RSC Stocks
(87857799)
Subscription terms. Subscriptions to this system cost $25.00 per month.
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%  +0.4%  (12.1%) 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $9,491  
Buy Power  $11,052  
Cash  $11,052  
Equity  $0  
Cumulative $  $1,560  
Includes dividends and cashsettled expirations:  ($124)  Itemized 
Total System Equity  $11,051  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began2/6/2016

Starting Unit Size$10,000

Strategy Age (days)679.09

Age23 months ago

What it tradesStocks

# Trades81

# Profitable41

% Profitable50.60%

Avg trade duration10.0 days

Max peaktovalley drawdown18.77%

drawdown periodDec 03, 2016  Nov 07, 2017

Annual Return (Compounded)4.6%

Avg win$130.71

Avg loss$91.90
 Model Account Values (Raw)

Cash$11,052

Margin Used$0

Buying Power$11,052
 Ratios

W:L ratio1.42:1

Sharpe Ratio0.742

Sortino Ratio1.273

Calmar Ratio0.67
 CORRELATION STATISTICS

Correlation to SP5000.08900
 Return Statistics

Ann Return (w trading costs)4.6%

Ann Return (Compnd, No Fees)8.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss7.50%

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)0

Popularity (Last 6 weeks)562

C2 Score32.1
 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

# Losers40

% Winners50.6%
 Frequency

Avg Position Time (mins)14457.00

Avg Position Time (hrs)240.95

Avg Trade Length10.0 days

Last Trade Ago10
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.05336

SD0.09375

Sharpe ratio (Glass type estimate)0.56915

Sharpe ratio (Hedges UMVUE)0.54749

df20.00000

t0.75291

p0.41699

Lowerbound of 95% confidence interval for Sharpe Ratio0.92972

Upperbound of 95% confidence interval for Sharpe Ratio2.05415

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.94379

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.03876
 Statistics related to Sortino ratio

Sortino ratio1.05563

Upside Potential Ratio3.02848

Upside part of mean0.15308

Downside part of mean0.09972

Upside SD0.07780

Downside SD0.05055

N nonnegative terms11.00000

N negative terms10.00000
 Statistics related to linear regression on benchmark

N of observations21.00000

Mean of predictor0.17651

Mean of criterion0.05336

SD of predictor0.08615

SD of criterion0.09375

Covariance0.00017

r0.02063

b (slope, estimate of beta)0.02245

a (intercept, estimate of alpha)0.04940

Mean Square Error0.00925

DF error19.00000

t(b)0.08993

p(b)0.48687

t(a)0.58111

p(a)0.41612

Lowerbound of 95% confidence interval for beta0.49996

Upperbound of 95% confidence interval for beta0.54485

Lowerbound of 95% confidence interval for alpha0.12852

Upperbound of 95% confidence interval for alpha0.22731

Treynor index (mean / b)2.37706

Jensen alpha (a)0.04940
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04901

SD0.09269

Sharpe ratio (Glass type estimate)0.52875

Sharpe ratio (Hedges UMVUE)0.50863

df20.00000

t0.69947

p0.42274

Lowerbound of 95% confidence interval for Sharpe Ratio0.96824

Upperbound of 95% confidence interval for Sharpe Ratio2.01282

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.98132

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.99858
 Statistics related to Sortino ratio

Sortino ratio0.95719

Upside Potential Ratio2.92548

Upside part of mean0.14980

Downside part of mean0.10079

Upside SD0.07590

Downside SD0.05120

N nonnegative terms11.00000

N negative terms10.00000
 Statistics related to linear regression on benchmark

N of observations21.00000

Mean of predictor0.17142

Mean of criterion0.04901

SD of predictor0.08456

SD of criterion0.09269

Covariance0.00002

r0.00232

b (slope, estimate of beta)0.00255

a (intercept, estimate of alpha)0.04858

Mean Square Error0.00904

DF error19.00000

t(b)0.01013

p(b)0.49852

t(a)0.57949

p(a)0.41635

Lowerbound of 95% confidence interval for beta0.52381

Upperbound of 95% confidence interval for beta0.52891

Lowerbound of 95% confidence interval for alpha0.12687

Upperbound of 95% confidence interval for alpha0.22402

Treynor index (mean / b)19.23590

Jensen alpha (a)0.04858
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03914

Expected Shortfall on VaR0.04978
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01884

Expected Shortfall on VaR0.03377
 ORDER STATISTICS
 Quartiles of return rates

Number of observations21.00000

Minimum0.96408

Quartile 10.98959

Median1.00238

Quartile 31.02368

Maximum1.05855

Mean of quarter 10.97711

Mean of quarter 20.99770

Mean of quarter 31.01338

Mean of quarter 41.04484

Inter Quartile Range0.03409

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)0.02291

Expected Shortfall (moments method)0.02327

Extreme Value Index (regression method)0.88784

VaR(95%) (regression method)0.03267

Expected Shortfall (regression method)0.03566
 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)0.08234

Compounded annual return (geometric extrapolation)0.07996

Calmar ratio (compounded annual return / max draw down)0.71566

Compounded annual return / average of 25% largest draw downs0.71566

Compounded annual return / Expected Shortfall lognormal1.60617

0.00000

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

Mean0.05413

SD0.07285

Sharpe ratio (Glass type estimate)0.74305

Sharpe ratio (Hedges UMVUE)0.74186

df470.00000

t0.99627

p0.15982

Lowerbound of 95% confidence interval for Sharpe Ratio0.71990

Upperbound of 95% confidence interval for Sharpe Ratio2.20528

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.72071

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.20443
 Statistics related to Sortino ratio

Sortino ratio1.27290

Upside Potential Ratio8.95562

Upside part of mean0.38085

Downside part of mean0.32672

Upside SD0.05915

Downside SD0.04253

N nonnegative terms184.00000

N negative terms287.00000
 Statistics related to linear regression on benchmark

N of observations471.00000

Mean of predictor0.18087

Mean of criterion0.05413

SD of predictor0.09427

SD of criterion0.07285

Covariance0.00057

r0.08253

b (slope, estimate of beta)0.06378

a (intercept, estimate of alpha)0.06600

Mean Square Error0.00528

DF error469.00000

t(b)1.79341

p(b)0.96322

t(a)1.20298

p(a)0.11479

Lowerbound of 95% confidence interval for beta0.13366

Upperbound of 95% confidence interval for beta0.00610

Lowerbound of 95% confidence interval for alpha0.04160

Upperbound of 95% confidence interval for alpha0.17294

Treynor index (mean / b)0.84875

Jensen alpha (a)0.06567
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.05149

SD0.07260

Sharpe ratio (Glass type estimate)0.70918

Sharpe ratio (Hedges UMVUE)0.70805

df470.00000

t0.95086

p0.17108

Lowerbound of 95% confidence interval for Sharpe Ratio0.75366

Upperbound of 95% confidence interval for Sharpe Ratio2.17135

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.75445

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.17055
 Statistics related to Sortino ratio

Sortino ratio1.20596

Upside Potential Ratio8.87932

Upside part of mean0.37908

Downside part of mean0.32760

Upside SD0.05871

Downside SD0.04269

N nonnegative terms184.00000

N negative terms287.00000
 Statistics related to linear regression on benchmark

N of observations471.00000

Mean of predictor0.17636

Mean of criterion0.05149

SD of predictor0.09430

SD of criterion0.07260

Covariance0.00057

r0.08391

b (slope, estimate of beta)0.06460

a (intercept, estimate of alpha)0.06288

Mean Square Error0.00524

DF error469.00000

t(b)1.82368

p(b)0.96558

t(a)1.15642

p(a)0.12405

Lowerbound of 95% confidence interval for beta0.13420

Upperbound of 95% confidence interval for beta0.00501

Lowerbound of 95% confidence interval for alpha0.04397

Upperbound of 95% confidence interval for alpha0.16972

Treynor index (mean / b)0.79700

Jensen alpha (a)0.06288
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00716

Expected Shortfall on VaR0.00901
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00324

Expected Shortfall on VaR0.00627
 ORDER STATISTICS
 Quartiles of return rates

Number of observations471.00000

Minimum0.98499

Quartile 10.99846

Median1.00000

Quartile 31.00146

Maximum1.02676

Mean of quarter 10.99565

Mean of quarter 20.99962

Mean of quarter 31.00043

Mean of quarter 41.00554

Inter Quartile Range0.00300

Number outliers low22.00000

Percentage of outliers low0.04671

Mean of outliers low0.99118

Number of outliers high32.00000

Percentage of outliers high0.06794

Mean of outliers high1.01176
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.15168

VaR(95%) (moments method)0.00408

Expected Shortfall (moments method)0.00612

Extreme Value Index (regression method)0.17397

VaR(95%) (regression method)0.00378

Expected Shortfall (regression method)0.00478
 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)0.08534

Compounded annual return (geometric extrapolation)0.08263

Calmar ratio (compounded annual return / max draw down)0.67012

Compounded annual return / average of 25% largest draw downs2.02503

Compounded annual return / Expected Shortfall lognormal9.16791

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

Mean0.14496

SD0.04906

Sharpe ratio (Glass type estimate)2.95473

Sharpe ratio (Hedges UMVUE)2.93765

df130.00000

t2.08931

p0.59012

Lowerbound of 95% confidence interval for Sharpe Ratio5.74411

Upperbound of 95% confidence interval for Sharpe Ratio0.15428

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.73236

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14294
 Statistics related to Sortino ratio

Sortino ratio3.47763

Upside Potential Ratio4.78729

Upside part of mean0.19955

Downside part of mean0.34451

Upside SD0.02704

Downside SD0.04168

N nonnegative terms52.00000

N negative terms79.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16463

Mean of criterion0.14496

SD of predictor0.06857

SD of criterion0.04906

Covariance0.00051

r0.15207

b (slope, estimate of beta)0.10880

a (intercept, estimate of alpha)0.12705

Mean Square Error0.00237

DF error129.00000

t(b)1.74747

p(b)0.59643

t(a)1.82542

p(a)0.60059

Lowerbound of 95% confidence interval for beta0.23199

Upperbound of 95% confidence interval for beta0.01439

Lowerbound of 95% confidence interval for alpha0.26475

Upperbound of 95% confidence interval for alpha0.01066

Treynor index (mean / b)1.33233

Jensen alpha (a)0.12705
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14618

SD0.04913

Sharpe ratio (Glass type estimate)2.97540

Sharpe ratio (Hedges UMVUE)2.95820

df130.00000

t2.10393

p0.59073

Lowerbound of 95% confidence interval for Sharpe Ratio5.76511

Upperbound of 95% confidence interval for Sharpe Ratio0.17462

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.75323

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16317
 Statistics related to Sortino ratio

Sortino ratio3.49494

Upside Potential Ratio4.76170

Upside part of mean0.19916

Downside part of mean0.34534

Upside SD0.02697

Downside SD0.04183

N nonnegative terms52.00000

N negative terms79.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16223

Mean of criterion0.14618

SD of predictor0.06858

SD of criterion0.04913

Covariance0.00051

r0.15194

b (slope, estimate of beta)0.10884

a (intercept, estimate of alpha)0.12852

Mean Square Error0.00238

DF error129.00000

t(b)1.74602

p(b)0.59636

t(a)1.84456

p(a)0.60161

Lowerbound of 95% confidence interval for beta0.23218

Upperbound of 95% confidence interval for beta0.01449

Lowerbound of 95% confidence interval for alpha0.26638

Upperbound of 95% confidence interval for alpha0.00933

Treynor index (mean / b)1.34304

Jensen alpha (a)0.12852
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00554

Expected Shortfall on VaR0.00679
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00340

Expected Shortfall on VaR0.00635
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98752

Quartile 10.99842

Median1.00000

Quartile 31.00091

Maximum1.00840

Mean of quarter 10.99561

Mean of quarter 20.99942

Mean of quarter 31.00030

Mean of quarter 41.00290

Inter Quartile Range0.00249

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.99258

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.00640
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.47566

VaR(95%) (moments method)0.00411

Expected Shortfall (moments method)0.00479

Extreme Value Index (regression method)0.15856

VaR(95%) (regression method)0.00366

Expected Shortfall (regression method)0.00458
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.07839

Quartile 10.07839

Median0.07839

Quartile 30.07839

Maximum0.07839

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)0.11484

Compounded annual return (geometric extrapolation)0.11155

Calmar ratio (compounded annual return / max draw down)1.42297

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

Compounded annual return / Expected Shortfall lognormal16.41620
Strategy Description
The system uses the weekly charts first to gauge the direction of the market using divergence signals. These signals give a list of stocks that are potentially at the beginning of a significant reverse. Next we zoom into the daily charts looking for an entry using a price action signal supported by momentum or reversal indicators. The reversal signals are more aggressive but offer a smaller stop and larger targets. The minimum risk reward ratio is 1:2. All trades come with a firm stop and target though depending on market conditions a break even move is often made when the trade has hit the 1:1 risk reward level.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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