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Silver Thorn
(148862273)

Created by: FedericoDominguez4 FedericoDominguez4
Started: 08/2024
Stocks
Last trade: 10 days ago

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $49.00 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.

37.5%
Annual Return (Compounded)

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(31.6%)
Max Drawdown
312
Num Trades
53.5%
Win Trades
1.4 : 1
Profit Factor
56.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                 +8.4%(2.7%)+6.4%+22.0%(2.5%)+33.6%
2025+1.8%(4.8%)(1.9%)(6.4%)+9.4%+19.6%+3.5%+4.0%+4.7%(4%)+0.7%(4.5%)+21.1%
2026+2.7%(3%)(18.8%)+4.5%+1.2%(2%)+39.1%  -                          +16.7%

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.

LiveSignal

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#SomosLeyenda
There's no strategy description.
is this strategy trades US stocks at all?
???? The algorithm doesn’t dream of alpha — it becomes alpha. #Quant #DarwinianTrading #EdgebridgeAI #SilverThorn
This strategy trades Listed US stocks and ETF's
Open LiveSignal

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

Trading Record

This strategy has placed 52 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 271 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/26/26 15:55 EMR EMERSON ELECTRIC LONG 52 143.08 7/24 15:55 144.19 0.52%
Trade id #156720743
Max drawdown($331)
Time7/8/26 0:00
Quant open36
Worst price134.20
Drawdown as % of equity-0.52%
 $57
Includes Typical Broker Commissions trade costs of $1.04
7/6/26 15:55 ETON ETON PHARMACEUTCIALS INC. COMMON STOCK LONG 802 39.47 7/24 15:55 41.02 2.64%
Trade id #156809571
Max drawdown($1,649)
Time7/9/26 0:00
Quant open618
Worst price35.68
Drawdown as % of equity-2.64%
 $1,238
Includes Typical Broker Commissions trade costs of $9.33
7/15/26 15:55 WELL WELLTOWER INC LONG 90 235.50 7/23 15:55 246.23 0.04%
Trade id #156920354
Max drawdown($25)
Time7/15/26 15:59
Quant open75
Worst price233.15
Drawdown as % of equity-0.04%
 $964
Includes Typical Broker Commissions trade costs of $1.80
7/9/26 15:55 SAN SANTANDER FINANCE SA UNIPERSON LONG 1,469 13.77 7/21 15:55 13.68 0.84%
Trade id #156856332
Max drawdown($537)
Time7/17/26 0:00
Quant open1,197
Worst price13.33
Drawdown as % of equity-0.84%
 ($136)
Includes Typical Broker Commissions trade costs of $8.39
6/15/26 15:55 IHG INTERCONTINENTAL HOTELS LONG 89 170.29 7/15 15:55 167.89 0.49%
Trade id #156589177
Max drawdown($310)
Time7/14/26 0:00
Quant open23
Worst price156.79
Drawdown as % of equity-0.49%
 ($216)
Includes Typical Broker Commissions trade costs of $1.78
6/18/26 15:55 LNTH LANTHEUS HOLDINGS INC. COMMON STOCK LONG 289 106.22 7/15 15:55 104.76 1.43%
Trade id #156628883
Max drawdown($909)
Time7/7/26 0:00
Quant open138
Worst price99.63
Drawdown as % of equity-1.43%
 ($427)
Includes Typical Broker Commissions trade costs of $5.78
6/11/26 15:55 AAAU GOLDMAN SACHS PHYSICAL GOLD ETF LONG 320 41.11 7/9 15:55 40.48 0.45%
Trade id #156545885
Max drawdown($317)
Time6/24/26 0:00
Quant open112
Worst price39.03
Drawdown as % of equity-0.45%
 ($206)
Includes Typical Broker Commissions trade costs of $6.40
7/7/26 9:30 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 50 165.29 7/7 15:55 162.46 1.21%
Trade id #156815894
Max drawdown($760)
Time7/7/26 10:44
Quant open50
Worst price150.08
Drawdown as % of equity-1.21%
 ($143)
Includes Typical Broker Commissions trade costs of $1.00
7/2/26 15:55 SPMO INVESCO SP500 MOMENTUM PORTFOLIO LONG 142 150.37 7/6 15:55 152.92 n/a $359
Includes Typical Broker Commissions trade costs of $2.84
6/18/26 15:55 STX SEAGATE TECHNOLOGY LONG 48 1043.86 7/2 15:55 899.68 9.53%
Trade id #156628881
Max drawdown($6,204)
Time7/2/26 14:23
Quant open25
Worst price795.66
Drawdown as % of equity-9.53%
 ($6,922)
Includes Typical Broker Commissions trade costs of $0.96
6/15/26 15:55 GE GE AEROSPACE LONG 26 343.22 6/25 15:55 362.18 0.05%
Trade id #156589173
Max drawdown($32)
Time6/15/26 15:58
Quant open26
Worst price341.96
Drawdown as % of equity-0.05%
 $492
Includes Typical Broker Commissions trade costs of $0.52
6/16/26 15:55 FEIM FREQUENCY ELECTRONICS LONG 216 70.47 6/25 15:55 69.10 0.71%
Trade id #156602341
Max drawdown($513)
Time6/23/26 0:00
Quant open115
Worst price66.01
Drawdown as % of equity-0.71%
 ($298)
Includes Typical Broker Commissions trade costs of $4.32
6/15/26 15:55 DUK DUKE ENERGY LONG 15 125.30 6/18 15:55 123.71 0.05%
Trade id #156589171
Max drawdown($37)
Time6/18/26 15:15
Quant open15
Worst price122.83
Drawdown as % of equity-0.05%
 ($24)
Includes Typical Broker Commissions trade costs of $0.30
6/15/26 15:55 USMV ISHARES EDGE MSCI MIN VOL USA LONG 104 96.22 6/18 15:55 94.36 0.3%
Trade id #156589184
Max drawdown($214)
Time6/18/26 15:18
Quant open104
Worst price94.15
Drawdown as % of equity-0.30%
 ($195)
Includes Typical Broker Commissions trade costs of $2.08
6/15/26 15:55 SHV ISHARES 0-1 YEAR TBND ETF LONG 132 110.21 6/16 15:55 110.22 0%
Trade id #156589186
Max drawdown($1)
Time6/15/26 15:59
Quant open132
Worst price110.20
Drawdown as % of equity-0.00%
 ($2)
Includes Typical Broker Commissions trade costs of $2.64
6/1/26 15:55 STX SEAGATE TECHNOLOGY LONG 22 919.63 6/15 15:55 984.90 3.43%
Trade id #156379263
Max drawdown($2,354)
Time6/9/26 0:00
Quant open20
Worst price801.89
Drawdown as % of equity-3.43%
 $1,436
Includes Typical Broker Commissions trade costs of $0.44
6/2/26 15:55 VGT VANGUARD INFORMATION TECHNOLOG LONG 16 125.75 6/15 15:55 119.55 0.36%
Trade id #156392987
Max drawdown($246)
Time6/9/26 0:00
Quant open16
Worst price110.35
Drawdown as % of equity-0.36%
 ($99)
Includes Typical Broker Commissions trade costs of $0.32
6/9/26 15:55 ENFR ALERIAN ENERGY INFRASTRUCTURE LONG 24 38.18 6/15 15:55 38.06 0.01%
Trade id #156498046
Max drawdown($8)
Time6/15/26 9:33
Quant open23
Worst price37.82
Drawdown as % of equity-0.01%
 ($3)
Includes Typical Broker Commissions trade costs of $0.48
6/1/26 15:55 USCI UNITED STATES COMMODITY INDEX LONG 140 99.13 6/15 15:55 94.69 0.82%
Trade id #156379271
Max drawdown($575)
Time6/15/26 12:15
Quant open112
Worst price93.99
Drawdown as % of equity-0.82%
 ($624)
Includes Typical Broker Commissions trade costs of $2.80
6/11/26 15:55 FER FERROVIAL N.V. LONG 147 67.33 6/15 15:55 68.51 0.11%
Trade id #156545890
Max drawdown($74)
Time6/12/26 0:00
Quant open147
Worst price66.82
Drawdown as % of equity-0.11%
 $170
Includes Typical Broker Commissions trade costs of $2.94
6/1/26 15:55 VNOM VIPER ENERGY PARTNERS LP COMMO LONG 308 45.64 6/15 15:55 44.01 1.02%
Trade id #156379275
Max drawdown($709)
Time6/15/26 9:30
Quant open247
Worst price42.77
Drawdown as % of equity-1.02%
 ($510)
Includes Typical Broker Commissions trade costs of $6.16
6/9/26 15:55 AM ANTERO MIDSTREAM CORP LONG 454 21.26 6/15 15:55 21.36 0.07%
Trade id #156498050
Max drawdown($48)
Time6/15/26 9:30
Quant open439
Worst price21.15
Drawdown as % of equity-0.07%
 $35
Includes Typical Broker Commissions trade costs of $9.08
6/2/26 15:55 SHV ISHARES 0-1 YEAR TBND ETF LONG 107 110.08 6/11 15:55 110.16 0%
Trade id #156392995
Max drawdown($1)
Time6/2/26 15:58
Quant open105
Worst price110.07
Drawdown as % of equity-0.00%
 $6
Includes Typical Broker Commissions trade costs of $2.14
6/1/26 15:55 RL RALPH LAUREN LONG 17 367.57 6/9 15:55 389.68 0.29%
Trade id #156379257
Max drawdown($201)
Time6/4/26 0:00
Quant open16
Worst price355.00
Drawdown as % of equity-0.29%
 $376
Includes Typical Broker Commissions trade costs of $0.34
6/5/26 15:58 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 30 184.96 6/8 15:55 211.74 n/a $802
Includes Typical Broker Commissions trade costs of $0.60

Statistics

  • Strategy began
    8/7/2024
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    725.24
  • Age
    24 months ago
  • What it trades
    Stocks
  • # Trades
    312
  • # Profitable
    167
  • % Profitable
    53.50%
  • Avg trade duration
    22.7 days
  • Max peak-to-valley drawdown
    31.56%
  • drawdown period
    Oct 16, 2025 - March 30, 2026
  • Annual Return (Compounded)
    37.5%
  • Avg win
    $713.90
  • Avg loss
    $585.80
  • Model Account Values (Raw)
  • Cash
    $50,811
  • Margin Used
    ($21,498)
  • Buying Power
    $97,461
  • Ratios
  • W:L ratio
    1.41:1
  • Sharpe Ratio
    0.93
  • Sortino Ratio
    1.8
  • Calmar Ratio
    1.408
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    44.78%
  • Correlation to SP500
    0.29820
  • Return Percent SP500 (cumu) during strategy life
    44.05%
  • Return Statistics
  • Ann Return (w trading costs)
    37.5%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.375%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    39.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    50.50%
  • Chance of 20% account loss
    13.50%
  • Chance of 30% account loss
    2.50%
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    75.93%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    622
  • Popularity (Last 6 weeks)
    745
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    935
  • Popularity (7 days, Percentile 1000 scale)
    790
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $587
  • Avg Win
    $791
  • Sum Trade PL (losers)
    $85,074.000
  • Age
  • Num Months filled monthly returns table
    25
  • Win / Loss
  • Sum Trade PL (winners)
    $132,096.000
  • # Winners
    167
  • Num Months Winners
    14
  • Dividends
  • Dividends Received in Model Acct
    438
  • Win / Loss
  • # Losers
    145
  • % Winners
    53.5%
  • Frequency
  • Avg Position Time (mins)
    32755.60
  • Avg Position Time (hrs)
    545.93
  • Avg Trade Length
    22.7 days
  • Last Trade Ago
    2
  • Leverage
  • Daily leverage (average)
    0.85
  • Daily leverage (max)
    2.95
  • Regression
  • Alpha
    0.07
  • Beta
    0.55
  • Treynor Index
    0.17
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.09
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    4.830
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.285
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.456
  • Hold-and-Hope Ratio
    0.275
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.16898
  • SD
    0.25212
  • Sharpe ratio (Glass type estimate)
    0.67026
  • Sharpe ratio (Hedges UMVUE)
    0.64711
  • df
    22.00000
  • t
    0.92794
  • p
    0.18175
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.76647
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.09219
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.78146
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.07567
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.21710
  • Upside Potential Ratio
    3.19535
  • Upside part of mean
    0.44365
  • Downside part of mean
    -0.27467
  • Upside SD
    0.20953
  • Downside SD
    0.13884
  • N nonnegative terms
    13.00000
  • N negative terms
    10.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    23.00000
  • Mean of predictor
    0.16916
  • Mean of criterion
    0.16898
  • SD of predictor
    0.14079
  • SD of criterion
    0.25212
  • Covariance
    0.02023
  • r
    0.56991
  • b (slope, estimate of beta)
    1.02059
  • a (intercept, estimate of alpha)
    -0.00366
  • Mean Square Error
    0.04496
  • DF error
    21.00000
  • t(b)
    3.17837
  • p(b)
    0.15791
  • t(a)
    -0.02250
  • p(a)
    0.50313
  • Lowerbound of 95% confidence interval for beta
    0.35282
  • Upperbound of 95% confidence interval for beta
    1.68837
  • Lowerbound of 95% confidence interval for alpha
    -0.34161
  • Upperbound of 95% confidence interval for alpha
    0.33429
  • Treynor index (mean / b)
    0.16557
  • Jensen alpha (a)
    -0.00366
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.13815
  • SD
    0.24716
  • Sharpe ratio (Glass type estimate)
    0.55894
  • Sharpe ratio (Hedges UMVUE)
    0.53963
  • df
    22.00000
  • t
    0.77382
  • p
    0.22364
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.87248
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.97796
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.88503
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96429
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.95323
  • Upside Potential Ratio
    2.91436
  • Upside part of mean
    0.42236
  • Downside part of mean
    -0.28422
  • Upside SD
    0.19753
  • Downside SD
    0.14492
  • N nonnegative terms
    13.00000
  • N negative terms
    10.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    23.00000
  • Mean of predictor
    0.15825
  • Mean of criterion
    0.13815
  • SD of predictor
    0.14040
  • SD of criterion
    0.24716
  • Covariance
    0.02007
  • r
    0.57833
  • b (slope, estimate of beta)
    1.01808
  • a (intercept, estimate of alpha)
    -0.02296
  • Mean Square Error
    0.04259
  • DF error
    21.00000
  • t(b)
    3.24865
  • p(b)
    0.15352
  • t(a)
    -0.14616
  • p(a)
    0.52029
  • Lowerbound of 95% confidence interval for beta
    0.36636
  • Upperbound of 95% confidence interval for beta
    1.66980
  • Lowerbound of 95% confidence interval for alpha
    -0.34968
  • Upperbound of 95% confidence interval for alpha
    0.30375
  • Treynor index (mean / b)
    0.13569
  • Jensen alpha (a)
    -0.02296
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.10044
  • Expected Shortfall on VaR
    0.12656
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04919
  • Expected Shortfall on VaR
    0.08918
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    23.00000
  • Minimum
    0.87982
  • Quartile 1
    0.96220
  • Median
    1.01232
  • Quartile 3
    1.06552
  • Maximum
    1.17345
  • Mean of quarter 1
    0.93083
  • Mean of quarter 2
    0.98807
  • Mean of quarter 3
    1.04336
  • Mean of quarter 4
    1.10787
  • Inter Quartile Range
    0.10332
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.14908
  • VaR(95%) (moments method)
    0.07743
  • Expected Shortfall (moments method)
    0.10380
  • Extreme Value Index (regression method)
    0.67721
  • VaR(95%) (regression method)
    0.08638
  • Expected Shortfall (regression method)
    0.20829
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.01324
  • Quartile 1
    0.06891
  • Median
    0.12458
  • Quartile 3
    0.18032
  • Maximum
    0.23606
  • Mean of quarter 1
    0.01324
  • Mean of quarter 2
    0.12458
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.23606
  • Inter Quartile Range
    0.11141
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.19552
  • Compounded annual return (geometric extrapolation)
    0.18064
  • Calmar ratio (compounded annual return / max draw down)
    0.76521
  • Compounded annual return / average of 25% largest draw downs
    0.76521
  • Compounded annual return / Expected Shortfall lognormal
    1.42731
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.36251
  • SD
    0.30686
  • Sharpe ratio (Glass type estimate)
    1.18134
  • Sharpe ratio (Hedges UMVUE)
    1.17959
  • df
    505.00000
  • t
    1.64172
  • p
    0.05063
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.23144
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.59300
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.23263
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.59180
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.30704
  • Upside Potential Ratio
    8.91825
  • Upside part of mean
    1.40132
  • Downside part of mean
    -1.03882
  • Upside SD
    0.26417
  • Downside SD
    0.15713
  • N nonnegative terms
    270.00000
  • N negative terms
    236.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    506.00000
  • Mean of predictor
    0.17540
  • Mean of criterion
    0.36251
  • SD of predictor
    0.16965
  • SD of criterion
    0.30686
  • Covariance
    0.01535
  • r
    0.29476
  • b (slope, estimate of beta)
    0.53315
  • a (intercept, estimate of alpha)
    0.26900
  • Mean Square Error
    0.08615
  • DF error
    504.00000
  • t(b)
    6.92510
  • p(b)
    0.00000
  • t(a)
    1.27101
  • p(a)
    0.10216
  • Lowerbound of 95% confidence interval for beta
    0.38189
  • Upperbound of 95% confidence interval for beta
    0.68440
  • Lowerbound of 95% confidence interval for alpha
    -0.14681
  • Upperbound of 95% confidence interval for alpha
    0.68479
  • Treynor index (mean / b)
    0.67993
  • Jensen alpha (a)
    0.26899
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.31764
  • SD
    0.29545
  • Sharpe ratio (Glass type estimate)
    1.07508
  • Sharpe ratio (Hedges UMVUE)
    1.07349
  • df
    505.00000
  • t
    1.49406
  • p
    0.06789
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.33731
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.48648
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.33840
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.48538
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.97692
  • Upside Potential Ratio
    8.52082
  • Upside part of mean
    1.36906
  • Downside part of mean
    -1.05142
  • Upside SD
    0.24837
  • Downside SD
    0.16067
  • N nonnegative terms
    270.00000
  • N negative terms
    236.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    506.00000
  • Mean of predictor
    0.16107
  • Mean of criterion
    0.31764
  • SD of predictor
    0.16875
  • SD of criterion
    0.29545
  • Covariance
    0.01539
  • r
    0.30872
  • b (slope, estimate of beta)
    0.54053
  • a (intercept, estimate of alpha)
    0.23057
  • Mean Square Error
    0.07913
  • DF error
    504.00000
  • t(b)
    7.28670
  • p(b)
    0.00000
  • t(a)
    1.13713
  • p(a)
    0.12801
  • Lowerbound of 95% confidence interval for beta
    0.39479
  • Upperbound of 95% confidence interval for beta
    0.68627
  • Lowerbound of 95% confidence interval for alpha
    -0.16780
  • Upperbound of 95% confidence interval for alpha
    0.62895
  • Treynor index (mean / b)
    0.58764
  • Jensen alpha (a)
    0.23057
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02840
  • Expected Shortfall on VaR
    0.03576
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00858
  • Expected Shortfall on VaR
    0.01827
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    506.00000
  • Minimum
    0.91128
  • Quartile 1
    0.99577
  • Median
    1.00056
  • Quartile 3
    1.00569
  • Maximum
    1.23616
  • Mean of quarter 1
    0.98578
  • Mean of quarter 2
    0.99865
  • Mean of quarter 3
    1.00273
  • Mean of quarter 4
    1.01878
  • Inter Quartile Range
    0.00992
  • Number outliers low
    27.00000
  • Percentage of outliers low
    0.05336
  • Mean of outliers low
    0.96653
  • Number of outliers high
    28.00000
  • Percentage of outliers high
    0.05534
  • Mean of outliers high
    1.04967
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.49661
  • VaR(95%) (moments method)
    0.01414
  • Expected Shortfall (moments method)
    0.03186
  • Extreme Value Index (regression method)
    0.38584
  • VaR(95%) (regression method)
    0.01166
  • Expected Shortfall (regression method)
    0.02169
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    30.00000
  • Minimum
    0.00019
  • Quartile 1
    0.00157
  • Median
    0.00569
  • Quartile 3
    0.01198
  • Maximum
    0.29321
  • Mean of quarter 1
    0.00093
  • Mean of quarter 2
    0.00318
  • Mean of quarter 3
    0.00700
  • Mean of quarter 4
    0.09555
  • Inter Quartile Range
    0.01042
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.13333
  • Mean of outliers high
    0.17023
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.88587
  • VaR(95%) (moments method)
    0.08290
  • Expected Shortfall (moments method)
    0.80981
  • Extreme Value Index (regression method)
    1.01924
  • VaR(95%) (regression method)
    0.09996
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.49141
  • Compounded annual return (geometric extrapolation)
    0.41276
  • Calmar ratio (compounded annual return / max draw down)
    1.40774
  • Compounded annual return / average of 25% largest draw downs
    4.31988
  • Compounded annual return / Expected Shortfall lognormal
    11.54220
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.27431
  • SD
    0.46010
  • Sharpe ratio (Glass type estimate)
    0.59621
  • Sharpe ratio (Hedges UMVUE)
    0.59276
  • df
    130.00000
  • t
    0.42158
  • p
    0.48152
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.17763
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.36788
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.17998
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.36550
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.33765
  • Upside Potential Ratio
    8.72749
  • Upside part of mean
    1.78975
  • Downside part of mean
    -1.51544
  • Upside SD
    0.41025
  • Downside SD
    0.20507
  • N nonnegative terms
    70.00000
  • N negative terms
    61.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.15619
  • Mean of criterion
    0.27431
  • SD of predictor
    0.16242
  • SD of criterion
    0.46010
  • Covariance
    0.01698
  • r
    0.22717
  • b (slope, estimate of beta)
    0.64351
  • a (intercept, estimate of alpha)
    0.17380
  • Mean Square Error
    0.20232
  • DF error
    129.00000
  • t(b)
    2.64937
  • p(b)
    0.35663
  • t(a)
    0.27274
  • p(a)
    0.48472
  • Lowerbound of 95% confidence interval for beta
    0.16294
  • Upperbound of 95% confidence interval for beta
    1.12408
  • Lowerbound of 95% confidence interval for alpha
    -1.08700
  • Upperbound of 95% confidence interval for alpha
    1.43461
  • Treynor index (mean / b)
    0.42628
  • Jensen alpha (a)
    0.17380
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.17765
  • SD
    0.43235
  • Sharpe ratio (Glass type estimate)
    0.41088
  • Sharpe ratio (Hedges UMVUE)
    0.40851
  • df
    130.00000
  • t
    0.29054
  • p
    0.48726
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.36210
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.18241
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.36375
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.18076
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.84849
  • Upside Potential Ratio
    8.18909
  • Upside part of mean
    1.71454
  • Downside part of mean
    -1.53689
  • Upside SD
    0.37655
  • Downside SD
    0.20937
  • N nonnegative terms
    70.00000
  • N negative terms
    61.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.14319
  • Mean of criterion
    0.17765
  • SD of predictor
    0.16106
  • SD of criterion
    0.43235
  • Covariance
    0.01655
  • r
    0.23767
  • b (slope, estimate of beta)
    0.63800
  • a (intercept, estimate of alpha)
    0.08629
  • Mean Square Error
    0.17774
  • DF error
    129.00000
  • t(b)
    2.77908
  • p(b)
    0.35013
  • t(a)
    0.14451
  • p(a)
    0.49190
  • VAR (95 Confidence Intrvl)
    0.02800
  • Lowerbound of 95% confidence interval for beta
    0.18379
  • Upperbound of 95% confidence interval for beta
    1.09222
  • Lowerbound of 95% confidence interval for alpha
    -1.09514
  • Upperbound of 95% confidence interval for alpha
    1.26772
  • Treynor index (mean / b)
    0.27844
  • Jensen alpha (a)
    0.08629
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04234
  • Expected Shortfall on VaR
    0.05292
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01265
  • Expected Shortfall on VaR
    0.02580
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.92794
  • Quartile 1
    0.99299
  • Median
    1.00055
  • Quartile 3
    1.00582
  • Maximum
    1.23616
  • Mean of quarter 1
    0.97905
  • Mean of quarter 2
    0.99823
  • Mean of quarter 3
    1.00293
  • Mean of quarter 4
    1.02445
  • Inter Quartile Range
    0.01283
  • Number outliers low
    9.00000
  • Percentage of outliers low
    0.06870
  • Mean of outliers low
    0.96143
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.03817
  • Mean of outliers high
    1.10011
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.12114
  • VaR(95%) (moments method)
    0.01931
  • Expected Shortfall (moments method)
    0.02844
  • Extreme Value Index (regression method)
    0.36687
  • VaR(95%) (regression method)
    0.01794
  • Expected Shortfall (regression method)
    0.03120
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.28810
  • Quartile 1
    0.28810
  • Median
    0.28810
  • Quartile 3
    0.28810
  • Maximum
    0.28810
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -417377000
  • Max Equity Drawdown (num days)
    165
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.21649
  • Compounded annual return (geometric extrapolation)
    0.22820
  • Calmar ratio (compounded annual return / max draw down)
    0.79210
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    4.31238

Strategy Description

Silver Thorn is best suited for investors who embrace intelligent diversification and seek a systematic edge that consistently outpaces traditional benchmarks. It is not just a strategy, but an evolving organism built to thrive in changing markets.
Trade this strategy at Tradier

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is this strategy trades US stocks at all?
???? The algorithm doesn’t dream of alpha — it becomes alpha. #Quant #DarwinianTrading #EdgebridgeAI #SilverThorn
This strategy trades Listed US stocks and ETF's
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Summary Statistics

Strategy began
2024-08-07
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.5%
Rank # 
#44
# Trades
312
# Profitable
167
% Profitable
53.5%
Net Dividends
$438
Correlation S&P500
0.298
Sharpe Ratio
0.93
Sortino Ratio
1.80
Beta
0.55
Alpha
0.07
Leverage
0.85 Average
2.95 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

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

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

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

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

Latest Activity

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

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

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

About the results you see on this Web site

Past results are not necessarily indicative of future results.

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

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

Material assumptions and methods used when calculating results

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

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

Trading is risky

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

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Suggested Minimum Capital

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