Bottoms up
(22381250)
Subscription terms. Subscriptions to this system cost $35.00 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.
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  

2006  (1.2%)  (0.2%)  +12.6%  +14.3%  +10.6%  +40.2%  
2007  +6.1%  +4.3%  (4.8%)  +2.1%  (0.4%)  +1.0%  +2.1%  (6%)  +5.0%  +5.9%  (2.5%)  +9.9%  +24.0% 
2008  (1.8%)  +13.2%  (6.7%)  (0.2%)  (0.5%)  (3%)  (2.1%)  +3.3%  (8.7%)  +7.2%  (0.3%)  +4.0%  +2.7% 
2009  (5.8%)  (5.3%)  +3.2%  (1.3%)  (1%)  (0.6%)  (1.5%)  +0.9%    (3.5%)  (0.1%)  (0.5%)  (14.6%) 
2010  (0.6%)  +1.6%  +2.4%  (1.7%)  +1.3%  (1.8%)  +0.5%  +2.0%  (3.6%)  (0.9%)  (0.9%)  (1%)  (3%) 
2011  (0.1%)  +2.7%  (0.3%)  (0.4%)  +0.1%  +0.4%    +0.4%  +1.0%  (1.2%)  +0.5%  (0.9%)  +2.1% 
2012  (0.9%)  (0.2%)  (0.1%)  (0.1%)  +0.6%  (0.5%)  +0.2%  (0.4%)  (0.3%)  (0.1%)  (0.1%)  (0.2%)  (2%) 
2013  (0.4%)    +1.4%  +0.1%  (0.4%)  +0.1%  (0.3%)  +0.1%  (0.3%)    (0.1%)  (0.1%)  +0.2% 
2014  (3.7%)  (0.2%)    +0.2%    (0.2%)  +0.2%  (0.2%)  +0.2%  (0.2%)    (0.1%)  (4.1%) 
2015    (0.1%)  (0.1%)  +0.1%  (2.9%)      +0.2%  (11.2%)  +0.7%  (0.1%)  +0.1%  (13.1%) 
2016  +0.3%      (0.1%)    (0.1%)  (0.2%)  (0.1%)    +0.1%  (0.3%)  (0.1%)  (0.4%) 
2017                +0.1%  (0.1%)        (0.3%) 
2018          (0.1%)          +0.1%    +0.2%  +0.2% 
2019  (0.1%)  (0.1%)          (56%)    (0.2%)  (0.1%)  (56.2%) 
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  $10,000  
Buy Power  $1,664  
Cash  $12,670  
Equity  ($11,006)  
Cumulative $  ($625)  
Includes dividends and cashsettled expirations:  $651  Itemized 
Total System Equity  $9,374  
Margined  $0  
Open P/L  ($11,006) 
Trading Record
Statistics

Strategy began8/23/2006

Suggested Minimum Cap$15,000

Strategy Age (days)4824.26

Age161 months ago

What it tradesStocks

# Trades525

# Profitable244

% Profitable46.50%

Avg trade duration23.7 days

Max peaktovalley drawdown73.64%

drawdown periodMarch 10, 2008  Nov 07, 2019

Annual Return (Compounded)4.6%

Avg win$154.17

Avg loss$138.41
 Model Account Values (Raw)

Cash$12,670

Margin Used$0

Buying Power$1,664
 Ratios

W:L ratio1.00:1

Sharpe Ratio0.19

Sortino Ratio0.21

Calmar Ratio0.127
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)184.81%

Correlation to SP5000.03830

Return Percent SP500 (cumu) during strategy life141.32%
 Return Statistics

Ann Return (w trading costs)4.6%
 Slump

Current Slump as Pcnt Equity2.79%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.88%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.046%
 Instruments

Percent Trades Options0.01%

Percent Trades Stocks0.99%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)0.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss100.00%

Chance of 40% account lossn/a

Chance of 100% 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 60% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

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

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 Trading Style

Any stock shorts? 0/11
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$138

Avg Win$154

Sum Trade PL (losers)$38,893.000
 Age

Num Months (Age strategy)160
 Win / Loss

Sum Trade PL (winners)$37,617.000

# Winners244

Num Months Winners58
 Dividends

Dividends Received in Model Acct651
 Win / Loss

# Losers281

% Winners46.5%
 Frequency

Avg Position Time (mins)34101.50

Avg Position Time (hrs)568.36

Avg Trade Length23.7 days

Last Trade Ago3404
 Regression

Alpha0.01

Beta0.04

Treynor Index0.30
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats11.78

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats7.70

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.37

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades12.826

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.203

Avg(MAE) / Avg(PL)  Losing trades1.021

HoldandHope Ratio0.089
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.06158

SD0.26469

Sharpe ratio (Glass type estimate)0.23265

Sharpe ratio (Hedges UMVUE)0.23051

df82.00000

t0.61186

p0.72884

Lowerbound of 95% confidence interval for Sharpe Ratio0.97805

Upperbound of 95% confidence interval for Sharpe Ratio0.51414

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97659

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51557
 Statistics related to Sortino ratio

Sortino ratio0.27119

Upside Potential Ratio0.70762

Upside part of mean0.16069

Downside part of mean0.22227

Upside SD0.13405

Downside SD0.22708

N nonnegative terms30.00000

N negative terms53.00000
 Statistics related to linear regression on benchmark

N of observations83.00000

Mean of predictor0.09381

Mean of criterion0.06158

SD of predictor0.20425

SD of criterion0.26469

Covariance0.00431

r0.07963

b (slope, estimate of beta)0.10320

a (intercept, estimate of alpha)0.07126

Mean Square Error0.07048

DF error81.00000

t(b)0.71899

p(b)0.23711

t(a)0.69976

p(a)0.75696

Lowerbound of 95% confidence interval for beta0.18238

Upperbound of 95% confidence interval for beta0.38878

Lowerbound of 95% confidence interval for alpha0.27389

Upperbound of 95% confidence interval for alpha0.13136

Treynor index (mean / b)0.59673

Jensen alpha (a)0.07126
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10439

SD0.31185

Sharpe ratio (Glass type estimate)0.33474

Sharpe ratio (Hedges UMVUE)0.33167

df82.00000

t0.88034

p0.80938

Lowerbound of 95% confidence interval for Sharpe Ratio1.08074

Upperbound of 95% confidence interval for Sharpe Ratio0.41327

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.07864

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.41531
 Statistics related to Sortino ratio

Sortino ratio0.36427

Upside Potential Ratio0.53186

Upside part of mean0.15241

Downside part of mean0.25680

Upside SD0.12193

Downside SD0.28657

N nonnegative terms30.00000

N negative terms53.00000
 Statistics related to linear regression on benchmark

N of observations83.00000

Mean of predictor0.07214

Mean of criterion0.10439

SD of predictor0.20902

SD of criterion0.31185

Covariance0.00583

r0.08937

b (slope, estimate of beta)0.13334

a (intercept, estimate of alpha)0.11401

Mean Square Error0.09767

DF error81.00000

t(b)0.80755

p(b)0.21086

t(a)0.95464

p(a)0.82870

Lowerbound of 95% confidence interval for beta0.19518

Upperbound of 95% confidence interval for beta0.46186

Lowerbound of 95% confidence interval for alpha0.35162

Upperbound of 95% confidence interval for alpha0.12361

Treynor index (mean / b)0.78290

Jensen alpha (a)0.11401
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14510

Expected Shortfall on VaR0.17621
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04849

Expected Shortfall on VaR0.10776
 ORDER STATISTICS
 Quartiles of return rates

Number of observations83.00000

Minimum0.57699

Quartile 10.99300

Median0.99925

Quartile 31.01287

Maximum1.28789

Mean of quarter 10.93587

Mean of quarter 20.99675

Mean of quarter 31.00314

Mean of quarter 41.05331

Inter Quartile Range0.01987

Number outliers low6.00000

Percentage of outliers low0.07229

Mean of outliers low0.82098

Number of outliers high10.00000

Percentage of outliers high0.12048

Mean of outliers high1.08686
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.04228

VaR(95%) (moments method)0.04825

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.79058

VaR(95%) (regression method)0.04176

Expected Shortfall (regression method)0.22406
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.04831

Quartile 10.06922

Median0.22872

Quartile 30.42328

Maximum0.54934

Mean of quarter 10.04831

Mean of quarter 20.07618

Mean of quarter 30.38125

Mean of quarter 40.54934

Inter Quartile Range0.35406

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)0.05939

Compounded annual return (geometric extrapolation)0.07363

Calmar ratio (compounded annual return / max draw down)0.13403

Compounded annual return / average of 25% largest draw downs0.13403

Compounded annual return / Expected Shortfall lognormal0.41785

0.00000

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

Mean0.03800

SD0.52686

Sharpe ratio (Glass type estimate)0.07212

Sharpe ratio (Hedges UMVUE)0.07209

df1817.00000

t0.18997

p0.49716

Lowerbound of 95% confidence interval for Sharpe Ratio0.67194

Upperbound of 95% confidence interval for Sharpe Ratio0.81617

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.67197

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81614
 Statistics related to Sortino ratio

Sortino ratio0.10496

Upside Potential Ratio3.55839

Upside part of mean1.28808

Downside part of mean1.25009

Upside SD0.38263

Downside SD0.36198

N nonnegative terms738.00000

N negative terms1080.00000
 Statistics related to linear regression on benchmark

N of observations1818.00000

Mean of predictor0.20821

Mean of criterion0.03800

SD of predictor0.52160

SD of criterion0.52686

Covariance0.00932

r0.03391

b (slope, estimate of beta)0.03425

a (intercept, estimate of alpha)0.04500

Mean Square Error0.27742

DF error1816.00000

t(b)1.44600

p(b)0.51696

t(a)0.22563

p(a)0.49735

Lowerbound of 95% confidence interval for beta0.08071

Upperbound of 95% confidence interval for beta0.01221

Lowerbound of 95% confidence interval for alpha0.34715

Upperbound of 95% confidence interval for alpha0.43740

Treynor index (mean / b)1.10921

Jensen alpha (a)0.04513
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10420

SD0.54016

Sharpe ratio (Glass type estimate)0.19290

Sharpe ratio (Hedges UMVUE)0.19283

df1817.00000

t0.50815

p0.50759

Lowerbound of 95% confidence interval for Sharpe Ratio0.93698

Upperbound of 95% confidence interval for Sharpe Ratio0.55117

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.93690

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.55125
 Statistics related to Sortino ratio

Sortino ratio0.25105

Upside Potential Ratio2.94930

Upside part of mean1.22413

Downside part of mean1.32833

Upside SD0.34552

Downside SD0.41506

N nonnegative terms738.00000

N negative terms1080.00000
 Statistics related to linear regression on benchmark

N of observations1818.00000

Mean of predictor0.07363

Mean of criterion0.10420

SD of predictor0.51880

SD of criterion0.54016

Covariance0.00853

r0.03043

b (slope, estimate of beta)0.03168

a (intercept, estimate of alpha)0.10187

Mean Square Error0.29166

DF error1816.00000

t(b)1.29736

p(b)0.51521

t(a)0.49685

p(a)0.50583

Lowerbound of 95% confidence interval for beta0.07958

Upperbound of 95% confidence interval for beta0.01621

Lowerbound of 95% confidence interval for alpha0.50398

Upperbound of 95% confidence interval for alpha0.30025

Treynor index (mean / b)3.28881

Jensen alpha (a)0.10187
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05379

Expected Shortfall on VaR0.06682
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01181

Expected Shortfall on VaR0.02731
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1818.00000

Minimum0.57769

Quartile 10.99887

Median1.00000

Quartile 31.00122

Maximum1.40861

Mean of quarter 10.98152

Mean of quarter 20.99966

Mean of quarter 31.00032

Mean of quarter 41.01951

Inter Quartile Range0.00235

Number outliers low237.00000

Percentage of outliers low0.13036

Mean of outliers low0.96684

Number of outliers high262.00000

Percentage of outliers high0.14411

Mean of outliers high1.03189
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.30659

VaR(95%) (moments method)0.01222

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.91253

VaR(95%) (regression method)0.01083

Expected Shortfall (regression method)0.14216
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00141

Quartile 10.05350

Median0.09678

Quartile 30.16560

Maximum0.57890

Mean of quarter 10.02520

Mean of quarter 20.07904

Mean of quarter 30.12690

Mean of quarter 40.35230

Inter Quartile Range0.11211

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.14286

Mean of outliers high0.49521
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.71699

VaR(95%) (moments method)0.37385

Expected Shortfall (moments method)0.38553

Extreme Value Index (regression method)0.43111

VaR(95%) (regression method)0.56629

Expected Shortfall (regression method)0.67985
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.05924

Compounded annual return (geometric extrapolation)0.07346

Calmar ratio (compounded annual return / max draw down)0.12689

Compounded annual return / average of 25% largest draw downs0.20850

Compounded annual return / Expected Shortfall lognormal1.09931

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

Mean0.88052

SD0.59721

Sharpe ratio (Glass type estimate)1.47439

Sharpe ratio (Hedges UMVUE)1.46587

df130.00000

t1.04255

p0.54553

Lowerbound of 95% confidence interval for Sharpe Ratio4.24921

Upperbound of 95% confidence interval for Sharpe Ratio1.30598

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.24340

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.31166
 Statistics related to Sortino ratio

Sortino ratio1.47392

Upside Potential Ratio0.01956

Upside part of mean0.01169

Downside part of mean0.89221

Upside SD0.00239

Downside SD0.59740

N nonnegative terms30.00000

N negative terms101.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.55524

Mean of criterion0.88052

SD of predictor0.28694

SD of criterion0.59721

Covariance0.00267

r0.01557

b (slope, estimate of beta)0.03242

a (intercept, estimate of alpha)0.86253

Mean Square Error0.35934

DF error129.00000

t(b)0.17692

p(b)0.50992

t(a)1.01018

p(a)0.55633

Lowerbound of 95% confidence interval for beta0.39493

Upperbound of 95% confidence interval for beta0.33010

Lowerbound of 95% confidence interval for alpha2.55185

Upperbound of 95% confidence interval for alpha0.82680

Treynor index (mean / b)27.16360

Jensen alpha (a)0.86253
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.13335

SD0.77598

Sharpe ratio (Glass type estimate)1.46055

Sharpe ratio (Hedges UMVUE)1.45211

df130.00000

t1.03276

p0.54510

Lowerbound of 95% confidence interval for Sharpe Ratio4.23525

Upperbound of 95% confidence interval for Sharpe Ratio1.31972

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.22953

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.32531
 Statistics related to Sortino ratio

Sortino ratio1.46018

Upside Potential Ratio0.01505

Upside part of mean0.01168

Downside part of mean1.14503

Upside SD0.00239

Downside SD0.77617

N nonnegative terms30.00000

N negative terms101.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.51327

Mean of criterion1.13335

SD of predictor0.28977

SD of criterion0.77598

Covariance0.00337

r0.01498

b (slope, estimate of beta)0.04012

a (intercept, estimate of alpha)1.11276

Mean Square Error0.60667

DF error129.00000

t(b)0.17019

p(b)0.50954

t(a)1.00416

p(a)0.55599

VAR (95 Confidence Intrvl)0.05400

Lowerbound of 95% confidence interval for beta0.50655

Upperbound of 95% confidence interval for beta0.42631

Lowerbound of 95% confidence interval for alpha3.30525

Upperbound of 95% confidence interval for alpha1.07973

Treynor index (mean / b)28.24760

Jensen alpha (a)1.11276
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07981

Expected Shortfall on VaR0.09792
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00998

Expected Shortfall on VaR0.02320
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.57769

Quartile 10.99987

Median0.99994

Quartile 31.00006

Maximum1.00128

Mean of quarter 10.98689

Mean of quarter 20.99991

Mean of quarter 31.00000

Mean of quarter 41.00028

Inter Quartile Range0.00019

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.91484

Number of outliers high9.00000

Percentage of outliers high0.06870

Mean of outliers high1.00056
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)2.60213

VaR(95%) (moments method)0.00011

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)5.85455

VaR(95%) (regression method)0.00067

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

Number of observations2.00000

Minimum0.00037

Quartile 10.10645

Median0.21254

Quartile 30.31862

Maximum0.42470

Mean of quarter 10.00037

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.42470

Inter Quartile Range0.21217

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

Last 4 Months  Pcnt Negative1.00%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?26

Max Equity Drawdown (num days)4259
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.84924

Compounded annual return (geometric extrapolation)0.66894

Calmar ratio (compounded annual return / max draw down)1.57507

Compounded annual return / average of 25% largest draw downs1.57507

Compounded annual return / Expected Shortfall lognormal6.83128
Strategy Description
Signals are issued after market hours EASY TO TRADE
My goal is to achieve 35% annualized return consistently while limiting risk. (S&P500 max drawdown 41%, vs. Bottoms up of 18%!!! )
Generally look for 713% gain on average trade, if gain doesnt pan out, will close out position between 2 and 4 weeks. Up to 1215 open positions at any time (with each position averaging between 58% of total portfolio CONSERVATIVE SYSTEM) Targets and stop losses are set with most signals. Average trade length is 2 weeks.
Limit orders are placed above market price to avoid slippage its basically a market order, but allows the C2 results to mimic real life.
For the most part I usually try to exit the trade within a few days to a couple of weeks. I am available for any further questions and also make myself available for emailing.
As of April 1, 2006, went to an EOD(after market close) signals.
As of 2/1/2007 the system will no longer trade Options in the system. If when I am sending the signals, and you are interested in buying an option on the underlying security, email me and I will be more than happy to advise. I only did 4 options trades up to this point, and want to target my system to "stock" traders, since I was getting 99% of all my profits from stocks anyways. If you are interested in my options trading service, click on my other systemspy options.
disclaimer: Past results are not indicative of future results.
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.