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
10/07/2020
Most recent certification approved
10/7/20 15:58 ET
Trades at broker
Interactive Brokers (Server 3)
Scaling percentage used
100%
# trading signals issued by system since certification
106
# trading signals executed in manager's Interactive Brokers (Server 3) account
106
Percent signals followed since 10/07/2020
100%
This information was last updated
9/26/21 2:18 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 10/07/2020,
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 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
AI TQQQ only swing
(131561344)
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  10/07/2020 
Most recent certification approved  10/7/20 15:58 ET 
Trades at broker  Interactive Brokers (Server 3) 
Scaling percentage used  100% 
# trading signals issued by system since certification  106 
# trading signals executed in manager's Interactive Brokers (Server 3) account  106 
Percent signals followed since 10/07/2020  100% 
This information was last updated  9/26/21 2:18 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 10/07/2020, 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 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.
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 $120.00 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.
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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
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  

2020  +0.6%  +36.2%  +11.5%  +52.8%  
2021  (0.2%)  +6.0%  +8.0%  +7.1%  +14.7%  +10.3%  +1.8%  +12.1%  (13.2%)  +53.1% 
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  $25,050  
Buy Power  $60,817  
Cash  $1  
Equity  $1  
Cumulative $  $35,767  
Includes dividends and cashsettled expirations:  $0  Itemized 
Total System Equity  $60,817  
Margined  $1  
Open P/L  $0  
Data has been delayed by 36 hours for nonsubscribers 
System developer has asked us to delay this information by 36 hours.
Trading Record
Statistics

Strategy began10/7/2020

Suggested Minimum Cap$15,000

Strategy Age (days)353.69

Age12 months ago

What it tradesStocks

# Trades51

# Profitable28

% Profitable54.90%

Avg trade duration6.1 days

Max peaktovalley drawdown18.21%

drawdown periodFeb 12, 2021  March 08, 2021

Cumul. Return133.9%

Avg win$2,444

Avg loss$1,420
 Model Account Values (Raw)

Cash$60,817

Margin Used$0

Buying Power$60,817
 Ratios

W:L ratio2.09:1

Sharpe Ratio2.03

Sortino Ratio3.52

Calmar Ratio8.964
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)103.59%

Correlation to SP5000.50690

Return Percent SP500 (cumu) during strategy life30.30%
 Return Statistics

Ann Return (w trading costs)138.6%
 Slump

Current Slump as Pcnt Equity17.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.05%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.339%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)149.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss37.00%

Chance of 20% account loss6.00%

Chance of 30% account loss1.00%

Chance of 40% account lossn/a

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

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

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

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

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)963

Popularity (Last 6 weeks)998
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score931

Popularity (7 days, Percentile 1000 scale)997
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$1,421

Avg Win$2,444

Sum Trade PL (losers)$32,678.000
 AUM

AUM (AutoTrader num accounts)23
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$68,445.000

# Winners28

Num Months Winners10
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)1594190
 Win / Loss

# Losers23

% Winners54.9%
 Frequency

Avg Position Time (mins)8748.58

Avg Position Time (hrs)145.81

Avg Trade Length6.1 days

Last Trade Ago2
 Leverage

Daily leverage (average)2.72

Daily leverage (max)3.73
 Regression

Alpha0.15

Beta1.49

Treynor Index0.18
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.27

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades3.608

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 trades0.362

Avg(MAE) / Avg(PL)  Losing trades1.223

HoldandHope Ratio0.277
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.18958

SD0.35480

Sharpe ratio (Glass type estimate)3.35279

Sharpe ratio (Hedges UMVUE)3.09377

df10.00000

t3.21005

p0.00467

Lowerbound of 95% confidence interval for Sharpe Ratio0.78975

Upperbound of 95% confidence interval for Sharpe Ratio5.80643

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.63835

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.54919
 Statistics related to Sortino ratio

Sortino ratio18.28670

Upside Potential Ratio19.33110

Upside part of mean1.25752

Downside part of mean0.06794

Upside SD0.47763

Downside SD0.06505

N nonnegative terms10.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.26741

Mean of criterion1.18958

SD of predictor0.07270

SD of criterion0.35480

Covariance0.01707

r0.66170

b (slope, estimate of beta)3.22909

a (intercept, estimate of alpha)0.32607

Mean Square Error0.07863

DF error9.00000

t(b)2.64759

p(b)0.01329

t(a)0.74386

p(a)0.23797

Lowerbound of 95% confidence interval for beta0.47008

Upperbound of 95% confidence interval for beta5.98810

Lowerbound of 95% confidence interval for alpha0.66555

Upperbound of 95% confidence interval for alpha1.31769

Treynor index (mean / b)0.36839

Jensen alpha (a)0.32607
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.08484

SD0.32085

Sharpe ratio (Glass type estimate)3.38116

Sharpe ratio (Hedges UMVUE)3.11995

df10.00000

t3.23721

p0.00446

Lowerbound of 95% confidence interval for Sharpe Ratio0.81091

Upperbound of 95% confidence interval for Sharpe Ratio5.84178

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65818

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.58172
 Statistics related to Sortino ratio

Sortino ratio16.19050

Upside Potential Ratio17.23500

Upside part of mean1.15482

Downside part of mean0.06998

Upside SD0.43263

Downside SD0.06700

N nonnegative terms10.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.26157

Mean of criterion1.08484

SD of predictor0.07124

SD of criterion0.32085

Covariance0.01562

r0.68326

b (slope, estimate of beta)3.07722

a (intercept, estimate of alpha)0.27993

Mean Square Error0.06098

DF error9.00000

t(b)2.80725

p(b)0.01023

t(a)0.72584

p(a)0.24319

Lowerbound of 95% confidence interval for beta0.59751

Upperbound of 95% confidence interval for beta5.55692

Lowerbound of 95% confidence interval for alpha0.59250

Upperbound of 95% confidence interval for alpha1.15237

Treynor index (mean / b)0.35254

Jensen alpha (a)0.27993
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06007

Expected Shortfall on VaR0.09522
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00214

Expected Shortfall on VaR0.00955
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.94005

Quartile 11.02306

Median1.10386

Quartile 31.15242

Maximum1.28074

Mean of quarter 10.98595

Mean of quarter 21.07102

Mean of quarter 31.13008

Mean of quarter 41.22833

Inter Quartile Range0.12935

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 for a oneperiod unit investment (based on Ex

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
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.05995

Quartile 10.05995

Median0.05995

Quartile 30.05995

Maximum0.05995

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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)1.93445

Compounded annual return (geometric extrapolation)2.04270

Calmar ratio (compounded annual return / max draw down)34.07130

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal21.45220

0.00000

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

Mean0.98269

SD0.38601

Sharpe ratio (Glass type estimate)2.54577

Sharpe ratio (Hedges UMVUE)2.53809

df249.00000

t2.48679

p0.00677

Lowerbound of 95% confidence interval for Sharpe Ratio0.52442

Upperbound of 95% confidence interval for Sharpe Ratio4.56216

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51930

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.55689
 Statistics related to Sortino ratio

Sortino ratio4.39203

Upside Potential Ratio12.51930

Upside part of mean2.80112

Downside part of mean1.81843

Upside SD0.31942

Downside SD0.22374

N nonnegative terms144.00000

N negative terms106.00000
 Statistics related to linear regression on benchmark

N of observations250.00000

Mean of predictor0.25871

Mean of criterion0.98269

SD of predictor0.13515

SD of criterion0.38601

Covariance0.02734

r0.52416

b (slope, estimate of beta)1.49709

a (intercept, estimate of alpha)0.59500

Mean Square Error0.10850

DF error248.00000

t(b)9.69260

p(b)0.00000

t(a)1.75333

p(a)0.04039

Lowerbound of 95% confidence interval for beta1.19287

Upperbound of 95% confidence interval for beta1.80130

Lowerbound of 95% confidence interval for alpha0.07343

Upperbound of 95% confidence interval for alpha1.26418

Treynor index (mean / b)0.65640

Jensen alpha (a)0.59537
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.90769

SD0.38232

Sharpe ratio (Glass type estimate)2.37418

Sharpe ratio (Hedges UMVUE)2.36702

df249.00000

t2.31917

p0.01060

Lowerbound of 95% confidence interval for Sharpe Ratio0.35463

Upperbound of 95% confidence interval for Sharpe Ratio4.38908

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34983

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38421
 Statistics related to Sortino ratio

Sortino ratio3.98002

Upside Potential Ratio12.06520

Upside part of mean2.75160

Downside part of mean1.84391

Upside SD0.31099

Downside SD0.22806

N nonnegative terms144.00000

N negative terms106.00000
 Statistics related to linear regression on benchmark

N of observations250.00000

Mean of predictor0.24946

Mean of criterion0.90769

SD of predictor0.13529

SD of criterion0.38232

Covariance0.02702

r0.52248

b (slope, estimate of beta)1.47652

a (intercept, estimate of alpha)0.53936

Mean Square Error0.10669

DF error248.00000

t(b)9.64983

p(b)0.00000

t(a)1.60258

p(a)0.05515

Lowerbound of 95% confidence interval for beta1.17516

Upperbound of 95% confidence interval for beta1.77789

Lowerbound of 95% confidence interval for alpha0.12352

Upperbound of 95% confidence interval for alpha1.20225

Treynor index (mean / b)0.61475

Jensen alpha (a)0.53936
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03477

Expected Shortfall on VaR0.04421
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01443

Expected Shortfall on VaR0.02853
 ORDER STATISTICS
 Quartiles of return rates

Number of observations250.00000

Minimum0.93238

Quartile 10.98974

Median1.00296

Quartile 31.01501

Maximum1.11498

Mean of quarter 10.97626

Mean of quarter 20.99679

Mean of quarter 31.00894

Mean of quarter 41.03342

Inter Quartile Range0.02527

Number outliers low3.00000

Percentage of outliers low0.01200

Mean of outliers low0.93798

Number of outliers high6.00000

Percentage of outliers high0.02400

Mean of outliers high1.07925
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06108

VaR(95%) (moments method)0.02288

Expected Shortfall (moments method)0.03165

Extreme Value Index (regression method)0.01679

VaR(95%) (regression method)0.02533

Expected Shortfall (regression method)0.03434
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations26.00000

Minimum0.00073

Quartile 10.00875

Median0.02802

Quartile 30.06952

Maximum0.17277

Mean of quarter 10.00465

Mean of quarter 20.01833

Mean of quarter 30.05365

Mean of quarter 40.11662

Inter Quartile Range0.06078

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.03846

Mean of outliers high0.17277
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.95259

VaR(95%) (moments method)0.12944

Expected Shortfall (moments method)0.13822

Extreme Value Index (regression method)0.32194

VaR(95%) (regression method)0.12005

Expected Shortfall (regression method)0.13745
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.51103

Compounded annual return (geometric extrapolation)1.54874

Calmar ratio (compounded annual return / max draw down)8.96402

Compounded annual return / average of 25% largest draw downs13.28050

Compounded annual return / Expected Shortfall lognormal35.03080

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

Mean0.70596

SD0.32122

Sharpe ratio (Glass type estimate)2.19776

Sharpe ratio (Hedges UMVUE)2.18505

df130.00000

t1.55405

p0.43247

Lowerbound of 95% confidence interval for Sharpe Ratio0.59102

Upperbound of 95% confidence interval for Sharpe Ratio4.97829

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59945

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.96955
 Statistics related to Sortino ratio

Sortino ratio3.48410

Upside Potential Ratio11.30260

Upside part of mean2.29017

Downside part of mean1.58421

Upside SD0.25147

Downside SD0.20262

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.70596

SD of predictor0.10886

SD of criterion0.32122

Covariance0.01872

r0.53541

b (slope, estimate of beta)1.57987

a (intercept, estimate of alpha)0.32751

Mean Square Error0.07417

DF error129.00000

t(b)7.20002

p(b)0.17622

t(a)0.84252

p(a)0.45295

Lowerbound of 95% confidence interval for beta1.14573

Upperbound of 95% confidence interval for beta2.01401

Lowerbound of 95% confidence interval for alpha0.44160

Upperbound of 95% confidence interval for alpha1.09662

Treynor index (mean / b)0.44684

Jensen alpha (a)0.32751
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.65398

SD0.32054

Sharpe ratio (Glass type estimate)2.04026

Sharpe ratio (Hedges UMVUE)2.02847

df130.00000

t1.44268

p0.43723

Lowerbound of 95% confidence interval for Sharpe Ratio0.74637

Upperbound of 95% confidence interval for Sharpe Ratio4.81927

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.75428

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.81122
 Statistics related to Sortino ratio

Sortino ratio3.16602

Upside Potential Ratio10.93650

Upside part of mean2.25908

Downside part of mean1.60510

Upside SD0.24683

Downside SD0.20656

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.65398

SD of predictor0.10884

SD of criterion0.32054

Covariance0.01867

r0.53513

b (slope, estimate of beta)1.57595

a (intercept, estimate of alpha)0.28595

Mean Square Error0.07389

DF error129.00000

t(b)7.19483

p(b)0.17636

t(a)0.73733

p(a)0.45879

VAR (95 Confidence Intrvl)0.03500

Lowerbound of 95% confidence interval for beta1.14258

Upperbound of 95% confidence interval for beta2.00933

Lowerbound of 95% confidence interval for alpha0.48135

Upperbound of 95% confidence interval for alpha1.05324

Treynor index (mean / b)0.41498

Jensen alpha (a)0.28595
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02963

Expected Shortfall on VaR0.03760
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01228

Expected Shortfall on VaR0.02487
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.93553

Quartile 10.99114

Median1.00255

Quartile 31.01280

Maximum1.06838

Mean of quarter 10.97952

Mean of quarter 20.99706

Mean of quarter 31.00787

Mean of quarter 41.02691

Inter Quartile Range0.02166

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.94078

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.05200
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.35499

VaR(95%) (moments method)0.02203

Expected Shortfall (moments method)0.03883

Extreme Value Index (regression method)0.28357

VaR(95%) (regression method)0.02098

Expected Shortfall (regression method)0.03405
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00111

Quartile 10.00625

Median0.01412

Quartile 30.03317

Maximum0.14415

Mean of quarter 10.00240

Mean of quarter 20.00804

Mean of quarter 30.02498

Mean of quarter 40.09973

Inter Quartile Range0.02692

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.18750

Mean of outliers high0.11886
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)7.39356

VaR(95%) (moments method)0.09065

Expected Shortfall (moments method)0.09065

Extreme Value Index (regression method)1.99846

VaR(95%) (regression method)0.16980

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.17383

Strat Max DD how much worse than SP500 max DD during strat life?287519000

Max Equity Drawdown (num days)24
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.81255

Compounded annual return (geometric extrapolation)0.97761

Calmar ratio (compounded annual return / max draw down)6.78183

Compounded annual return / average of 25% largest draw downs9.80304

Compounded annual return / Expected Shortfall lognormal26.00060
Strategy Description
This is a *** HIGH RISK/REWARD *** system, and can move up and down a lot each day. Avoids Pattern Day Trader (PDT) violations making system compatible with account sizes under $25k. System will rescale down (ex: to $80k) whenever it reaches a higher amount (ex: $200k).
Leveraged ETFs are great for making outsized returns. The disadvantage is the huge potential drawdowns due to 3x leverage. Think of this strategy as one that buys and holds TQQQ, and tries to be out during some of the drops. We use machine learning (AI) to determine the proper moves.
REQUIREMENTS\NOTES:
1. $10k+ recommended, margin account required to avoid freeriding.
2. IRA compatible, no martingale or margin used (if IRA, IRA margin required).
3. If starting system, *** ENTER EXISTING OPEN POSITIONS ***.
4. HIGH RISK SYSTEM (uses leveraged ETFs), invest money you can afford to lose.
5. ETFs not available on IB in Europe https://europoor.com/howtobuyleveragedetfsfromeurope/
Comparison of our four algo based systems (comparative risk shown):
1. AI TQQQ SQQQ swing, $25k+, risk 4/5, https://collective2.com/details/128265049
2. AI SOXL SOXS swing, $25k+, risk 5/5, https://collective2.com/details/127841340
3. AI TQQQ only swing, $10k+, risk 3/5, https://collective2.com/details/131561344
4. AI SOXL SOXS intraday, $25k+, risk 3/5, https://collective2.com/details/134901681
System last updated: 8.29.2021 (changes to make system react faster to changes in market)
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.