RSC Stocks
(87857799)
Subscription terms. Subscriptions to this system cost $25.00 per 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  +4.3%  +2.2%  +6.8%  (0.9%)  +1.6%  +0.7%    +2.3%  +0.6%  +4.3%  (0.1%)  +23.8%  
2017  (1.7%)  (1.9%)  (0.3%)  +0.3%  (1.3%)  (2.7%)  +0.8%  (2.6%)  (1.4%)  (3.9%)  +1.6%  +0.1%  (12.3%) 
2018  (1.3%)  (0.2%)    (0.5%)  (0.2%)            (2.2%) 
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  $9,491  
Buy Power  $10,952  
Cash  $10,952  
Equity  $0  
Cumulative $  $1,460  
Includes dividends and cashsettled expirations:  ($124)  Itemized 
Total System Equity  $10,951  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began2/6/2016

Suggested Minimum Cap$9,491

Strategy Age (days)984.62

Age33 months ago

What it tradesStocks

# Trades82

# Profitable41

% Profitable50.00%

Avg trade duration9.9 days

Max peaktovalley drawdown18.97%

drawdown periodDec 03, 2016  May 26, 2018

Annual Return (Compounded)2.6%

Avg win$130.71

Avg loss$92.10
 Model Account Values (Raw)

Cash$10,952

Margin Used$0

Buying Power$10,952
 Ratios

W:L ratio1.39:1

Sharpe Ratio0.575

Sortino Ratio0.982

Calmar Ratio0.543
 CORRELATION STATISTICS

Correlation to SP5000.07100
 Return Statistics

Ann Return (w trading costs)2.6%

Ann Return (Compnd, No Fees)5.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss4.50%

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)485

Popularity (Last 6 weeks)516
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days30
 Win / Loss

Avg Loss$92

Avg Win$131

# Winners41

# Losers41

% Winners50.0%
 Frequency

Avg Position Time (mins)14298.20

Avg Position Time (hrs)238.30

Avg Trade Length9.9 days

Last Trade Ago262
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.04582

SD0.09013

Sharpe ratio (Glass type estimate)0.50839

Sharpe ratio (Hedges UMVUE)0.49083

df22.00000

t0.70383

p0.24446

Lowerbound of 95% confidence interval for Sharpe Ratio0.92082

Upperbound of 95% confidence interval for Sharpe Ratio1.92628

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.93229

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.91394
 Statistics related to Sortino ratio

Sortino ratio0.93524

Upside Potential Ratio2.91480

Upside part of mean0.14280

Downside part of mean0.09698

Upside SD0.07446

Downside SD0.04899

N nonnegative terms12.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.18182

Mean of criterion0.04582

SD of predictor0.08304

SD of criterion0.09013

Covariance0.00021

r0.02865

b (slope, estimate of beta)0.03110

a (intercept, estimate of alpha)0.04017

Mean Square Error0.00850

DF error21.00000

t(b)0.13136

p(b)0.48176

t(a)0.50648

p(a)0.43021

Lowerbound of 95% confidence interval for beta0.46121

Upperbound of 95% confidence interval for beta0.52341

Lowerbound of 95% confidence interval for alpha0.12475

Upperbound of 95% confidence interval for alpha0.20508

Treynor index (mean / b)1.47346

Jensen alpha (a)0.04017
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04182

SD0.08910

Sharpe ratio (Glass type estimate)0.46930

Sharpe ratio (Hedges UMVUE)0.45309

df22.00000

t0.64972

p0.26130

Lowerbound of 95% confidence interval for Sharpe Ratio0.95836

Upperbound of 95% confidence interval for Sharpe Ratio1.88647

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.96894

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.87511
 Statistics related to Sortino ratio

Sortino ratio0.84277

Upside Potential Ratio2.81741

Upside part of mean0.13979

Downside part of mean0.09798

Upside SD0.07265

Downside SD0.04962

N nonnegative terms12.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.17686

Mean of criterion0.04182

SD of predictor0.08152

SD of criterion0.08910

Covariance0.00008

r0.01077

b (slope, estimate of beta)0.01177

a (intercept, estimate of alpha)0.03973

Mean Square Error0.00832

DF error21.00000

t(b)0.04934

p(b)0.49315

t(a)0.50799

p(a)0.43000

Lowerbound of 95% confidence interval for beta0.48423

Upperbound of 95% confidence interval for beta0.50777

Lowerbound of 95% confidence interval for alpha0.12293

Upperbound of 95% confidence interval for alpha0.20240

Treynor index (mean / b)3.55354

Jensen alpha (a)0.03973
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03808

Expected Shortfall on VaR0.04832
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01838

Expected Shortfall on VaR0.03284
 ORDER STATISTICS
 Quartiles of return rates

Number of observations23.00000

Minimum0.96408

Quartile 10.99027

Median1.00238

Quartile 31.02091

Maximum1.05855

Mean of quarter 10.97711

Mean of quarter 20.99658

Mean of quarter 31.01027

Mean of quarter 41.04132

Inter Quartile Range0.03063

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)2.04727

VaR(95%) (moments method)0.02280

Expected Shortfall (moments method)0.02323

Extreme Value Index (regression method)0.88784

VaR(95%) (regression method)0.03216

Expected Shortfall (regression method)0.03539
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.02574

Quartile 10.04723

Median0.06873

Quartile 30.09023

Maximum0.11172

Mean of quarter 10.02574

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.11172

Inter Quartile Range0.04299

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)0.07460

Compounded annual return (geometric extrapolation)0.07221

Calmar ratio (compounded annual return / max draw down)0.64634

Compounded annual return / average of 25% largest draw downs0.64634

Compounded annual return / Expected Shortfall lognormal1.49443

0.00000

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

Mean0.04170

SD0.06943

Sharpe ratio (Glass type estimate)0.60059

Sharpe ratio (Hedges UMVUE)0.59972

df520.00000

t0.84692

p0.19871

Lowerbound of 95% confidence interval for Sharpe Ratio0.79002

Upperbound of 95% confidence interval for Sharpe Ratio1.99071

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79065

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.99008
 Statistics related to Sortino ratio

Sortino ratio1.02509

Upside Potential Ratio8.46442

Upside part of mean0.34431

Downside part of mean0.30261

Upside SD0.05624

Downside SD0.04068

N nonnegative terms184.00000

N negative terms337.00000
 Statistics related to linear regression on benchmark

N of observations521.00000

Mean of predictor0.17626

Mean of criterion0.04170

SD of predictor0.11174

SD of criterion0.06943

Covariance0.00053

r0.06784

b (slope, estimate of beta)0.04215

a (intercept, estimate of alpha)0.04500

Mean Square Error0.00481

DF error519.00000

t(b)1.54897

p(b)0.93900

t(a)0.99444

p(a)0.16024

Lowerbound of 95% confidence interval for beta0.09560

Upperbound of 95% confidence interval for beta0.01131

Lowerbound of 95% confidence interval for alpha0.04792

Upperbound of 95% confidence interval for alpha0.14618

Treynor index (mean / b)0.98930

Jensen alpha (a)0.04913
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.03930

SD0.06919

Sharpe ratio (Glass type estimate)0.56796

Sharpe ratio (Hedges UMVUE)0.56714

df520.00000

t0.80092

p0.21177

Lowerbound of 95% confidence interval for Sharpe Ratio0.82260

Upperbound of 95% confidence interval for Sharpe Ratio1.95804

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.82317

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.95746
 Statistics related to Sortino ratio

Sortino ratio0.96232

Upside Potential Ratio8.39246

Upside part of mean0.34270

Downside part of mean0.30341

Upside SD0.05582

Downside SD0.04083

N nonnegative terms184.00000

N negative terms337.00000
 Statistics related to linear regression on benchmark

N of observations521.00000

Mean of predictor0.16994

Mean of criterion0.03930

SD of predictor0.11206

SD of criterion0.06919

Covariance0.00053

r0.06873

b (slope, estimate of beta)0.04243

a (intercept, estimate of alpha)0.04651

Mean Square Error0.00477

DF error519.00000

t(b)1.56947

p(b)0.94143

t(a)0.94508

p(a)0.17253

Lowerbound of 95% confidence interval for beta0.09555

Upperbound of 95% confidence interval for beta0.01068

Lowerbound of 95% confidence interval for alpha0.05017

Upperbound of 95% confidence interval for alpha0.14318

Treynor index (mean / b)0.92603

Jensen alpha (a)0.04651
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00686

Expected Shortfall on VaR0.00863
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00311

Expected Shortfall on VaR0.00605
 ORDER STATISTICS
 Quartiles of return rates

Number of observations521.00000

Minimum0.98499

Quartile 10.99882

Median1.00000

Quartile 31.00111

Maximum1.02676

Mean of quarter 10.99592

Mean of quarter 20.99976

Mean of quarter 31.00027

Mean of quarter 41.00515

Inter Quartile Range0.00229

Number outliers low42.00000

Percentage of outliers low0.08061

Mean of outliers low0.99281

Number of outliers high51.00000

Percentage of outliers high0.09789

Mean of outliers high1.00933
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06520

VaR(95%) (moments method)0.00322

Expected Shortfall (moments method)0.00435

Extreme Value Index (regression method)0.24760

VaR(95%) (regression method)0.00360

Expected Shortfall (regression method)0.00457
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations22.00000

Minimum0.00020

Quartile 10.00125

Median0.00713

Quartile 30.01296

Maximum0.12330

Mean of quarter 10.00073

Mean of quarter 20.00284

Mean of quarter 30.01043

Mean of quarter 40.04080

Inter Quartile Range0.01171

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.09091

Mean of outliers high0.08112
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.46939

VaR(95%) (moments method)0.04174

Expected Shortfall (moments method)0.09144

Extreme Value Index (regression method)0.91397

VaR(95%) (regression method)0.05803

Expected Shortfall (regression method)0.66992
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07190

Compounded annual return (geometric extrapolation)0.06951

Calmar ratio (compounded annual return / max draw down)0.56374

Compounded annual return / average of 25% largest draw downs1.70356

Compounded annual return / Expected Shortfall lognormal8.05643

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

Mean0.13240

SD0.04430

Sharpe ratio (Glass type estimate)2.98855

Sharpe ratio (Hedges UMVUE)2.97127

df130.00000

t2.11322

p0.59112

Lowerbound of 95% confidence interval for Sharpe Ratio5.77846

Upperbound of 95% confidence interval for Sharpe Ratio0.18744

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.76651

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17604
 Statistics related to Sortino ratio

Sortino ratio3.48696

Upside Potential Ratio3.50804

Upside part of mean0.13320

Downside part of mean0.26559

Upside SD0.02394

Downside SD0.03797

N nonnegative terms31.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19649

Mean of criterion0.13240

SD of predictor0.14340

SD of criterion0.04430

Covariance0.00040

r0.06245

b (slope, estimate of beta)0.01929

a (intercept, estimate of alpha)0.12861

Mean Square Error0.00197

DF error129.00000

t(b)0.71067

p(b)0.53973

t(a)2.04145

p(a)0.61203

Lowerbound of 95% confidence interval for beta0.07300

Upperbound of 95% confidence interval for beta0.03442

Lowerbound of 95% confidence interval for alpha0.25325

Upperbound of 95% confidence interval for alpha0.00396

Treynor index (mean / b)6.86246

Jensen alpha (a)0.12861
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13339

SD0.04438

Sharpe ratio (Glass type estimate)3.00598

Sharpe ratio (Hedges UMVUE)2.98861

df130.00000

t2.12555

p0.59163

Lowerbound of 95% confidence interval for Sharpe Ratio5.79605

Upperbound of 95% confidence interval for Sharpe Ratio0.20460

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.78412

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19310
 Statistics related to Sortino ratio

Sortino ratio3.50005

Upside Potential Ratio3.48707

Upside part of mean0.13290

Downside part of mean0.26629

Upside SD0.02387

Downside SD0.03811

N nonnegative terms31.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.18611

Mean of criterion0.13339

SD of predictor0.14430

SD of criterion0.04438

Covariance0.00040

r0.06258

b (slope, estimate of beta)0.01924

a (intercept, estimate of alpha)0.12981

Mean Square Error0.00198

DF error129.00000

t(b)0.71216

p(b)0.53981

t(a)2.05798

p(a)0.61290

Lowerbound of 95% confidence interval for beta0.07271

Upperbound of 95% confidence interval for beta0.03422

Lowerbound of 95% confidence interval for alpha0.25461

Upperbound of 95% confidence interval for alpha0.00501

Treynor index (mean / b)6.93155

Jensen alpha (a)0.12981
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00501

Expected Shortfall on VaR0.00614
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00301

Expected Shortfall on VaR0.00590
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98752

Quartile 10.99941

Median1.00000

Quartile 31.00000

Maximum1.00840

Mean of quarter 10.99636

Mean of quarter 20.99993

Mean of quarter 31.00000

Mean of quarter 41.00212

Inter Quartile Range0.00059

Number outliers low23.00000

Percentage of outliers low0.17557

Mean of outliers low0.99525

Number of outliers high20.00000

Percentage of outliers high0.15267

Mean of outliers high1.00326
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.10350

VaR(95%) (moments method)0.00281

Expected Shortfall (moments method)0.00432

Extreme Value Index (regression method)0.29574

VaR(95%) (regression method)0.00439

Expected Shortfall (regression method)0.00578
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.06826

Quartile 10.06826

Median0.06826

Quartile 30.06826

Maximum0.06826

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)0.10275

Compounded annual return (geometric extrapolation)0.10011

Calmar ratio (compounded annual return / max draw down)1.46665

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

Compounded annual return / Expected Shortfall lognormal16.29260
Strategy Description
The RSC Stock System for scaling purposes is based on a maximum of 3% risk. For example, on a 10K account we look to risk no more than $100 per stop per trade on a maximum of 3 trades at any given time. I will add another trade if one is available when an existing live trade moves to break even. Please note in order to buy enough stocks to reach the $100 stop size, I do use up to 1.75 in leverage on the account. Once the system trades up to 15K, we will risk $150 per trade maximum and continue to increase this as the system climbs to 20K ($200), 25K ($250) etc. The goal is to keep the losses small and to growth the account 25% a month.
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.