ARK Micro
(151021571)
Subscription terms. Subscriptions to this system cost $99.00 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 marked-to-market equity calculations.
All results are hypothetical.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +5.8% | +13.8% | +6.9% | +28.7% |
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.
| Started | $15,000 | |
| Buy Power | $16,252 | |
| Cash | $20,106 | |
| Equity | ($37) | |
| Cumulative $ | $5,068 | |
| Total System Equity | $20,068 | |
| Margined | $3,816 | |
| Open P/L | ($37) |
Trading Record
symbol.
Statistics
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Strategy began3/5/2025
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Suggested Minimum Cap$25,000
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Strategy Age (days)74.83
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Age75 days ago
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What it tradesFutures, Forex
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# Trades79
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# Profitable70
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% Profitable88.60%
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Avg trade duration1.3 days
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Max peak-to-valley drawdown13.34%
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drawdown periodMay 07, 2025 - May 12, 2025
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Cumul. Return28.7%
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Avg win$91.91
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Avg loss$151.78
- Model Account Values (Raw)
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Cash$20,106
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Margin Used$3,816
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Buying Power$16,252
- Ratios
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W:L ratio4.71:1
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Sharpe Ratio2.93
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Sortino Ratio4.83
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Calmar Ratio32.43
- CORRELATION STATISTICS
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Return of Strat Pcnt - Return of SP500 Pcnt (cumu)26.76%
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Correlation to SP500-0.22290
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Return Percent SP500 (cumu) during strategy life2.00%
- Return Statistics
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Ann Return (w trading costs)227.8%
- Slump
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Current Slump as Pcnt Equity0.30%
- Return Statistics
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Return Pcnt (Compound or Annual, age-based, NFA compliant)0.287%
- Instruments
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Percent Trades Optionsn/a
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Percent Trades Futures0.79%
- Slump
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Current Slump, time of slump as pcnt of strategy lifen/a
- Instruments
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Percent Trades Stocksn/a
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Short Options - Percent Covered100.00%
- Return Statistics
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Return Pcnt Since TOS Statusn/a
- Instruments
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Percent Trades Forex0.21%
- Return Statistics
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Ann Return (Compnd, No Fees)300.3%
- Risk of Ruin (Monte-Carlo)
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Chance of 10% account loss6.00%
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Chance of 20% account lossn/a
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Chance of 30% account lossn/a
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Chance of 40% account lossn/a
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Chance of 60% account loss (Monte Carlo)n/a
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Chance of 70% account loss (Monte Carlo)n/a
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Chance of 80% account loss (Monte Carlo)n/a
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Chance of 90% account loss (Monte Carlo)n/a
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Chance of 100% account loss (Monte Carlo)n/a
- Automation
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Percentage Signals Automatedn/a
- Risk of Ruin (Monte-Carlo)
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Chance of 50% account lossn/a
- Popularity
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Popularity (Today)898
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Popularity (Last 6 weeks)962
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Popularity (7 days, Percentile 1000 scale)946
- Trading Style
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Any stock shorts? 0/10
- Trades-Own-System Certification
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Trades Own System?-
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TOS percentn/a
- Win / Loss
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Avg Win$92
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Avg Loss$157
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Sum Trade PL (losers)$1,409.000
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# Winners70
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Num Months Winners3
- Age
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Num Months filled monthly returns table3
- Win / Loss
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Sum Trade PL (winners)$6,434.000
- Dividends
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Dividends Received in Model Acct0
- AUM
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AUM (AutoTrader live capital)19652
- Win / Loss
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# Losers9
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% Winners88.6%
- Frequency
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Avg Position Time (mins)1808.15
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Avg Position Time (hrs)30.14
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Avg Trade Length1.3 days
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Last Trade Ago0
- Leverage
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Daily leverage (average)4.03
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Daily leverage (max)12.12
- Regression
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Alpha0.36
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Beta-0.25
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Treynor Index-1.45
- Maximum Adverse Excursion (MAE)
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MAE:Equity, average, all trades0.01
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MAE:Equity, losing trades only, 95th Percentile Value for this strat-
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MAE:Equity, win trades only, 95th Percentile Value for this strat-
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MAE:PL (avg, winning trades)-
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MAE:PL - worst single value for strategy-
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MAE:PL (avg, losing trades)-
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MAE:PL (avg, all trades)0.67
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Avg(MAE) / Avg(PL) - All trades2.794
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MAE:Equity, 95th Percentile Value for this strat0.12
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MAE:Equity, average, winning trades0.01
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MAE:Equity, average, losing trades0.03
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Avg(MAE) / Avg(PL) - Winning trades1.136
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Avg(MAE) / Avg(PL) - Losing trades-3.124
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Hold-and-Hope Ratio0.385
- Analysis based on DAILY values, full history
- RATIO STATISTICS
- Ratio statistics of excess return rates
- Statistics related to linear regression on benchmark
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a (intercept, estimate of alpha)1.59800
- Analysis based on DAILY values, last 6 months only
- Ratio statistics of excess log return rates
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VAR (95 Confidence Intrvl)0.03500
- DRAW DOWN STATISTICS
- Risk estimates based on draw downs (based on Extreme Value T
- assuming Pareto losses only (using partial moments from Sortino statistics)
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Strat Max DD how much worse than SP500 max DD during strat life?-368337000
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Max Equity Drawdown (num days)5
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Last 4 Months - Pcnt Negativen/a
Strategy Description
I have done a lot of work on my mistakes. This is more from the field of psychology. Bugs have been fixed. The system has become more reliable and stable. During this time, I have optimized my system, leaving only the best algorithms there and optimized risk management. I believe in my system.
Attention! Depending on your risk preferences, after subscribing to the system, I definitely recommend setting a risk limit of no more than 5-10-15-20%. This is a must!
1) ARK Micro (micro fx futures CME) + 5.8%*, max dd - 8.8% | https://collective2.com/details/151021571 | Maximum monthly loss no more than 10%. Trading according to the system of currency futures micro GBP/USD, micro EUR/USD, micro AUD/USD, micro JPY/USD, micro CAD/USD, micro CHF/USD. Suggested Minimum Capital 7,500 - 15,000 USD
2) Internet trading experience since 2006. Manual trading system, based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday bulletins of currency futures of the Chicago Mercantile Exchange (CME Group) - British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Swiss Franc Futures, Canadian Dollar Futures. Trading is carried out both on the trend and on reversals, on currency futures G10 CME Group. Each trade is protected by a stop loss. Not martingale. The plan and goal for the future is to open my own hedge fund.
3) My public verified trading results myfxbook | 2011 + 12.11% | 2012 + 105.51% | 2013 + 272.49% | 2014 + 182.49% | 2015 + 121.17% | 2016 + 65.57% | 2017 + 18.24% | 2018 + 88.6% | 2019 +16.5%
4) Attention! To be honest, this is not my first profile here. I had great periods here when the number of paid subscribers was about 100, and the amount under management was about 7 million US dollars (this is the period from February 2018 to July 2019). In 2018, a profit of 88% was shown, but then 95% of clients left due to a profit of 16% per year!!! From experience, I can say that low drawdowns and moderate profits (10-25% per year) are of little interest to anyone here, and when you start showing such a result, 80-90 percent of clients leave. Strategies with high profits are very popular, which subsequently lead to large drawdowns. This is a pattern and a vicious circle. The more profit, the greater the drawdown awaits you in the future. That's why I started using my system with aggressive risks, which led to a series of failures.
5) From November 2021 to October 2022, I had the ARK system here, until May 2022 there was a stable increase in clients, excellent results for six months, profit over 250%, the number of paid subscribers is just over 100, funds are 15 million USD. Then I started trading more conservatively (less risky) and the number of subscribers decreased by 9 times in 3 months!!! I started trading again, but more aggressively and this eventually led to a mistake, there was a big drawdown when selling USD / JPY due to high leverage, the idea was correct to sell 145-147-150 take profit 135-133 -131, but very poor execution led to a loss. I am the only one to blame for this and there is no excuse for this.
6) In 2024, at the moment, my M8888 system managed to show excellent results of 420% with a maximum drawdown of 42%. But the bet on aggressive trading eventually led to a large drawdown. It was obvious and a matter of time. Now there is a profit of 230% with a drawdown of 70%. I understand that such results are of no interest to anyone. An adequate balance of risk and profit is needed.
7) You can see the archive of my systems for 2018-2024 on my website.
Useful recommendations when copying my system “ARK Micro” (micro FX futures CME):
1) Do not idealize the results of my trading. Stable every month for a long period of time, at least over a period of several years, you are unlikely to receive a plus every month, this is not a bank deposit. There will be periods of subsidence, since everything in this world is cyclical and the results in trading are no exception, after growth always follows a decline or for some time there is a stagnation in growth and this should be perceived normally.
2) Diversify your savings - do not put all your eggs in one basket.
3) Constantly and continuously monitor the results, it is desirable to do this several times a week, so you will be calmer.
4) Understand that profitability is not linear, it is not a bank deposit, that income received in the past cannot serve as a guarantee of receiving such income in the future.
5) Do not worry and don’t share your feelings with me about where the market will go or what you think is wrong at the moment (I don’t have a psychological session service), because there is a stop loss for every deal , there is a risk limit. Excessive anxiety only ruins the result.
6) There are periods, several trading sessions, several trading weeks when there is no trading activity, this is normal. Permanent presence in the market and constant trading in no way affects the better profit, does not make it anymore, sometimes just a few trading sessions make the result for a whole month. You need to be able to wait, work out only clear signals and then the result will be much better.
7) There is a possibility that you may lose some or all of your investments and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.
Michael
April 1, 2025
Latest Activity
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.