SuperBands by BWO
(132135910)
Subscription terms. Subscriptions to this system cost $175.00 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.
Sector: Technology
Focuses primarily on stocks of technology companies.Short-term Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.
All results are hypothetical.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2020 | (0.4%) | (0.4%) | (0.8%) | ||||||||||
2021 | +2.8% | +7.1% | +12.3% | (0.2%) | +1.7% | (0.3%) | +0.1% | (0.3%) | (0.3%) | +0.3% | (0.6%) | (0.4%) | +23.5% |
2022 | (0.2%) | +6.9% | (0.1%) | (1.1%) | (0.3%) | (0.2%) | (0.3%) | (0.7%) | - | (0.7%) | (0.3%) | - | +2.6% |
2023 | - | - | - | - | - | - | - | - | - | - | - | - | 0.0 |
2024 | - | - | - | - | - | 0.0 |
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 | $50,000 | |
Buy Power | $68,414 | |
Cash | $68,414 | |
Equity | $0 | |
Cumulative $ | $18,414 | |
Includes dividends and cash-settled expirations: | $18 | Itemized |
Total System Equity | $68,414 | |
Margined | $0 | |
Open P/L | $0 |
Trading Record
Statistics
-
Strategy began11/8/2020
-
Suggested Minimum Cap$50,000
-
Strategy Age (days)1270.66
-
Age42 months ago
-
What it tradesStocks
-
# Trades166
-
# Profitable122
-
% Profitable73.50%
-
Avg trade duration2.2 days
-
Max peak-to-valley drawdown11.72%
-
drawdown periodMarch 08, 2021 - March 08, 2021
-
Annual Return (Compounded)6.8%
-
Avg win$220.11
-
Avg loss$192.16
- Model Account Values (Raw)
-
Cash$68,414
-
Margin Used$0
-
Buying Power$68,414
- Ratios
-
W:L ratio3.18:1
-
Sharpe Ratio0.5
-
Sortino Ratio0.99
-
Calmar Ratio2.406
- CORRELATION STATISTICS
-
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-17.28%
-
Correlation to SP5000.05700
-
Return Percent SP500 (cumu) during strategy life44.30%
- Verified
-
C2Star0
- Return Statistics
-
Ann Return (w trading costs)6.8%
- Slump
-
Current Slump as Pcnt Equity5.00%
- Instruments
-
Percent Trades Futuresn/a
- Slump
-
Current Slump, time of slump as pcnt of strategy life0.90%
- Return Statistics
-
Return Pcnt Since TOS Status32.250%
- Instruments
-
Short Options - Percent Covered100.00%
- Return Statistics
-
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.068%
- Instruments
-
Percent Trades Optionsn/a
-
Percent Trades Stocks1.00%
-
Percent Trades Forexn/a
- Return Statistics
-
Ann Return (Compnd, No Fees)9.4%
- Risk of Ruin (Monte-Carlo)
-
Chance of 10% account loss13.00%
-
Chance of 20% account lossn/a
-
Chance of 30% account lossn/a
-
Chance of 40% account lossn/a
-
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 Automated65.17%
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account lossn/a
- Popularity
-
Popularity (Today)0
-
Popularity (Last 6 weeks)0
- Trading Style
-
Any stock shorts? 0/10
- Popularity
-
Popularity (7 days, Percentile 1000 scale)0
- Trades-Own-System Certification
-
Trades Own System?-
-
TOS percentn/a
- Win / Loss
-
Avg Loss$192
-
Avg Win$220
-
Sum Trade PL (losers)$8,455.000
- Age
-
Num Months filled monthly returns table43
- Win / Loss
-
Sum Trade PL (winners)$26,854.000
-
# Winners122
-
Num Months Winners7
- Dividends
-
Dividends Received in Model Acct18
- AUM
-
AUM (AutoTrader live capital)68269
- Win / Loss
-
# Losers44
-
% Winners73.5%
- Frequency
-
Avg Position Time (mins)3212.88
-
Avg Position Time (hrs)53.55
-
Avg Trade Length2.2 days
-
Last Trade Ago502
- Leverage
-
Daily leverage (average)0.53
-
Daily leverage (max)3.62
- Regression
-
Alpha0.01
-
Beta0.03
-
Treynor Index0.49
- Maximum Adverse Excursion (MAE)
-
MAE:Equity, average, all trades0.00
-
MAE:PL - worst single value for strategy-
-
MAE:PL (avg, winning trades)-
-
MAE:PL (avg, losing trades)-
-
MAE:PL (avg, all trades)1.19
-
MAE:Equity, average, winning trades0.00
-
MAE:Equity, average, losing trades0.01
-
Avg(MAE) / Avg(PL) - All trades1.935
-
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 trades0.579
-
Avg(MAE) / Avg(PL) - Losing trades-1.606
-
Hold-and-Hope Ratio0.517
- Analysis based on MONTHLY values, full history
- RATIO STATISTICS
- Ratio statistics of excess return rates
- Statistics related to Sharpe ratio
-
Mean0.13350
-
SD0.15286
-
Sharpe ratio (Glass type estimate)0.87336
-
Sharpe ratio (Hedges UMVUE)0.84573
-
df24.00000
-
t1.26058
-
p0.10979
-
Lowerbound of 95% confidence interval for Sharpe Ratio-0.51537
-
Upperbound of 95% confidence interval for Sharpe Ratio2.24458
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.53309
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.22455
- Statistics related to Sortino ratio
-
Sortino ratio12.81800
-
Upside Potential Ratio15.24390
-
Upside part of mean0.15876
-
Downside part of mean-0.02527
-
Upside SD0.15430
-
Downside SD0.01041
-
N nonnegative terms8.00000
-
N negative terms17.00000
- Statistics related to linear regression on benchmark
-
N of observations25.00000
-
Mean of predictor0.17486
-
Mean of criterion0.13350
-
SD of predictor0.20949
-
SD of criterion0.15286
-
Covariance0.00092
-
r0.02871
-
b (slope, estimate of beta)0.02095
-
a (intercept, estimate of alpha)0.12984
-
Mean Square Error0.02436
-
DF error23.00000
-
t(b)0.13773
-
p(b)0.44582
-
t(a)1.16594
-
p(a)0.12779
-
Lowerbound of 95% confidence interval for beta-0.29365
-
Upperbound of 95% confidence interval for beta0.33555
-
Lowerbound of 95% confidence interval for alpha-0.10052
-
Upperbound of 95% confidence interval for alpha0.36019
-
Treynor index (mean / b)6.37321
-
Jensen alpha (a)0.12984
- Ratio statistics of excess log return rates
- Statistics related to Sharpe ratio
-
Mean0.12261
-
SD0.13961
-
Sharpe ratio (Glass type estimate)0.87823
-
Sharpe ratio (Hedges UMVUE)0.85045
-
df24.00000
-
t1.26762
-
p0.10855
-
Lowerbound of 95% confidence interval for Sharpe Ratio-0.51077
-
Upperbound of 95% confidence interval for Sharpe Ratio2.24967
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.52860
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.22950
- Statistics related to Sortino ratio
-
Sortino ratio11.76270
-
Upside Potential Ratio14.18620
-
Upside part of mean0.14787
-
Downside part of mean-0.02526
-
Upside SD0.14091
-
Downside SD0.01042
-
N nonnegative terms8.00000
-
N negative terms17.00000
- Statistics related to linear regression on benchmark
-
N of observations25.00000
-
Mean of predictor0.15296
-
Mean of criterion0.12261
-
SD of predictor0.20510
-
SD of criterion0.13961
-
Covariance0.00118
-
r0.04123
-
b (slope, estimate of beta)0.02806
-
a (intercept, estimate of alpha)0.11831
-
Mean Square Error0.02030
-
DF error23.00000
-
t(b)0.19788
-
p(b)0.42244
-
t(a)1.17058
-
p(a)0.12688
-
Lowerbound of 95% confidence interval for beta-0.26529
-
Upperbound of 95% confidence interval for beta0.32142
-
Lowerbound of 95% confidence interval for alpha-0.09077
-
Upperbound of 95% confidence interval for alpha0.32740
-
Treynor index (mean / b)4.36915
-
Jensen alpha (a)0.11831
- Risk estimates for a one-period unit investment (parametric)
- assuming log normal returns and losses (using central moments from Sharpe statistics)
-
VaR(95%)0.05453
-
Expected Shortfall on VaR0.07021
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
VaR(95%)0.00553
-
Expected Shortfall on VaR0.00774
- ORDER STATISTICS
- Quartiles of return rates
-
Number of observations25.00000
-
Minimum0.99238
-
Quartile 11.00000
-
Median1.00000
-
Quartile 31.00425
-
Maximum1.21212
-
Mean of quarter 10.99797
-
Mean of quarter 21.00000
-
Mean of quarter 31.00156
-
Mean of quarter 41.05685
-
Inter Quartile Range0.00425
-
Number outliers low1.00000
-
Percentage of outliers low0.04000
-
Mean of outliers low0.99238
-
Number of outliers high4.00000
-
Percentage of outliers high0.16000
-
Mean of outliers high1.08233
- Risk estimates for a one-period unit investment (based on Ex
-
Extreme Value Index (moments method)-2.74228
-
VaR(95%) (moments method)0.00126
-
Expected Shortfall (moments method)0.00129
-
Extreme Value Index (regression method)0.11737
-
VaR(95%) (regression method)0.00375
-
Expected Shortfall (regression method)0.00685
- DRAW DOWN STATISTICS
- Quartiles of draw downs
-
Number of observations4.00000
-
Minimum0.00128
-
Quartile 10.00203
-
Median0.00247
-
Quartile 30.00391
-
Maximum0.00762
-
Mean of quarter 10.00128
-
Mean of quarter 20.00228
-
Mean of quarter 30.00267
-
Mean of quarter 40.00762
-
Inter Quartile Range0.00188
-
Number outliers low0.00000
-
Percentage of outliers low0.00000
-
Mean of outliers low0.00000
-
Number of outliers high1.00000
-
Percentage of outliers high0.25000
-
Mean of outliers high0.00762
- 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)0.17678
-
Compounded annual return (geometric extrapolation)0.16243
-
Calmar ratio (compounded annual return / max draw down)21.31680
-
Compounded annual return / average of 25% largest draw downs21.31680
-
Compounded annual return / Expected Shortfall lognormal2.31339
-
0.00000
-
0.00000
- Analysis based on DAILY values, full history
- RATIO STATISTICS
- Ratio statistics of excess return rates
- Statistics related to Sharpe ratio
-
Mean0.12635
-
SD0.10241
-
Sharpe ratio (Glass type estimate)1.23378
-
Sharpe ratio (Hedges UMVUE)1.23210
-
df550.00000
-
t1.78922
-
p0.03706
-
Lowerbound of 95% confidence interval for Sharpe Ratio-0.12022
-
Upperbound of 95% confidence interval for Sharpe Ratio2.58675
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.12138
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.58558
- Statistics related to Sortino ratio
-
Sortino ratio3.00950
-
Upside Potential Ratio5.65523
-
Upside part of mean0.23743
-
Downside part of mean-0.11108
-
Upside SD0.09363
-
Downside SD0.04198
-
N nonnegative terms55.00000
-
N negative terms496.00000
- Statistics related to linear regression on benchmark
-
N of observations551.00000
-
Mean of predictor0.16593
-
Mean of criterion0.12635
-
SD of predictor0.22090
-
SD of criterion0.10241
-
Covariance0.00123
-
r0.05459
-
b (slope, estimate of beta)0.02531
-
a (intercept, estimate of alpha)0.12200
-
Mean Square Error0.01048
-
DF error549.00000
-
t(b)1.28095
-
p(b)0.10038
-
t(a)1.72890
-
p(a)0.04219
-
Lowerbound of 95% confidence interval for beta-0.01350
-
Upperbound of 95% confidence interval for beta0.06411
-
Lowerbound of 95% confidence interval for alpha-0.01663
-
Upperbound of 95% confidence interval for alpha0.26093
-
Treynor index (mean / b)4.99284
-
Jensen alpha (a)0.12215
- Ratio statistics of excess log return rates
- Statistics related to Sharpe ratio
-
Mean0.12119
-
SD0.10062
-
Sharpe ratio (Glass type estimate)1.20444
-
Sharpe ratio (Hedges UMVUE)1.20280
-
df550.00000
-
t1.74667
-
p0.04063
-
Lowerbound of 95% confidence interval for Sharpe Ratio-0.14947
-
Upperbound of 95% confidence interval for Sharpe Ratio2.55732
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.15059
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.55618
- Statistics related to Sortino ratio
-
Sortino ratio2.83626
-
Upside Potential Ratio5.45657
-
Upside part of mean0.23316
-
Downside part of mean-0.11197
-
Upside SD0.09131
-
Downside SD0.04273
-
N nonnegative terms55.00000
-
N negative terms496.00000
- Statistics related to linear regression on benchmark
-
N of observations551.00000
-
Mean of predictor0.14164
-
Mean of criterion0.12119
-
SD of predictor0.22005
-
SD of criterion0.10062
-
Covariance0.00121
-
r0.05458
-
b (slope, estimate of beta)0.02496
-
a (intercept, estimate of alpha)0.11766
-
Mean Square Error0.01011
-
DF error549.00000
-
t(b)1.28085
-
p(b)0.10039
-
t(a)1.69536
-
p(a)0.04529
-
Lowerbound of 95% confidence interval for beta-0.01332
-
Upperbound of 95% confidence interval for beta0.06324
-
Lowerbound of 95% confidence interval for alpha-0.01866
-
Upperbound of 95% confidence interval for alpha0.25398
-
Treynor index (mean / b)4.85555
-
Jensen alpha (a)0.11766
- Risk estimates for a one-period unit investment (parametric)
- assuming log normal returns and losses (using central moments from Sharpe statistics)
-
VaR(95%)0.00972
-
Expected Shortfall on VaR0.01228
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
VaR(95%)0.00138
-
Expected Shortfall on VaR0.00311
- ORDER STATISTICS
- Quartiles of return rates
-
Number of observations551.00000
-
Minimum0.95323
-
Quartile 11.00000
-
Median1.00000
-
Quartile 31.00000
-
Maximum1.06698
-
Mean of quarter 10.99869
-
Mean of quarter 21.00000
-
Mean of quarter 31.00000
-
Mean of quarter 41.00366
-
Inter Quartile Range0.00000
-
Number outliers low48.00000
-
Percentage of outliers low0.08711
-
Mean of outliers low0.99623
-
Number of outliers high64.00000
-
Percentage of outliers high0.11615
-
Mean of outliers high1.00790
- Risk estimates for a one-period unit investment (based on Ex
-
Extreme Value Index (moments method)0.75728
-
VaR(95%) (moments method)0.00072
-
Expected Shortfall (moments method)0.00589
-
Extreme Value Index (regression method)0.85147
-
VaR(95%) (regression method)0.00076
-
Expected Shortfall (regression method)0.01022
- DRAW DOWN STATISTICS
- Quartiles of draw downs
-
Number of observations7.00000
-
Minimum0.00003
-
Quartile 10.00086
-
Median0.01108
-
Quartile 30.02489
-
Maximum0.06684
-
Mean of quarter 10.00028
-
Mean of quarter 20.00614
-
Mean of quarter 30.01675
-
Mean of quarter 40.04994
-
Inter Quartile Range0.02403
-
Number outliers low0.00000
-
Percentage of outliers low0.00000
-
Mean of outliers low0.00000
-
Number of outliers high1.00000
-
Percentage of outliers high0.14286
-
Mean of outliers high0.06684
- 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)0.17513
-
Compounded annual return (geometric extrapolation)0.16079
-
Calmar ratio (compounded annual return / max draw down)2.40559
-
Compounded annual return / average of 25% largest draw downs3.21987
-
Compounded annual return / Expected Shortfall lognormal13.09200
-
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
-
Mean-0.02858
-
SD0.00035
-
Sharpe ratio (Glass type estimate)-81.74300
-
Sharpe ratio (Hedges UMVUE)-81.27050
-
df130.00000
-
t-57.80110
-
p0.99055
-
Lowerbound of 95% confidence interval for Sharpe Ratio0.00000
-
Upperbound of 95% confidence interval for Sharpe Ratio0.00000
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-91.53060
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-71.01050
- Statistics related to Sortino ratio
-
Sortino ratio-15.88040
-
Upside Potential Ratio0.00000
-
Upside part of mean0.00000
-
Downside part of mean-0.02858
-
Upside SD0.00000
-
Downside SD0.00180
-
N nonnegative terms0.00000
-
N negative terms131.00000
- Statistics related to linear regression on benchmark
-
N of observations131.00000
-
Mean of predictor0.36300
-
Mean of criterion-0.02858
-
SD of predictor0.31460
-
SD of criterion0.00035
-
Covariance0.00001
-
r0.11189
-
b (slope, estimate of beta)0.00012
-
a (intercept, estimate of alpha)-0.02863
-
Mean Square Error0.00000
-
DF error129.00000
-
t(b)1.27884
-
p(b)0.42892
-
t(a)-57.88570
-
p(a)0.99847
-
Lowerbound of 95% confidence interval for beta-0.00007
-
Upperbound of 95% confidence interval for beta0.00032
-
Lowerbound of 95% confidence interval for alpha-0.02960
-
Upperbound of 95% confidence interval for alpha-0.02765
-
Treynor index (mean / b)-229.83900
-
Jensen alpha (a)-0.02863
- Ratio statistics of excess log return rates
- Statistics related to Sharpe ratio
-
Mean-0.02858
-
SD0.00035
-
Sharpe ratio (Glass type estimate)-81.73040
-
Sharpe ratio (Hedges UMVUE)-81.25790
-
df130.00000
-
t-57.79210
-
p0.99054
-
Lowerbound of 95% confidence interval for Sharpe Ratio0.00000
-
Upperbound of 95% confidence interval for Sharpe Ratio0.00000
-
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-91.51650
-
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-70.99930
- Statistics related to Sortino ratio
-
Sortino ratio-15.88030
-
Upside Potential Ratio0.00000
-
Upside part of mean0.00000
-
Downside part of mean-0.02858
-
Upside SD0.00000
-
Downside SD0.00180
-
N nonnegative terms0.00000
-
N negative terms131.00000
- Statistics related to linear regression on benchmark
-
N of observations131.00000
-
Mean of predictor0.31430
-
Mean of criterion-0.02858
-
SD of predictor0.31150
-
SD of criterion0.00035
-
Covariance0.00001
-
r0.11285
-
b (slope, estimate of beta)0.00013
-
a (intercept, estimate of alpha)-0.02862
-
Mean Square Error0.00000
-
DF error129.00000
-
t(b)1.29001
-
p(b)0.42831
-
t(a)-57.90700
-
p(a)0.99847
-
VAR (95 Confidence Intrvl)0.01000
-
Lowerbound of 95% confidence interval for beta-0.00007
-
Upperbound of 95% confidence interval for beta0.00032
-
Lowerbound of 95% confidence interval for alpha-0.02960
-
Upperbound of 95% confidence interval for alpha-0.02764
-
Treynor index (mean / b)-225.59200
-
Jensen alpha (a)-0.02862
- Risk estimates for a one-period unit investment (parametric)
- assuming log normal returns and losses (using central moments from Sharpe statistics)
-
VaR(95%)0.00014
-
Expected Shortfall on VaR0.00015
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
VaR(95%)0.00012
-
Expected Shortfall on VaR0.00012
- ORDER STATISTICS
- Quartiles of return rates
-
Number of observations131.00000
-
Minimum0.99977
-
Quartile 11.00000
-
Median1.00000
-
Quartile 31.00000
-
Maximum1.00000
-
Mean of quarter 10.99999
-
Mean of quarter 21.00000
-
Mean of quarter 31.00000
-
Mean of quarter 41.00000
-
Inter Quartile Range0.00000
-
Number outliers low3.00000
-
Percentage of outliers low0.02290
-
Mean of outliers low0.99989
-
Number of outliers high0.00000
-
Percentage of outliers high0.00000
-
Mean of outliers high0.00000
- 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 observations1.00000
-
Minimum0.00034
-
Quartile 10.00034
-
Median0.00034
-
Quartile 30.00034
-
Maximum0.00034
-
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
-
Last 4 Months - Pcnt Negativen/a
-
Expected Shortfall (regression method)0.00000
-
Strat Max DD how much worse than SP500 max DD during strat life?-375398000
-
Max Equity Drawdown (num days)10
- COMBINED STATISTICS
-
Annualized return (arithmetic extrapolation)-0.00067
-
Compounded annual return (geometric extrapolation)-0.00067
-
Calmar ratio (compounded annual return / max draw down)-1.99966
-
Compounded annual return / average of 25% largest draw downs0.00000
-
Compounded annual return / Expected Shortfall lognormal-4.37433
Strategy Description
Allocation:
ETF Pairs Arbitrage 40% of capital is recommended $100 monthly 80-125% APR's over any 2-3 year period with less than 70% drawdown at 3:1
SuperBands 60% on when not price physique pair trading ($175 monthly 95% APR and 15% drawdown when using SuperBands by BWO to put on trades only when a price physique pairs arbitrage trade isn't on) You dip buy NASDAQ-100 stocks with 60%.
60% Power Professional Price Physics Pairs Arbitrage ($250 monthly for 250% APR and 40% drawdown) is on with the last 2 of the 2-1-2 pyramid and that's at a cost of $350 per month.And finally power professional's price is being raised to $250 and the scale is allowable to $400,000 before you must subscribe with additional subscription money.
Sound good?
Here are the links boys:
40% of equity no more than 60% in a short trend
Subscription to ETF Pairs Arbitrage @$100 monthly at https://www.wealthsignals.com/Strategy/Detail/ETF-Pairs-Arbitrage-9IP7Vx
60% of equity on when no Price Physics Pairs Trade is on in Power Professional with the remaining 60% actually going in 60%*4/3 or 1.6^(4/3)-1 is the exact percentage your sizing should be and note the 60% can use 2:1 margin up to 6:1 since we exit on the next day and do not day trade.
Finally, the key to most of my research was the combination of ETF Pairs Arbitrage and its Trend Follower Price Physics such that Power Professional puts on 4:1 TQQQ or SQQQ positions by purchasing only when they are in agreement and the first one to say sell exits so
60% of Equity Power Professional on collective2.com at [url]https://collective2.com/details/136764442[/ur]
Subscription to SuperBands by BWO @$175 monthly 2:1 margin 95% apr with 15% drawdown when using SuperBands as SuperBands Pairs Arbitrage such that trades only occur when the power professional position is not on or will come on in the next day and this drawdown is uncorrelated with any strategy Price Physics or Pairs Arbitrage available
SuperBands by BWO is available at https://collective2.com/details/132135910
Power Professional is Price Physics Pairs Arbitrage and when one of these trades happens you go all in at 4:3's equity the only time when 4:1 leveraged trading should ever be encountered or engaged in.
Will be adding this final description of how to use every one of my strategies and the proper allocation is 40% EPA, 60% SuperBands, 60% Power Professional where 60% of SuperBands and Power Professional can use margin up to 2:1 in SuperBands and 4/3's of equity for a 4:1 delta hedged leverage factor when positions in Pairs Arbitrage Price Physics Agree. See description above for APR's and drawdowns of strategies and note, no backtest has been correspondended with to compute except for Power Professional that this algorithm earns 250% APR with 40% Drawdown and that is superb combinatorial options trading strategy but because it uses two algoriothms can never be a Strategic Fund since a Strategic Fund like Stratus-Pairs Strategic Fund is a managed account only for placing 100% of equity positions on in TQQQ or SQQQ following ETF Pairs Arbitrage by BWO.
Thank You for asking these questions guys, no, I'm not a one trick pony, and I used Stanford Topological Economics Economicists Empiricial Analysis to determine the 2:1:2 pyramid is properly scaled so that's what you guys need to do to be able to follow all of the strategy WealthSignals and Collective2 automated trades.
Thus, please consider subscribing to all of my strategies for $450 monthly gets you a $100 subscription to ETF Pairs Arbitrage, a $175 monthly subscription allocating 60% at 2:1 margin to SuperBands on collective2 as C2Star App SuperBands a top 100 c2 strategy at the moment and eligible for its first c2 star what I had started the strategy for in the first place. And finally the Power Professional gets 250% APR's with 40% drawdowns typically 15-20% draws every trade for 40-60% wins possible when in place allocating 60% of equity up to 4:3 of equity is how to size this $250 monthly subscription and will hammer away the losses you may have had you not followed the recession warning advice to only use 40% of equity and I will let all of you know particularly a day after once either the trend changes or a TQQQ or an SQQQ position has been put on in Power Professioonal using Price Physics Pairs Arbitrage for a 2:1:2 pyramid allocated first as 40% to EPA, 20% to any price physics trade but only the final 2 in the pyrmaid are available to put on for significant margin of safety and risk management such that the Price Physics signal on collective2 usually follows the Pairs Arbitrage signal so it happens in the middle of the day and both of my collective2 strategies require automation and thats both systems at 60% so you'll have 40% trading in ETF Pairs Arbitrage and when not in a Power Professional Trade you should trade 60% of your account in SuperBands simulatenously with C2Star Power Professional such that when Price Physics Pairs Trades are on you'll have the only time I'd ever recommend a 4:1 position and that's all trading based on a benchmark of TQQQ and inverse SQQQ.
Good luck everyone!
Happy Trading!
Beau Wolinsky
Beau WorldOmnimedia
BWO
B.W.O.
Stratus-Pairs Strategic Fund Roboadvisor
ETF Pairs Arbitrage(40% of equity recommended when following the other two strategies I offer)
SuperBands by BWO (60% of equity recommended to trade when not in a position in Power Professional 2:1 margin on that 60% for a 120% exposure )
Power Prof PPPA by BWO(60% of equity is used on 4:3 of equity of 60% for a position that should be 4:1 leverage in either TQQQ or SQQQ with trades occuring either on the open the same as EPA at the same time, or with a middle of the day automated signal from collective2 sent by my Trading Station where all of my strategies are operated)
Software Packages Used
An IQFeed datafeed is used across the Wealth Lab 7 executing SuperBands and EPA has been automated and hard coded forever to be on WealthSignals.com such that the Price Physics portion of Pairs Arbitrage Price Physics uses Multicharts OpenBeta 64 to push trades done in my Multicharts platform to Collective2 trading only TQQQ and SQQQ at a size of 60% times 4/3's is 80% of your portfolio)
Thus, the way a maximal allocation looks is
40% EPA, 20% PP, 80% PPPA Triple PA is Price Physics Pairs Arbitrage and is the trading style which only executes a trade when Price Physics and Pairs Arbitrage agree exiting when one of them does not agree so you'll have 140% or up to 133% of equity when using all of my trading algorithms allocated the way they were meant to be in a 2:1:2 pyramid developed as Quant Master earning 225% in less than 2.5 years on worldcupadvisor.com and where performance summaries up to September 2014 before leaving in October 2014 for wealthsignals.com is how my career progressed passed covestor, thank you all very much.
So, that's how to use every one of my algorithms for $525 monthly, $100 monthly on WealthSignals.com follows ETF Pairs Arbitrage, and $175 monthly on SuperBands by BWO, and $250 monthly for Power Prof PPPA by BWO
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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