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  +3.6%  +8.0%  +5.4%  +12.5%  (10.5%)  (12.5%)    (1.8%)  +2.1%  
2019  (0.9%)  +0.6%  +7.7%  +14.7%  (4.5%)  +25.8%  +5.7%  (12.7%)  (0.7%)  (0.7%)  +3.3%  +8.7%  +51.4% 
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%)  +58.1% 
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%  +102.4% 
2022  +0.5%  (6.5%)  +5.3%  (1%)  +4.3%  (3.4%)  +2.6%  (2.9%)  (1.2%)  +1.6%  +0.5%  (1.8%)  (2.5%) 
2023  +3.9%  +2.2%  (0.1%)  +1.0%  +3.5%  +0.7%  (3%)  +1.3%  (4.4%)  (6.9%)  (0.2%)  +1.7%  (0.9%) 
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  $46,404  
Cash  $1  
Equity  $1  
Cumulative $  $90,243  
Includes dividends and cashsettled expirations:  $22  Itemized 
Total System Equity  $110,243  
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)2044.09

Age68 months ago

What it tradesStocks

# Trades342

# Profitable153

% Profitable44.70%

Avg trade duration1.9 days

Max peaktovalley drawdown24.67%

drawdown periodAug 30, 2018  Feb 12, 2019

Annual Return (Compounded)32.1%

Avg win$1,741

Avg loss$932.44
 Model Account Values (Raw)

Cash$44,706

Margin Used$0

Buying Power$46,404
 Ratios

W:L ratio1.51:1

Sharpe Ratio1.08

Sortino Ratio1.9

Calmar Ratio1.924
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)305.61%

Correlation to SP5000.24090

Return Percent SP500 (cumu) during strategy life72.13%
 Return Statistics

Ann Return (w trading costs)32.1%
 Slump

Current Slump as Pcnt Equity14.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.07%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.322%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)35.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss29.00%

Chance of 20% account loss6.00%

Chance of 30% account loss2.00%

Chance of 40% account loss0.50%

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)929

Popularity (Last 6 weeks)987
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score899

Popularity (7 days, Percentile 1000 scale)981
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$932

Avg Win$1,740

Sum Trade PL (losers)$176,231.000
 Age

Num Months filled monthly returns table68
 Win / Loss

Sum Trade PL (winners)$266,174.000

# Winners153

Num Months Winners41
 Dividends

Dividends Received in Model Acct22
 AUM

AUM (AutoTrader live capital)4784190
 Win / Loss

# Losers189

% Winners44.7%
 Frequency

Avg Position Time (mins)2772.17

Avg Position Time (hrs)46.20

Avg Trade Length1.9 days

Last Trade Ago0
 Leverage

Daily leverage (average)2.78

Daily leverage (max)4.28
 Regression

Alpha0.07

Beta0.26

Treynor Index0.30
 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)1.32

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades12.156

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 trades0.251

Avg(MAE) / Avg(PL)  Losing trades1.147

HoldandHope Ratio0.077
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.32736

SD0.24957

Sharpe ratio (Glass type estimate)1.31169

Sharpe ratio (Hedges UMVUE)1.29575

df62.00000

t3.00545

p0.00191

Lowerbound of 95% confidence interval for Sharpe Ratio0.42087

Upperbound of 95% confidence interval for Sharpe Ratio2.19266

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.41047

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.18103
 Statistics related to Sortino ratio

Sortino ratio3.23719

Upside Potential Ratio4.87501

Upside part of mean0.49299

Downside part of mean0.16563

Upside SD0.24496

Downside SD0.10113

N nonnegative terms37.00000

N negative terms26.00000
 Statistics related to linear regression on benchmark

N of observations63.00000

Mean of predictor0.09680

Mean of criterion0.32736

SD of predictor0.19572

SD of criterion0.24957

Covariance0.01770

r0.36232

b (slope, estimate of beta)0.46203

a (intercept, estimate of alpha)0.28264

Mean Square Error0.05500

DF error61.00000

t(b)3.03610

p(b)0.00176

t(a)2.73330

p(a)0.00410

Lowerbound of 95% confidence interval for beta0.15773

Upperbound of 95% confidence interval for beta0.76632

Lowerbound of 95% confidence interval for alpha0.07587

Upperbound of 95% confidence interval for alpha0.48941

Treynor index (mean / b)0.70854

Jensen alpha (a)0.28264
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29418

SD0.23716

Sharpe ratio (Glass type estimate)1.24045

Sharpe ratio (Hedges UMVUE)1.22539

df62.00000

t2.84223

p0.00303

Lowerbound of 95% confidence interval for Sharpe Ratio0.35306

Upperbound of 95% confidence interval for Sharpe Ratio2.11848

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34322

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.10756
 Statistics related to Sortino ratio

Sortino ratio2.79543

Upside Potential Ratio4.41677

Upside part of mean0.46481

Downside part of mean0.17062

Upside SD0.22691

Downside SD0.10524

N nonnegative terms37.00000

N negative terms26.00000
 Statistics related to linear regression on benchmark

N of observations63.00000

Mean of predictor0.07657

Mean of criterion0.29418

SD of predictor0.20296

SD of criterion0.23716

Covariance0.01768

r0.36740

b (slope, estimate of beta)0.42930

a (intercept, estimate of alpha)0.26131

Mean Square Error0.04945

DF error61.00000

t(b)3.08521

p(b)0.00153

t(a)2.67641

p(a)0.00477

Lowerbound of 95% confidence interval for beta0.15106

Upperbound of 95% confidence interval for beta0.70755

Lowerbound of 95% confidence interval for alpha0.06608

Upperbound of 95% confidence interval for alpha0.45654

Treynor index (mean / b)0.68525

Jensen alpha (a)0.26131
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08432

Expected Shortfall on VaR0.10986
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02796

Expected Shortfall on VaR0.05723
 ORDER STATISTICS
 Quartiles of return rates

Number of observations63.00000

Minimum0.87773

Quartile 10.98684

Median1.01561

Quartile 31.06570

Maximum1.24362

Mean of quarter 10.95224

Mean of quarter 21.00071

Mean of quarter 31.04016

Mean of quarter 41.12599

Inter Quartile Range0.07886

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.04762

Mean of outliers high1.22265
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.61662

VaR(95%) (moments method)0.03936

Expected Shortfall (moments method)0.04538

Extreme Value Index (regression method)0.07746

VaR(95%) (regression method)0.04712

Expected Shortfall (regression method)0.07098
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00695

Quartile 10.02053

Median0.03575

Quartile 30.10265

Maximum0.19605

Mean of quarter 10.01319

Mean of quarter 20.02789

Mean of quarter 30.08435

Mean of quarter 40.13759

Inter Quartile Range0.08212

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)0.06217

VaR(95%) (moments method)0.15342

Expected Shortfall (moments method)0.18876

Extreme Value Index (regression method)1.92864

VaR(95%) (regression method)0.21210

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.84280

Compounded annual return (geometric extrapolation)0.38001

Calmar ratio (compounded annual return / max draw down)1.93832

Compounded annual return / average of 25% largest draw downs2.76181

Compounded annual return / Expected Shortfall lognormal3.45888

0.00000

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

Mean0.31467

SD0.20267

Sharpe ratio (Glass type estimate)1.55263

Sharpe ratio (Hedges UMVUE)1.55179

df1376.00000

t3.55947

p0.45224

Lowerbound of 95% confidence interval for Sharpe Ratio0.69546

Upperbound of 95% confidence interval for Sharpe Ratio2.40926

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.69489

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.40868
 Statistics related to Sortino ratio

Sortino ratio2.76711

Upside Potential Ratio10.08370

Upside part of mean1.14668

Downside part of mean0.83201

Upside SD0.16879

Downside SD0.11372

N nonnegative terms477.00000

N negative terms900.00000
 Statistics related to linear regression on benchmark

N of observations1377.00000

Mean of predictor0.09856

Mean of criterion0.31467

SD of predictor0.21455

SD of criterion0.20267

Covariance0.00993

r0.22840

b (slope, estimate of beta)0.21575

a (intercept, estimate of alpha)0.29300

Mean Square Error0.03896

DF error1375.00000

t(b)8.69929

p(b)0.35587

t(a)3.40643

p(a)0.44184

Lowerbound of 95% confidence interval for beta0.16710

Upperbound of 95% confidence interval for beta0.26440

Lowerbound of 95% confidence interval for alpha0.12444

Upperbound of 95% confidence interval for alpha0.46237

Treynor index (mean / b)1.45847

Jensen alpha (a)0.29340
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29417

SD0.20095

Sharpe ratio (Glass type estimate)1.46390

Sharpe ratio (Hedges UMVUE)1.46311

df1376.00000

t3.35605

p0.45495

Lowerbound of 95% confidence interval for Sharpe Ratio0.60697

Upperbound of 95% confidence interval for Sharpe Ratio2.32033

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60643

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31978
 Statistics related to Sortino ratio

Sortino ratio2.55835

Upside Potential Ratio9.85045

Upside part of mean1.13266

Downside part of mean0.83848

Upside SD0.16571

Downside SD0.11499

N nonnegative terms477.00000

N negative terms900.00000
 Statistics related to linear regression on benchmark

N of observations1377.00000

Mean of predictor0.07543

Mean of criterion0.29417

SD of predictor0.21538

SD of criterion0.20095

Covariance0.00985

r0.22749

b (slope, estimate of beta)0.21225

a (intercept, estimate of alpha)0.27816

Mean Square Error0.03832

DF error1375.00000

t(b)8.66256

p(b)0.35644

t(a)3.25691

p(a)0.44437

Lowerbound of 95% confidence interval for beta0.16418

Upperbound of 95% confidence interval for beta0.26032

Lowerbound of 95% confidence interval for alpha0.11062

Upperbound of 95% confidence interval for alpha0.44571

Treynor index (mean / b)1.38597

Jensen alpha (a)0.27816
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01911

Expected Shortfall on VaR0.02418
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00859

Expected Shortfall on VaR0.01684
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1377.00000

Minimum0.95459

Quartile 10.99621

Median1.00000

Quartile 31.00453

Maximum1.08753

Mean of quarter 10.98831

Mean of quarter 20.99930

Mean of quarter 31.00087

Mean of quarter 41.01680

Inter Quartile Range0.00831

Number outliers low72.00000

Percentage of outliers low0.05229

Mean of outliers low0.97652

Number of outliers high122.00000

Percentage of outliers high0.08860

Mean of outliers high1.02936
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01035

VaR(95%) (moments method)0.00970

Expected Shortfall (moments method)0.01344

Extreme Value Index (regression method)0.00361

VaR(95%) (regression method)0.01160

Expected Shortfall (regression method)0.01642
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations54.00000

Minimum0.00035

Quartile 10.00921

Median0.03303

Quartile 30.06628

Maximum0.19750

Mean of quarter 10.00409

Mean of quarter 20.02033

Mean of quarter 30.04781

Mean of quarter 40.10615

Inter Quartile Range0.05708

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.05556

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

Extreme Value Index (moments method)0.15638

VaR(95%) (moments method)0.11790

Expected Shortfall (moments method)0.16071

Extreme Value Index (regression method)0.01671

VaR(95%) (regression method)0.10894

Expected Shortfall (regression method)0.13514
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.84374

Compounded annual return (geometric extrapolation)0.37999

Calmar ratio (compounded annual return / max draw down)1.92398

Compounded annual return / average of 25% largest draw downs3.57968

Compounded annual return / Expected Shortfall lognormal15.71680

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

Mean0.23167

SD0.07564

Sharpe ratio (Glass type estimate)3.06286

Sharpe ratio (Hedges UMVUE)3.04515

df130.00000

t2.16577

p0.59331

Lowerbound of 95% confidence interval for Sharpe Ratio5.85384

Upperbound of 95% confidence interval for Sharpe Ratio0.26044

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.84157

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24874
 Statistics related to Sortino ratio

Sortino ratio3.82298

Upside Potential Ratio4.99796

Upside part of mean0.30288

Downside part of mean0.53456

Upside SD0.04701

Downside SD0.06060

N nonnegative terms39.00000

N negative terms92.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11280

Mean of criterion0.23167

SD of predictor0.11663

SD of criterion0.07564

Covariance0.00214

r0.24237

b (slope, estimate of beta)0.15719

a (intercept, estimate of alpha)0.24941

Mean Square Error0.00543

DF error129.00000

t(b)2.83745

p(b)0.34722

t(a)2.38963

p(a)0.63014

Lowerbound of 95% confidence interval for beta0.04758

Upperbound of 95% confidence interval for beta0.26680

Lowerbound of 95% confidence interval for alpha0.45591

Upperbound of 95% confidence interval for alpha0.04291

Treynor index (mean / b)1.47384

Jensen alpha (a)0.24941
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23459

SD0.07567

Sharpe ratio (Glass type estimate)3.10004

Sharpe ratio (Hedges UMVUE)3.08212

df130.00000

t2.19206

p0.59440

Lowerbound of 95% confidence interval for Sharpe Ratio5.89150

Upperbound of 95% confidence interval for Sharpe Ratio0.29701

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.87913

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28511
 Statistics related to Sortino ratio

Sortino ratio3.85439

Upside Potential Ratio4.95773

Upside part of mean0.30175

Downside part of mean0.53634

Upside SD0.04678

Downside SD0.06086

N nonnegative terms39.00000

N negative terms92.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.10602

Mean of criterion0.23459

SD of predictor0.11659

SD of criterion0.07567

Covariance0.00214

r0.24217

b (slope, estimate of beta)0.15718

a (intercept, estimate of alpha)0.25126

Mean Square Error0.00543

DF error129.00000

t(b)2.83487

p(b)0.34735

t(a)2.40665

p(a)0.63101

VAR (95 Confidence Intrvl)0.01900

Lowerbound of 95% confidence interval for beta0.04748

Upperbound of 95% confidence interval for beta0.26688

Lowerbound of 95% confidence interval for alpha0.45782

Upperbound of 95% confidence interval for alpha0.04470

Treynor index (mean / b)1.49251

Jensen alpha (a)0.25126
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00855

Expected Shortfall on VaR0.01048
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00575

Expected Shortfall on VaR0.01013
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98443

Quartile 10.99675

Median1.00000

Quartile 31.00090

Maximum1.01427

Mean of quarter 10.99340

Mean of quarter 20.99879

Mean of quarter 31.00010

Mean of quarter 41.00462

Inter Quartile Range0.00415

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.98803

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.01056
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.24906

VaR(95%) (moments method)0.00677

Expected Shortfall (moments method)0.00816

Extreme Value Index (regression method)0.31599

VaR(95%) (regression method)0.00670

Expected Shortfall (regression method)0.00790
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.02094

Quartile 10.02110

Median0.02126

Quartile 30.06733

Maximum0.11340

Mean of quarter 10.02094

Mean of quarter 20.02126

Mean of quarter 30.00000

Mean of quarter 40.11340

Inter Quartile Range0.04623

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?336098000

Max Equity Drawdown (num days)166
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.19637

Compounded annual return (geometric extrapolation)0.18673

Calmar ratio (compounded annual return / max draw down)1.64663

Compounded annual return / average of 25% largest draw downs1.64663

Compounded annual return / Expected Shortfall lognormal17.81370
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/jttaaanebzvk2zuz
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. docv.2152023. linkv.762023.
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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