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
03/25/2021
Most recent certification approved
3/25/21 9:31 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
55
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
55
Percent signals followed since 03/25/2021
100%
This information was last updated
10/26/21 11:39 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 03/25/2021,
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.
value investing H1
(134800394)
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  03/25/2021 
Most recent certification approved  3/25/21 9:31 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  55 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  55 
Percent signals followed since 03/25/2021  100% 
This information was last updated  10/26/21 11:39 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 03/25/2021, 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 $150.00 per month.
C2Star
C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.
You can read more about C2Star certification requirements here.
Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2021  +4.4%  +38.6%  +3.2%  +9.4%  +26.9%  (23.9%)  (1.7%)  +1.5%  +57.4% 
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  $8,258  
Cash  $1  
Equity  $1  
Cumulative $  $15,317  
Includes dividends and cashsettled expirations:  $110  Itemized 
Total System Equity  $40,317  
Margined  $1  
Open P/L  ($8,785)  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began3/23/2021

Suggested Minimum Cap$15,000

Strategy Age (days)216.93

Age7 months ago

What it tradesStocks

# Trades13

# Profitable11

% Profitable84.60%

Avg trade duration35.1 days

Max peaktovalley drawdown42.11%

drawdown periodJuly 23, 2021  Aug 20, 2021

Cumul. Return57.4%

Avg win$1,796

Avg loss$2,273
 Model Account Values (Raw)

Cash$12,808

Margin Used$0

Buying Power$8,258
 Ratios

W:L ratio4.39:1

Sharpe Ratio1.41

Sortino Ratio2.11

Calmar Ratio3.644
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)40.63%

Correlation to SP5000.29310

Return Percent SP500 (cumu) during strategy life16.77%
 Return Statistics

Ann Return (w trading costs)112.5%
 Slump

Current Slump as Pcnt Equity49.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.43%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.574%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)122.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss58.00%

Chance of 20% account loss38.00%

Chance of 30% account loss16.50%

Chance of 40% account loss6.50%

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss1.50%
 Popularity

Popularity (Today)695

Popularity (Last 6 weeks)930
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)820
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$2,276

Avg Win$1,796

Sum Trade PL (losers)$4,551.000
 AUM

AUM (AutoTrader num accounts)5
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$19,757.000

# Winners11

Num Months Winners6
 Dividends

Dividends Received in Model Acct111
 AUM

AUM (AutoTrader live capital)202631
 Win / Loss

# Losers2

% Winners84.6%
 Frequency

Avg Position Time (mins)50614.40

Avg Position Time (hrs)843.57

Avg Trade Length35.1 days

Last Trade Ago68
 Leverage

Daily leverage (average)1.54

Daily leverage (max)2.72
 Regression

Alpha0.17

Beta1.50

Treynor Index0.18
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.05

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.76

MAE:Equity, average, winning trades0.04

MAE:Equity, average, losing trades0.15

Avg(MAE) / Avg(PL)  All trades1.412

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.25

Avg(MAE) / Avg(PL)  Winning trades0.536

Avg(MAE) / Avg(PL)  Losing trades2.337

HoldandHope Ratio0.711
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.63762

SD0.87449

Sharpe ratio (Glass type estimate)1.87266

Sharpe ratio (Hedges UMVUE)1.57443

df5.00000

t1.32417

p0.12137

Lowerbound of 95% confidence interval for Sharpe Ratio1.19714

Upperbound of 95% confidence interval for Sharpe Ratio4.78857

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.36413

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.51299
 Statistics related to Sortino ratio

Sortino ratio3.38453

Upside Potential Ratio4.79874

Upside part of mean2.32189

Downside part of mean0.68427

Upside SD0.79161

Downside SD0.48385

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.21132

Mean of criterion1.63762

SD of predictor0.08674

SD of criterion0.87449

Covariance0.00158

r0.02079

b (slope, estimate of beta)0.20960

a (intercept, estimate of alpha)1.59332

Mean Square Error0.95550

DF error4.00000

t(b)0.04159

p(b)0.48441

t(a)0.91305

p(a)0.20644

Lowerbound of 95% confidence interval for beta13.78590

Upperbound of 95% confidence interval for beta14.20510

Lowerbound of 95% confidence interval for alpha3.25269

Upperbound of 95% confidence interval for alpha6.43934

Treynor index (mean / b)7.81292

Jensen alpha (a)1.59332
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.21958

SD0.91967

Sharpe ratio (Glass type estimate)1.32610

Sharpe ratio (Hedges UMVUE)1.11492

df5.00000

t0.93769

p0.19573

Lowerbound of 95% confidence interval for Sharpe Ratio1.61763

Upperbound of 95% confidence interval for Sharpe Ratio4.15192

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.74173

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.97156
 Statistics related to Sortino ratio

Sortino ratio2.06531

Upside Potential Ratio3.47952

Upside part of mean2.05468

Downside part of mean0.83510

Upside SD0.69288

Downside SD0.59051

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.20598

Mean of criterion1.21958

SD of predictor0.08516

SD of criterion0.91967

Covariance0.00143

r0.01827

b (slope, estimate of beta)0.19730

a (intercept, estimate of alpha)1.26022

Mean Square Error1.05690

DF error4.00000

t(b)0.03654

p(b)0.51370

t(a)0.68848

p(a)0.26450

Lowerbound of 95% confidence interval for beta15.19030

Upperbound of 95% confidence interval for beta14.79570

Lowerbound of 95% confidence interval for alpha3.82290

Upperbound of 95% confidence interval for alpha6.34334

Treynor index (mean / b)6.18136

Jensen alpha (a)1.26022
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.28470

Expected Shortfall on VaR0.35683
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05292

Expected Shortfall on VaR0.14522
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.66019

Quartile 11.11740

Median1.21196

Quartile 31.26843

Maximum1.37554

Mean of quarter 10.87768

Mean of quarter 21.18408

Mean of quarter 31.23984

Mean of quarter 41.32675

Inter Quartile Range0.15102

Number outliers low1.00000

Percentage of outliers low0.16667

Mean of outliers low0.66019

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)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.33981

Quartile 10.33981

Median0.33981

Quartile 30.33981

Maximum0.33981

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)1.73180

Compounded annual return (geometric extrapolation)2.48158

Calmar ratio (compounded annual return / max draw down)7.30287

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

Compounded annual return / Expected Shortfall lognormal6.95445

0.00000

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

Mean1.00296

SD0.56264

Sharpe ratio (Glass type estimate)1.78260

Sharpe ratio (Hedges UMVUE)1.77373

df151.00000

t1.35777

p0.43022

Lowerbound of 95% confidence interval for Sharpe Ratio0.80138

Upperbound of 95% confidence interval for Sharpe Ratio4.36074

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.80725

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.35472
 Statistics related to Sortino ratio

Sortino ratio2.66664

Upside Potential Ratio10.35510

Upside part of mean3.89471

Downside part of mean2.89175

Upside SD0.42054

Downside SD0.37611

N nonnegative terms87.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations152.00000

Mean of predictor0.24629

Mean of criterion1.00296

SD of predictor0.11669

SD of criterion0.56264

Covariance0.01874

r0.28547

b (slope, estimate of beta)1.37646

a (intercept, estimate of alpha)0.66400

Mean Square Error0.29270

DF error150.00000

t(b)3.64811

p(b)0.35726

t(a)0.92686

p(a)0.46227

Lowerbound of 95% confidence interval for beta0.63093

Upperbound of 95% confidence interval for beta2.12198

Lowerbound of 95% confidence interval for alpha0.75149

Upperbound of 95% confidence interval for alpha2.07941

Treynor index (mean / b)0.72866

Jensen alpha (a)0.66396
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.84358

SD0.56425

Sharpe ratio (Glass type estimate)1.49504

Sharpe ratio (Hedges UMVUE)1.48761

df151.00000

t1.13874

p0.44134

Lowerbound of 95% confidence interval for Sharpe Ratio1.08609

Upperbound of 95% confidence interval for Sharpe Ratio4.07138

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.09108

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.06629
 Statistics related to Sortino ratio

Sortino ratio2.16216

Upside Potential Ratio9.76347

Upside part of mean3.80927

Downside part of mean2.96569

Upside SD0.40838

Downside SD0.39015

N nonnegative terms87.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations152.00000

Mean of predictor0.23939

Mean of criterion0.84358

SD of predictor0.11665

SD of criterion0.56425

Covariance0.01871

r0.28424

b (slope, estimate of beta)1.37492

a (intercept, estimate of alpha)0.51444

Mean Square Error0.29461

DF error150.00000

t(b)3.63096

p(b)0.35788

t(a)0.71614

p(a)0.47081

Lowerbound of 95% confidence interval for beta0.62671

Upperbound of 95% confidence interval for beta2.12312

Lowerbound of 95% confidence interval for alpha0.90495

Upperbound of 95% confidence interval for alpha1.93383

Treynor index (mean / b)0.61355

Jensen alpha (a)0.51444
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05268

Expected Shortfall on VaR0.06630
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02291

Expected Shortfall on VaR0.04653
 ORDER STATISTICS
 Quartiles of return rates

Number of observations152.00000

Minimum0.86513

Quartile 10.98882

Median1.00354

Quartile 31.02176

Maximum1.12021

Mean of quarter 10.95988

Mean of quarter 20.99670

Mean of quarter 31.01288

Mean of quarter 41.04627

Inter Quartile Range0.03295

Number outliers low5.00000

Percentage of outliers low0.03289

Mean of outliers low0.91693

Number of outliers high2.00000

Percentage of outliers high0.01316

Mean of outliers high1.09816
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.68735

VaR(95%) (moments method)0.03492

Expected Shortfall (moments method)0.03940

Extreme Value Index (regression method)0.07843

VaR(95%) (regression method)0.03811

Expected Shortfall (regression method)0.05160
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00080

Quartile 10.00451

Median0.02898

Quartile 30.05392

Maximum0.38155

Mean of quarter 10.00289

Mean of quarter 20.01857

Mean of quarter 30.05012

Mean of quarter 40.19720

Inter Quartile Range0.04942

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.38155
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.07578

VaR(95%) (moments method)0.14914

Expected Shortfall (moments method)0.22049

Extreme Value Index (regression method)0.95227

VaR(95%) (regression method)0.30799

Expected Shortfall (regression method)6.56717
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.13413

Compounded annual return (geometric extrapolation)1.39046

Calmar ratio (compounded annual return / max draw down)3.64428

Compounded annual return / average of 25% largest draw downs7.05102

Compounded annual return / Expected Shortfall lognormal20.97170

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

Mean0.77012

SD0.58779

Sharpe ratio (Glass type estimate)1.31019

Sharpe ratio (Hedges UMVUE)1.30262

df130.00000

t0.92645

p0.45951

Lowerbound of 95% confidence interval for Sharpe Ratio1.46860

Upperbound of 95% confidence interval for Sharpe Ratio4.08415

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.47371

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.07894
 Statistics related to Sortino ratio

Sortino ratio1.94678

Upside Potential Ratio9.87362

Upside part of mean3.90590

Downside part of mean3.13578

Upside SD0.43433

Downside SD0.39559

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15901

Mean of criterion0.77012

SD of predictor0.11738

SD of criterion0.58779

Covariance0.01878

r0.27215

b (slope, estimate of beta)1.36285

a (intercept, estimate of alpha)0.55342

Mean Square Error0.32239

DF error129.00000

t(b)3.21222

p(b)0.32891

t(a)0.68679

p(a)0.46160

Lowerbound of 95% confidence interval for beta0.52342

Upperbound of 95% confidence interval for beta2.20227

Lowerbound of 95% confidence interval for alpha1.04090

Upperbound of 95% confidence interval for alpha2.14775

Treynor index (mean / b)0.56509

Jensen alpha (a)0.55342
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.59728

SD0.58941

Sharpe ratio (Glass type estimate)1.01335

Sharpe ratio (Hedges UMVUE)1.00749

df130.00000

t0.71655

p0.46864

Lowerbound of 95% confidence interval for Sharpe Ratio1.76313

Upperbound of 95% confidence interval for Sharpe Ratio3.78596

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.76702

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.78200
 Statistics related to Sortino ratio

Sortino ratio1.45435

Upside Potential Ratio9.28930

Upside part of mean3.81495

Downside part of mean3.21767

Upside SD0.42125

Downside SD0.41068

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15211

Mean of criterion0.59728

SD of predictor0.11740

SD of criterion0.58941

Covariance0.01870

r0.27029

b (slope, estimate of beta)1.35704

a (intercept, estimate of alpha)0.39086

Mean Square Error0.32452

DF error129.00000

t(b)3.18862

p(b)0.33004

t(a)0.48361

p(a)0.47293

VAR (95 Confidence Intrvl)0.05300

Lowerbound of 95% confidence interval for beta0.51500

Upperbound of 95% confidence interval for beta2.19907

Lowerbound of 95% confidence interval for alpha1.20823

Upperbound of 95% confidence interval for alpha1.98995

Treynor index (mean / b)0.44013

Jensen alpha (a)0.39086
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05599

Expected Shortfall on VaR0.07016
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02580

Expected Shortfall on VaR0.05120
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.86513

Quartile 10.98322

Median1.00291

Quartile 31.02236

Maximum1.12021

Mean of quarter 10.95777

Mean of quarter 20.99524

Mean of quarter 31.01124

Mean of quarter 41.04819

Inter Quartile Range0.03914

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.88975

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.12021
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.19136

VaR(95%) (moments method)0.03983

Expected Shortfall (moments method)0.05001

Extreme Value Index (regression method)0.05076

VaR(95%) (regression method)0.03971

Expected Shortfall (regression method)0.05495
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00371

Quartile 10.01614

Median0.03937

Quartile 30.09711

Maximum0.38155

Mean of quarter 10.00576

Mean of quarter 20.02395

Mean of quarter 30.06947

Mean of quarter 40.25121

Inter Quartile Range0.08096

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 high0.38155
 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

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?315235000

Max Equity Drawdown (num days)28
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.73393

Compounded annual return (geometric extrapolation)0.86859

Calmar ratio (compounded annual return / max draw down)2.27650

Compounded annual return / average of 25% largest draw downs3.45765

Compounded annual return / Expected Shortfall lognormal12.38050
Strategy Description
**Designed for investors for weeks to months**
Investing in businesses rather than stocks.
Purchase with margin of safety and wait until the full price is reached.
My Fundamentals:
Investing in few quality businesses rather than in many mediumsized businesses
In a good asset, volatility is not a disadvantage.
I'm not trying to catch the highs nor the lows.
I do not use leverage !!
 I do not use Stop Loss command !!!
So in the short term (days or weeks), there will be a decrease in the price at which the stock was purchased (paper loss), but in the long term (weeks or months) the profit will be tens of percent!
Rule #1  Never lose money
Rule #2  Never forget Rule #1
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.