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
10/30/2014
Most recent certification approved
11/4/14 8:03 ET
Trades at broker
Interactive Brokers (Direct Connection)
Scaling percentage used
200%
# trading signals issued by system since certification
1,706
# trading signals executed in manager's Interactive Brokers (Direct Connection) account
1,678
Percent signals followed since 10/30/2014
98.4%
This information was last updated
7/10/18 9:30 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 10/30/2014,
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.
Carma Stocks
(81128026)
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  10/30/2014 
Most recent certification approved  11/4/14 8:03 ET 
Trades at broker  Interactive Brokers (Direct Connection) 
Scaling percentage used  200% 
# trading signals issued by system since certification  1,706 
# trading signals executed in manager's Interactive Brokers (Direct Connection) account  1,678 
Percent signals followed since 10/30/2014  98.4% 
This information was last updated  7/10/18 9:30 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 10/30/2014, 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 $50.00 per month.
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  

2013  (0.3%)  +7.5%  (0.8%)  (1.5%)  +1.4%  +5.4%  +3.6%  +1.3%  +17.5%  
2014  (0.4%)  (1%)  +2.0%  +7.9%  (0.3%)    (1.6%)  +1.7%  +0.8%  +2.1%  +1.0%  +2.2%  +15.0% 
2015  +2.7%  +0.3%  +1.5%  +0.1%  +1.6%  +2.2%  +4.0%  (1%)  +2.5%  (1%)  +0.5%  +1.1%  +15.3% 
2016  +0.4%  +2.0%  +0.8%  +0.7%  +1.0%  (1%)  +1.1%  +0.3%  +1.0%  +0.6%  +1.9%  (1%)  +8.1% 
2017  +2.0%  +1.6%  +1.0%  +0.1%  (3.6%)  +0.7%    +0.6%  +0.2%  (0.3%)  +0.4%  +2.3%  +5.0% 
2018  (1.8%)  (4.3%)  +1.3%  +0.1%  (0.1%)  (2.3%)  +0.8%  (6.3%) 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $20,000  
Buy Power  $39,163  
Cash  $1  
Equity  $1  
Cumulative $  $19,163  
Includes dividends and cashsettled expirations:  $584  Itemized 
Total System Equity  $39,163  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began5/28/2013

Suggested Minimum Cap$35,000

Strategy Age (days)1875.09

Age63 months ago

What it tradesStocks

# Trades1274

# Profitable865

% Profitable67.90%

Avg trade duration5.1 days

Max peaktovalley drawdown8.7%

drawdown periodDec 18, 2017  Feb 09, 2018

Annual Return (Compounded)10.3%

Avg win$47.62

Avg loss$55.30
 Model Account Values (Raw)

Cash$39,163

Margin Used$0

Buying Power$39,163
 Ratios

W:L ratio1.88:1

Sharpe Ratio1.775

Sortino Ratio2.901

Calmar Ratio2.291
 CORRELATION STATISTICS

Correlation to SP5000.27700
 Return Statistics

Ann Return (w trading costs)10.3%

Ann Return (Compnd, No Fees)14.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss0.50%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)801

Popularity (Last 6 weeks)886

C2 Score85.3
 TradesOwnSystem Certification

Trades Own System?469

TOS percent200%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$55

Avg Win$48

# Winners865

# Losers409

% Winners67.9%
 Frequency

Avg Position Time (mins)7280.27

Avg Position Time (hrs)121.34

Avg Trade Length5.1 days

Last Trade Ago0
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.10645

SD0.06327

Sharpe ratio (Glass type estimate)1.68254

Sharpe ratio (Hedges UMVUE)1.66142

df60.00000

t3.79350

p0.00017

Lowerbound of 95% confidence interval for Sharpe Ratio0.75651

Upperbound of 95% confidence interval for Sharpe Ratio2.59601

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.74269

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.58015
 Statistics related to Sortino ratio

Sortino ratio4.72061

Upside Potential Ratio5.87361

Upside part of mean0.13245

Downside part of mean0.02600

Upside SD0.06613

Downside SD0.02255

N nonnegative terms45.00000

N negative terms16.00000
 Statistics related to linear regression on benchmark

N of observations61.00000

Mean of predictor0.07766

Mean of criterion0.10645

SD of predictor0.10284

SD of criterion0.06327

Covariance0.00058

r0.08972

b (slope, estimate of beta)0.05520

a (intercept, estimate of alpha)0.11074

Mean Square Error0.00404

DF error59.00000

t(b)0.69194

p(b)0.75416

t(a)3.83747

p(a)0.00015

Lowerbound of 95% confidence interval for beta0.21483

Upperbound of 95% confidence interval for beta0.10443

Lowerbound of 95% confidence interval for alpha0.05300

Upperbound of 95% confidence interval for alpha0.16848

Treynor index (mean / b)1.92853

Jensen alpha (a)0.11074
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10384

SD0.06185

Sharpe ratio (Glass type estimate)1.67891

Sharpe ratio (Hedges UMVUE)1.65784

df60.00000

t3.78531

p0.00018

Lowerbound of 95% confidence interval for Sharpe Ratio0.75312

Upperbound of 95% confidence interval for Sharpe Ratio2.59220

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.73932

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.57636
 Statistics related to Sortino ratio

Sortino ratio4.55127

Upside Potential Ratio5.69950

Upside part of mean0.13004

Downside part of mean0.02620

Upside SD0.06435

Downside SD0.02282

N nonnegative terms45.00000

N negative terms16.00000
 Statistics related to linear regression on benchmark

N of observations61.00000

Mean of predictor0.07209

Mean of criterion0.10384

SD of predictor0.10240

SD of criterion0.06185

Covariance0.00056

r0.08836

b (slope, estimate of beta)0.05337

a (intercept, estimate of alpha)0.10769

Mean Square Error0.00386

DF error59.00000

t(b)0.68139

p(b)0.75086

t(a)3.82845

p(a)0.00016

Lowerbound of 95% confidence interval for beta0.21010

Upperbound of 95% confidence interval for beta0.10336

Lowerbound of 95% confidence interval for alpha0.05140

Upperbound of 95% confidence interval for alpha0.16398

Treynor index (mean / b)1.94567

Jensen alpha (a)0.10769
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02050

Expected Shortfall on VaR0.02776
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00297

Expected Shortfall on VaR0.00744
 ORDER STATISTICS
 Quartiles of return rates

Number of observations61.00000

Minimum0.96503

Quartile 11.00214

Median1.00794

Quartile 31.01873

Maximum1.07830

Mean of quarter 10.99407

Mean of quarter 21.00512

Mean of quarter 31.01269

Mean of quarter 41.03406

Inter Quartile Range0.01658

Number outliers low1.00000

Percentage of outliers low0.01639

Mean of outliers low0.96503

Number of outliers high4.00000

Percentage of outliers high0.06557

Mean of outliers high1.06184
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20605

VaR(95%) (moments method)0.00321

Expected Shortfall (moments method)0.00477

Extreme Value Index (regression method)0.74375

VaR(95%) (regression method)0.00694

Expected Shortfall (regression method)0.03699
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00143

Quartile 10.00435

Median0.00673

Quartile 30.01767

Maximum0.03497

Mean of quarter 10.00289

Mean of quarter 20.00555

Mean of quarter 30.00926

Mean of quarter 40.03052

Inter Quartile Range0.01332

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)0.18761

Compounded annual return (geometric extrapolation)0.14082

Calmar ratio (compounded annual return / max draw down)4.02714

Compounded annual return / average of 25% largest draw downs4.61399

Compounded annual return / Expected Shortfall lognormal5.07260

0.00000

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

Mean0.10551

SD0.05942

Sharpe ratio (Glass type estimate)1.77556

Sharpe ratio (Hedges UMVUE)1.77456

df1337.00000

t4.01248

p0.43069

Lowerbound of 95% confidence interval for Sharpe Ratio0.90534

Upperbound of 95% confidence interval for Sharpe Ratio2.64516

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.90466

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.64447
 Statistics related to Sortino ratio

Sortino ratio2.90130

Upside Potential Ratio8.80770

Upside part of mean0.32030

Downside part of mean0.21479

Upside SD0.04742

Downside SD0.03637

N nonnegative terms688.00000

N negative terms650.00000
 Statistics related to linear regression on benchmark

N of observations1338.00000

Mean of predictor0.08208

Mean of criterion0.10551

SD of predictor0.12473

SD of criterion0.05942

Covariance0.00214

r0.28913

b (slope, estimate of beta)0.13774

a (intercept, estimate of alpha)0.09400

Mean Square Error0.00324

DF error1336.00000

t(b)11.03970

p(b)0.35543

t(a)3.73787

p(a)0.44913

Lowerbound of 95% confidence interval for beta0.11327

Upperbound of 95% confidence interval for beta0.16222

Lowerbound of 95% confidence interval for alpha0.04476

Upperbound of 95% confidence interval for alpha0.14364

Treynor index (mean / b)0.76597

Jensen alpha (a)0.09420
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10372

SD0.05933

Sharpe ratio (Glass type estimate)1.74803

Sharpe ratio (Hedges UMVUE)1.74705

df1337.00000

t3.95027

p0.43175

Lowerbound of 95% confidence interval for Sharpe Ratio0.87789

Upperbound of 95% confidence interval for Sharpe Ratio2.61755

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.87723

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.61688
 Statistics related to Sortino ratio

Sortino ratio2.83696

Upside Potential Ratio8.72977

Upside part of mean0.31915

Downside part of mean0.21543

Upside SD0.04714

Downside SD0.03656

N nonnegative terms688.00000

N negative terms650.00000
 Statistics related to linear regression on benchmark

N of observations1338.00000

Mean of predictor0.07427

Mean of criterion0.10372

SD of predictor0.12495

SD of criterion0.05933

Covariance0.00215

r0.28975

b (slope, estimate of beta)0.13760

a (intercept, estimate of alpha)0.09350

Mean Square Error0.00323

DF error1336.00000

t(b)11.06560

p(b)0.35512

t(a)3.71677

p(a)0.44942

Lowerbound of 95% confidence interval for beta0.11320

Upperbound of 95% confidence interval for beta0.16199

Lowerbound of 95% confidence interval for alpha0.04415

Upperbound of 95% confidence interval for alpha0.14284

Treynor index (mean / b)0.75377

Jensen alpha (a)0.09350
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00562

Expected Shortfall on VaR0.00714
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00181

Expected Shortfall on VaR0.00395
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1338.00000

Minimum0.97840

Quartile 10.99959

Median1.00016

Quartile 31.00127

Maximum1.02214

Mean of quarter 10.99698

Mean of quarter 20.99996

Mean of quarter 31.00059

Mean of quarter 41.00450

Inter Quartile Range0.00168

Number outliers low113.00000

Percentage of outliers low0.08445

Mean of outliers low0.99369

Number of outliers high135.00000

Percentage of outliers high0.10090

Mean of outliers high1.00780
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.39685

VaR(95%) (moments method)0.00283

Expected Shortfall (moments method)0.00584

Extreme Value Index (regression method)0.11550

VaR(95%) (regression method)0.00302

Expected Shortfall (regression method)0.00492
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations111.00000

Minimum0.00001

Quartile 10.00076

Median0.00243

Quartile 30.00830

Maximum0.06140

Mean of quarter 10.00032

Mean of quarter 20.00135

Mean of quarter 30.00470

Mean of quarter 40.01954

Inter Quartile Range0.00754

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high9.00000

Percentage of outliers high0.08108

Mean of outliers high0.03368
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.13148

VaR(95%) (moments method)0.01912

Expected Shortfall (moments method)0.02783

Extreme Value Index (regression method)0.30086

VaR(95%) (regression method)0.01911

Expected Shortfall (regression method)0.03123
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.18769

Compounded annual return (geometric extrapolation)0.14068

Calmar ratio (compounded annual return / max draw down)2.29121

Compounded annual return / average of 25% largest draw downs7.20051

Compounded annual return / Expected Shortfall lognormal19.70640

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

Mean0.09323

SD0.06634

Sharpe ratio (Glass type estimate)1.40533

Sharpe ratio (Hedges UMVUE)1.39720

df130.00000

t0.99372

p0.54341

Lowerbound of 95% confidence interval for Sharpe Ratio4.17973

Upperbound of 95% confidence interval for Sharpe Ratio1.37440

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.17421

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.37980
 Statistics related to Sortino ratio

Sortino ratio1.65696

Upside Potential Ratio3.55502

Upside part of mean0.20002

Downside part of mean0.29325

Upside SD0.03514

Downside SD0.05626

N nonnegative terms45.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00650

Mean of criterion0.09323

SD of predictor0.16442

SD of criterion0.06634

Covariance0.00436

r0.39952

b (slope, estimate of beta)0.16120

a (intercept, estimate of alpha)0.09218

Mean Square Error0.00373

DF error129.00000

t(b)4.94994

p(b)0.25259

t(a)1.06767

p(a)0.55949

Lowerbound of 95% confidence interval for beta0.09677

Upperbound of 95% confidence interval for beta0.22563

Lowerbound of 95% confidence interval for alpha0.26300

Upperbound of 95% confidence interval for alpha0.07864

Treynor index (mean / b)0.57835

Jensen alpha (a)0.09218
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.09543

SD0.06662

Sharpe ratio (Glass type estimate)1.43251

Sharpe ratio (Hedges UMVUE)1.42423

df130.00000

t1.01294

p0.54425

Lowerbound of 95% confidence interval for Sharpe Ratio4.20712

Upperbound of 95% confidence interval for Sharpe Ratio1.34742

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.20143

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.35298
 Statistics related to Sortino ratio

Sortino ratio1.68276

Upside Potential Ratio3.51584

Upside part of mean0.19939

Downside part of mean0.29482

Upside SD0.03497

Downside SD0.05671

N nonnegative terms45.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.02001

Mean of criterion0.09543

SD of predictor0.16525

SD of criterion0.06662

Covariance0.00443

r0.40258

b (slope, estimate of beta)0.16229

a (intercept, estimate of alpha)0.09218

Mean Square Error0.00375

DF error129.00000

t(b)4.99508

p(b)0.25081

t(a)1.06477

p(a)0.55934

Lowerbound of 95% confidence interval for beta0.09801

Upperbound of 95% confidence interval for beta0.22658

Lowerbound of 95% confidence interval for alpha0.26348

Upperbound of 95% confidence interval for alpha0.07911

Treynor index (mean / b)0.58802

Jensen alpha (a)0.09218
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00711

Expected Shortfall on VaR0.00881
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00300

Expected Shortfall on VaR0.00649
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97840

Quartile 10.99996

Median1.00000

Quartile 31.00054

Maximum1.01489

Mean of quarter 10.99583

Mean of quarter 20.99999

Mean of quarter 31.00013

Mean of quarter 41.00306

Inter Quartile Range0.00059

Number outliers low21.00000

Percentage of outliers low0.16031

Mean of outliers low0.99368

Number of outliers high20.00000

Percentage of outliers high0.15267

Mean of outliers high1.00449
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.48805

VaR(95%) (moments method)0.00307

Expected Shortfall (moments method)0.00788

Extreme Value Index (regression method)0.08224

VaR(95%) (regression method)0.00510

Expected Shortfall (regression method)0.00912
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00000

Quartile 10.00002

Median0.00013

Quartile 30.01316

Maximum0.05195

Mean of quarter 10.00000

Mean of quarter 20.00002

Mean of quarter 30.00023

Mean of quarter 40.05195

Inter Quartile Range0.01314

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.05195
 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)0.06640

Compounded annual return (geometric extrapolation)0.06530

Calmar ratio (compounded annual return / max draw down)1.25696

Compounded annual return / average of 25% largest draw downs1.25696

Compounded annual return / Expected Shortfall lognormal7.40852
Strategy Description
Single position size can be 5% or 10% of total system equity (it depends on the strength of the signal that generated the trade). Max leverage is 1.
Once a new position is entered the exit price is established.
Every day, before market open, the system generates new entry signals and updates, if necessary, the exit price of existing positions. Before market close Carma Stocks updates exit price for open positions if necessary.
Backtesting results available for subscribers.
Summary Statistics
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 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.