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
04/20/2020
Most recent certification approved
4/20/20 13:35 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
272
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
272
Percent signals followed since 04/20/2020
100%
This information was last updated
6/12/21 10:11 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 04/20/2020,
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
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 AGM  Access to Global Markets calculates the hypothetical results you see on this web site.
ALPS 1
(128415506)
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  04/20/2020 
Most recent certification approved  4/20/20 13:35 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  272 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  272 
Percent signals followed since 04/20/2020  100% 
This information was last updated  6/12/21 10:11 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 04/20/2020, 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 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 AGM  Access to Global Markets calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $299.00 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.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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  

2020    (0.7%)  +12.6%  (5.5%)  +22.7%  +19.4%  (5.7%)  +30.3%  +6.0%  +101.7%  
2021  +0.3%  +0.8%  +5.6%  (7.9%)  (10.7%)  (2.1%)  (13.9%) 
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  $300,000  
Buy Power  $401,390  
Cash  $1  
Equity  $1  
Cumulative $  $230,277  
Includes dividends and cashsettled expirations:  $43  Itemized 
Total System Equity  $530,277  
Margined  $1  
Open P/L  ($18,362)  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began4/20/2020

Suggested Minimum Cap$100,000

Strategy Age (days)417.9

Age14 months ago

What it tradesStocks

# Trades108

# Profitable70

% Profitable64.80%

Avg trade duration26.0 days

Max peaktovalley drawdown31.96%

drawdown periodApril 13, 2021  May 19, 2021

Annual Return (Compounded)62.5%

Avg win$7,474

Avg loss$7,710
 Model Account Values (Raw)

Cash$412,332

Margin Used$0

Buying Power$401,390
 Ratios

W:L ratio1.79:1

Sharpe Ratio1.21

Sortino Ratio1.96

Calmar Ratio2.299
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)24.54%

Correlation to SP5000.20750

Return Percent SP500 (cumu) during strategy life50.45%
 Return Statistics

Ann Return (w trading costs)62.5%
 Slump

Current Slump as Pcnt Equity34.20%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.14%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.625%
 Instruments

Percent Trades Options0.04%

Percent Trades Stocks0.77%

Percent Trades Forex0.19%
 Return Statistics

Ann Return (Compnd, No Fees)64.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss57.00%

Chance of 20% account loss32.00%

Chance of 30% account loss8.50%

Chance of 40% account loss0.50%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)872
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score824

Popularity (7 days, Percentile 1000 scale)650
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$7,710

Avg Win$7,475

Sum Trade PL (losers)$292,981.000
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$523,216.000

# Winners70

Num Months Winners9
 Dividends

Dividends Received in Model Acct43
 Win / Loss

# Losers38

% Winners64.8%
 Frequency

Avg Position Time (mins)37414.40

Avg Position Time (hrs)623.57

Avg Trade Length26.0 days

Last Trade Ago1
 Leverage

Daily leverage (average)1.11

Daily leverage (max)3.09
 Regression

Alpha0.11

Beta0.44

Treynor Index0.34
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.05

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades3.342

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.759

Avg(MAE) / Avg(PL)  Losing trades1.095

HoldandHope Ratio0.300
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.58427

SD0.34620

Sharpe ratio (Glass type estimate)1.68765

Sharpe ratio (Hedges UMVUE)1.57955

df12.00000

t1.75657

p0.27387

Lowerbound of 95% confidence interval for Sharpe Ratio0.34121

Upperbound of 95% confidence interval for Sharpe Ratio3.65480

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40673

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.56582
 Statistics related to Sortino ratio

Sortino ratio4.05457

Upside Potential Ratio5.87970

Upside part of mean0.84727

Downside part of mean0.26300

Upside SD0.34397

Downside SD0.14410

N nonnegative terms8.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations13.00000

Mean of predictor0.34508

Mean of criterion0.58427

SD of predictor0.08665

SD of criterion0.34620

Covariance0.00190

r0.06343

b (slope, estimate of beta)0.25344

a (intercept, estimate of alpha)0.49682

Mean Square Error0.13023

DF error11.00000

t(b)0.21080

p(b)0.41845

t(a)0.91887

p(a)0.18893

Lowerbound of 95% confidence interval for beta2.39275

Upperbound of 95% confidence interval for beta2.89962

Lowerbound of 95% confidence interval for alpha0.69321

Upperbound of 95% confidence interval for alpha1.68684

Treynor index (mean / b)2.30541

Jensen alpha (a)0.49682
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.51865

SD0.33183

Sharpe ratio (Glass type estimate)1.56296

Sharpe ratio (Hedges UMVUE)1.46284

df12.00000

t1.62678

p0.28746

Lowerbound of 95% confidence interval for Sharpe Ratio0.44809

Upperbound of 95% confidence interval for Sharpe Ratio3.51595

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.50908

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.43476
 Statistics related to Sortino ratio

Sortino ratio3.44229

Upside Potential Ratio5.25682

Upside part of mean0.79204

Downside part of mean0.27339

Upside SD0.31837

Downside SD0.15067

N nonnegative terms8.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations13.00000

Mean of predictor0.33615

Mean of criterion0.51865

SD of predictor0.08440

SD of criterion0.33183

Covariance0.00180

r0.06442

b (slope, estimate of beta)0.25328

a (intercept, estimate of alpha)0.43350

Mean Square Error0.11963

DF error11.00000

t(b)0.21410

p(b)0.41719

t(a)0.83651

p(a)0.21033

Lowerbound of 95% confidence interval for beta2.35047

Upperbound of 95% confidence interval for beta2.85704

Lowerbound of 95% confidence interval for alpha0.70712

Upperbound of 95% confidence interval for alpha1.57412

Treynor index (mean / b)2.04768

Jensen alpha (a)0.43350
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.10805

Expected Shortfall on VaR0.14251
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04307

Expected Shortfall on VaR0.08414
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.89814

Quartile 10.98031

Median1.07297

Quartile 31.11417

Maximum1.22391

Mean of quarter 10.93506

Mean of quarter 21.03528

Mean of quarter 31.09745

Mean of quarter 41.17492

Inter Quartile Range0.13386

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 for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)8.20037

VaR(95%) (moments method)0.04973

Expected Shortfall (moments method)0.04973

Extreme Value Index (regression method)1.78653

VaR(95%) (regression method)0.12027

Expected Shortfall (regression method)0.12326
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01353

Quartile 10.05557

Median0.09760

Quartile 30.13964

Maximum0.18168

Mean of quarter 10.01353

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.18168

Inter Quartile Range0.08407

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)0.74564

Compounded annual return (geometric extrapolation)0.72729

Calmar ratio (compounded annual return / max draw down)4.00322

Compounded annual return / average of 25% largest draw downs4.00322

Compounded annual return / Expected Shortfall lognormal5.10332

0.00000

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

Mean0.55055

SD0.38324

Sharpe ratio (Glass type estimate)1.43654

Sharpe ratio (Hedges UMVUE)1.43290

df296.00000

t1.52949

p0.06361

Lowerbound of 95% confidence interval for Sharpe Ratio0.40912

Upperbound of 95% confidence interval for Sharpe Ratio3.27986

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.41157

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.27737
 Statistics related to Sortino ratio

Sortino ratio2.40574

Upside Potential Ratio10.82070

Upside part of mean2.47628

Downside part of mean1.92573

Upside SD0.30849

Downside SD0.22885

N nonnegative terms148.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations297.00000

Mean of predictor0.34872

Mean of criterion0.55055

SD of predictor0.17896

SD of criterion0.38324

Covariance0.01425

r0.20782

b (slope, estimate of beta)0.44505

a (intercept, estimate of alpha)0.39500

Mean Square Error0.14101

DF error295.00000

t(b)3.64904

p(b)0.00016

t(a)1.11288

p(a)0.13333

Lowerbound of 95% confidence interval for beta0.20502

Upperbound of 95% confidence interval for beta0.68508

Lowerbound of 95% confidence interval for alpha0.30379

Upperbound of 95% confidence interval for alpha1.09449

Treynor index (mean / b)1.23705

Jensen alpha (a)0.39535
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.47770

SD0.37984

Sharpe ratio (Glass type estimate)1.25765

Sharpe ratio (Hedges UMVUE)1.25446

df296.00000

t1.33903

p0.09079

Lowerbound of 95% confidence interval for Sharpe Ratio0.58700

Upperbound of 95% confidence interval for Sharpe Ratio3.10029

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58916

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.09809
 Statistics related to Sortino ratio

Sortino ratio2.04987

Upside Potential Ratio10.42760

Upside part of mean2.43006

Downside part of mean1.95235

Upside SD0.30059

Downside SD0.23304

N nonnegative terms148.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations297.00000

Mean of predictor0.33242

Mean of criterion0.47770

SD of predictor0.17972

SD of criterion0.37984

Covariance0.01406

r0.20597

b (slope, estimate of beta)0.43532

a (intercept, estimate of alpha)0.33299

Mean Square Error0.13862

DF error295.00000

t(b)3.61514

p(b)0.00018

t(a)0.94606

p(a)0.17245

Lowerbound of 95% confidence interval for beta0.19834

Upperbound of 95% confidence interval for beta0.67231

Lowerbound of 95% confidence interval for alpha0.35972

Upperbound of 95% confidence interval for alpha1.02571

Treynor index (mean / b)1.09736

Jensen alpha (a)0.33299
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03611

Expected Shortfall on VaR0.04548
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01706

Expected Shortfall on VaR0.03225
 ORDER STATISTICS
 Quartiles of return rates

Number of observations297.00000

Minimum0.93407

Quartile 10.98909

Median1.00009

Quartile 31.01309

Maximum1.09202

Mean of quarter 10.97520

Mean of quarter 20.99585

Mean of quarter 31.00536

Mean of quarter 41.03279

Inter Quartile Range0.02400

Number outliers low4.00000

Percentage of outliers low0.01347

Mean of outliers low0.94453

Number of outliers high16.00000

Percentage of outliers high0.05387

Mean of outliers high1.06408
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.10399

VaR(95%) (moments method)0.02385

Expected Shortfall (moments method)0.03055

Extreme Value Index (regression method)0.14844

VaR(95%) (regression method)0.02331

Expected Shortfall (regression method)0.02922
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations22.00000

Minimum0.00187

Quartile 10.01082

Median0.03993

Quartile 30.07968

Maximum0.28623

Mean of quarter 10.00552

Mean of quarter 20.01913

Mean of quarter 30.05301

Mean of quarter 40.14278

Inter Quartile Range0.06887

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04545

Mean of outliers high0.28623
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.20114

VaR(95%) (moments method)0.16082

Expected Shortfall (moments method)0.23622

Extreme Value Index (regression method)0.75732

VaR(95%) (regression method)0.18415

Expected Shortfall (regression method)0.62990
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.68266

Compounded annual return (geometric extrapolation)0.65800

Calmar ratio (compounded annual return / max draw down)2.29886

Compounded annual return / average of 25% largest draw downs4.60846

Compounded annual return / Expected Shortfall lognormal14.46890

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

Mean0.13057

SD0.39913

Sharpe ratio (Glass type estimate)0.32714

Sharpe ratio (Hedges UMVUE)0.32525

df130.00000

t0.23132

p0.51014

Lowerbound of 95% confidence interval for Sharpe Ratio3.09863

Upperbound of 95% confidence interval for Sharpe Ratio2.44556

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.09733

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.44684
 Statistics related to Sortino ratio

Sortino ratio0.48041

Upside Potential Ratio8.84813

Upside part of mean2.40479

Downside part of mean2.53536

Upside SD0.29032

Downside SD0.27178

N nonnegative terms60.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.25603

Mean of criterion0.13057

SD of predictor0.13494

SD of criterion0.39913

Covariance0.00750

r0.13917

b (slope, estimate of beta)0.41163

a (intercept, estimate of alpha)0.23596

Mean Square Error0.15743

DF error129.00000

t(b)1.59618

p(b)0.41169

t(a)0.41763

p(a)0.52339

Lowerbound of 95% confidence interval for beta0.09860

Upperbound of 95% confidence interval for beta0.92187

Lowerbound of 95% confidence interval for alpha1.35381

Upperbound of 95% confidence interval for alpha0.88189

Treynor index (mean / b)0.31720

Jensen alpha (a)0.23596
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20929

SD0.39779

Sharpe ratio (Glass type estimate)0.52613

Sharpe ratio (Hedges UMVUE)0.52309

df130.00000

t0.37203

p0.51631

Lowerbound of 95% confidence interval for Sharpe Ratio3.29771

Upperbound of 95% confidence interval for Sharpe Ratio2.24738

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.29563

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.24944
 Statistics related to Sortino ratio

Sortino ratio0.75619

Upside Potential Ratio8.54015

Upside part of mean2.36363

Downside part of mean2.57292

Upside SD0.28389

Downside SD0.27677

N nonnegative terms60.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.24684

Mean of criterion0.20929

SD of predictor0.13501

SD of criterion0.39779

Covariance0.00744

r0.13847

b (slope, estimate of beta)0.40798

a (intercept, estimate of alpha)0.31000

Mean Square Error0.15640

DF error129.00000

t(b)1.58800

p(b)0.41213

t(a)0.55074

p(a)0.53082

VAR (95 Confidence Intrvl)0.03600

Lowerbound of 95% confidence interval for beta0.10033

Upperbound of 95% confidence interval for beta0.91629

Lowerbound of 95% confidence interval for alpha1.42367

Upperbound of 95% confidence interval for alpha0.80367

Treynor index (mean / b)0.51299

Jensen alpha (a)0.31000
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04038

Expected Shortfall on VaR0.05015
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02364

Expected Shortfall on VaR0.04126
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94249

Quartile 10.98415

Median0.99720

Quartile 31.01399

Maximum1.07378

Mean of quarter 10.96949

Mean of quarter 20.99255

Mean of quarter 31.00484

Mean of quarter 41.03172

Inter Quartile Range0.02984

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.07378
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.54226

VaR(95%) (moments method)0.03185

Expected Shortfall (moments method)0.03596

Extreme Value Index (regression method)0.28677

VaR(95%) (regression method)0.02982

Expected Shortfall (regression method)0.03510
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.01097

Quartile 10.04258

Median0.05593

Quartile 30.17482

Maximum0.28623

Mean of quarter 10.02678

Mean of quarter 20.05593

Mean of quarter 30.17482

Mean of quarter 40.28623

Inter Quartile Range0.13224

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

Last 4 Months  Pcnt Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?312044000

Max Equity Drawdown (num days)36
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.17340

Compounded annual return (geometric extrapolation)0.16588

Calmar ratio (compounded annual return / max draw down)0.57955

Compounded annual return / average of 25% largest draw downs0.57955

Compounded annual return / Expected Shortfall lognormal3.30786
Strategy Description
Which one is better? Jim Rogers was the cofounder of the Quantum Fund, one of the world's most successful hedge funds, and used the concentration method.
Investing 101 is all about diversification and reducing your risk by spreading money around. Mr. Rogers said, “that it's much smarter to really concentrate your risks, and understand your risks and manage them that way. If you want to succeed, put all of your eggs in one basket... It has to be the right basket, and you better watch that basket very, very closely. But that's how you succeed. You don't get rich diversifying”.
I employ the same strategy here utilizing the concentration method for our funds. I trade my own funds with every trade. This is not a hypothetical trading account, I use my own money and the risk is very real. If you are opposed to the risk and do not want this type of trading please do not follow me, I understand that this type of trading is not for everyone.
I have been trading and investing since 1991 and have had the opportunity of starting and running my own successful registered investment advisory firm. I have retired and only trade/invest in my own personal accounts currently.
My strategy is a threepronged strategy. First, I establish a longterm wealthbuilding strategy by buying investments/crypto's at discounted valuations to build our base (by receiving price appreciation and dividends over long periods of time, holding period (1 10 yrs)). Next, I trade higher risk stocks & leveraged ETFs to build capital and to add additional growth to the portfolio (view these stocks as trading vehicles only to produce monthly income, holding period (1 day  weeks)). Sometimes, I utilize the Options market to take advantage of price and value oversold and overbought conditions in the market, (growth and income generator, holding period (days  multiweeks)).
If you would like to follow me, I welcome you.
Sit Down, Strap In, and Enjoy the Ride.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.