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Beating billionaires
(125765564)

Created by: PeterInvestments PeterInvestments
Started: 10/2019
Stocks
Last trade: Yesterday
Trading style: Equity Momentum Sector Rotation

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

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.

Trading Category: Equity
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.
27.3%
Cumul. Return

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 marked-to-market equity calculations.

All results are hypothetical.

(30.8%)
Max Drawdown
12
Num Trades
41.7%
Win Trades
3.0 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                                               +1.3%+2.8%+2.8%+7.0%
2020+14.0%+3.6%(15.4%)+8.7%+3.6%+3.7%+14.5%(3.6%)(7.6%)                  +18.9%

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.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/24/20 9:30 TECL DIREXION DAILY TECHNOLOGY BULL LONG 46 340.48 9/22 9:30 285.00 9.07%
Trade id #130754932
Max drawdown($4,092)
Time9/21/20 0:00
Quant open46
Worst price251.51
Drawdown as % of equity-9.07%
($2,553)
Includes Typical Broker Commissions trade costs of $0.92
8/12/20 15:11 DGP POWERSHARES DB GOLD DOUBLE LON SHORT 127.750000000 47.25 8/12 15:14 47.55 0.29%
Trade id #130588320
Max drawdown($146)
Time8/12/20 15:14
Quant open467
Worst price47.55
Drawdown as % of equity-0.29%
($41)
Includes Typical Broker Commissions trade costs of $2.56
10/15/19 9:30 DGP POWERSHARES DB GOLD DOUBLE LON LONG 127.750000000 36.32 8/12/20 15:11 47.25 2.81%
Trade id #125781342
Max drawdown($1,382)
Time3/16/20 0:00
Quant open332
Worst price25.60
Drawdown as % of equity-2.81%
$1,393
Includes Typical Broker Commissions trade costs of $2.55
10/15/19 9:30 TYD DIREXION DAILY 7-10 YR TRSY BU LONG 193.450000000 60.98 8/12/20 15:11 67.67 2.94%
Trade id #125781338
Max drawdown($1,130)
Time12/24/19 0:00
Quant open372
Worst price50.68
Drawdown as % of equity-2.94%
$1,290
Includes Typical Broker Commissions trade costs of $3.86
10/15/19 9:30 TECL DIREXION DAILY TECHNOLOGY BULL LONG 91.250000000 212.51 8/12/20 15:11 295.51 66.16%
Trade id #125781331
Max drawdown($22,578)
Time3/23/20 0:00
Quant open226
Worst price74.15
Drawdown as % of equity-66.16%
$7,572
Includes Typical Broker Commissions trade costs of $1.82
10/14/19 15:56 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 1,292.100000000 33.28 8/12/20 15:11 37.01 21.11%
Trade id #125773167
Max drawdown($7,643)
Time11/7/19 0:00
Quant open1,799
Worst price25.38
Drawdown as % of equity-21.11%
$4,809
Includes Typical Broker Commissions trade costs of $13.00
10/15/19 9:30 UTSL DIREXION DAILY UTILITIES BULL 3X LONG 62.050000000 44.50 7/9/20 10:46 19.89 22.33%
Trade id #125781336
Max drawdown($7,620)
Time3/23/20 0:00
Quant open226
Worst price10.85
Drawdown as % of equity-22.33%
($1,528)
Includes Typical Broker Commissions trade costs of $1.24

Statistics

  • Strategy began
    10/14/2019
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    344.61
  • Age
    12 months ago
  • What it trades
    Stocks
  • # Trades
    12
  • # Profitable
    5
  • % Profitable
    41.70%
  • Avg trade duration
    135.9 days
  • Max peak-to-valley drawdown
    30.83%
  • drawdown period
    March 20, 2020 - March 21, 2020
  • Cumul. Return
    27.3%
  • Avg win
    $3,087
  • Avg loss
    $743.86
  • Model Account Values (Raw)
  • Cash
    $14,889
  • Margin Used
    $0
  • Buying Power
    $14,079
  • Ratios
  • W:L ratio
    3.05:1
  • Sharpe Ratio
    0.63
  • Sortino Ratio
    0.77
  • Calmar Ratio
    3.576
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    15.48%
  • Correlation to SP500
    0.68890
  • Return Percent SP500 (cumu) during strategy life
    11.78%
  • Return Statistics
  • Ann Return (w trading costs)
    28.8%
  • Slump
  • Current Slump as Pcnt Equity
    19.90%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.14%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.273%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    30.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    410
  • Popularity (Last 6 weeks)
    830
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    14
  • Popularity (7 days, Percentile 1000 scale)
    520
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $754
  • Avg Win
    $3,087
  • Sum Trade PL (losers)
    $5,277.000
  • Age
  • Num Months filled monthly returns table
    12
  • Win / Loss
  • Sum Trade PL (winners)
    $15,436.000
  • # Winners
    5
  • Num Months Winners
    9
  • Dividends
  • Dividends Received in Model Acct
    222
  • Win / Loss
  • # Losers
    7
  • % Winners
    41.7%
  • Frequency
  • Avg Position Time (mins)
    195694.00
  • Avg Position Time (hrs)
    3261.57
  • Avg Trade Length
    135.9 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    2.47
  • Daily leverage (max)
    3.29
  • Regression
  • Alpha
    0.05
  • Beta
    0.90
  • Treynor Index
    0.10
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.11
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.78
  • MAE:Equity, average, winning trades
    0.19
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - All trades
    4.883
  • 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 strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    2.156
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.626
  • Hold-and-Hope Ratio
    0.212
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.86573
  • SD
    0.60992
  • Sharpe ratio (Glass type estimate)
    1.41942
  • Sharpe ratio (Hedges UMVUE)
    1.13253
  • df
    4.00000
  • t
    0.91623
  • p
    0.20569
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.83869
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.52391
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.00361
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.26867
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.21609
  • Upside Potential Ratio
    7.13729
  • Upside part of mean
    1.18459
  • Downside part of mean
    -0.31887
  • Upside SD
    0.57664
  • Downside SD
    0.16597
  • N nonnegative terms
    2.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.39442
  • Mean of criterion
    0.86573
  • SD of predictor
    0.26782
  • SD of criterion
    0.60992
  • Covariance
    0.10690
  • r
    0.65444
  • b (slope, estimate of beta)
    1.49036
  • a (intercept, estimate of alpha)
    0.27790
  • Mean Square Error
    0.28357
  • DF error
    3.00000
  • t(b)
    1.49913
  • p(b)
    0.11540
  • t(a)
    0.30425
  • p(a)
    0.39041
  • Lowerbound of 95% confidence interval for beta
    -1.67348
  • Upperbound of 95% confidence interval for beta
    4.65421
  • Lowerbound of 95% confidence interval for alpha
    -2.62897
  • Upperbound of 95% confidence interval for alpha
    3.18477
  • Treynor index (mean / b)
    0.58088
  • Jensen alpha (a)
    0.27790
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.71079
  • SD
    0.54904
  • Sharpe ratio (Glass type estimate)
    1.29461
  • Sharpe ratio (Hedges UMVUE)
    1.03295
  • df
    4.00000
  • t
    0.83567
  • p
    0.22518
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.93403
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.38074
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.08664
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.15254
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.06924
  • Upside Potential Ratio
    5.97478
  • Upside part of mean
    1.04364
  • Downside part of mean
    -0.33285
  • Upside SD
    0.50274
  • Downside SD
    0.17467
  • N nonnegative terms
    2.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.35867
  • Mean of criterion
    0.71079
  • SD of predictor
    0.27122
  • SD of criterion
    0.54904
  • Covariance
    0.10117
  • r
    0.67939
  • b (slope, estimate of beta)
    1.37529
  • a (intercept, estimate of alpha)
    0.21751
  • Mean Square Error
    0.21640
  • DF error
    3.00000
  • t(b)
    1.60368
  • p(b)
    0.10356
  • t(a)
    0.27759
  • p(a)
    0.39968
  • Lowerbound of 95% confidence interval for beta
    -1.35392
  • Upperbound of 95% confidence interval for beta
    4.10450
  • Lowerbound of 95% confidence interval for alpha
    -2.27616
  • Upperbound of 95% confidence interval for alpha
    2.71119
  • Treynor index (mean / b)
    0.51683
  • Jensen alpha (a)
    0.21751
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.18247
  • Expected Shortfall on VaR
    0.23357
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06869
  • Expected Shortfall on VaR
    0.12169
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    5.00000
  • Minimum
    0.89704
  • Quartile 1
    0.98610
  • Median
    0.99099
  • Quartile 3
    1.15765
  • Maximum
    1.34059
  • Mean of quarter 1
    0.94157
  • Mean of quarter 2
    0.99099
  • Mean of quarter 3
    1.15765
  • Mean of quarter 4
    1.34059
  • Inter Quartile Range
    0.17155
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period 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 observations
    3.00000
  • Minimum
    0.00901
  • Quartile 1
    0.01146
  • Median
    0.01390
  • Quartile 3
    0.05843
  • Maximum
    0.10296
  • Mean of quarter 1
    0.00901
  • Mean of quarter 2
    0.01390
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.10296
  • Inter Quartile Range
    0.04697
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.86499
  • Compounded annual return (geometric extrapolation)
    1.09320
  • Calmar ratio (compounded annual return / max draw down)
    10.61770
  • Compounded annual return / average of 25% largest draw downs
    10.61770
  • Compounded annual return / Expected Shortfall lognormal
    4.68046
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.54315
  • SD
    0.34022
  • Sharpe ratio (Glass type estimate)
    1.59647
  • Sharpe ratio (Hedges UMVUE)
    1.58702
  • df
    127.00000
  • t
    1.11587
  • p
    0.43737
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.21759
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.40434
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.22386
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.39791
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.20260
  • Upside Potential Ratio
    8.20665
  • Upside part of mean
    2.02372
  • Downside part of mean
    -1.48057
  • Upside SD
    0.23487
  • Downside SD
    0.24660
  • N nonnegative terms
    67.00000
  • N negative terms
    61.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    128.00000
  • Mean of predictor
    0.26716
  • Mean of criterion
    0.54315
  • SD of predictor
    0.35577
  • SD of criterion
    0.34022
  • Covariance
    0.07461
  • r
    0.61643
  • b (slope, estimate of beta)
    0.58948
  • a (intercept, estimate of alpha)
    0.38600
  • Mean Square Error
    0.07234
  • DF error
    126.00000
  • t(b)
    8.78749
  • p(b)
    0.19179
  • t(a)
    1.00118
  • p(a)
    0.45558
  • Lowerbound of 95% confidence interval for beta
    0.45673
  • Upperbound of 95% confidence interval for beta
    0.72223
  • Lowerbound of 95% confidence interval for alpha
    -0.37665
  • Upperbound of 95% confidence interval for alpha
    1.14797
  • Treynor index (mean / b)
    0.92140
  • Jensen alpha (a)
    0.38566
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.48414
  • SD
    0.34504
  • Sharpe ratio (Glass type estimate)
    1.40313
  • Sharpe ratio (Hedges UMVUE)
    1.39483
  • df
    127.00000
  • t
    0.98074
  • p
    0.44488
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.40900
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.20982
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.41451
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.20417
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.88237
  • Upside Potential Ratio
    7.76336
  • Upside part of mean
    1.99669
  • Downside part of mean
    -1.51256
  • Upside SD
    0.22993
  • Downside SD
    0.25719
  • N nonnegative terms
    67.00000
  • N negative terms
    61.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    128.00000
  • Mean of predictor
    0.20004
  • Mean of criterion
    0.48414
  • SD of predictor
    0.37387
  • SD of criterion
    0.34504
  • Covariance
    0.08249
  • r
    0.63945
  • b (slope, estimate of beta)
    0.59014
  • a (intercept, estimate of alpha)
    0.36608
  • Mean Square Error
    0.07093
  • DF error
    126.00000
  • t(b)
    9.33600
  • p(b)
    0.18027
  • t(a)
    0.96024
  • p(a)
    0.45738
  • Lowerbound of 95% confidence interval for beta
    0.46504
  • Upperbound of 95% confidence interval for beta
    0.71523
  • Lowerbound of 95% confidence interval for alpha
    -0.38838
  • Upperbound of 95% confidence interval for alpha
    1.12055
  • Treynor index (mean / b)
    0.82038
  • Jensen alpha (a)
    0.36608
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03267
  • Expected Shortfall on VaR
    0.04122
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01231
  • Expected Shortfall on VaR
    0.02689
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    128.00000
  • Minimum
    0.87762
  • Quartile 1
    0.99404
  • Median
    1.00265
  • Quartile 3
    1.01125
  • Maximum
    1.07631
  • Mean of quarter 1
    0.97923
  • Mean of quarter 2
    0.99852
  • Mean of quarter 3
    1.00706
  • Mean of quarter 4
    1.02392
  • Inter Quartile Range
    0.01722
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04688
  • Mean of outliers low
    0.94377
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.03125
  • Mean of outliers high
    1.05853
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.48461
  • VaR(95%) (moments method)
    0.01971
  • Expected Shortfall (moments method)
    0.04388
  • Extreme Value Index (regression method)
    0.46722
  • VaR(95%) (regression method)
    0.01808
  • Expected Shortfall (regression method)
    0.03823
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.01305
  • Quartile 1
    0.01782
  • Median
    0.03352
  • Quartile 3
    0.07719
  • Maximum
    0.18698
  • Mean of quarter 1
    0.01427
  • Mean of quarter 2
    0.02555
  • Mean of quarter 3
    0.04074
  • Mean of quarter 4
    0.17742
  • Inter Quartile Range
    0.05937
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.25000
  • Mean of outliers high
    0.17742
  • 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)
    0.58178
  • Compounded annual return (geometric extrapolation)
    0.66870
  • Calmar ratio (compounded annual return / max draw down)
    3.57634
  • Compounded annual return / average of 25% largest draw downs
    3.76890
  • Compounded annual return / Expected Shortfall lognormal
    16.22360
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess log return rates
  • Statistics related to linear regression on benchmark
  • VAR (95 Confidence Intrvl)
    0.03300
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Last 4 Months - Pcnt Negative
    0.50%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -262624000
  • Max Equity Drawdown (num days)
    1

Strategy Description

Our website at peterinvestments.com has been updated as of 8/4/20. Please check it out

While there is real-life capital being put at risk in real brokerage accounts ( by our money managers ) following the proprietary timing strategy at our website, you still need to remember that the trading results portrayed here in this website are hypothetical. This means in particular that there is no single real-life trading account that looks exactly like the track record shown here.

Trading is risky

Don't trade with money you cannot afford to lose in the next 3 years

Text us at 321-234-5023 for changes in our portfolio following our proprietary timing algorithm. In your text have the words " please add me "

Summary Statistics

Strategy began
2019-10-14
Suggested Minimum Capital
$35,000
# Trades
12
# Profitable
5
% Profitable
41.7%
Net Dividends
Correlation S&P500
0.689
Sharpe Ratio
0.63
Sortino Ratio
0.77
Beta
0.90
Alpha
0.05
Leverage
2.47 Average
3.29 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

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subscribed on started simulation #SUBSCRIBEDDATE#

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 under-or over-compensated 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 re-scaled downward to make current go-forward 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 per-trade 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.