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
04/02/2017
Most recent certification approved
6/20/18 10:15 ET
Trades at broker
Interactive Brokers (Direct Connection nonUS) (server 2)
Scaling percentage used
50%
# trading signals issued by system since certification
481
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) (server 2) account
412
Percent signals followed since 04/02/2017
85.7%
This information was last updated
7/6/18 8:34 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 04/02/2017,
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.
25K Emini SP Portfolio
(102237387)
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  04/02/2017 
Most recent certification approved  6/20/18 10:15 ET 
Trades at broker  Interactive Brokers (Direct Connection nonUS) (server 2) 
Scaling percentage used  50% 
# trading signals issued by system since certification  481 
# trading signals executed in manager's Interactive Brokers (Direct Connection nonUS) (server 2) account  412 
Percent signals followed since 04/02/2017  85.7% 
This information was last updated  7/6/18 8:34 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 04/02/2017, 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 $99.00 per month.
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).Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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  

2016  +13.3%  (9.7%)  +1.4%  +10.0%  (6.3%)  (0.6%)  +13.3%  (0.2%)  +20.2%  
2017  +6.0%  +1.4%  +3.3%  (4.4%)  +1.3%  +12.4%  +4.5%  +12.1%  (0.7%)  +1.2%  (5.1%)  +0.5%  +35.8% 
2018  (1.9%)  +2.1%  +6.8%  +2.4%  (7.7%)  (5.8%)  +3.3%  (1.6%) 
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  $25,000  
Buy Power  $48,290  
Cash  $1  
Equity  $1  
Cumulative $  $23,290  
Total System Equity  $48,290  
Margined  $1  
Open P/L  $0  
Data has been delayed by 12 hours for nonsubscribers 
System developer has asked us to delay this information by 12 hours.
Trading Record
Statistics

Strategy began5/7/2016

Suggested Minimum Cap$40,000

Strategy Age (days)799.88

Age27 months ago

What it tradesFutures

# Trades327

# Profitable206

% Profitable63.00%

Avg trade duration18.5 hours

Max peaktovalley drawdown21.53%

drawdown periodSept 12, 2016  Nov 04, 2016

Annual Return (Compounded)24.0%

Avg win$380.38

Avg loss$455.12
 Model Account Values (Raw)

Cash$48,290

Margin Used$0

Buying Power$48,290
 Ratios

W:L ratio1.42:1

Sharpe Ratio1.821

Sortino Ratio3.295

Calmar Ratio2.119
 CORRELATION STATISTICS

Correlation to SP5000.12800
 Return Statistics

Ann Return (w trading costs)24.0%

Ann Return (Compnd, No Fees)35.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss20.00%

Chance of 20% account loss4.00%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)383

Popularity (Last 6 weeks)878

C2 Score56.6
 TradesOwnSystem Certification

Trades Own System?184410

TOS percent50%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$455

Avg Win$380

# Winners206

# Losers121

% Winners63.0%
 Frequency

Avg Position Time (mins)1109.67

Avg Position Time (hrs)18.49

Avg Trade Length0.8 days

Last Trade Ago4
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.32665

SD0.21019

Sharpe ratio (Glass type estimate)1.55404

Sharpe ratio (Hedges UMVUE)1.50487

df24.00000

t2.24306

p0.01720

Lowerbound of 95% confidence interval for Sharpe Ratio0.11287

Upperbound of 95% confidence interval for Sharpe Ratio2.96601

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08180

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.92795
 Statistics related to Sortino ratio

Sortino ratio2.94264

Upside Potential Ratio4.27120

Upside part of mean0.47412

Downside part of mean0.14748

Upside SD0.19744

Downside SD0.11101

N nonnegative terms19.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations25.00000

Mean of predictor0.14505

Mean of criterion0.32665

SD of predictor0.06818

SD of criterion0.21019

Covariance0.00033

r0.02321

b (slope, estimate of beta)0.07156

a (intercept, estimate of alpha)0.33703

Mean Square Error0.04608

DF error23.00000

t(b)0.11135

p(b)0.54385

t(a)1.92018

p(a)0.03366

Lowerbound of 95% confidence interval for beta1.40106

Upperbound of 95% confidence interval for beta1.25793

Lowerbound of 95% confidence interval for alpha0.02606

Upperbound of 95% confidence interval for alpha0.70012

Treynor index (mean / b)4.56438

Jensen alpha (a)0.33703
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.30171

SD0.20827

Sharpe ratio (Glass type estimate)1.44869

Sharpe ratio (Hedges UMVUE)1.40286

df24.00000

t2.09100

p0.02365

Lowerbound of 95% confidence interval for Sharpe Ratio0.01714

Upperbound of 95% confidence interval for Sharpe Ratio2.85267

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.01185

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.81757
 Statistics related to Sortino ratio

Sortino ratio2.58895

Upside Potential Ratio3.91083

Upside part of mean0.45576

Downside part of mean0.15405

Upside SD0.18880

Downside SD0.11654

N nonnegative terms19.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations25.00000

Mean of predictor0.14199

Mean of criterion0.30171

SD of predictor0.06763

SD of criterion0.20827

Covariance0.00029

r0.02034

b (slope, estimate of beta)0.06265

a (intercept, estimate of alpha)0.31061

Mean Square Error0.04524

DF error23.00000

t(b)0.09759

p(b)0.53845

t(a)1.79253

p(a)0.04311

Lowerbound of 95% confidence interval for beta1.39073

Upperbound of 95% confidence interval for beta1.26543

Lowerbound of 95% confidence interval for alpha0.04785

Upperbound of 95% confidence interval for alpha0.66906

Treynor index (mean / b)4.81571

Jensen alpha (a)0.31061
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07109

Expected Shortfall on VaR0.09392
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01591

Expected Shortfall on VaR0.03943
 ORDER STATISTICS
 Quartiles of return rates

Number of observations25.00000

Minimum0.89691

Quartile 11.00226

Median1.01963

Quartile 31.07548

Maximum1.12631

Mean of quarter 10.95643

Mean of quarter 21.01126

Mean of quarter 31.05383

Mean of quarter 41.09916

Inter Quartile Range0.07322

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)1.33805

VaR(95%) (regression method)0.06023

Expected Shortfall (regression method)0.06443
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00193

Quartile 10.03454

Median0.05920

Quartile 30.10145

Maximum0.10309

Mean of quarter 10.01823

Mean of quarter 20.05920

Mean of quarter 30.10145

Mean of quarter 40.10309

Inter Quartile Range0.06691

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)0.41996

Compounded annual return (geometric extrapolation)0.35217

Calmar ratio (compounded annual return / max draw down)3.41604

Compounded annual return / average of 25% largest draw downs3.41604

Compounded annual return / Expected Shortfall lognormal3.74987

0.00000

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

Mean0.31978

SD0.17533

Sharpe ratio (Glass type estimate)1.82384

Sharpe ratio (Hedges UMVUE)1.82141

df563.00000

t2.67593

p0.00383

Lowerbound of 95% confidence interval for Sharpe Ratio0.48296

Upperbound of 95% confidence interval for Sharpe Ratio3.16315

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48133

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.16149
 Statistics related to Sortino ratio

Sortino ratio3.29503

Upside Potential Ratio9.90850

Upside part of mean0.96161

Downside part of mean0.64183

Upside SD0.14717

Downside SD0.09705

N nonnegative terms378.00000

N negative terms186.00000
 Statistics related to linear regression on benchmark

N of observations564.00000

Mean of predictor0.14798

Mean of criterion0.31978

SD of predictor0.11006

SD of criterion0.17533

Covariance0.00339

r0.17590

b (slope, estimate of beta)0.28023

a (intercept, estimate of alpha)0.27800

Mean Square Error0.02984

DF error562.00000

t(b)4.23614

p(b)0.00001

t(a)2.35559

p(a)0.00942

Lowerbound of 95% confidence interval for beta0.15030

Upperbound of 95% confidence interval for beta0.41017

Lowerbound of 95% confidence interval for alpha0.04624

Upperbound of 95% confidence interval for alpha0.51038

Treynor index (mean / b)1.14113

Jensen alpha (a)0.27831
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.30457

SD0.17262

Sharpe ratio (Glass type estimate)1.76442

Sharpe ratio (Hedges UMVUE)1.76207

df563.00000

t2.58876

p0.00494

Lowerbound of 95% confidence interval for Sharpe Ratio0.42387

Upperbound of 95% confidence interval for Sharpe Ratio3.10352

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.42226

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.10189
 Statistics related to Sortino ratio

Sortino ratio3.10480

Upside Potential Ratio9.69630

Upside part of mean0.95118

Downside part of mean0.64661

Upside SD0.14309

Downside SD0.09810

N nonnegative terms378.00000

N negative terms186.00000
 Statistics related to linear regression on benchmark

N of observations564.00000

Mean of predictor0.14187

Mean of criterion0.30457

SD of predictor0.11044

SD of criterion0.17262

Covariance0.00330

r0.17306

b (slope, estimate of beta)0.27049

a (intercept, estimate of alpha)0.26620

Mean Square Error0.02896

DF error562.00000

t(b)4.16539

p(b)0.00002

t(a)2.28801

p(a)0.01125

Lowerbound of 95% confidence interval for beta0.14294

Upperbound of 95% confidence interval for beta0.39804

Lowerbound of 95% confidence interval for alpha0.03767

Upperbound of 95% confidence interval for alpha0.49473

Treynor index (mean / b)1.12599

Jensen alpha (a)0.26620
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01625

Expected Shortfall on VaR0.02061
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00414

Expected Shortfall on VaR0.00935
 ORDER STATISTICS
 Quartiles of return rates

Number of observations564.00000

Minimum0.95744

Quartile 10.99816

Median1.00000

Quartile 31.00414

Maximum1.12568

Mean of quarter 10.99044

Mean of quarter 20.99976

Mean of quarter 31.00181

Mean of quarter 41.01287

Inter Quartile Range0.00599

Number outliers low47.00000

Percentage of outliers low0.08333

Mean of outliers low0.98267

Number of outliers high45.00000

Percentage of outliers high0.07979

Mean of outliers high1.02377
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.08739

VaR(95%) (moments method)0.00636

Expected Shortfall (moments method)0.00964

Extreme Value Index (regression method)0.05329

VaR(95%) (regression method)0.00834

Expected Shortfall (regression method)0.01276
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations32.00000

Minimum0.00006

Quartile 10.00283

Median0.01204

Quartile 30.03227

Maximum0.16800

Mean of quarter 10.00083

Mean of quarter 20.00713

Mean of quarter 30.01966

Mean of quarter 40.08081

Inter Quartile Range0.02945

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.09375

Mean of outliers high0.12862
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.06138

VaR(95%) (moments method)0.08078

Expected Shortfall (moments method)0.11225

Extreme Value Index (regression method)1.20733

VaR(95%) (regression method)0.05637

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.43034

Compounded annual return (geometric extrapolation)0.35605

Calmar ratio (compounded annual return / max draw down)2.11927

Compounded annual return / average of 25% largest draw downs4.40601

Compounded annual return / Expected Shortfall lognormal17.27380

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

Mean0.06444

SD0.17163

Sharpe ratio (Glass type estimate)0.37547

Sharpe ratio (Hedges UMVUE)0.37330

df130.00000

t0.26549

p0.48836

Lowerbound of 95% confidence interval for Sharpe Ratio2.39732

Upperbound of 95% confidence interval for Sharpe Ratio3.14693

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.39888

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.14547
 Statistics related to Sortino ratio

Sortino ratio0.55308

Upside Potential Ratio8.05141

Upside part of mean0.93809

Downside part of mean0.87365

Upside SD0.12519

Downside SD0.11651

N nonnegative terms79.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.01904

Mean of criterion0.06444

SD of predictor0.16445

SD of criterion0.17163

Covariance0.00070

r0.02476

b (slope, estimate of beta)0.02584

a (intercept, estimate of alpha)0.06493

Mean Square Error0.02967

DF error129.00000

t(b)0.28128

p(b)0.51576

t(a)0.26657

p(a)0.48506

Lowerbound of 95% confidence interval for beta0.20758

Upperbound of 95% confidence interval for beta0.15591

Lowerbound of 95% confidence interval for alpha0.41702

Upperbound of 95% confidence interval for alpha0.54688

Treynor index (mean / b)2.49402

Jensen alpha (a)0.06493
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04985

SD0.17137

Sharpe ratio (Glass type estimate)0.29088

Sharpe ratio (Hedges UMVUE)0.28919

df130.00000

t0.20568

p0.49098

Lowerbound of 95% confidence interval for Sharpe Ratio2.48164

Upperbound of 95% confidence interval for Sharpe Ratio3.06243

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.48283

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.06122
 Statistics related to Sortino ratio

Sortino ratio0.42304

Upside Potential Ratio7.89565

Upside part of mean0.93039

Downside part of mean0.88054

Upside SD0.12357

Downside SD0.11784

N nonnegative terms79.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00553

Mean of criterion0.04985

SD of predictor0.16528

SD of criterion0.17137

Covariance0.00074

r0.02608

b (slope, estimate of beta)0.02704

a (intercept, estimate of alpha)0.05000

Mean Square Error0.02958

DF error129.00000

t(b)0.29630

p(b)0.51660

t(a)0.20557

p(a)0.48848

Lowerbound of 95% confidence interval for beta0.20760

Upperbound of 95% confidence interval for beta0.15352

Lowerbound of 95% confidence interval for alpha0.43121

Upperbound of 95% confidence interval for alpha0.53121

Treynor index (mean / b)1.84349

Jensen alpha (a)0.05000
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01708

Expected Shortfall on VaR0.02141
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00656

Expected Shortfall on VaR0.01364
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96136

Quartile 10.99535

Median1.00000

Quartile 31.00493

Maximum1.04503

Mean of quarter 10.98791

Mean of quarter 20.99885

Mean of quarter 31.00189

Mean of quarter 41.01238

Inter Quartile Range0.00958

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97289

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.02812
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.21663

VaR(95%) (moments method)0.01224

Expected Shortfall (moments method)0.01898

Extreme Value Index (regression method)0.12837

VaR(95%) (regression method)0.01196

Expected Shortfall (regression method)0.01732
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00137

Quartile 10.00665

Median0.01794

Quartile 30.04086

Maximum0.10943

Mean of quarter 10.00177

Mean of quarter 20.00975

Mean of quarter 30.03181

Mean of quarter 40.07777

Inter Quartile Range0.03422

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.12500

Mean of outliers high0.10943
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.05048

Compounded annual return (geometric extrapolation)0.05111

Calmar ratio (compounded annual return / max draw down)0.46709

Compounded annual return / average of 25% largest draw downs0.65721

Compounded annual return / Expected Shortfall lognormal2.38745
Strategy Description
It includes the trading system Prometeo also publisehd in Collective2 (https://www.collective2.com/details/97726126).
Portfolio is designed to work with starting account size of 25.000 USD.
You can obtain backtesting information here:
www.sistemasdebolsa.com/carteradesistemasdetrading25keminisp500portfolio/
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.