The Momentum of Now
(75800796)
Subscription terms. Subscriptions to this system cost $50.00 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  

2012  +3.8%  +7.5%  +0.9%  +1.6%  (0.5%)  +14.0%  
2013  +13.8%  +0.7%  +9.1%  (1.6%)  +0.1%  (5.5%)  (2.7%)  (2.3%)  +22.0%  +8.2%  +21.0%  (0.5%)  +75.6% 
2014  +10.3%  (2.2%)  (2.2%)  (3%)  +1.4%  (1.2%)  (8.5%)  +4.2%  (0.7%)  +2.8%  +3.2%  +2.5%  +5.4% 
2015  (1.3%)  +7.0%  +4.6%  (5.4%)  +20.4%  +2.7%  +17.4%  (4.1%)  +3.6%  (1.8%)  +2.6%  +1.8%  +54.4% 
2016  (0.2%)  (4.8%)  (5.3%)  +3.8%  (3.9%)  +3.4%  (0.5%)  +0.7%  +1.8%  +0.5%  +9.3%  (2.5%)  +1.2% 
2017  (2%)  +8.6%  +1.0%  +5.4%  +10.4%  (7.3%)  +6.9%  +6.6%  +2.7%  +2.6%  (3.1%)  (1.3%)  +33.2% 
2018  +9.0%  (1.4%)  +1.2%  (2.6%)  +15.6%  (2.2%)  (5.6%)  +7.9%  (5%)  (7.4%)  (0.4%)  +0.5%  +7.4% 
2019    +4.2%  (4%)  +3.2%    +2.2%  +1.4%  (2.7%)  (2.9%)  (0.7%)  +0.3%  +7.2%  +7.8% 
2020  +2.5%  (4.4%)  +5.8%  (2.4%)  (3%)  +4.1%  +3.9%  +6.8%  (8.3%)  (2.3%)    +16.6%  +18.4% 
2021  (4.2%)  +0.3%  +1.1%  +2.3%  +1.6%  +1.4%  (6.9%)  +4.0%  +2.3%  (2.1%)  (4.5%)    (5.2%) 
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  $100,000  
Buy Power  $613,049  
Cash  $1  
Equity  $1  
Cumulative $  $513,048  
Includes dividends and cashsettled expirations:  $87,896  Itemized 
Total System Equity  $613,048  
Margined  $1  
Open P/L  $0  
Data has been delayed by 24 hours for nonsubscribers 
System developer has asked us to delay this information by 24 hours.
Trading Record
Statistics

Strategy began8/4/2012

Suggested Minimum Cap$5,000

Strategy Age (days)3405.84

Age114 months ago

What it tradesStocks

# Trades2317

# Profitable812

% Profitable35.00%

Avg trade duration21.5 days

Max peaktovalley drawdown24.22%

drawdown periodJan 21, 2014  Aug 04, 2014

Annual Return (Compounded)20.5%

Avg win$2,568

Avg loss$1,103
 Model Account Values (Raw)

Cash$613,049

Margin Used$0

Buying Power$613,049
 Ratios

W:L ratio1.37:1

Sharpe Ratio0.86

Sortino Ratio1.23

Calmar Ratio1.093
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)236.93%

Correlation to SP5000.13230

Return Percent SP500 (cumu) during strategy life228.33%
 Return Statistics

Ann Return (w trading costs)20.5%
 Slump

Current Slump as Pcnt Equity11.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.205%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)21.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss56.00%

Chance of 20% account loss27.50%

Chance of 30% account loss10.50%

Chance of 40% account loss4.50%

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

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss1.00%
 Popularity

Popularity (Today)809

Popularity (Last 6 weeks)950
 Trading Style

Any stock shorts? 0/11
 Popularity

Popularity (7 days, Percentile 1000 scale)894
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,103

Avg Win$2,568

Sum Trade PL (losers)$1,660,380.000
 AUM

AUM (AutoTrader num accounts)3
 Age

Num Months filled monthly returns table112
 Win / Loss

Sum Trade PL (winners)$2,085,540.000

# Winners812

Num Months Winners65
 Dividends

Dividends Received in Model Acct87897
 AUM

AUM (AutoTrader live capital)144503
 Win / Loss

# Losers1505

% Winners35.0%
 Frequency

Avg Position Time (mins)14916.90

Avg Position Time (hrs)248.62

Avg Trade Length10.4 days

Last Trade Ago3
 Leverage

Daily leverage (average)1.61

Daily leverage (max)3.69
 Regression

Alpha0.05

Beta0.14

Treynor Index0.35
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  Winning Trades  this strat Percentile of All Strats44.65

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats17.95

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.58

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades9.673

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 trades0.201

Avg(MAE) / Avg(PL)  Losing trades1.183

HoldandHope Ratio0.103
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.20023

SD0.22187

Sharpe ratio (Glass type estimate)0.90246

Sharpe ratio (Hedges UMVUE)0.89624

df109.00000

t2.73234

p0.34056

Lowerbound of 95% confidence interval for Sharpe Ratio0.24215

Upperbound of 95% confidence interval for Sharpe Ratio1.55879

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.23804

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.55443
 Statistics related to Sortino ratio

Sortino ratio1.96158

Upside Potential Ratio3.75151

Upside part of mean0.38293

Downside part of mean0.18271

Upside SD0.20420

Downside SD0.10207

N nonnegative terms62.00000

N negative terms48.00000
 Statistics related to linear regression on benchmark

N of observations110.00000

Mean of predictor0.11704

Mean of criterion0.20023

SD of predictor0.15144

SD of criterion0.22187

Covariance0.00263

r0.07835

b (slope, estimate of beta)0.11478

a (intercept, estimate of alpha)0.18679

Mean Square Error0.04938

DF error108.00000

t(b)0.81670

p(b)0.46083

t(a)2.48352

p(a)0.38378

Lowerbound of 95% confidence interval for beta0.16380

Upperbound of 95% confidence interval for beta0.39337

Lowerbound of 95% confidence interval for alpha0.03771

Upperbound of 95% confidence interval for alpha0.33588

Treynor index (mean / b)1.74440

Jensen alpha (a)0.18679
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17554

SD0.21155

Sharpe ratio (Glass type estimate)0.82977

Sharpe ratio (Hedges UMVUE)0.82405

df109.00000

t2.51226

p0.35243

Lowerbound of 95% confidence interval for Sharpe Ratio0.17131

Upperbound of 95% confidence interval for Sharpe Ratio1.48456

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16752

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.48058
 Statistics related to Sortino ratio

Sortino ratio1.65702

Upside Potential Ratio3.42927

Upside part of mean0.36329

Downside part of mean0.18775

Upside SD0.18893

Downside SD0.10594

N nonnegative terms62.00000

N negative terms48.00000
 Statistics related to linear regression on benchmark

N of observations110.00000

Mean of predictor0.10470

Mean of criterion0.17554

SD of predictor0.15387

SD of criterion0.21155

Covariance0.00271

r0.08315

b (slope, estimate of beta)0.11433

a (intercept, estimate of alpha)0.16357

Mean Square Error0.04486

DF error108.00000

t(b)0.86715

p(b)0.45842

t(a)2.29404

p(a)0.39222

Lowerbound of 95% confidence interval for beta0.14701

Upperbound of 95% confidence interval for beta0.37567

Lowerbound of 95% confidence interval for alpha0.02224

Upperbound of 95% confidence interval for alpha0.30490

Treynor index (mean / b)1.53540

Jensen alpha (a)0.16357
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08224

Expected Shortfall on VaR0.10514
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03238

Expected Shortfall on VaR0.06269
 ORDER STATISTICS
 Quartiles of return rates

Number of observations110.00000

Minimum0.89129

Quartile 10.97825

Median1.01599

Quartile 31.04622

Maximum1.27878

Mean of quarter 10.95209

Mean of quarter 20.99386

Mean of quarter 31.03142

Mean of quarter 41.09822

Inter Quartile Range0.06797

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high5.00000

Percentage of outliers high0.04545

Mean of outliers high1.20712
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.31640

VaR(95%) (moments method)0.05199

Expected Shortfall (moments method)0.08737

Extreme Value Index (regression method)0.05171

VaR(95%) (regression method)0.04790

Expected Shortfall (regression method)0.06566
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00377

Quartile 10.02072

Median0.05293

Quartile 30.11847

Maximum0.16901

Mean of quarter 10.01205

Mean of quarter 20.03256

Mean of quarter 30.08621

Mean of quarter 40.14469

Inter Quartile Range0.09775

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)0.14467

VaR(95%) (moments method)0.15319

Expected Shortfall (moments method)0.16601

Extreme Value Index (regression method)0.89252

VaR(95%) (regression method)0.15795

Expected Shortfall (regression method)0.44758
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.59515

Compounded annual return (geometric extrapolation)0.22562

Calmar ratio (compounded annual return / max draw down)1.33496

Compounded annual return / average of 25% largest draw downs1.55933

Compounded annual return / Expected Shortfall lognormal2.14593

0.00000

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

Mean0.18231

SD0.16729

Sharpe ratio (Glass type estimate)1.08976

Sharpe ratio (Hedges UMVUE)1.08942

df2418.00000

t3.31131

p0.00047

Lowerbound of 95% confidence interval for Sharpe Ratio0.44390

Upperbound of 95% confidence interval for Sharpe Ratio1.73542

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44366

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.73519
 Statistics related to Sortino ratio

Sortino ratio1.57661

Upside Potential Ratio8.76007

Upside part of mean1.01295

Downside part of mean0.83064

Upside SD0.12137

Downside SD0.11563

N nonnegative terms1330.00000

N negative terms1089.00000
 Statistics related to linear regression on benchmark

N of observations2419.00000

Mean of predictor0.11622

Mean of criterion0.18231

SD of predictor0.16596

SD of criterion0.16729

Covariance0.00361

r0.13003

b (slope, estimate of beta)0.13107

a (intercept, estimate of alpha)0.16700

Mean Square Error0.02752

DF error2417.00000

t(b)6.44720

p(b)0.00000

t(a)3.05713

p(a)0.00113

Lowerbound of 95% confidence interval for beta0.09120

Upperbound of 95% confidence interval for beta0.17093

Lowerbound of 95% confidence interval for alpha0.05991

Upperbound of 95% confidence interval for alpha0.27424

Treynor index (mean / b)1.39095

Jensen alpha (a)0.16707
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16823

SD0.16744

Sharpe ratio (Glass type estimate)1.00470

Sharpe ratio (Hedges UMVUE)1.00439

df2418.00000

t3.05283

p0.00115

Lowerbound of 95% confidence interval for Sharpe Ratio0.35894

Upperbound of 95% confidence interval for Sharpe Ratio1.65025

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.35874

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.65004
 Statistics related to Sortino ratio

Sortino ratio1.43632

Upside Potential Ratio8.58555

Upside part of mean1.00558

Downside part of mean0.83735

Upside SD0.12006

Downside SD0.11712

N nonnegative terms1330.00000

N negative terms1089.00000
 Statistics related to linear regression on benchmark

N of observations2419.00000

Mean of predictor0.10234

Mean of criterion0.16823

SD of predictor0.16665

SD of criterion0.16744

Covariance0.00363

r0.13023

b (slope, estimate of beta)0.13084

a (intercept, estimate of alpha)0.15484

Mean Square Error0.02757

DF error2417.00000

t(b)6.45722

p(b)0.00000

t(a)2.83134

p(a)0.00234

Lowerbound of 95% confidence interval for beta0.09111

Upperbound of 95% confidence interval for beta0.17058

Lowerbound of 95% confidence interval for alpha0.04760

Upperbound of 95% confidence interval for alpha0.26208

Treynor index (mean / b)1.28574

Jensen alpha (a)0.15484
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01624

Expected Shortfall on VaR0.02048
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00676

Expected Shortfall on VaR0.01402
 ORDER STATISTICS
 Quartiles of return rates

Number of observations2419.00000

Minimum0.93891

Quartile 10.99643

Median1.00081

Quartile 31.00529

Maximum1.05556

Mean of quarter 10.98871

Mean of quarter 20.99891

Mean of quarter 31.00280

Mean of quarter 41.01280

Inter Quartile Range0.00886

Number outliers low110.00000

Percentage of outliers low0.04547

Mean of outliers low0.97435

Number of outliers high99.00000

Percentage of outliers high0.04093

Mean of outliers high1.02634
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.33939

VaR(95%) (moments method)0.01075

Expected Shortfall (moments method)0.01950

Extreme Value Index (regression method)0.14061

VaR(95%) (regression method)0.01048

Expected Shortfall (regression method)0.01604
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations71.00000

Minimum0.00007

Quartile 10.00388

Median0.01487

Quartile 30.05587

Maximum0.19820

Mean of quarter 10.00186

Mean of quarter 20.00921

Mean of quarter 30.02871

Mean of quarter 40.11060

Inter Quartile Range0.05199

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high5.00000

Percentage of outliers high0.07042

Mean of outliers high0.17645
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.28069

VaR(95%) (moments method)0.11415

Expected Shortfall (moments method)0.13697

Extreme Value Index (regression method)0.35910

VaR(95%) (regression method)0.10003

Expected Shortfall (regression method)0.11468
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.55409

Compounded annual return (geometric extrapolation)0.21669

Calmar ratio (compounded annual return / max draw down)1.09329

Compounded annual return / average of 25% largest draw downs1.95926

Compounded annual return / Expected Shortfall lognormal10.58280

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

Mean0.14144

SD0.10071

Sharpe ratio (Glass type estimate)1.40444

Sharpe ratio (Hedges UMVUE)1.39632

df130.00000

t0.99309

p0.54339

Lowerbound of 95% confidence interval for Sharpe Ratio4.17884

Upperbound of 95% confidence interval for Sharpe Ratio1.37528

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.17332

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.38067
 Statistics related to Sortino ratio

Sortino ratio1.90309

Upside Potential Ratio6.66148

Upside part of mean0.49509

Downside part of mean0.63653

Upside SD0.06795

Downside SD0.07432

N nonnegative terms58.00000

N negative terms73.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.17729

Mean of criterion0.14144

SD of predictor0.11345

SD of criterion0.10071

Covariance0.00051

r0.04451

b (slope, estimate of beta)0.03951

a (intercept, estimate of alpha)0.14844

Mean Square Error0.01020

DF error129.00000

t(b)0.50604

p(b)0.47167

t(a)1.03444

p(a)0.55766

Lowerbound of 95% confidence interval for beta0.11497

Upperbound of 95% confidence interval for beta0.19399

Lowerbound of 95% confidence interval for alpha0.43237

Upperbound of 95% confidence interval for alpha0.13548

Treynor index (mean / b)3.57982

Jensen alpha (a)0.14844
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14649

SD0.10059

Sharpe ratio (Glass type estimate)1.45633

Sharpe ratio (Hedges UMVUE)1.44791

df130.00000

t1.02978

p0.54498

Lowerbound of 95% confidence interval for Sharpe Ratio4.23100

Upperbound of 95% confidence interval for Sharpe Ratio1.32391

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.22530

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.32948
 Statistics related to Sortino ratio

Sortino ratio1.95947

Upside Potential Ratio6.59121

Upside part of mean0.49276

Downside part of mean0.63925

Upside SD0.06733

Downside SD0.07476

N nonnegative terms58.00000

N negative terms73.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.17081

Mean of criterion0.14649

SD of predictor0.11362

SD of criterion0.10059

Covariance0.00053

r0.04617

b (slope, estimate of beta)0.04088

a (intercept, estimate of alpha)0.15347

Mean Square Error0.01017

DF error129.00000

t(b)0.52499

p(b)0.47062

t(a)1.07121

p(a)0.55969

VAR (95 Confidence Intrvl)0.01600

Lowerbound of 95% confidence interval for beta0.11317

Upperbound of 95% confidence interval for beta0.19492

Lowerbound of 95% confidence interval for alpha0.43693

Upperbound of 95% confidence interval for alpha0.12999

Treynor index (mean / b)3.58373

Jensen alpha (a)0.15347
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01072

Expected Shortfall on VaR0.01329
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00601

Expected Shortfall on VaR0.01109
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97780

Quartile 10.99645

Median0.99996

Quartile 31.00327

Maximum1.03198

Mean of quarter 10.99204

Mean of quarter 20.99854

Mean of quarter 31.00112

Mean of quarter 41.00661

Inter Quartile Range0.00682

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.98158

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02333
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.09371

VaR(95%) (moments method)0.00777

Expected Shortfall (moments method)0.00996

Extreme Value Index (regression method)0.04352

VaR(95%) (regression method)0.00885

Expected Shortfall (regression method)0.01183
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00147

Quartile 10.01985

Median0.03823

Quartile 30.05660

Maximum0.07498

Mean of quarter 10.00147

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.07498

Inter Quartile Range0.03675

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 Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?472035000

Max Equity Drawdown (num days)195
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.11514

Compounded annual return (geometric extrapolation)0.11182

Calmar ratio (compounded annual return / max draw down)1.49141

Compounded annual return / average of 25% largest draw downs1.49141

Compounded annual return / Expected Shortfall lognormal8.41658
Strategy Description
What to expect:
Every day, I run stock scans that comb through 10,000 stocks to find just one or two that are ready to move right now.
I also use a sophisticated risk management strategy that was developed by William Eckhardt, who taught a group of traders now known as The Turtles.
The system buys strong, liquid US stocks and ETFs, and short sells the weakest. Losses are cut very short, which contributes to a lower win rate.
For more information on my trading style, please visit Twitter.com/ChartingTrends
Frequently asked questions:
Does this system need to be autotraded?
No. All signals will be sent out after the market has closed, mostly on the weekends, so you should have time to enter the trades manually in the evening or in the morning before the market opens.
Do you short stocks?
Yes.
Do you use leverage?
Rarely, but yes during strongly trending markets.
Do you use stops?
Yes. All signals come with a stop loss order attached.
How has the system performed during backtesting?
My system is not an algorithm or black box. It is a rules based, discretionary strategy that I have developed through 10 years of intensive study.
What will happen during bear markets?
I can short stocks and ETFs, so the system is not dependant on a rising stock market. The system is more likely to struggle during a choppy, range bound market.
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.