 1.04%
Trade id #132834555
Max drawdown($1,288)
Time12/21/20 10:22
Quant open374
Worst price69.86
Drawdown as % of equity-1.04%
($107)
Includes Typical Broker Commissions trade costs of $3.74
12/14/20 15:57 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 869 35.48 12/15 15:13 34.96 0.51%
Trade id #132807707
Max drawdown($615)
Time12/15/20 14:46
Quant open869
Worst price34.77
Drawdown as % of equity-0.51%
($459)
Includes Typical Broker Commissions trade costs of $8.68
11/13/20 15:16 UPRO PROSHARES ULTRAPRO S&P500 LONG 431 66.98 12/14 15:57 70.76 0.58%
Trade id #132254242
Max drawdown($629)
Time11/19/20 0:00
Quant open340
Worst price64.86
Drawdown as % of equity-0.58%
$1,620
Includes Typical Broker Commissions trade costs of $7.16
11/19/20 15:39 VXX2119O36 VXX Mar19'21 36 put LONG 2 19.20 12/1 15:27 19.91 0%
Trade id #132355058
Max drawdown($3)
Time11/19/20 15:43
Quant open2
Worst price19.18
Drawdown as % of equity-0.00%
$140
Includes Typical Broker Commissions trade costs of $2.80
9/30/20 15:19 GLD SPDR GOLD SHARES LONG 60 177.30 11/30 15:43 166.71 0.61%
Trade id #131444853
Max drawdown($675)
Time11/30/20 9:44
Quant open60
Worst price166.03
Drawdown as % of equity-0.61%
($639)
Includes Typical Broker Commissions trade costs of $4.00
9/30/20 15:18 TQQQ PROSHARES ULTRAPRO QQQ LONG 558 133.72 11/30 15:43 147.64 2.53%
Trade id #131444811
Max drawdown($2,423)
Time10/30/20 0:00
Quant open132
Worst price113.55
Drawdown as % of equity-2.53%
$7,755
Includes Typical Broker Commissions trade costs of $14.42
11/2/20 15:21 VXX2119O50 VXX Mar19'21 50 put LONG 6 27.87 11/25 15:34 33.17 n/a $3,171
Includes Typical Broker Commissions trade costs of $8.40
10/13/20 15:26 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 936 36.90 11/13 15:20 36.41 1.89%
Trade id #131677014
Max drawdown($1,941)
Time11/10/20 0:00
Quant open649
Worst price33.91
Drawdown as % of equity-1.89%
($471)
Includes Typical Broker Commissions trade costs of $12.95
10/7/20 12:25 VXX2119O46 VXX Mar19'21 46 put LONG 8 25.55 10/26 15:36 24.72 0.7%
Trade id #131568108
Max drawdown($678)
Time10/26/20 15:36
Quant open8
Worst price24.70
Drawdown as % of equity-0.70%
($677)
Includes Typical Broker Commissions trade costs of $13.00
10/6/20 15:37 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 492 38.01 10/8 15:55 37.66 0.65%
Trade id #131548883
Max drawdown($573)
Time10/7/20 0:00
Quant open477
Worst price36.84
Drawdown as % of equity-0.65%
($177)
Includes Typical Broker Commissions trade costs of $5.98
10/6/20 15:46 VXX2119O48 VXX Mar19'21 48 put LONG 2 25.65 10/7 11:14 26.19 n/a $105
Includes Typical Broker Commissions trade costs of $2.80
10/6/20 15:08 SPXL DIREXION DAILY S&P500 BULL 3X LONG 1 52.61 10/6 15:35 53.53 n/a ($1)
Includes Typical Broker Commissions trade costs of $2.00
10/1/20 15:53 VXX2119O49 VXX Mar19'21 49 put LONG 2 26.61 10/6 14:58 26.55 0.12%
Trade id #131470232
Max drawdown($108)
Time10/2/20 0:00
Quant open2
Worst price26.07
Drawdown as % of equity-0.12%
($15)
Includes Typical Broker Commissions trade costs of $2.80
10/1/20 15:38 VXX2115M49 VXX Jan15'21 49 put LONG 5 25.86 10/6 14:58 25.95 0.39%
Trade id #131469805
Max drawdown($355)
Time10/2/20 0:00
Quant open5
Worst price25.15
Drawdown as % of equity-0.39%
$38
Includes Typical Broker Commissions trade costs of $7.00

Statistics

  • Strategy began
    6/4/2019
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    738.75
  • Age
    25 months ago
  • What it trades
    Stocks
  • # Trades
    67
  • # Profitable
    38
  • % Profitable
    56.70%
  • Avg trade duration
    61.3 days
  • Max peak-to-valley drawdown
    26.26%
  • drawdown period
    Sept 03, 2020 - Sept 23, 2020
  • Annual Return (Compounded)
    100.5%
  • Avg win
    $3,854
  • Avg loss
    $875.17
  • Model Account Values (Raw)
  • Cash
    $40,802
  • Margin Used
    $0
  • Buying Power
    $62,876
  • Ratios
  • W:L ratio
    5.78:1
  • Sharpe Ratio
    1.94
  • Sortino Ratio
    2.99
  • Calmar Ratio
    4.387
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    259.38%
  • Correlation to SP500
    0.07710
  • Return Percent SP500 (cumu) during strategy life
    51.52%
  • Return Statistics
  • Ann Return (w trading costs)
    100.5%
  • Slump
  • Current Slump as Pcnt Equity
    9.90%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.04%
  • Return Statistics
  • Return Pcnt Since TOS Status
    143.940%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.005%
  • Instruments
  • Percent Trades Options
    0.06%
  • Percent Trades Stocks
    0.94%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    103.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    25.00%
  • Chance of 20% account loss
    4.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • 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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    929
  • Popularity (Last 6 weeks)
    997
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    975
  • Popularity (7 days, Percentile 1000 scale)
    984
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $875
  • Avg Win
    $3,855
  • Sum Trade PL (losers)
    $25,380.000
  • AUM
  • AUM (AutoTrader num accounts)
    35
  • Age
  • Num Months filled monthly returns table
    25
  • Win / Loss
  • Sum Trade PL (winners)
    $146,473.000
  • # Winners
    38
  • Num Months Winners
    19
  • Dividends
  • Dividends Received in Model Acct
    155
  • AUM
  • AUM (AutoTrader live capital)
    6152020
  • Win / Loss
  • # Losers
    29
  • % Winners
    56.7%
  • Frequency
  • Avg Position Time (mins)
    88332.90
  • Avg Position Time (hrs)
    1472.21
  • Avg Trade Length
    61.3 days
  • Last Trade Ago
    15
  • Leverage
  • Daily leverage (average)
    1.54
  • Daily leverage (max)
    2.34
  • Regression
  • Alpha
    0.19
  • Beta
    0.09
  • Treynor Index
    2.15
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.40
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    0.595
  • 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 strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.206
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.368
  • Hold-and-Hope Ratio
    1.651
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.75746
  • SD
    0.31086
  • Sharpe ratio (Glass type estimate)
    2.43668
  • Sharpe ratio (Hedges UMVUE)
    2.35620
  • df
    23.00000
  • t
    3.44598
  • p
    0.00110
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.86286
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.96832
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.81207
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.90033
  • Statistics related to Sortino ratio
  • Sortino ratio
    8.09707
  • Upside Potential Ratio
    9.60672
  • Upside part of mean
    0.89868
  • Downside part of mean
    -0.14122
  • Upside SD
    0.36286
  • Downside SD
    0.09355
  • N nonnegative terms
    17.00000
  • N negative terms
    7.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    24.00000
  • Mean of predictor
    0.20133
  • Mean of criterion
    0.75746
  • SD of predictor
    0.19780
  • SD of criterion
    0.31086
  • Covariance
    -0.00523
  • r
    -0.08509
  • b (slope, estimate of beta)
    -0.13373
  • a (intercept, estimate of alpha)
    0.78438
  • Mean Square Error
    0.10029
  • DF error
    22.00000
  • t(b)
    -0.40057
  • p(b)
    0.65370
  • t(a)
    3.35488
  • p(a)
    0.00143
  • Lowerbound of 95% confidence interval for beta
    -0.82608
  • Upperbound of 95% confidence interval for beta
    0.55862
  • Lowerbound of 95% confidence interval for alpha
    0.29950
  • Upperbound of 95% confidence interval for alpha
    1.26926
  • Treynor index (mean / b)
    -5.66421
  • Jensen alpha (a)
    0.78438
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.69197
  • SD
    0.29239
  • Sharpe ratio (Glass type estimate)
    2.36660
  • Sharpe ratio (Hedges UMVUE)
    2.28844
  • df
    23.00000
  • t
    3.34688
  • p
    0.00140
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.80212
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.88967
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.75284
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.82404
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.10037
  • Upside Potential Ratio
    8.59345
  • Upside part of mean
    0.83748
  • Downside part of mean
    -0.14551
  • Upside SD
    0.33516
  • Downside SD
    0.09746
  • N nonnegative terms
    17.00000
  • N negative terms
    7.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    24.00000
  • Mean of predictor
    0.17986
  • Mean of criterion
    0.69197
  • SD of predictor
    0.20457
  • SD of criterion
    0.29239
  • Covariance
    -0.00524
  • r
    -0.08759
  • b (slope, estimate of beta)
    -0.12519
  • a (intercept, estimate of alpha)
    0.71449
  • Mean Square Error
    0.08869
  • DF error
    22.00000
  • t(b)
    -0.41243
  • p(b)
    0.65799
  • t(a)
    3.28429
  • p(a)
    0.00169
  • Lowerbound of 95% confidence interval for beta
    -0.75472
  • Upperbound of 95% confidence interval for beta
    0.50433
  • Lowerbound of 95% confidence interval for alpha
    0.26332
  • Upperbound of 95% confidence interval for alpha
    1.16565
  • Treynor index (mean / b)
    -5.52720
  • Jensen alpha (a)
    0.71449
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07796
  • Expected Shortfall on VaR
    0.10949
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01830
  • Expected Shortfall on VaR
    0.04141
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    24.00000
  • Minimum
    0.89565
  • Quartile 1
    0.99129
  • Median
    1.05693
  • Quartile 3
    1.13942
  • Maximum
    1.21850
  • Mean of quarter 1
    0.95671
  • Mean of quarter 2
    1.02398
  • Mean of quarter 3
    1.10083
  • Mean of quarter 4
    1.18029
  • Inter Quartile Range
    0.14813
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.65347
  • VaR(95%) (moments method)
    0.03987
  • Expected Shortfall (moments method)
    0.04606
  • Extreme Value Index (regression method)
    -0.05245
  • VaR(95%) (regression method)
    0.05051
  • Expected Shortfall (regression method)
    0.07073
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.01571
  • Quartile 1
    0.02678
  • Median
    0.05269
  • Quartile 3
    0.08227
  • Maximum
    0.10435
  • Mean of quarter 1
    0.01571
  • Mean of quarter 2
    0.03047
  • Mean of quarter 3
    0.07491
  • Mean of quarter 4
    0.10435
  • Inter Quartile Range
    0.05549
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    1.60983
  • Compounded annual return (geometric extrapolation)
    1.05418
  • Calmar ratio (compounded annual return / max draw down)
    10.10250
  • Compounded annual return / average of 25% largest draw downs
    10.10250
  • Compounded annual return / Expected Shortfall lognormal
    9.62848
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.73747
  • SD
    0.29877
  • Sharpe ratio (Glass type estimate)
    2.46838
  • Sharpe ratio (Hedges UMVUE)
    2.46484
  • df
    523.00000
  • t
    3.49082
  • p
    0.00026
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.07328
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.86118
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.07091
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.85877
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.81982
  • Upside Potential Ratio
    10.95500
  • Upside part of mean
    2.11501
  • Downside part of mean
    -1.37754
  • Upside SD
    0.23215
  • Downside SD
    0.19306
  • N nonnegative terms
    310.00000
  • N negative terms
    214.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    524.00000
  • Mean of predictor
    0.21410
  • Mean of criterion
    0.73747
  • SD of predictor
    0.26049
  • SD of criterion
    0.29877
  • Covariance
    0.00676
  • r
    0.08687
  • b (slope, estimate of beta)
    0.09963
  • a (intercept, estimate of alpha)
    0.71600
  • Mean Square Error
    0.08876
  • DF error
    522.00000
  • t(b)
    1.99218
  • p(b)
    0.02344
  • t(a)
    3.39508
  • p(a)
    0.00037
  • Lowerbound of 95% confidence interval for beta
    0.00138
  • Upperbound of 95% confidence interval for beta
    0.19788
  • Lowerbound of 95% confidence interval for alpha
    0.30175
  • Upperbound of 95% confidence interval for alpha
    1.13052
  • Treynor index (mean / b)
    7.40206
  • Jensen alpha (a)
    0.71613
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.69197
  • SD
    0.29841
  • Sharpe ratio (Glass type estimate)
    2.31882
  • Sharpe ratio (Hedges UMVUE)
    2.31549
  • df
    523.00000
  • t
    3.27931
  • p
    0.00055
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.92472
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.71074
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.92251
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.70848
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.51455
  • Upside Potential Ratio
    10.60760
  • Upside part of mean
    2.08850
  • Downside part of mean
    -1.39653
  • Upside SD
    0.22791
  • Downside SD
    0.19689
  • N nonnegative terms
    310.00000
  • N negative terms
    214.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    524.00000
  • Mean of predictor
    0.17986
  • Mean of criterion
    0.69197
  • SD of predictor
    0.26226
  • SD of criterion
    0.29841
  • Covariance
    0.00698
  • r
    0.08916
  • b (slope, estimate of beta)
    0.10145
  • a (intercept, estimate of alpha)
    0.67372
  • Mean Square Error
    0.08851
  • DF error
    522.00000
  • t(b)
    2.04520
  • p(b)
    0.02067
  • t(a)
    3.19966
  • p(a)
    0.00073
  • Lowerbound of 95% confidence interval for beta
    0.00400
  • Upperbound of 95% confidence interval for beta
    0.19890
  • Lowerbound of 95% confidence interval for alpha
    0.26007
  • Upperbound of 95% confidence interval for alpha
    1.08737
  • Treynor index (mean / b)
    6.82085
  • Jensen alpha (a)
    0.67372
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02730
  • Expected Shortfall on VaR
    0.03475
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01048
  • Expected Shortfall on VaR
    0.02214
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    524.00000
  • Minimum
    0.93610
  • Quartile 1
    0.99404
  • Median
    1.00284
  • Quartile 3
    1.01183
  • Maximum
    1.09412
  • Mean of quarter 1
    0.98086
  • Mean of quarter 2
    0.99886
  • Mean of quarter 3
    1.00721
  • Mean of quarter 4
    1.02476
  • Inter Quartile Range
    0.01779
  • Number outliers low
    23.00000
  • Percentage of outliers low
    0.04389
  • Mean of outliers low
    0.95461
  • Number of outliers high
    17.00000
  • Percentage of outliers high
    0.03244
  • Mean of outliers high
    1.04972
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.35934
  • VaR(95%) (moments method)
    0.01836
  • Expected Shortfall (moments method)
    0.03414
  • Extreme Value Index (regression method)
    -0.01754
  • VaR(95%) (regression method)
    0.01922
  • Expected Shortfall (regression method)
    0.02716
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    47.00000
  • Minimum
    0.00005
  • Quartile 1
    0.00699
  • Median
    0.01606
  • Quartile 3
    0.04444
  • Maximum
    0.24030
  • Mean of quarter 1
    0.00290
  • Mean of quarter 2
    0.01205
  • Mean of quarter 3
    0.03134
  • Mean of quarter 4
    0.09830
  • Inter Quartile Range
    0.03745
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.10638
  • Mean of outliers high
    0.16016
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.50339
  • VaR(95%) (moments method)
    0.11431
  • Expected Shortfall (moments method)
    0.24535
  • Extreme Value Index (regression method)
    0.80328
  • VaR(95%) (regression method)
    0.08941
  • Expected Shortfall (regression method)
    0.34239
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.60983
  • Compounded annual return (geometric extrapolation)
    1.05418
  • Calmar ratio (compounded annual return / max draw down)
    4.38692
  • Compounded annual return / average of 25% largest draw downs
    10.72420
  • Compounded annual return / Expected Shortfall lognormal
    30.33970
  • 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
  • Mean
    0.54337
  • SD
    0.34743
  • Sharpe ratio (Glass type estimate)
    1.56397
  • Sharpe ratio (Hedges UMVUE)
    1.55493
  • df
    130.00000
  • t
    1.10589
  • p
    0.45173
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.21725
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.33938
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.22331
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.33317
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.24238
  • Upside Potential Ratio
    9.88196
  • Upside part of mean
    2.39458
  • Downside part of mean
    -1.85121
  • Upside SD
    0.24939
  • Downside SD
    0.24232
  • N nonnegative terms
    79.00000
  • N negative terms
    52.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.25603
  • Mean of criterion
    0.54337
  • SD of predictor
    0.13494
  • SD of criterion
    0.34743
  • Covariance
    0.02295
  • r
    0.48953
  • b (slope, estimate of beta)
    1.26039
  • a (intercept, estimate of alpha)
    0.22067
  • Mean Square Error
    0.09249
  • DF error
    129.00000
  • t(b)
    6.37622
  • p(b)
    0.20129
  • t(a)
    0.50955
  • p(a)
    0.47148
  • Lowerbound of 95% confidence interval for beta
    0.86930
  • Upperbound of 95% confidence interval for beta
    1.65149
  • Lowerbound of 95% confidence interval for alpha
    -0.63616
  • Upperbound of 95% confidence interval for alpha
    1.07750
  • Treynor index (mean / b)
    0.43111
  • Jensen alpha (a)
    0.22067
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.48271
  • SD
    0.34847
  • Sharpe ratio (Glass type estimate)
    1.38522
  • Sharpe ratio (Hedges UMVUE)
    1.37721
  • df
    130.00000
  • t
    0.97950
  • p
    0.45720
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.39424
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.15948
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.39965
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.15407
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.95214
  • Upside Potential Ratio
    9.55987
  • Upside part of mean
    2.36388
  • Downside part of mean
    -1.88117
  • Upside SD
    0.24546
  • Downside SD
    0.24727
  • N nonnegative terms
    79.00000
  • N negative terms
    52.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.24684
  • Mean of criterion
    0.48271
  • SD of predictor
    0.13501
  • SD of criterion
    0.34847
  • Covariance
    0.02301
  • r
    0.48904
  • b (slope, estimate of beta)
    1.26224
  • a (intercept, estimate of alpha)
    0.17113
  • Mean Square Error
    0.09311
  • DF error
    129.00000
  • t(b)
    6.36780
  • p(b)
    0.20157
  • t(a)
    0.39405
  • p(a)
    0.47793
  • VAR (95 Confidence Intrvl)
    0.02700
  • Lowerbound of 95% confidence interval for beta
    0.87005
  • Upperbound of 95% confidence interval for beta
    1.65443
  • Lowerbound of 95% confidence interval for alpha
    -0.68812
  • Upperbound of 95% confidence interval for alpha
    1.03039
  • Treynor index (mean / b)
    0.38242
  • Jensen alpha (a)
    0.17113
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03301
  • Expected Shortfall on VaR
    0.04164
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01394
  • Expected Shortfall on VaR
    0.02873
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.93779
  • Quartile 1
    0.99189
  • Median
    1.00255
  • Quartile 3
    1.01475
  • Maximum
    1.04773
  • Mean of quarter 1
    0.97409
  • Mean of quarter 2
    0.99867
  • Mean of quarter 3
    1.00791
  • Mean of quarter 4
    1.02824
  • Inter Quartile Range
    0.02286
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.95213
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.27613
  • VaR(95%) (moments method)
    0.02201
  • Expected Shortfall (moments method)
    0.02745
  • Extreme Value Index (regression method)
    -0.54470
  • VaR(95%) (regression method)
    0.02919
  • Expected Shortfall (regression method)
    0.03447
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    15.00000
  • Minimum
    0.00005
  • Quartile 1
    0.01344
  • Median
    0.02432
  • Quartile 3
    0.04400
  • Maximum
    0.15706
  • Mean of quarter 1
    0.00676
  • Mean of quarter 2
    0.01842
  • Mean of quarter 3
    0.03671
  • Mean of quarter 4
    0.10431
  • Inter Quartile Range
    0.03056
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.20000
  • Mean of outliers high
    0.12419
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -8.79635
  • VaR(95%) (moments method)
    0.09435
  • Expected Shortfall (moments method)
    0.09435
  • Extreme Value Index (regression method)
    -1.27601
  • VaR(95%) (regression method)
    0.17001
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.18035
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -284671000
  • Max Equity Drawdown (num days)
    20
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.58172
  • Compounded annual return (geometric extrapolation)
    0.66632
  • Calmar ratio (compounded annual return / max draw down)
    4.24248
  • Compounded annual return / average of 25% largest draw downs
    6.38788
  • Compounded annual return / Expected Shortfall lognormal
    16.00140

Strategy Description

PLEASE READ THE FULL DESCRIPTION!

I put my own money into the same trades as my subscribers – as shown by my TOS badge! However, you should consider that this strategy is very risky and volatile especially on a daily time frame. For example, September 3rd, 2020 it dropped by almost 11% in a single day.

I use an IRA to run the strategy. It works well for retirement accounts and taxable accounts in my experience. If you cant trade American ETFs but like futures I encourage you to check out Patience for Futures too. It is based on the same signals and methods.

This is a very robust strategy that has many different indicator and timing components. I believe it is well suited to do very well in the long term. I originally started trading this strategy after doing backtests from 2004 to 2019, the results were exceptionally good - almost unbelievable. In June 2019 I started investing most of my own net worth using these strategies. From June 2019 until November 2020 I did live trading as you can see from my track record. If I do backtests over the same period of June 2019 to November 2020 the real results and backtest results are remarkably similar. Because the real results and the backtest results for that period seem to match, I believe my longer-term backtests have merit. Of course, the future could be vastly different, but I believe I have backtested inherent market trends that won't go away for a long time without a truly seismic shift in the way people invest. A few of the indicators have been tested back as far as the great depression and they seem to have worked in most years ever since. Unfortunately, only a few of my indicators can be back tested that far back. Most can only be backtested to 2004. My most recent backtest results can be found here:
https://forums.collective2.com/t/backtest-results-for-patience-is-a-virtue/14518

I use a mix of short, medium, and long-term signals to algorithmically determine entry and exit timing for this strategy. I mostly buy things that have a long-term history of going up in value. That way even if my timing is off, I have a decent chance of doing well over the long term. On rare occasions like March of 2020, I do buy some things that historically go down in value but serve as good investments in times of trouble. For example, in March of 2020 I did buy TVIX which has a long-term history of going down in value overtime but does great in times of turmoil.
One of the main ways I try to reduce drawdowns is by being diversified. This forum post has some good information about the different assets I trade and how my strategy has done compared to them.
https://forums.collective2.com/t/diversification-of-patience-is-a-virtue/14609/2


I always keep stops. However, because I use BrokerTransmit (AKA my strategy literally just copies my real brokerage account) you are not able to see orders until they become active. So, you cannot see a stop order until it gets triggered and becomes a live market sell order. My stops are usually far from the current price and very rarely are the way in which I exit a trade. Typically they are placed at 35% below the previous close, but are raised or lowered at the close of each day. Yes typically the stop is only triggered if something drops by about 35% in one day. They are only there for if something truly crazy happens like a 20% drop in SPY in one day, with no indicators predicting it. Also, I set these as trailing stops so that if I died and my computer systems weren’t maintained the system would slowly chug along with stops that continued to lock in profits until all positions were exited.

Though this strategy previously did take some options trades and may do so in the future. I do not currently have any plans to use options in this account.

This is a link to a forum post showing how to add trading permissions for Interactive Brokers that are needed to follow this strategy. Again options are no longer necessary. Also, in order to trade penny stocks IB may require that you set up their app IBKR mobile as your two factor authentication device before enabling or requesting Penny Stock trading permissions. At this time the only penny stock in this account that I intend to trade is GBTC until a US based Bitcoin ETF is established. https://forums.collective2.com/t/enable-gbtc-leveraged-etfs-and-option-trades/14491

This strategy is fantastic but far from perfect and will require a great deal of patience and grit. Hopefully, it helps you to know that I have the majority of my own net worth invested just like this because I really believe in it. Please be wise and don't invest more than is appropriate for you.

While I hope you follow, please consider the risks and your willingness to remain consistent. By jumping in and out you decrease your odds of success dramatically. I have seen many people join at peaks then leave after a drawdown, then repeat the process over and over. Therefore, I suggest you only follow with money that you will feel comfortable remaining consistent with. Please see this forum post about the need to remain consistent. https://forums.collective2.com/t/patience-is-required/14586

I recommend AutoTrading and starting with $25,000 or more, and I would join all trades in progress at anytime. I believe the current C2 recommendation of $100,000 or more isn't a good estimate of what is actually needed to successfully start. If you have any questions about how I would set up AutoTrading please visit this post, in the forums: https://forums.collective2.com/t/how-should-i-scale-patience-is-a-virtue/14636?u=interactiveassets
Good luck!

Summary Statistics

Strategy began
2019-06-04
Suggested Minimum Capital
$100,000
# Trades
67
# Profitable
38
% Profitable
56.7%
Net Dividends
Correlation S&P500
0.077
Sharpe Ratio
1.94
Sortino Ratio
2.99
Beta
0.09
Alpha
0.19
Leverage
1.54 Average
2.34 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

AGM - Access to Global Markets calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.

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