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
06/14/2023
Most recent certification approved
8/27/24 14:37 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
932
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
851
Percent signals followed since 06/14/2023
91.3%
This information was last updated
11/8/24 10:53 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 06/14/2023,
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.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
stockBot
(145863618)
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  06/14/2023 
Most recent certification approved  8/27/24 14:37 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  932 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  851 
Percent signals followed since 06/14/2023  91.3% 
This information was last updated  11/8/24 10:53 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 06/14/2023, 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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $69.00 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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."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.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  

2023  +0.6%  (4.9%)  +3.0%  +11.9%  +10.3%  
2024  +0.3%  +2.6%  (1.9%)  +8.0%  +3.9%  (1.8%)  +11.2%  (7%)  +5.8%  +16.1%  (5.1%)  +34.2% 
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  $50,000  
Buy Power  $47,245  
Cash  $1  
Equity  $1  
Cumulative $  $26,394  
Includes dividends and cashsettled expirations:  $236  Itemized 
Total System Equity  $76,394  
Margined  $1  
Open P/L  ($4,404)  
Data has been delayed by 24 hours for nonsubscribers 
System developer has asked us to delay this information by 24 hours.
Trading Record
Statistics

Strategy began9/19/2023

Suggested Minimum Cap$35,000

Strategy Age (days)416.92

Age14 months ago

What it tradesStocks

# Trades311

# Profitable299

% Profitable96.10%

Avg trade duration7.5 days

Max peaktovalley drawdown14.56%

drawdown periodAug 01, 2024  Sept 11, 2024

Annual Return (Compounded)40.7%

Avg win$111.11

Avg loss$586.83
 Model Account Values (Raw)

Cash$54,223

Margin Used$0

Buying Power$47,245
 Ratios

W:L ratio4.75:1

Sharpe Ratio1.32

Sortino Ratio2.6

Calmar Ratio3.985
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)13.16%

Correlation to SP5000.29180

Return Percent SP500 (cumu) during strategy life34.91%
 Return Statistics

Ann Return (w trading costs)40.7%
 Slump

Current Slump as Pcnt Equity7.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.03%
 Return Statistics

Return Pcnt Since TOS Status52.320%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.407%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)44.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss13.00%

Chance of 20% account loss0.50%

Chance of 30% account lossn/a

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)933

Popularity (Last 6 weeks)979
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score987

Popularity (7 days, Percentile 1000 scale)979
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$587

Avg Win$111

Sum Trade PL (losers)$7,042.000
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$33,222.000

# Winners299

Num Months Winners10
 Dividends

Dividends Received in Model Acct237
 AUM

AUM (AutoTrader live capital)196218
 Win / Loss

# Losers12

% Winners96.1%
 Frequency

Avg Position Time (mins)10845.80

Avg Position Time (hrs)180.76

Avg Trade Length7.5 days

Last Trade Ago1
 Leverage

Daily leverage (average)0.57

Daily leverage (max)1.58
 Regression

Alpha0.06

Beta0.49

Treynor Index0.20
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)5.36

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades2.733

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 trades1.864

Avg(MAE) / Avg(PL)  Losing trades1.170

HoldandHope Ratio0.369
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.47680

SD0.27846

Sharpe ratio (Glass type estimate)1.71225

Sharpe ratio (Hedges UMVUE)1.59232

df11.00000

t1.71225

p0.05743

Lowerbound of 95% confidence interval for Sharpe Ratio0.40529

Upperbound of 95% confidence interval for Sharpe Ratio3.76189

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47751

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.66215
 Statistics related to Sortino ratio

Sortino ratio7.10057

Upside Potential Ratio8.97751

Upside part of mean0.60283

Downside part of mean0.12604

Upside SD0.29243

Downside SD0.06715

N nonnegative terms8.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.24908

Mean of criterion0.47680

SD of predictor0.13603

SD of criterion0.27846

Covariance0.00583

r0.15395

b (slope, estimate of beta)0.31516

a (intercept, estimate of alpha)0.39830

Mean Square Error0.08327

DF error10.00000

t(b)0.49272

p(b)0.31643

t(a)1.20831

p(a)0.12736

Lowerbound of 95% confidence interval for beta1.11005

Upperbound of 95% confidence interval for beta1.74038

Lowerbound of 95% confidence interval for alpha0.33617

Upperbound of 95% confidence interval for alpha1.13276

Treynor index (mean / b)1.51286

Jensen alpha (a)0.39830
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.43534

SD0.25767

Sharpe ratio (Glass type estimate)1.68954

Sharpe ratio (Hedges UMVUE)1.57120

df11.00000

t1.68954

p0.05961

Lowerbound of 95% confidence interval for Sharpe Ratio0.42449

Upperbound of 95% confidence interval for Sharpe Ratio3.73630

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.49580

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.63821
 Statistics related to Sortino ratio

Sortino ratio6.37260

Upside Potential Ratio8.24695

Upside part of mean0.56339

Downside part of mean0.12804

Upside SD0.26830

Downside SD0.06831

N nonnegative terms8.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.23796

Mean of criterion0.43534

SD of predictor0.13173

SD of criterion0.25767

Covariance0.00510

r0.15018

b (slope, estimate of beta)0.29375

a (intercept, estimate of alpha)0.36544

Mean Square Error0.07139

DF error10.00000

t(b)0.48036

p(b)0.32065

t(a)1.20116

p(a)0.12868

Lowerbound of 95% confidence interval for beta1.06880

Upperbound of 95% confidence interval for beta1.65630

Lowerbound of 95% confidence interval for alpha0.31245

Upperbound of 95% confidence interval for alpha1.04332

Treynor index (mean / b)1.48201

Jensen alpha (a)0.36544
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08247

Expected Shortfall on VaR0.11021
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01885

Expected Shortfall on VaR0.03713
 ORDER STATISTICS
 Quartiles of return rates

Number of observations12.00000

Minimum0.95881

Quartile 10.98466

Median1.01497

Quartile 31.07472

Maximum1.23601

Mean of quarter 10.96513

Mean of quarter 21.00361

Mean of quarter 31.05201

Mean of quarter 41.14749

Inter Quartile Range0.09006

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.08333

Mean of outliers high1.23601
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)85.78630

VaR(95%) (moments method)0.03675

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.25648

VaR(95%) (regression method)0.05557

Expected Shortfall (regression method)0.05573
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.01211

Quartile 10.02179

Median0.03171

Quartile 30.03909

Maximum0.04119

Mean of quarter 10.01211

Mean of quarter 20.02502

Mean of quarter 30.03839

Mean of quarter 40.04119

Inter Quartile Range0.01730

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)0.58923

Compounded annual return (geometric extrapolation)0.58923

Calmar ratio (compounded annual return / max draw down)14.30370

Compounded annual return / average of 25% largest draw downs14.30370

Compounded annual return / Expected Shortfall lognormal5.34619

0.00000

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

Mean0.40823

SD0.22226

Sharpe ratio (Glass type estimate)1.83673

Sharpe ratio (Hedges UMVUE)1.83168

df273.00000

t1.87832

p0.03070

Lowerbound of 95% confidence interval for Sharpe Ratio0.08764

Upperbound of 95% confidence interval for Sharpe Ratio3.75785

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09103

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.75439
 Statistics related to Sortino ratio

Sortino ratio3.61634

Upside Potential Ratio11.19680

Upside part of mean1.26396

Downside part of mean0.85573

Upside SD0.19265

Downside SD0.11288

N nonnegative terms145.00000

N negative terms129.00000
 Statistics related to linear regression on benchmark

N of observations274.00000

Mean of predictor0.26802

Mean of criterion0.40823

SD of predictor0.13753

SD of criterion0.22226

Covariance0.00906

r0.29642

b (slope, estimate of beta)0.47903

a (intercept, estimate of alpha)0.28000

Mean Square Error0.04522

DF error272.00000

t(b)5.11883

p(b)0.00000

t(a)1.33603

p(a)0.09133

Lowerbound of 95% confidence interval for beta0.29479

Upperbound of 95% confidence interval for beta0.66327

Lowerbound of 95% confidence interval for alpha0.13252

Upperbound of 95% confidence interval for alpha0.69221

Treynor index (mean / b)0.85220

Jensen alpha (a)0.27984
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.38376

SD0.21905

Sharpe ratio (Glass type estimate)1.75195

Sharpe ratio (Hedges UMVUE)1.74713

df273.00000

t1.79162

p0.03715

Lowerbound of 95% confidence interval for Sharpe Ratio0.17180

Upperbound of 95% confidence interval for Sharpe Ratio3.67258

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17503

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.66929
 Statistics related to Sortino ratio

Sortino ratio3.36185

Upside Potential Ratio10.91410

Upside part of mean1.24586

Downside part of mean0.86210

Upside SD0.18799

Downside SD0.11415

N nonnegative terms145.00000

N negative terms129.00000
 Statistics related to linear regression on benchmark

N of observations274.00000

Mean of predictor0.25845

Mean of criterion0.38376

SD of predictor0.13736

SD of criterion0.21905

Covariance0.00896

r0.29780

b (slope, estimate of beta)0.47493

a (intercept, estimate of alpha)0.26102

Mean Square Error0.04389

DF error272.00000

t(b)5.14496

p(b)0.00000

t(a)1.26560

p(a)0.10337

Lowerbound of 95% confidence interval for beta0.29320

Upperbound of 95% confidence interval for beta0.65666

Lowerbound of 95% confidence interval for alpha0.14501

Upperbound of 95% confidence interval for alpha0.66705

Treynor index (mean / b)0.80805

Jensen alpha (a)0.26102
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02058

Expected Shortfall on VaR0.02609
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00721

Expected Shortfall on VaR0.01453
 ORDER STATISTICS
 Quartiles of return rates

Number of observations274.00000

Minimum0.95711

Quartile 10.99608

Median1.00041

Quartile 31.00531

Maximum1.08421

Mean of quarter 10.98856

Mean of quarter 20.99868

Mean of quarter 31.00208

Mean of quarter 41.01729

Inter Quartile Range0.00922

Number outliers low12.00000

Percentage of outliers low0.04380

Mean of outliers low0.97552

Number of outliers high17.00000

Percentage of outliers high0.06204

Mean of outliers high1.03999
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07328

VaR(95%) (moments method)0.01001

Expected Shortfall (moments method)0.01436

Extreme Value Index (regression method)0.04353

VaR(95%) (regression method)0.01103

Expected Shortfall (regression method)0.01580
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations21.00000

Minimum0.00004

Quartile 10.00607

Median0.00924

Quartile 30.01881

Maximum0.12782

Mean of quarter 10.00200

Mean of quarter 20.00794

Mean of quarter 30.01516

Mean of quarter 40.07574

Inter Quartile Range0.01274

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.19048

Mean of outliers high0.08603
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.84024

VaR(95%) (moments method)0.05393

Expected Shortfall (moments method)0.05529

Extreme Value Index (regression method)0.56522

VaR(95%) (regression method)0.10920

Expected Shortfall (regression method)0.12949
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.51450

Compounded annual return (geometric extrapolation)0.50934

Calmar ratio (compounded annual return / max draw down)3.98491

Compounded annual return / average of 25% largest draw downs6.72485

Compounded annual return / Expected Shortfall lognormal19.52170

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

Mean0.34747

SD0.27058

Sharpe ratio (Glass type estimate)1.28416

Sharpe ratio (Hedges UMVUE)1.27673

df130.00000

t0.90804

p0.46031

Lowerbound of 95% confidence interval for Sharpe Ratio1.49446

Upperbound of 95% confidence interval for Sharpe Ratio4.05794

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.49941

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.05288
 Statistics related to Sortino ratio

Sortino ratio2.37428

Upside Potential Ratio10.94080

Upside part of mean1.60115

Downside part of mean1.25368

Upside SD0.22737

Downside SD0.14635

N nonnegative terms63.00000

N negative terms68.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.26055

Mean of criterion0.34747

SD of predictor0.13455

SD of criterion0.27058

Covariance0.00951

r0.26126

b (slope, estimate of beta)0.52539

a (intercept, estimate of alpha)0.21058

Mean Square Error0.06875

DF error129.00000

t(b)3.07413

p(b)0.33559

t(a)0.56386

p(a)0.46845

Lowerbound of 95% confidence interval for beta0.18725

Upperbound of 95% confidence interval for beta0.86353

Lowerbound of 95% confidence interval for alpha0.52832

Upperbound of 95% confidence interval for alpha0.94948

Treynor index (mean / b)0.66136

Jensen alpha (a)0.21058
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.31157

SD0.26690

Sharpe ratio (Glass type estimate)1.16738

Sharpe ratio (Hedges UMVUE)1.16064

df130.00000

t0.82547

p0.46390

Lowerbound of 95% confidence interval for Sharpe Ratio1.61023

Upperbound of 95% confidence interval for Sharpe Ratio3.94065

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.61476

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.93603
 Statistics related to Sortino ratio

Sortino ratio2.10320

Upside Potential Ratio10.63850

Upside part of mean1.57600

Downside part of mean1.26443

Upside SD0.22162

Downside SD0.14814

N nonnegative terms63.00000

N negative terms68.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.25140

Mean of criterion0.31157

SD of predictor0.13472

SD of criterion0.26690

Covariance0.00957

r0.26610

b (slope, estimate of beta)0.52720

a (intercept, estimate of alpha)0.17903

Mean Square Error0.06670

DF error129.00000

t(b)3.13542

p(b)0.33261

t(a)0.48692

p(a)0.47274

VAR (95 Confidence Intrvl)0.02100

Lowerbound of 95% confidence interval for beta0.19452

Upperbound of 95% confidence interval for beta0.85987

Lowerbound of 95% confidence interval for alpha0.54844

Upperbound of 95% confidence interval for alpha0.90651

Treynor index (mean / b)0.59099

Jensen alpha (a)0.17903
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02560

Expected Shortfall on VaR0.03227
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01136

Expected Shortfall on VaR0.02114
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95711

Quartile 10.99286

Median0.99988

Quartile 31.00764

Maximum1.08421

Mean of quarter 10.98460

Mean of quarter 20.99663

Mean of quarter 31.00337

Mean of quarter 41.02119

Inter Quartile Range0.01479

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.96352

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.05482
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01464

VaR(95%) (moments method)0.01492

Expected Shortfall (moments method)0.01994

Extreme Value Index (regression method)0.34770

VaR(95%) (regression method)0.01417

Expected Shortfall (regression method)0.02287
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00924

Quartile 10.01461

Median0.03409

Quartile 30.09018

Maximum0.12782

Mean of quarter 10.01132

Mean of quarter 20.01827

Mean of quarter 30.04991

Mean of quarter 40.11571

Inter Quartile Range0.07557

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 Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?392687000

Max Equity Drawdown (num days)41
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.36999

Compounded annual return (geometric extrapolation)0.40421

Calmar ratio (compounded annual return / max draw down)3.16246

Compounded annual return / average of 25% largest draw downs3.49326

Compounded annual return / Expected Shortfall lognormal12.52530
Strategy Description
Stock Selection – Intelligent Vetting for Maximum Potential
Our sophisticated algorithm vets stock tickers using a comprehensive scoring system. We analyze key factors like dividends, earnings reports, volume, price, beta, and more. Only stocks that meet our strict criteria make it into the pool for potential trades, ensuring we focus on highquality opportunities.
Smart Entries and Exits – Maximize Gains with CuttingEdge Analysis
Using a combination of technical indicators like the SMA/FMA, RSI, and ADX, our algorithm pinpoints optimal buying and selling points from the vetted stock pool. This ensures that every move is grounded in data and built to capitalize on market trends.
Proven Results
With years of experience in the stock market, our approach consistently outperforms. In 2021, our equity return exceeded 52%, and in 2022, we saw an impressive 13% return (figures not validated by Collective2). This track record showcases our ability to deliver in both bull and bear markets.
Frequently Asked Questions
Can I Auto Trade with less than $25,000 in my brokerage account?
No, it’s recommended to have at least $25,000 in your account to avoid Pattern Day Trading (PDT) restrictions. Without this, autotrading is not advised and maybe a little more to manage drawdown if you are a first time trader.
What settings should I use for scaling, max size, and stoploss?
These settings should align with your personal risk tolerance. While we don't use a stoploss in our strategy, implementing one can help manage risk. Keep in mind, our stocks tend to move fast, so we don’t recommend joining trades already in progress.
Do you trade on margin?
Primarily, we use a cash account, but margins may be employed when necessary to seize profitable opportunities.
Patience Pays Off
Trading comes with ups and downs, and success requires patience. If you're seeking instant gains, our strategy may not be the best fit. We believe in a thoughtful, disciplined approach to trading that drives longterm results.
Ready to Elevate Your Trading?
Thank you for your interest in our strategy. Join us for a smarter way to trade, driven by data and designed to help you consistently beat the market. Please note that trading is risky and past results are not indicative of future results.
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.