Shining Delta Capital
- hypothetical · Annual Return (Compounded)
- 0.2%
- Max Drawdown
- 21.0%
- Trades
- 28
- Win Trades
- 39.3%
- Profit Factor
- 1.20
- Win Months
- 4.7%
About this strategy
Welcome to Shining Delta Capital, a long term profitable strategy.
I have been trading for years in my own account this way (I will let the numbers show proof of the quality).
There will be only long positions (no shorting) and only stocks without any gearing (In the summary statistic column (on the right side next to the chart) there is a small button next to the leverage text, press that one to see how much leverage which have been used with the strategy on the chart).
This is an investing strategy, meaning I focus on buying solid companies (with good timing).
Make sure that when you subscribe; you have all the stocks in the portfolio, normally 1-3 stocks will go 50-100%+ each year (in other words, don't wait for a trade signal when you start copying signals or you might miss out on the big fish...). I also highly recommend not to exit before a signal is given (chances are you will miss out on percerntages, I know it's tempting to take a profit early but try not to do so :) ).
When, or if there is a liquidity problem in the future (even though we trade in "good liquidity" companies) I will not allow any new subscribers. Anyhow, if that happens I will start up a new strategy here in C2 which won't overlap with this one.
I recommend gearing x2 if you invest between 10-20k, this is because you need to overcome the costs of the fees connected with trading (C2 costs, percentage interest rates from the broker when gearing especially). Do not invest if you have less than 10k.... If you have more money to invest (20k+) the % costs decreases substantially and gearing is not really necessary unless you can tolerate more volatility. It's important for me that investors stay in for the long haul, and for that to happen we all need to make money.
You can put on trades manually with this system and save some money, if you do this make sure you put on the trades the same day (towards closing time is a good time to buy and sell). When you subscribe and if I change the price you will get a coupon/discount (so you pay the same price as you have when first subscribing).
Let's make money together!
Yours Sincerely, Larsen.
I have been trading for years in my own account this way (I will let the numbers show proof of the quality).
There will be only long positions (no shorting) and only stocks without any gearing (In the summary statistic column (on the right side next to the chart) there is a small button next to the leverage text, press that one to see how much leverage which have been used with the strategy on the chart).
This is an investing strategy, meaning I focus on buying solid companies (with good timing).
Make sure that when you subscribe; you have all the stocks in the portfolio, normally 1-3 stocks will go 50-100%+ each year (in other words, don't wait for a trade signal when you start copying signals or you might miss out on the big fish...). I also highly recommend not to exit before a signal is given (chances are you will miss out on percerntages, I know it's tempting to take a profit early but try not to do so :) ).
When, or if there is a liquidity problem in the future (even though we trade in "good liquidity" companies) I will not allow any new subscribers. Anyhow, if that happens I will start up a new strategy here in C2 which won't overlap with this one.
I recommend gearing x2 if you invest between 10-20k, this is because you need to overcome the costs of the fees connected with trading (C2 costs, percentage interest rates from the broker when gearing especially). Do not invest if you have less than 10k.... If you have more money to invest (20k+) the % costs decreases substantially and gearing is not really necessary unless you can tolerate more volatility. It's important for me that investors stay in for the long haul, and for that to happen we all need to make money.
You can put on trades manually with this system and save some money, if you do this make sure you put on the trades the same day (towards closing time is a good time to buy and sell). When you subscribe and if I change the price you will get a coupon/discount (so you pay the same price as you have when first subscribing).
Let's make money together!
Yours Sincerely, Larsen.
Trend-following
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 6.7 | -1.7 | 4.5 | 5.3 | 5.1 | 21.3 | |||||||
| 2020 | -6.0 | -4.0 | -7.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -16.2 |
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2023 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2024 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2025 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 8/3/2019 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 87 months |
| What it trades | Stocks |
| # Trades | 28 |
| # Profitable | 11 |
| % Profitable | 39.3% |
| Avg trade duration | 38.8 days |
| Max peak-to-valley drawdown | 21.0% |
| drawdown period | Feb 20, 2020 - March 12, 2020 |
| Annual Return (Compounded) | 0.2% |
| Avg win | $1,274 |
| Avg loss | $732 |
Ratios
| W:L ratio | 1.16 |
|---|---|
| Sharpe Ratio | -0.21 |
| Sortino Ratio | -0.27 |
| Calmar Ratio | 0.13 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.20 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 161.2% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -157.4% |
Return Statistics
| Ann Return (w trading costs) | 0.2% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.0% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 0.5% |
Slump
| Current Slump as Pcnt Equity | 26.0% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 2.5% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 0 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $732 |
|---|---|
| Avg Win | $1,274 |
| # Winners | 11 |
| Sum Trade PL (losers) | $12,440 |
| Sum Trade PL (winners) | $14,019 |
| Num Months Winners | 4 |
| # Losers | 17 |
| % Winners | 39.3% |
Dividends
| Dividends Received in Model Acct | 367 |
|---|
Age
| Num Months filled monthly returns table | 86 |
|---|
Frequency
| Avg Position Time (mins) | 55929.85 |
|---|---|
| Avg Position Time (hrs) | 932.16 |
| Avg Trade Length | 38.80 |
| Last Trade Ago | 2373 |
Leverage
| Daily leverage (average) | 0.95 |
|---|---|
| Daily leverage (max) | 1.06 |
Regression
| Alpha | -0.01 |
|---|---|
| Beta | 0.06 |
| Treynor Index | -0.07 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.01 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.03 |
| MAE:Equity, average, losing trades | 0.02 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 11.97 |
| MAE:PL (avg, all trades) | -0.77 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.11 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.40 |
| Hold-and-Hope Ratio | 0.08 |
RATIO STATISTICS
| Mean | 0.01 |
|---|---|
| SD | 0.17 |
| Sharpe ratio (Glass type estimate) | 0.06 |
| Sharpe ratio (Hedges UMVUE) | 0.06 |
| df | 17 |
| t | 0.08 |
| p | 0.49 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.54 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.66 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.54 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.66 |
| Sortino ratio | 0.09 |
| Upside Potential Ratio | 1.34 |
| Upside part of mean | 0.17 |
| Downside part of mean | -0.16 |
| Upside SD | 0.11 |
| Downside SD | 0.12 |
| N nonnegative terms | 4 |
| N negative terms | 14 |
| N of observations | 18 |
| Mean of predictor | 0.73 |
| Mean of criterion | 0.01 |
| SD of predictor | 0.39 |
| SD of criterion | 0.17 |
| Covariance | 0.02 |
| r | 0.32 |
| b (slope, estimate of beta) | 0.14 |
| a (intercept, estimate of alpha) | -0.09 |
| Mean Square Error | 0.03 |
| DF error | 16 |
| t(b) | 1.36 |
| p(b) | 0.34 |
| t(a) | -0.59 |
| p(a) | 0.57 |
| Lowerbound of 95% confidence interval for beta | -0.08 |
| Upperbound of 95% confidence interval for beta | 0.36 |
| Lowerbound of 95% confidence interval for alpha | -0.43 |
| Upperbound of 95% confidence interval for alpha | 0.24 |
| Treynor index (mean / b) | 0.08 |
| Jensen alpha (a) | -0.09 |
| Mean | -0.00 |
| SD | 0.18 |
| Sharpe ratio (Glass type estimate) | -0.02 |
| Sharpe ratio (Hedges UMVUE) | -0.02 |
| df | 17 |
| t | -0.02 |
| p | 0.50 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.62 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.58 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.62 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.58 |
| Sortino ratio | -0.03 |
| Upside Potential Ratio | 1.20 |
| Upside part of mean | 0.16 |
| Downside part of mean | -0.16 |
| Upside SD | 0.11 |
| Downside SD | 0.13 |
| N nonnegative terms | 4 |
| N negative terms | 14 |
| N of observations | 18 |
| Mean of predictor | 0.64 |
| Mean of criterion | -0.00 |
| SD of predictor | 0.39 |
| SD of criterion | 0.18 |
| Covariance | 0.03 |
| r | 0.38 |
| b (slope, estimate of beta) | 0.18 |
| a (intercept, estimate of alpha) | -0.12 |
| Mean Square Error | 0.03 |
| DF error | 16 |
| t(b) | 1.65 |
| p(b) | 0.31 |
| t(a) | -0.75 |
| p(a) | 0.59 |
| Lowerbound of 95% confidence interval for beta | -0.05 |
| Upperbound of 95% confidence interval for beta | 0.40 |
| Lowerbound of 95% confidence interval for alpha | -0.44 |
| Upperbound of 95% confidence interval for alpha | 0.21 |
| Treynor index (mean / b) | -0.02 |
| Jensen alpha (a) | -0.12 |
| VaR(95%) | 0.08 |
| Expected Shortfall on VaR | 0.10 |
| VaR(95%) | 0.04 |
| Expected Shortfall on VaR | 0.08 |
| Mean | 0.00 |
| SD | 0.13 |
| Sharpe ratio (Glass type estimate) | 0.03 |
| Sharpe ratio (Hedges UMVUE) | 0.03 |
| df | 393 |
| t | 0.04 |
| p | 0.48 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.56 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.63 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.56 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.63 |
| Sortino ratio | 0.04 |
| Upside Potential Ratio | 4.80 |
| Upside part of mean | 0.47 |
| Downside part of mean | -0.46 |
| Upside SD | 0.08 |
| Downside SD | 0.10 |
| N nonnegative terms | 85 |
| N negative terms | 309 |
| N of observations | 394 |
| Mean of predictor | 0.70 |
| Mean of criterion | 0.00 |
| SD of predictor | 0.39 |
| SD of criterion | 0.13 |
| Covariance | 0.01 |
| r | 0.22 |
| b (slope, estimate of beta) | 0.07 |
| a (intercept, estimate of alpha) | -0.05 |
| Mean Square Error | 0.02 |
| DF error | 392 |
| t(b) | 4.47 |
| p(b) | 0.00 |
| t(a) | -0.45 |
| p(a) | 0.67 |
| Lowerbound of 95% confidence interval for beta | 0.04 |
| Upperbound of 95% confidence interval for beta | 0.10 |
| Lowerbound of 95% confidence interval for alpha | -0.24 |
| Upperbound of 95% confidence interval for alpha | 0.15 |
| Treynor index (mean / b) | 0.06 |
| Jensen alpha (a) | -0.05 |
| Mean | -0.00 |
| SD | 0.13 |
| Sharpe ratio (Glass type estimate) | -0.03 |
| Sharpe ratio (Hedges UMVUE) | -0.03 |
| df | 393 |
| t | -0.03 |
| p | 0.51 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.63 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.57 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.63 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.57 |
| Sortino ratio | -0.04 |
| Upside Potential Ratio | 4.69 |
| Upside part of mean | 0.47 |
| Downside part of mean | -0.47 |
| Upside SD | 0.08 |
| Downside SD | 0.10 |
| N nonnegative terms | 85 |
| N negative terms | 309 |
| N of observations | 394 |
| Mean of predictor | 0.63 |
| Mean of criterion | -0.00 |
| SD of predictor | 0.39 |
| SD of criterion | 0.13 |
| Covariance | 0.01 |
| r | 0.22 |
| b (slope, estimate of beta) | 0.07 |
| a (intercept, estimate of alpha) | -0.05 |
| Mean Square Error | 0.02 |
| DF error | 392 |
| t(b) | 4.53 |
| p(b) | 0 |
| t(a) | -0.48 |
| p(a) | 0.69 |
| Lowerbound of 95% confidence interval for beta | 0.04 |
| Upperbound of 95% confidence interval for beta | 0.10 |
| Lowerbound of 95% confidence interval for alpha | -0.25 |
| Upperbound of 95% confidence interval for alpha | 0.15 |
| Treynor index (mean / b) | -0.05 |
| Jensen alpha (a) | -0.05 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.02 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.01 |
| Mean | -0.03 |
| SD | 0 |
| Sharpe ratio (Glass type estimate) | 0 |
| Sharpe ratio (Hedges UMVUE) | 0 |
| df | 0 |
| t | 0 |
| p | 0 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 0 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0 |
| Sortino ratio | -16.19 |
| Upside Potential Ratio | 0 |
| Upside part of mean | 0 |
| Downside part of mean | -0.03 |
| Upside SD | 0 |
| Downside SD | 0.00 |
| N nonnegative terms | 0 |
| N negative terms | 131 |
| N of observations | 131 |
| Mean of predictor | 1.00 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.46 |
| SD of criterion | 0 |
| Covariance | 0 |
| r | 0 |
| b (slope, estimate of beta) | 0 |
| a (intercept, estimate of alpha) | 0 |
| Mean Square Error | 0 |
| DF error | 0 |
| t(b) | 0 |
| p(b) | 0 |
| t(a) | 0 |
| p(a) | 0 |
| Lowerbound of 95% confidence interval for beta | 0 |
| Upperbound of 95% confidence interval for beta | 0 |
| Lowerbound of 95% confidence interval for alpha | 0 |
| Upperbound of 95% confidence interval for alpha | 0 |
| Treynor index (mean / b) | 0 |
| Jensen alpha (a) | 0 |
| Mean | -0.03 |
| SD | 0 |
| Sharpe ratio (Glass type estimate) | -9.74841826823373e+15 |
| Sharpe ratio (Hedges UMVUE) | -9.69206937105203e+15 |
| df | 130 |
| t | -6893172865105920 |
| p | 1 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 0 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.08701574255084e+16 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | -8513981316595712 |
| Sortino ratio | -16.19 |
| Upside Potential Ratio | 0 |
| Upside part of mean | 0 |
| Downside part of mean | -0.03 |
| Upside SD | 0 |
| Downside SD | 0.00 |
| N nonnegative terms | 0 |
| N negative terms | 131 |
| N of observations | 131 |
| Mean of predictor | 0.89 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.46 |
| SD of criterion | 0 |
| Covariance | 0 |
| r | 0 |
| b (slope, estimate of beta) | 0 |
| a (intercept, estimate of alpha) | -0.03 |
| Mean Square Error | 0 |
| DF error | 129 |
| t(b) | 0 |
| p(b) | 0.50 |
| t(a) | -6817365081718784 |
| p(a) | 1 |
| Lowerbound of 95% confidence interval for beta | 0 |
| VAR (95 Confidence Intrvl) | 0.01 |
| Upperbound of 95% confidence interval for beta | 0 |
| Lowerbound of 95% confidence interval for alpha | -0.03 |
| Upperbound of 95% confidence interval for alpha | -0.03 |
| Treynor index (mean / b) | -9.7311100838742e+32 |
| Jensen alpha (a) | -0.03 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.00 |
| VaR(95%) | 0 |
| Expected Shortfall on VaR | 0 |
ORDER STATISTICS
| Number of observations | 18 |
|---|---|
| Minimum | 0.85 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1.09 |
| Mean of quarter 1 | 0.96 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1.05 |
| Inter Quartile Range | 0 |
| Number outliers low | 4 |
| Percentage of outliers low | 0.22 |
| Mean of outliers low | 0.95 |
| Number of outliers high | 4 |
| Percentage of outliers high | 0.22 |
| Mean of outliers high | 1.06 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0.92 |
| VaR(95%) (regression method) | 0.07 |
| Expected Shortfall (regression method) | 1.13 |
| Number of observations | 394 |
| Minimum | 0.95 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1.03 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1.01 |
| Inter Quartile Range | 0 |
| Number outliers low | 70 |
| Percentage of outliers low | 0.18 |
| Mean of outliers low | 0.99 |
| Number of outliers high | 87 |
| Percentage of outliers high | 0.22 |
| Mean of outliers high | 1.01 |
| Extreme Value Index (moments method) | -0.43 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.00 |
| Extreme Value Index (regression method) | 0.10 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.01 |
| Number of observations | 131 |
| Minimum | 1 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1 |
| Mean of quarter 1 | 1 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
DRAW DOWN STATISTICS
| Number of observations | 2 |
|---|---|
| Minimum | 0.03 |
| Quartile 1 | 0.06 |
| Median | 0.10 |
| Quartile 3 | 0.13 |
| Maximum | 0.17 |
| Mean of quarter 1 | 0.03 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0.17 |
| Inter Quartile Range | 0.07 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 14 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.02 |
| Quartile 3 | 0.03 |
| Maximum | 0.20 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.02 |
| Mean of quarter 4 | 0.09 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.21 |
| Mean of outliers high | 0.12 |
| Extreme Value Index (moments method) | -2.49 |
| VaR(95%) (moments method) | 0.08 |
| Expected Shortfall (moments method) | 0.08 |
| Extreme Value Index (regression method) | 0.08 |
| VaR(95%) (regression method) | 0.16 |
| Expected Shortfall (regression method) | 0.25 |
| Number of observations | 0 |
| Minimum | 0 |
| Quartile 1 | 0 |
| Median | 0 |
| Quartile 3 | 0 |
| Maximum | 0 |
| Mean of quarter 1 | 0 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -434519168 |
| Max Equity Drawdown (num days) | 21 |
| Last 4 Months - Pcnt Negative | 0.0% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.02 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.02 |
| Calmar ratio (compounded annual return / max draw down) | 0.15 |
| Compounded annual return / average of 25% largest draw downs | 0.15 |
| Compounded annual return / Expected Shortfall lognormal | 0.25 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.02 |
| Compounded annual return (geometric extrapolation) | 0.02 |
| Calmar ratio (compounded annual return / max draw down) | 0.13 |
| Compounded annual return / average of 25% largest draw downs | 0.26 |
| Compounded annual return / Expected Shortfall lognormal | 1.54 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0 |
| Compounded annual return (geometric extrapolation) | 0 |
| Calmar ratio (compounded annual return / max draw down) | 0 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | 0 |
Trading record
Placed 7 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| CSGP | long | 16 | Feb 25, 2020 | Mar 12, 2020 | ($1,158) |
| LK | long | 300 | Feb 18, 2020 | Mar 10, 2020 | ($1,011) |
| NFLX | long | 34 | Jan 7, 2020 | Mar 10, 2020 | $880 |
| DXCM | long | 40 | Feb 28, 2020 | Mar 10, 2020 | ($217) |
| SQ | long | 131 | Feb 28, 2020 | Mar 6, 2020 | ($1,565) |
| LOW | long | 100 | Feb 4, 2020 | Feb 28, 2020 | ($1,368) |
| DLR | long | 87 | Feb 25, 2020 | Feb 28, 2020 | ($1,207) |
| AMD | long | 240 | Jan 28, 2020 | Feb 25, 2020 | ($666) |
| FCX | long | 1006 | Feb 4, 2020 | Feb 25, 2020 | ($1,263) |
| GS | long | 50 | Feb 11, 2020 | Feb 18, 2020 | ($287) |
| NKE | long | 110 | Dec 26, 2019 | Feb 11, 2020 | ($103) |
| MU | long | 206 | Jan 21, 2020 | Feb 4, 2020 | ($646) |
| W | long | 116 | Jan 14, 2020 | Feb 4, 2020 | ($495) |
| LVS | long | 178 | Oct 25, 2019 | Jan 28, 2020 | $548 |
| DIS | long | 78 | Nov 12, 2019 | Jan 21, 2020 | $380 |
| AMD | long | 342 | Oct 18, 2019 | Jan 14, 2020 | $5,988 |
| ISRG | long | 19 | Oct 18, 2019 | Jan 7, 2020 | $442 |
| WMT | long | 96 | Nov 26, 2019 | Dec 26, 2019 | $54 |
| LRCX | long | 52 | Aug 5, 2019 | Nov 26, 2019 | $3,921 |
| TMUS | long | 131 | Aug 5, 2019 | Nov 12, 2019 | $318 |
| XEL | long | 165 | Oct 2, 2019 | Oct 25, 2019 | $114 |
| FIS | long | 77 | Aug 6, 2019 | Oct 18, 2019 | ($228) |
| NOC | long | 30 | Sep 30, 2019 | Oct 18, 2019 | ($817) |
| SPGI | long | 41 | Aug 5, 2019 | Oct 2, 2019 | ($264) |
| AMRN | long | 650 | Sep 4, 2019 | Sep 30, 2019 | ($759) |
| TTD | long | 41 | Aug 26, 2019 | Sep 4, 2019 | ($429) |
| TTWO | long | 87 | Aug 5, 2019 | Aug 26, 2019 | $1,299 |
| ALGN | long | 53 | Aug 5, 2019 | Aug 6, 2019 | $49 |
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.