TQQQ Aspire
(117734561)
Subscription terms. Subscriptions to this system cost $149.00 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.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).Sector: Technology
Focuses primarily on stocks of technology companies.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  

2018  +3.4%  +8.0%  +5.4%  +12.5%  (10.5%)  (12.5%)    (1.8%)  +2.0%  
2019  (0.9%)  +0.6%  +7.8%  +14.7%  (4.5%)  +25.9%  +5.7%  (12.7%)  (0.7%)  (0.7%)  +3.3%  +8.7%  +51.5% 
2020  (4.1%)  +16.2%  (4.6%)  (8.8%)  +0.5%  +0.1%  (0.9%)  +22.1%  +14.7%  +9.3%  +11.0%  (3.6%)  +58.2% 
2021  +1.0%  +7.0%  +2.6%  +16.9%  (1.6%)  +12.9%  +3.7%  +13.2%  (3.3%)  +14.5%  +6.7%  +1.4%  +102.5% 
2022  +0.5%  (6.5%)  +5.3%  (1%)  +4.3%  (3.4%)  +2.6%  (2.9%)  (1.2%)  +1.6%  +0.5%  (1.8%)  (2.6%) 
2023  +3.9%  +2.2%  (0.2%)  +5.9% 
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  $20,000  
Buy Power  $114,476  
Cash  $1  
Equity  $1  
Cumulative $  $94,476  
Includes dividends and cashsettled expirations:  $22  Itemized 
Total System Equity  $114,476  
Margined  $1  
Open P/L  $0  
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 began5/1/2018

Suggested Minimum Cap$35,000

Strategy Age (days)1786.78

Age60 months ago

What it tradesStocks

# Trades249

# Profitable110

% Profitable44.20%

Avg trade duration2.6 days

Max peaktovalley drawdown24.7%

drawdown periodAug 30, 2018  Feb 12, 2019

Annual Return (Compounded)39.5%

Avg win$2,031

Avg loss$928.35
 Model Account Values (Raw)

Cash$114,476

Margin Used$0

Buying Power$114,476
 Ratios

W:L ratio1.73:1

Sharpe Ratio1.24

Sortino Ratio2.19

Calmar Ratio2.362
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)362.41%

Correlation to SP5000.23980

Return Percent SP500 (cumu) during strategy life48.30%
 Return Statistics

Ann Return (w trading costs)39.5%
 Slump

Current Slump as Pcnt Equity5.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.27%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.395%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)42.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss29.00%

Chance of 20% account loss8.50%

Chance of 30% account loss1.00%

Chance of 40% account lossn/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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)934

Popularity (Last 6 weeks)990
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score921

Popularity (7 days, Percentile 1000 scale)978
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$928

Avg Win$2,032

Sum Trade PL (losers)$129,041.000
 Age

Num Months filled monthly returns table59
 Win / Loss

Sum Trade PL (winners)$223,495.000

# Winners110

Num Months Winners36
 Dividends

Dividends Received in Model Acct22
 AUM

AUM (AutoTrader live capital)5886030
 Win / Loss

# Losers139

% Winners44.2%
 Frequency

Avg Position Time (mins)3708.58

Avg Position Time (hrs)61.81

Avg Trade Length2.6 days

Last Trade Ago1
 Leverage

Daily leverage (average)2.86

Daily leverage (max)4.28
 Regression

Alpha0.09

Beta0.26

Treynor Index0.36
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats7.66

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats54.88

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.52

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades5.974

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.232

Avg(MAE) / Avg(PL)  Losing trades1.166

HoldandHope Ratio0.167
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.39728

SD0.26188

Sharpe ratio (Glass type estimate)1.51703

Sharpe ratio (Hedges UMVUE)1.49546

df53.00000

t3.21810

p0.00110

Lowerbound of 95% confidence interval for Sharpe Ratio0.54271

Upperbound of 95% confidence interval for Sharpe Ratio2.47832

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.52866

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.46226
 Statistics related to Sortino ratio

Sortino ratio3.82269

Upside Potential Ratio5.41858

Upside part of mean0.56313

Downside part of mean0.16585

Upside SD0.26394

Downside SD0.10393

N nonnegative terms33.00000

N negative terms21.00000
 Statistics related to linear regression on benchmark

N of observations54.00000

Mean of predictor0.08422

Mean of criterion0.39728

SD of predictor0.20525

SD of criterion0.26188

Covariance0.02053

r0.38194

b (slope, estimate of beta)0.48731

a (intercept, estimate of alpha)0.35624

Mean Square Error0.05970

DF error52.00000

t(b)2.98015

p(b)0.00219

t(a)3.07089

p(a)0.00170

Lowerbound of 95% confidence interval for beta0.15918

Upperbound of 95% confidence interval for beta0.81543

Lowerbound of 95% confidence interval for alpha0.12346

Upperbound of 95% confidence interval for alpha0.58901

Treynor index (mean / b)0.81525

Jensen alpha (a)0.35624
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35928

SD0.24874

Sharpe ratio (Glass type estimate)1.44440

Sharpe ratio (Hedges UMVUE)1.42386

df53.00000

t3.06403

p0.00171

Lowerbound of 95% confidence interval for Sharpe Ratio0.47434

Upperbound of 95% confidence interval for Sharpe Ratio2.40194

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.46099

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.38674
 Statistics related to Sortino ratio

Sortino ratio3.31585

Upside Potential Ratio4.89561

Upside part of mean0.53044

Downside part of mean0.17117

Upside SD0.24442

Downside SD0.10835

N nonnegative terms33.00000

N negative terms21.00000
 Statistics related to linear regression on benchmark

N of observations54.00000

Mean of predictor0.06215

Mean of criterion0.35928

SD of predictor0.21324

SD of criterion0.24874

Covariance0.02055

r0.38742

b (slope, estimate of beta)0.45192

a (intercept, estimate of alpha)0.33119

Mean Square Error0.05359

DF error52.00000

t(b)3.03043

p(b)0.00190

t(a)3.02385

p(a)0.00194

Lowerbound of 95% confidence interval for beta0.15267

Upperbound of 95% confidence interval for beta0.75117

Lowerbound of 95% confidence interval for alpha0.11141

Upperbound of 95% confidence interval for alpha0.55097

Treynor index (mean / b)0.79500

Jensen alpha (a)0.33119
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08439

Expected Shortfall on VaR0.11114
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02679

Expected Shortfall on VaR0.05603
 ORDER STATISTICS
 Quartiles of return rates

Number of observations54.00000

Minimum0.87773

Quartile 10.98833

Median1.03011

Quartile 31.07220

Maximum1.24362

Mean of quarter 10.95237

Mean of quarter 21.00516

Mean of quarter 31.04883

Mean of quarter 41.13418

Inter Quartile Range0.08386

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.03704

Mean of outliers high1.24036
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.12645

VaR(95%) (moments method)0.03669

Expected Shortfall (moments method)0.04904

Extreme Value Index (regression method)0.05758

VaR(95%) (regression method)0.05060

Expected Shortfall (regression method)0.07662
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00695

Quartile 10.02032

Median0.03136

Quartile 30.09334

Maximum0.19605

Mean of quarter 10.01319

Mean of quarter 20.02396

Mean of quarter 30.05105

Mean of quarter 40.13739

Inter Quartile Range0.07302

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)0.08678

VaR(95%) (moments method)0.15725

Expected Shortfall (moments method)0.19154

Extreme Value Index (regression method)1.84796

VaR(95%) (regression method)0.23089

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.04679

Compounded annual return (geometric extrapolation)0.47282

Calmar ratio (compounded annual return / max draw down)2.41176

Compounded annual return / average of 25% largest draw downs3.44157

Compounded annual return / Expected Shortfall lognormal4.25415

0.00000

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

Mean0.37807

SD0.21519

Sharpe ratio (Glass type estimate)1.75691

Sharpe ratio (Hedges UMVUE)1.75580

df1193.00000

t3.75060

p0.43141

Lowerbound of 95% confidence interval for Sharpe Ratio0.83575

Upperbound of 95% confidence interval for Sharpe Ratio2.67738

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.83499

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.67662
 Statistics related to Sortino ratio

Sortino ratio3.14948

Upside Potential Ratio10.50300

Upside part of mean1.26081

Downside part of mean0.88274

Upside SD0.18001

Downside SD0.12004

N nonnegative terms413.00000

N negative terms781.00000
 Statistics related to linear regression on benchmark

N of observations1194.00000

Mean of predictor0.08414

Mean of criterion0.37807

SD of predictor0.22566

SD of criterion0.21519

Covariance0.01105

r0.22748

b (slope, estimate of beta)0.21693

a (intercept, estimate of alpha)0.36000

Mean Square Error0.04395

DF error1192.00000

t(b)8.06507

p(b)0.38626

t(a)3.66312

p(a)0.44725

Lowerbound of 95% confidence interval for beta0.16416

Upperbound of 95% confidence interval for beta0.26970

Lowerbound of 95% confidence interval for alpha0.16710

Upperbound of 95% confidence interval for alpha0.55254

Treynor index (mean / b)1.74287

Jensen alpha (a)0.35982
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35492

SD0.21335

Sharpe ratio (Glass type estimate)1.66351

Sharpe ratio (Hedges UMVUE)1.66246

df1193.00000

t3.55121

p0.43500

Lowerbound of 95% confidence interval for Sharpe Ratio0.74263

Upperbound of 95% confidence interval for Sharpe Ratio2.58370

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.74193

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.58300
 Statistics related to Sortino ratio

Sortino ratio2.92323

Upside Potential Ratio10.25330

Upside part of mean1.24488

Downside part of mean0.88996

Upside SD0.17670

Downside SD0.12141

N nonnegative terms413.00000

N negative terms781.00000
 Statistics related to linear regression on benchmark

N of observations1194.00000

Mean of predictor0.05856

Mean of criterion0.35492

SD of predictor0.22657

SD of criterion0.21335

Covariance0.01095

r0.22656

b (slope, estimate of beta)0.21335

a (intercept, estimate of alpha)0.34242

Mean Square Error0.04322

DF error1192.00000

t(b)8.03104

p(b)0.38672

t(a)3.51576

p(a)0.44935

Lowerbound of 95% confidence interval for beta0.16123

Upperbound of 95% confidence interval for beta0.26547

Lowerbound of 95% confidence interval for alpha0.15133

Upperbound of 95% confidence interval for alpha0.53351

Treynor index (mean / b)1.66356

Jensen alpha (a)0.34242
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02012

Expected Shortfall on VaR0.02549
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00912

Expected Shortfall on VaR0.01784
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1194.00000

Minimum0.95459

Quartile 10.99599

Median1.00000

Quartile 31.00524

Maximum1.08753

Mean of quarter 10.98748

Mean of quarter 20.99934

Mean of quarter 31.00105

Mean of quarter 41.01832

Inter Quartile Range0.00925

Number outliers low60.00000

Percentage of outliers low0.05025

Mean of outliers low0.97522

Number of outliers high94.00000

Percentage of outliers high0.07873

Mean of outliers high1.03281
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.09733

VaR(95%) (moments method)0.01045

Expected Shortfall (moments method)0.01382

Extreme Value Index (regression method)0.03990

VaR(95%) (regression method)0.01232

Expected Shortfall (regression method)0.01713
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations48.00000

Minimum0.00035

Quartile 10.00885

Median0.03586

Quartile 30.06788

Maximum0.19750

Mean of quarter 10.00344

Mean of quarter 20.02129

Mean of quarter 30.05173

Mean of quarter 40.10876

Inter Quartile Range0.05903

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.06250

Mean of outliers high0.17816
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.16336

VaR(95%) (moments method)0.11961

Expected Shortfall (moments method)0.16465

Extreme Value Index (regression method)0.18566

VaR(95%) (regression method)0.11982

Expected Shortfall (regression method)0.16534
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.03653

Compounded annual return (geometric extrapolation)0.46642

Calmar ratio (compounded annual return / max draw down)2.36157

Compounded annual return / average of 25% largest draw downs4.28835

Compounded annual return / Expected Shortfall lognormal18.29700

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

Mean0.07766

SD0.07363

Sharpe ratio (Glass type estimate)1.05474

Sharpe ratio (Hedges UMVUE)1.04864

df130.00000

t0.74581

p0.46736

Lowerbound of 95% confidence interval for Sharpe Ratio1.72197

Upperbound of 95% confidence interval for Sharpe Ratio3.82758

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.72609

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.82338
 Statistics related to Sortino ratio

Sortino ratio1.76959

Upside Potential Ratio9.87325

Upside part of mean0.43330

Downside part of mean0.35564

Upside SD0.05897

Downside SD0.04389

N nonnegative terms44.00000

N negative terms87.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.07160

Mean of criterion0.07766

SD of predictor0.21768

SD of criterion0.07363

Covariance0.00212

r0.13198

b (slope, estimate of beta)0.04464

a (intercept, estimate of alpha)0.07446

Mean Square Error0.00537

DF error129.00000

t(b)1.51219

p(b)0.41623

t(a)0.71850

p(a)0.45983

Lowerbound of 95% confidence interval for beta0.01377

Upperbound of 95% confidence interval for beta0.10305

Lowerbound of 95% confidence interval for alpha0.13059

Upperbound of 95% confidence interval for alpha0.27952

Treynor index (mean / b)1.73966

Jensen alpha (a)0.07446
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.07496

SD0.07346

Sharpe ratio (Glass type estimate)1.02045

Sharpe ratio (Hedges UMVUE)1.01455

df130.00000

t0.72156

p0.46842

Lowerbound of 95% confidence interval for Sharpe Ratio1.75607

Upperbound of 95% confidence interval for Sharpe Ratio3.79309

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.76000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.78909
 Statistics related to Sortino ratio

Sortino ratio1.70258

Upside Potential Ratio9.80140

Upside part of mean0.43153

Downside part of mean0.35657

Upside SD0.05863

Downside SD0.04403

N nonnegative terms44.00000

N negative terms87.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.04822

Mean of criterion0.07496

SD of predictor0.21670

SD of criterion0.07346

Covariance0.00211

r0.13225

b (slope, estimate of beta)0.04483

a (intercept, estimate of alpha)0.07280

Mean Square Error0.00534

DF error129.00000

t(b)1.51537

p(b)0.41605

t(a)0.70417

p(a)0.46063

VAR (95 Confidence Intrvl)0.02000

Lowerbound of 95% confidence interval for beta0.01370

Upperbound of 95% confidence interval for beta0.10336

Lowerbound of 95% confidence interval for alpha0.13174

Upperbound of 95% confidence interval for alpha0.27734

Treynor index (mean / b)1.67205

Jensen alpha (a)0.07280
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00715

Expected Shortfall on VaR0.00903
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00371

Expected Shortfall on VaR0.00692
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98921

Quartile 10.99832

Median1.00000

Quartile 31.00258

Maximum1.01712

Mean of quarter 10.99516

Mean of quarter 20.99973

Mean of quarter 31.00055

Mean of quarter 41.00617

Inter Quartile Range0.00425

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.98979

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.01426
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.51290

VaR(95%) (moments method)0.00421

Expected Shortfall (moments method)0.00436

Extreme Value Index (regression method)0.35813

VaR(95%) (regression method)0.00495

Expected Shortfall (regression method)0.00606
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00321

Quartile 10.00410

Median0.01077

Quartile 30.02068

Maximum0.02650

Mean of quarter 10.00355

Mean of quarter 20.01072

Mean of quarter 30.02061

Mean of quarter 40.02412

Inter Quartile Range0.01658

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)0.49331

VaR(95%) (moments method)0.02554

Expected Shortfall (moments method)0.02702

Extreme Value Index (regression method)1.14787

VaR(95%) (regression method)0.02867

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?382395000

Max Equity Drawdown (num days)166
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.10556

Compounded annual return (geometric extrapolation)0.10834

Calmar ratio (compounded annual return / max draw down)4.08919

Compounded annual return / average of 25% largest draw downs4.49140

Compounded annual return / Expected Shortfall lognormal11.99480
Strategy Description
The TQQQ Aspire Strategy is based on a statistical computer model whose signals are designed to be efficiently traded utilizing C2’s AutoTrading technology. This Strategy uses the leveraged ETF TQQQ which is highly correlated to the Nasdaq 100 Index (NDX). This is one of the Top Ten popular ETFs for traders with a substantial trading volume on a daily basis.
White Paper
If you would like to review a white paper that compares TQQQ Aspire relative to other Strategies using the C2 Grid as an evaluation tool, please copy this link into your browser:
https://docsend.com/view/jp573wafamuqrz5f
Strategy Philosophy
1. Alternative Investment Strategy – As an Alternative Investment Strategy, TQQQ Aspire is built to be a small portion of your investable assets. Due to the inherent leveraged price movement (3X the Nasdaq price movement), We encourage investors to limit this to less than 10% of their portfolio.
2. Substantial Returns  The intent of this Strategy is to provide substantial returns as part of a larger investor portfolio. In other words, diversification is the responsibility of the investor subscribing to this Strategy.
3. “Windows of Momentum” – TQQQ Aspire seeks to limit exposure to brief periods of time as the Strategy constantly seeks momentum. During low volatility periods, a swing strategy is applied and our algorithm may signal positions can be held overnight. The StopLoss calculation on Day 1 of a swing trade and all subsequent days in the trade is part of the “Secret Sauce” and is calculated on a daily basis for the each day’s trading. However, when volatility is high, like 2022, out algorithm has been modified where entries and exits are likely to occur in the same day.
4. Lost Crystal Ball – We still haven’t seen a Strategy with a Crystal Ball for predicting when to close a position at the peak. Believe us, if someone had a reliable method of making this decision, we would all be living in luxury. Depending on volatility levels, exits occur either in the same day (high volatility) or positions can be held overnight when volatility is low and our algorithm calculates a statistical probability for doing so.
5. Risk Mitigation – TQQQ Aspire never leaves a trade position “exposed.” This means there is a StopLoss in effect at the point of the trade entry and there is one in place until the closing of the trade.
6. Trading Adjustment  Prior to 2022, the swing trade strategy often held positions overnight. During low volatility and when higher probability calculations to hold overnight occur, the average length of a position is 5+ days according to backtesting. Some trades have lasted as long as in excess of 20 days...it simply depends on the strength of the momentum. A trade to enter a position can also occur with a StopLoss on the same day should the market turn downward. At higher volatility levels, we adjusted our algorithm to accommodate this volatility by exiting a trade typically on the same day as the entry utilizes a "Profit Taker" or limit order to sell should a calculated profit be reached. However, when volatility is low and a calculated decision occurs to hold overnight, a trade to enter and a trade to close a position can occur on separate days.
7. Trade Entry – Recently, we have adjusted our entries to occur shortly after the open. Subsequently, we may adjust our StopLoss and ProfitTaker sell orders based on mathematical adjustments during the trading day. This is why we recommend AutoTrading so you do not miss the trading signals early in the day or the order adjustments throughout the day.
8. Pursuit of Simplicity – This Strategy in its earliest form was more complex than today’s Strategy. We put a great deal of energy into simplifying the Strategy and through exhaustive backtesting. The “Secret Sauce” for this Strategy is partly due to identifying a unique advantage and then using simplicity to make the Strategy more efficient.
9. Strategy Leader Discretion  This Strategy, albeit based mostly on a quantitative strategy is not 100% mechanical. If market circumstances or geopolitical conditions arise that could impact performance of a trade in the opinion of the strategy leader, discretion may be exercised by overriding the calculated signal.
On November 1, 2019, we enhanced this model to improve the entry decision and StopLoss calculation. The performance during rising and falling markets has made a substantial improvement during this timeperiod. The current C2 Max Drawdown reported on this Strategy occurred prior to this model update.
On January 1, 2023, we added adjustments to our algorithm that accommodate increased trading volatility. While 2022 was a difficult year, the "silver lining" to this extended downturn was the market's provision of substantial data for similar volatile periods in the future.
The main inventor of this Strategy has been building statistical models for many years. His initial work was for the Department of Defense during the 1980's. We have been working on the key elements of this financial model's technique for over 8 years. v.2152023
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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