Collective2 Collective2
Featured Strategy Iberia Capital Strategy +15.0% Cumul. Return since Apr 15, 2026 Hypothetical

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ZedPlus FX

By PegasiCapital

Forex · Started Aug 2008

hypothetical · Annual Return (Compounded)
0.4%
Max Drawdown
9.4%
Trades
406
Win Trades
44.6%
Profit Factor
1.20
Win Months
4.1%

About this strategy

The aim of ZedPlus FX is to provide a Forex Trading System that always has low drawdowns (less than 10%) and employs low risk (Maximum Daily loss less than 1%) while providing steady profits (more than 1% every month)

Risk Management

ZedPlus FX will only allow a maximum of 1% loss of Account Daily. In most cases, subscribers can expect 1 trade a day or if opportunities arise upto 4 Trades a day. Even so, the maximum loss they can expect every day in case of adverse price action is 1% of Account
Non Performing Trades will be closed promptly. That means that it is possible you can have consecutive losing trades in one day upto the 4 allowable trades but this will always be within the allowable 1% risk loss to Account.

Methodology.

Part System. Part Discretionary.

ZedPlus FX seeks good entries for Trades and uses various methods to manage Trades and to exit when Trade shows exhaustion or to just book a profit.

Stops are also always employed when trade is initiated and Trade will be actively managed to reduce risk

Email : info@zedpluscapital.com
Website : http://www.zedpluscapital.com

*If you wish to know how ZedPlus FX works and the thinking behind the System so you can trade it yourself email info@zedpluscapital.com This will be for 1 subscriber/Investor only and will not be available again once taken up.


Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2008-0.2-0.10.80.7-1.9-0.7
20094.93.64.7-1.1-1.61.80.7-0.7-3.6-2.41.30.68.1
2010-1.7-2.50.00.0-0.00.00.0-0.00.0-0.00.00.0-4.1
20110.00.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.0-0.00.00.00.0-0.0
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began8/25/2008
Suggested Minimum Capital$100,000
Age220 months
What it tradesForex
# Trades406
# Profitable181
% Profitable44.6%
Avg trade duration5.9 hours
Max peak-to-valley drawdown9.4%
drawdown periodMarch 18, 2009 - Aug 26, 2010
Annual Return (Compounded)0.4%
Avg win$360
Avg loss$235

Ratios

W:L ratio1.23
Sharpe Ratio-0.84
Sortino Ratio-1.35
Calmar Ratio0

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life502.9%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-82.0%

Return Statistics

Ann Return (w trading costs)0.4%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.6%

Slump

Current Slump as Pcnt Equity10.8%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)0
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$235
Avg Win$360
# Winners181
Sum Trade PL (losers)$52,885
Sum Trade PL (winners)$65,168
Num Months Winners11
# Losers225
% Winners44.6%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table218

Frequency

Avg Position Time (mins)352.12
Avg Position Time (hrs)5.87
Avg Trade Length0.20
Last Trade Ago6038

Regression

Alpha0
Beta0
Treynor Index-2.82

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades5.79
MAE:PL (avg, all trades)-0.08
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats15.95
MAE:PL - Winning Trades - this strat Percentile of All Strats39.60
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.33
Avg(MAE) / Avg(PL) - Losing trades-1.06
Hold-and-Hope Ratio0.17

RATIO STATISTICS

Mean0.01
SD0.05
Sharpe ratio (Glass type estimate)0.24
Sharpe ratio (Hedges UMVUE)0.24
df66
t0.57
p0.29
Lowerbound of 95% confidence interval for Sharpe Ratio-0.59
Upperbound of 95% confidence interval for Sharpe Ratio1.07
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.59
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.07
Sortino ratio0.58
Upside Potential Ratio2.00
Upside part of mean0.04
Downside part of mean-0.03
Upside SD0.05
Downside SD0.02
N nonnegative terms9
N negative terms58
N of observations67
Mean of predictor0.12
Mean of criterion0.01
SD of predictor0.23
SD of criterion0.05
Covariance-0.00
r-0.13
b (slope, estimate of beta)-0.03
a (intercept, estimate of alpha)0.02
Mean Square Error0.00
DF error65
t(b)-1.04
p(b)0.85
t(a)0.72
p(a)0.24
Lowerbound of 95% confidence interval for beta-0.08
Upperbound of 95% confidence interval for beta0.03
Lowerbound of 95% confidence interval for alpha-0.03
Upperbound of 95% confidence interval for alpha0.06
Treynor index (mean / b)-0.43
Jensen alpha (a)0.02
Mean0.01
SD0.05
Sharpe ratio (Glass type estimate)0.22
Sharpe ratio (Hedges UMVUE)0.22
df66
t0.52
p0.30
Lowerbound of 95% confidence interval for Sharpe Ratio-0.61
Upperbound of 95% confidence interval for Sharpe Ratio1.05
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.61
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.05
Sortino ratio0.52
Upside Potential Ratio1.93
Upside part of mean0.04
Downside part of mean-0.03
Upside SD0.04
Downside SD0.02
N nonnegative terms9
N negative terms58
N of observations67
Mean of predictor0.09
Mean of criterion0.01
SD of predictor0.23
SD of criterion0.05
Covariance-0.00
r-0.13
b (slope, estimate of beta)-0.03
a (intercept, estimate of alpha)0.01
Mean Square Error0.00
DF error65
t(b)-1.03
p(b)0.85
t(a)0.64
p(a)0.26
Lowerbound of 95% confidence interval for beta-0.08
Upperbound of 95% confidence interval for beta0.02
Lowerbound of 95% confidence interval for alpha-0.03
Upperbound of 95% confidence interval for alpha0.05
Treynor index (mean / b)-0.41
Jensen alpha (a)0.01
VaR(95%)0.02
Expected Shortfall on VaR0.03
VaR(95%)0.01
Expected Shortfall on VaR0.02
Mean0.01
SD0.03
Sharpe ratio (Glass type estimate)0.36
Sharpe ratio (Hedges UMVUE)0.36
df1928
t0.86
p0.49
Lowerbound of 95% confidence interval for Sharpe Ratio-0.46
Upperbound of 95% confidence interval for Sharpe Ratio1.19
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.46
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.19
Sortino ratio0.63
Upside Potential Ratio4.52
Upside part of mean0.08
Downside part of mean-0.07
Upside SD0.02
Downside SD0.02
N nonnegative terms158
N negative terms1771
N of observations1929
Mean of predictor0.13
Mean of criterion0.01
SD of predictor0.26
SD of criterion0.03
Covariance0.00
r0.02
b (slope, estimate of beta)0.00
a (intercept, estimate of alpha)-0.01
Mean Square Error0.00
DF error1927
t(b)0.93
p(b)0.49
t(a)0.84
p(a)0.49
Lowerbound of 95% confidence interval for beta-0.00
Upperbound of 95% confidence interval for beta0.01
Lowerbound of 95% confidence interval for alpha-0.01
Upperbound of 95% confidence interval for alpha0.04
Treynor index (mean / b)4.48
Jensen alpha (a)0.01
Mean0.01
SD0.03
Sharpe ratio (Glass type estimate)0.35
Sharpe ratio (Hedges UMVUE)0.35
df1928
t0.83
p0.49
Lowerbound of 95% confidence interval for Sharpe Ratio-0.48
Upperbound of 95% confidence interval for Sharpe Ratio1.18
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.48
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.18
Sortino ratio0.60
Upside Potential Ratio4.48
Upside part of mean0.08
Downside part of mean-0.07
Upside SD0.02
Downside SD0.02
N nonnegative terms158
N negative terms1771
N of observations1929
Mean of predictor0.10
Mean of criterion0.01
SD of predictor0.26
SD of criterion0.03
Covariance0.00
r0.02
b (slope, estimate of beta)0.00
a (intercept, estimate of alpha)0.01
Mean Square Error0.00
DF error1927
t(b)0.82
p(b)0.49
t(a)0.81
p(a)0.49
Lowerbound of 95% confidence interval for beta-0.00
Upperbound of 95% confidence interval for beta0.01
Lowerbound of 95% confidence interval for alpha-0.01
Upperbound of 95% confidence interval for alpha0.04
Treynor index (mean / b)4.85
Jensen alpha (a)0.01
VaR(95%)0.00
Expected Shortfall on VaR0.00
VaR(95%)0.00
Expected Shortfall on VaR0.00
Mean-0.01
SD0
Sharpe ratio (Glass type estimate)0
Sharpe ratio (Hedges UMVUE)0
df0
t0
p0
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Sortino ratio-18.55
Upside Potential Ratio0
Upside part of mean0
Downside part of mean-0.01
Upside SD0
Downside SD0.00
N nonnegative terms0
N negative terms172
N of observations172
Mean of predictor0.23
Mean of criterion-0.01
SD of predictor0.27
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)0
Mean Square Error0
DF error0
t(b)0
p(b)0
t(a)0
p(a)0
Lowerbound of 95% confidence interval for beta0
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha0
Upperbound of 95% confidence interval for alpha0
Treynor index (mean / b)0
Jensen alpha (a)0
Mean-0.01
SD0
Sharpe ratio (Glass type estimate)-3.15763010599649e+16
Sharpe ratio (Hedges UMVUE)-3.14375993861079e+16
df171
t-2.23277998051164e+16
p1
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-3.47694997228749e+16
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.81057999810724e+16
Sortino ratio-18.55
Upside Potential Ratio0
Upside part of mean0
Downside part of mean-0.01
Upside SD0
Downside SD0.00
N nonnegative terms0
N negative terms172
N of observations172
Mean of predictor0.20
Mean of criterion-0.01
SD of predictor0.27
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)-0.01
Mean Square Error0
DF error170
t(b)0
p(b)0.50
t(a)-2.22447007778734e+16
p(a)1
Lowerbound of 95% confidence interval for beta0
VAR (95 Confidence Intrvl)0.01
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha-0.01
Upperbound of 95% confidence interval for alpha-0.01
Treynor index (mean / b)-5.34266989933434e+32
Jensen alpha (a)-0.01
VaR(95%)0.00
Expected Shortfall on VaR0.00
VaR(95%)0
Expected Shortfall on VaR0

ORDER STATISTICS

Number of observations67
Minimum0.97
Quartile 11
Median1
Quartile 31
Maximum1.08
Mean of quarter 10.99
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41.01
Inter Quartile Range0
Number outliers low14
Percentage of outliers low0.21
Mean of outliers low0.99
Number of outliers high11
Percentage of outliers high0.16
Mean of outliers high1.02
Extreme Value Index (moments method)-5.32
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0.00
Extreme Value Index (regression method)-0.71
VaR(95%) (regression method)0.01
Expected Shortfall (regression method)0.01
Number of observations1929
Minimum0.98
Quartile 11
Median1
Quartile 31
Maximum1.03
Mean of quarter 11.00
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41.00
Inter Quartile Range0
Number outliers low168
Percentage of outliers low0.09
Mean of outliers low1.00
Number of outliers high172
Percentage of outliers high0.09
Mean of outliers high1.00
Extreme Value Index (moments method)0.21
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0.00
Extreme Value Index (regression method)0.18
VaR(95%) (regression method)0.00
Expected Shortfall (regression method)0.00
Number of observations172
Minimum1
Quartile 11
Median1
Quartile 31
Maximum1
Mean of quarter 11
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0

DRAW DOWN STATISTICS

Number of observations3
Minimum0.01
Quartile 10.02
Median0.02
Quartile 30.04
Maximum0.06
Mean of quarter 10.01
Mean of quarter 20.02
Mean of quarter 30
Mean of quarter 40.06
Inter Quartile Range0.02
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations14
Minimum0.00
Quartile 10.00
Median0.00
Quartile 30.01
Maximum0.06
Mean of quarter 10.00
Mean of quarter 20.00
Mean of quarter 30.01
Mean of quarter 40.03
Inter Quartile Range0.01
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.07
Mean of outliers high0.06
Extreme Value Index (moments method)-1.76
VaR(95%) (moments method)0.04
Expected Shortfall (moments method)0.04
Extreme Value Index (regression method)-0.04
VaR(95%) (regression method)0.05
Expected Shortfall (regression method)0.07
Number of observations0
Minimum0
Quartile 10
Median0
Quartile 30
Maximum0
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Max Equity Drawdown (num days)526
Last 4 Months - Pcnt Negative0.0%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.02
Compounded annual return (geometric extrapolation)0.02
Calmar ratio (compounded annual return / max draw down)0.37
Compounded annual return / average of 25% largest draw downs0.37
Compounded annual return / Expected Shortfall lognormal0.76
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.02
Compounded annual return (geometric extrapolation)0.02
Calmar ratio (compounded annual return / max draw down)0.36
Compounded annual return / average of 25% largest draw downs0.62
Compounded annual return / Expected Shortfall lognormal6.21
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)0
Compounded annual return (geometric extrapolation)0
Calmar ratio (compounded annual return / max draw down)0
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal0

Trading record

Placed 635 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
GBP/JPY long100Feb 23, 2010Feb 23, 2010($2)
GBP/JPY short100Feb 22, 2010Feb 22, 2010$2
GBP/JPY long100Feb 22, 2010Feb 22, 2010($1)
GBP/JPY long100Feb 22, 2010Feb 22, 2010($1)
GBP/JPY long100Feb 19, 2010Feb 19, 2010($2)
GBP/JPY long100Feb 18, 2010Feb 18, 2010($1)
GBP/JPY short100Feb 17, 2010Feb 17, 2010($0)
GBP/JPY long100Feb 17, 2010Feb 17, 2010($1)
GBP/JPY short60Feb 16, 2010Feb 16, 2010($0)
GBP/JPY long60Feb 10, 2010Feb 10, 2010$0
GBP/CHF long100Feb 4, 2010Feb 4, 2010($219)
EUR/USD long60Feb 3, 2010Feb 3, 2010($203)
GBP/CHF long60Feb 2, 2010Feb 2, 2010($182)
EUR/USD long60Feb 1, 2010Feb 2, 2010$217
GBP/JPY long120Feb 2, 2010Feb 2, 2010($4)
GBP/CHF long60Jan 28, 2010Jan 28, 2010($233)
GBP/JPY short60Jan 26, 2010Jan 26, 2010$1
GBP/JPY long100Jan 21, 2010Jan 21, 2010($2)
GBP/JPY long100Jan 20, 2010Jan 20, 2010($1)
EUR/USD long60Jan 19, 2010Jan 19, 2010($220)
GBP/JPY long60Jan 19, 2010Jan 19, 2010($2)
GBP/CHF long60Jan 18, 2010Jan 18, 2010($150)
GBP/JPY long60Jan 14, 2010Jan 15, 2010($1)
GBP/JPY long60Jan 14, 2010Jan 14, 2010($1)
GBP/JPY long60Jan 6, 2010Jan 6, 2010$1
GBP/CHF long60Jan 6, 2010Jan 6, 2010$196
GBP/JPY long60Jan 4, 2010Jan 4, 2010$1
GBP/CHF long60Jan 4, 2010Jan 4, 2010($173)
GBP/CHF long60Jan 4, 2010Jan 4, 2010($169)
GBP/JPY long60Dec 22, 2009Dec 23, 2009($2)

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.