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These are hypothetical performance results that have certain inherent limitations. Learn more



TQQQ Aspire
(117734561)

Creato da: The_XL_Trader The_XL_Trader
Started: 05/2018
Stocks
Last trade: 2 days ago
Trading style: Equity Momentum Sector: Technology

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $99.00 per month.

C2Star

C2Star è un programma di certificazione per le strategie di trading. Per diventare "Certificato C2Star", una strategia deve applicare controlli di rischio rigorosi e deve mostrare caratteristiche di performance eccellenti, tra cui riduzioni limitate.

Puoi leggere di più sui requisiti di certificazione C2Star qui.

Nota che: tutte le strategie di trading comportano rischi e la certificazione C2Star non implica che una strategia sia a basso rischio.

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: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.

26.1%
Annual Return (Compounded)

Calcolo del rendimento

Panoramica

Per conformarsi alle normative NFA, mostriamo il tasso di rendimento cumulativo per le strategie con un track record inferiore a un anno. Per le strategie con track record più lunghi, mostriamo il tasso di rendimento annuale (composto).

Come si calcola il tasso di rendimento annuale (composto)

= ((Patrimonio_finale / Patrimonio_iniziale) ^ (1 / anni)) - 1

Ricorda che, in base ai requisiti NFA, i costi di abbonamento alle strategie e le commissioni stimate sono inclusi nei calcoli del patrimonio valutato a mercato.

Tutti i risultati sono ipotetici.

(23.5%)
Max Drawdown
595
Num Trades
51.8%
Win Trades
1.4 : 1
Profit Factor
59.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                            +4.7%+7.3%+5.8%+12.6%(10.2%)(12.1%)  -  (1.2%)+4.3%
2019(0.6%)+0.8%+7.8%+14.5%(4.4%)+25.6%+5.8%(12.3%)(0.5%)(0.5%)+3.3%+8.6%+53.2%
2020(3.8%)+15.8%(4.3%)(8.4%)+0.6%+0.3%(0.7%)+21.2%+14.3%+9.1%+10.7%(3.4%)+58.1%
2021+1.1%+6.9%+2.6%+16.4%(1.5%)+12.6%+3.7%+12.9%(3.1%)+14.2%+6.6%+1.4%+100.3%
2022+0.6%(6.3%)+5.2%(0.9%)+4.3%(3.2%)+2.6%(2.8%)(1.2%)+1.6%+0.5%(1.7%)(1.9%)
2023+3.8%+2.2%  -  +1.0%+3.4%+0.8%(2.8%)+1.3%(4.2%)(6.7%)(0.1%)+1.5%(0.4%)
2024(2.7%)(0.9%)+0.3%+3.4%+1.5%+1.6%+5.7%(5.1%)(4.9%)+5.3%+3.4%+3.5%+11.0%
2025(3.9%)+1.4%(2.2%)+2.2%+8.0%(1.2%)(1.1%)(2.9%)                        (0.2%)


Dettagli Account Modello

Una strategia di trading su Collective2. Seguila nel tuo account di brokeraggio o utilizza un account di trading simulato gratuito.

Gli utenti avanzati potrebbero voler utilizzare queste informazioni per regolare il loro AutoTrade scaling o semplicemente per comprendere le grandezze del grafico vicino.

System developer has asked us to delay this information by 48 hours.

Trading Record

This strategy has placed 1,178 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/26/25 10:22 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,170 90.11 8/26 14:50 90.19 0.73%
Trade id #152710507
Max drawdown($806)
Time8/26/25 13:55
Quant open1,170
Worst price89.42
Drawdown as % of equity-0.73%
$88
Includes Typical Broker Commissions trade costs of $5.00
8/25/25 11:05 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,170 90.61 8/25 15:51 90.09 0.58%
Trade id #152701807
Max drawdown($640)
Time8/25/25 15:51
Quant open1,170
Worst price90.06
Drawdown as % of equity-0.58%
($606)
Includes Typical Broker Commissions trade costs of $5.00
8/22/25 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,200 88.47 8/22 10:00 88.94 n/a $560
Includes Typical Broker Commissions trade costs of $5.00
8/18/25 9:34 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,140 93.37 8/18 9:58 92.44 0.97%
Trade id #152630909
Max drawdown($1,080)
Time8/18/25 9:58
Quant open1,140
Worst price92.42
Drawdown as % of equity-0.97%
($1,058)
Includes Typical Broker Commissions trade costs of $5.00
8/14/25 9:51 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,130 94.88 8/14 11:25 94.38 0.78%
Trade id #152606734
Max drawdown($873)
Time8/14/25 11:25
Quant open1,130
Worst price94.11
Drawdown as % of equity-0.78%
($567)
Includes Typical Broker Commissions trade costs of $5.00
8/12/25 9:43 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,200 93.25 8/12 9:49 91.83 1.5%
Trade id #152584894
Max drawdown($1,714)
Time8/12/25 9:49
Quant open1,200
Worst price91.82
Drawdown as % of equity-1.50%
($1,714)
Includes Typical Broker Commissions trade costs of $5.00
8/11/25 12:08 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,190 93.07 8/11 14:44 91.64 1.59%
Trade id #152577633
Max drawdown($1,835)
Time8/11/25 14:44
Quant open1,190
Worst price91.53
Drawdown as % of equity-1.59%
($1,710)
Includes Typical Broker Commissions trade costs of $5.00
8/8/25 9:46 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,200 91.24 8/8 15:42 91.89 0.23%
Trade id #152557703
Max drawdown($268)
Time8/8/25 11:40
Quant open1,200
Worst price91.02
Drawdown as % of equity-0.23%
$772
Includes Typical Broker Commissions trade costs of $5.00
8/6/25 10:05 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,020 87.16 8/6 11:52 88.28 1.06%
Trade id #152534183
Max drawdown($1,204)
Time8/6/25 10:23
Quant open1,020
Worst price85.98
Drawdown as % of equity-1.06%
$1,137
Includes Typical Broker Commissions trade costs of $5.00
8/4/25 9:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,030 86.33 8/4 15:16 87.45 0.08%
Trade id #152509234
Max drawdown($95)
Time8/4/25 11:01
Quant open1,030
Worst price86.24
Drawdown as % of equity-0.08%
$1,146
Includes Typical Broker Commissions trade costs of $5.00
7/30/25 9:46 TQQQ PROSHARES ULTRAPRO QQQ LONG 940 90.11 7/30 12:27 90.31 0.51%
Trade id #152470639
Max drawdown($572)
Time7/30/25 10:03
Quant open940
Worst price89.50
Drawdown as % of equity-0.51%
$184
Includes Typical Broker Commissions trade costs of $5.00
7/29/25 9:33 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,190 91.37 7/29 10:27 90.41 1.06%
Trade id #152453764
Max drawdown($1,208)
Time7/29/25 10:27
Quant open1,190
Worst price90.35
Drawdown as % of equity-1.06%
($1,140)
Includes Typical Broker Commissions trade costs of $5.00
7/28/25 9:36 TQQQ PROSHARES ULTRAPRO QQQ LONG 960 89.96 7/28 11:19 89.46 0.49%
Trade id #152440515
Max drawdown($556)
Time7/28/25 11:19
Quant open960
Worst price89.38
Drawdown as % of equity-0.49%
($482)
Includes Typical Broker Commissions trade costs of $5.00
7/25/25 9:51 TQQQ PROSHARES ULTRAPRO QQQ LONG 840 88.66 7/25 15:50 89.10 0.08%
Trade id #152418584
Max drawdown($91)
Time7/25/25 9:58
Quant open840
Worst price88.56
Drawdown as % of equity-0.08%
$363
Includes Typical Broker Commissions trade costs of $5.00
7/21/25 9:35 TQQQ PROSHARES ULTRAPRO QQQ LONG 850 87.70 7/21 9:45 88.29 0.01%
Trade id #152372294
Max drawdown($13)
Time7/21/25 9:38
Quant open850
Worst price87.68
Drawdown as % of equity-0.01%
$500
Includes Typical Broker Commissions trade costs of $5.00
7/17/25 10:48 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,230 86.31 7/17 15:43 87.07 0.06%
Trade id #152346415
Max drawdown($68)
Time7/17/25 10:55
Quant open1,230
Worst price86.25
Drawdown as % of equity-0.06%
$935
Includes Typical Broker Commissions trade costs of $5.00
7/14/25 10:21 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,280 84.09 7/14 12:46 84.36 0.79%
Trade id #152309021
Max drawdown($880)
Time7/14/25 10:32
Quant open1,280
Worst price83.40
Drawdown as % of equity-0.79%
$346
Includes Typical Broker Commissions trade costs of $5.00
7/11/25 9:57 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,280 83.81 7/11 15:04 83.83 0.65%
Trade id #152292869
Max drawdown($732)
Time7/11/25 11:15
Quant open1,280
Worst price83.24
Drawdown as % of equity-0.65%
$20
Includes Typical Broker Commissions trade costs of $5.00
7/9/25 9:43 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,280 84.89 7/9 10:36 83.85 1.21%
Trade id #152267761
Max drawdown($1,383)
Time7/9/25 10:36
Quant open1,280
Worst price83.81
Drawdown as % of equity-1.21%
($1,337)
Includes Typical Broker Commissions trade costs of $5.00
7/3/25 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,300 84.43 7/7 9:33 83.39 1.24%
Trade id #152221431
Max drawdown($1,431)
Time7/7/25 9:33
Quant open1,300
Worst price83.33
Drawdown as % of equity-1.24%
($1,356)
Includes Typical Broker Commissions trade costs of $5.00
7/2/25 9:38 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,350 80.95 7/2 10:12 81.59 0.27%
Trade id #152210154
Max drawdown($302)
Time7/2/25 9:41
Quant open1,350
Worst price80.73
Drawdown as % of equity-0.27%
$854
Includes Typical Broker Commissions trade costs of $5.00
6/27/25 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,330 81.78 6/27 13:44 81.39 0.61%
Trade id #152166968
Max drawdown($696)
Time6/27/25 13:44
Quant open1,330
Worst price81.25
Drawdown as % of equity-0.61%
($519)
Includes Typical Broker Commissions trade costs of $5.00
6/26/25 12:01 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,350 80.13 6/26 15:51 80.79 0.31%
Trade id #152158099
Max drawdown($349)
Time6/26/25 12:45
Quant open1,350
Worst price79.87
Drawdown as % of equity-0.31%
$887
Includes Typical Broker Commissions trade costs of $5.00
6/24/25 11:23 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,380 77.77 6/24 15:51 78.22 0.17%
Trade id #152134877
Max drawdown($193)
Time6/24/25 12:01
Quant open1,380
Worst price77.63
Drawdown as % of equity-0.17%
$609
Includes Typical Broker Commissions trade costs of $5.00
6/23/25 10:05 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,480 73.69 6/23 12:22 72.93 1%
Trade id #152121688
Max drawdown($1,143)
Time6/23/25 12:22
Quant open1,480
Worst price72.92
Drawdown as % of equity-1.00%
($1,141)
Includes Typical Broker Commissions trade costs of $5.00
6/18/25 10:34 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,470 74.89 6/18 13:21 74.12 1.14%
Trade id #152086933
Max drawdown($1,305)
Time6/18/25 13:21
Quant open1,470
Worst price74.00
Drawdown as % of equity-1.14%
($1,134)
Includes Typical Broker Commissions trade costs of $5.00
6/16/25 9:49 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,440 75.13 6/16 10:12 75.83 0.14%
Trade id #152064286
Max drawdown($162)
Time6/16/25 9:52
Quant open1,440
Worst price75.02
Drawdown as % of equity-0.14%
$1,003
Includes Typical Broker Commissions trade costs of $5.00
6/12/25 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,440 75.59 6/12 14:51 75.60 0.55%
Trade id #152003714
Max drawdown($622)
Time6/12/25 11:23
Quant open1,440
Worst price75.16
Drawdown as % of equity-0.55%
$8
Includes Typical Broker Commissions trade costs of $5.00
6/10/25 12:05 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,440 75.39 6/10 13:19 75.41 0.24%
Trade id #151981421
Max drawdown($270)
Time6/10/25 12:12
Quant open1,440
Worst price75.20
Drawdown as % of equity-0.24%
$33
Includes Typical Broker Commissions trade costs of $5.00
6/9/25 10:32 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,460 75.18 6/9 15:55 74.78 0.91%
Trade id #151959898
Max drawdown($1,036)
Time6/9/25 11:27
Quant open1,460
Worst price74.47
Drawdown as % of equity-0.91%
($585)
Includes Typical Broker Commissions trade costs of $5.00


Statistics

  • Strategy began
    5/1/2018
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    2676.24
  • Age
    89 months ago
  • What it trades
    Stocks
  • # Trades
    595
  • # Profitable
    308
  • % Profitable
    51.80%
  • Avg trade duration
    1.2 days
  • Max peak-to-valley drawdown
    23.53%
  • drawdown period
    Aug 30, 2018 - Feb 12, 2019
  • Annual Return (Compounded)
    26.1%
  • Avg win
    $1,261
  • Avg loss
    $990.31
  • Model Account Values (Raw)
  • Cash
    $124,405
  • Margin Used
    $0
  • Buying Power
    $124,405
  • Ratios
  • W:L ratio
    1.37:1
  • Sharpe Ratio
    1.02
  • Sortino Ratio
    1.76
  • Calmar Ratio
    1.525
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    302.14%
  • Correlation to SP500
    0.22280
  • Return Percent SP500 (cumu) during strategy life
    144.50%
  • Return Statistics
  • Ann Return (w trading costs)
    26.1%
  • Slump
  • Current Slump as Pcnt Equity
    7.60%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.03%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.261%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    28.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    29.00%
  • Chance of 20% account loss
    6.50%
  • Chance of 30% account loss
    1.00%
  • Chance of 40% account loss
    n/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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    923
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    926
  • Popularity (7 days, Percentile 1000 scale)
    851
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $990
  • Avg Win
    $1,262
  • Sum Trade PL (losers)
    $284,220.000
  • Age
  • Num Months filled monthly returns table
    88
  • Win / Loss
  • Sum Trade PL (winners)
    $388,603.000
  • # Winners
    308
  • Num Months Winners
    52
  • Dividends
  • Dividends Received in Model Acct
    22
  • AUM
  • AUM (AutoTrader live capital)
    624605
  • Win / Loss
  • # Losers
    287
  • % Winners
    51.8%
  • Frequency
  • Avg Position Time (mins)
    1660.90
  • Avg Position Time (hrs)
    27.68
  • Avg Trade Length
    1.2 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.73
  • Daily leverage (max)
    4.28
  • Regression
  • Alpha
    0.06
  • Beta
    0.22
  • Treynor Index
    0.29
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    7.66
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    54.88
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.98
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    19.601
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.367
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.155
  • Hold-and-Hope Ratio
    0.051
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.26892
  • SD
    0.22343
  • Sharpe ratio (Glass type estimate)
    1.20359
  • Sharpe ratio (Hedges UMVUE)
    1.19255
  • df
    82.00000
  • t
    3.16539
  • p
    0.00109
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.43254
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.96774
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.42528
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.95982
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.95185
  • Upside Potential Ratio
    4.58392
  • Upside part of mean
    0.41760
  • Downside part of mean
    -0.14868
  • Upside SD
    0.21690
  • Downside SD
    0.09110
  • N nonnegative terms
    49.00000
  • N negative terms
    34.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    83.00000
  • Mean of predictor
    0.11700
  • Mean of criterion
    0.26892
  • SD of predictor
    0.18508
  • SD of criterion
    0.22343
  • Covariance
    0.01371
  • r
    0.33153
  • b (slope, estimate of beta)
    0.40022
  • a (intercept, estimate of alpha)
    0.22209
  • Mean Square Error
    0.04498
  • DF error
    81.00000
  • t(b)
    3.16258
  • p(b)
    0.00110
  • t(a)
    2.70866
  • p(a)
    0.00412
  • Lowerbound of 95% confidence interval for beta
    0.14843
  • Upperbound of 95% confidence interval for beta
    0.65202
  • Lowerbound of 95% confidence interval for alpha
    0.05895
  • Upperbound of 95% confidence interval for alpha
    0.38523
  • Treynor index (mean / b)
    0.67192
  • Jensen alpha (a)
    0.22209
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.24268
  • SD
    0.21239
  • Sharpe ratio (Glass type estimate)
    1.14263
  • Sharpe ratio (Hedges UMVUE)
    1.13215
  • df
    82.00000
  • t
    3.00506
  • p
    0.00176
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.37391
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.90477
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.36702
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.89727
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.56454
  • Upside Potential Ratio
    4.17815
  • Upside part of mean
    0.39538
  • Downside part of mean
    -0.15270
  • Upside SD
    0.20129
  • Downside SD
    0.09463
  • N nonnegative terms
    49.00000
  • N negative terms
    34.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    83.00000
  • Mean of predictor
    0.09871
  • Mean of criterion
    0.24268
  • SD of predictor
    0.19083
  • SD of criterion
    0.21239
  • Covariance
    0.01367
  • r
    0.33735
  • b (slope, estimate of beta)
    0.37546
  • a (intercept, estimate of alpha)
    0.20562
  • Mean Square Error
    0.04047
  • DF error
    81.00000
  • t(b)
    3.22526
  • p(b)
    0.00091
  • t(a)
    2.65831
  • p(a)
    0.00473
  • Lowerbound of 95% confidence interval for beta
    0.14384
  • Upperbound of 95% confidence interval for beta
    0.60709
  • Lowerbound of 95% confidence interval for alpha
    0.05172
  • Upperbound of 95% confidence interval for alpha
    0.35952
  • Treynor index (mean / b)
    0.64635
  • Jensen alpha (a)
    0.20562
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07746
  • Expected Shortfall on VaR
    0.10056
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02496
  • Expected Shortfall on VaR
    0.05124
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    83.00000
  • Minimum
    0.87773
  • Quartile 1
    0.98568
  • Median
    1.01120
  • Quartile 3
    1.04953
  • Maximum
    1.24362
  • Mean of quarter 1
    0.95815
  • Mean of quarter 2
    0.99966
  • Mean of quarter 3
    1.03239
  • Mean of quarter 4
    1.10912
  • Inter Quartile Range
    0.06385
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.01205
  • Mean of outliers low
    0.87773
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.04819
  • Mean of outliers high
    1.20873
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.12215
  • VaR(95%) (moments method)
    0.03800
  • Expected Shortfall (moments method)
    0.05645
  • Extreme Value Index (regression method)
    0.31229
  • VaR(95%) (regression method)
    0.03784
  • Expected Shortfall (regression method)
    0.06431
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    13.00000
  • Minimum
    0.00695
  • Quartile 1
    0.02012
  • Median
    0.03344
  • Quartile 3
    0.10234
  • Maximum
    0.19605
  • Mean of quarter 1
    0.01379
  • Mean of quarter 2
    0.02712
  • Mean of quarter 3
    0.06815
  • Mean of quarter 4
    0.13851
  • Inter Quartile Range
    0.08222
  • 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)
    0.30789
  • VaR(95%) (moments method)
    0.15487
  • Expected Shortfall (moments method)
    0.21709
  • Extreme Value Index (regression method)
    1.95646
  • VaR(95%) (regression method)
    0.17824
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.79497
  • Compounded annual return (geometric extrapolation)
    0.31074
  • Calmar ratio (compounded annual return / max draw down)
    1.58499
  • Compounded annual return / average of 25% largest draw downs
    2.24343
  • Compounded annual return / Expected Shortfall lognormal
    3.08992
  • 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
    0.25172
  • SD
    0.18127
  • Sharpe ratio (Glass type estimate)
    1.38863
  • Sharpe ratio (Hedges UMVUE)
    1.38806
  • df
    1824.00000
  • t
    3.66496
  • p
    0.45725
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.64447
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.13245
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.64408
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.13205
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.44285
  • Upside Potential Ratio
    9.67376
  • Upside part of mean
    0.99683
  • Downside part of mean
    -0.74511
  • Upside SD
    0.14989
  • Downside SD
    0.10304
  • N nonnegative terms
    684.00000
  • N negative terms
    1141.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1825.00000
  • Mean of predictor
    0.12155
  • Mean of criterion
    0.25172
  • SD of predictor
    0.20364
  • SD of criterion
    0.18127
  • Covariance
    0.00784
  • r
    0.21238
  • b (slope, estimate of beta)
    0.18905
  • a (intercept, estimate of alpha)
    0.22900
  • Mean Square Error
    0.03140
  • DF error
    1823.00000
  • t(b)
    9.27939
  • p(b)
    0.36582
  • t(a)
    3.40490
  • p(a)
    0.44945
  • Lowerbound of 95% confidence interval for beta
    0.14909
  • Upperbound of 95% confidence interval for beta
    0.22901
  • Lowerbound of 95% confidence interval for alpha
    0.09699
  • Upperbound of 95% confidence interval for alpha
    0.36051
  • Treynor index (mean / b)
    1.33153
  • Jensen alpha (a)
    0.22875
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.23535
  • SD
    0.17981
  • Sharpe ratio (Glass type estimate)
    1.30887
  • Sharpe ratio (Hedges UMVUE)
    1.30833
  • df
    1824.00000
  • t
    3.45443
  • p
    0.45969
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.56486
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.05253
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.56450
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.05216
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.25984
  • Upside Potential Ratio
    9.46550
  • Upside part of mean
    0.98576
  • Downside part of mean
    -0.75041
  • Upside SD
    0.14724
  • Downside SD
    0.10414
  • N nonnegative terms
    684.00000
  • N negative terms
    1141.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1825.00000
  • Mean of predictor
    0.10072
  • Mean of criterion
    0.23535
  • SD of predictor
    0.20417
  • SD of criterion
    0.17981
  • Covariance
    0.00778
  • r
    0.21179
  • b (slope, estimate of beta)
    0.18652
  • a (intercept, estimate of alpha)
    0.21656
  • Mean Square Error
    0.03090
  • DF error
    1823.00000
  • t(b)
    9.25279
  • p(b)
    0.36618
  • t(a)
    3.25006
  • p(a)
    0.45173
  • Lowerbound of 95% confidence interval for beta
    0.14698
  • Upperbound of 95% confidence interval for beta
    0.22605
  • Lowerbound of 95% confidence interval for alpha
    0.08588
  • Upperbound of 95% confidence interval for alpha
    0.34724
  • Treynor index (mean / b)
    1.26178
  • Jensen alpha (a)
    0.21656
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01722
  • Expected Shortfall on VaR
    0.02177
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00748
  • Expected Shortfall on VaR
    0.01482
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1825.00000
  • Minimum
    0.95459
  • Quartile 1
    0.99666
  • Median
    1.00000
  • Quartile 3
    1.00381
  • Maximum
    1.08753
  • Mean of quarter 1
    0.98959
  • Mean of quarter 2
    0.99932
  • Mean of quarter 3
    1.00103
  • Mean of quarter 4
    1.01436
  • Inter Quartile Range
    0.00716
  • Number outliers low
    98.00000
  • Percentage of outliers low
    0.05370
  • Mean of outliers low
    0.97863
  • Number of outliers high
    166.00000
  • Percentage of outliers high
    0.09096
  • Mean of outliers high
    1.02575
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.06406
  • VaR(95%) (moments method)
    0.00878
  • Expected Shortfall (moments method)
    0.01258
  • Extreme Value Index (regression method)
    0.08713
  • VaR(95%) (regression method)
    0.00982
  • Expected Shortfall (regression method)
    0.01453
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    59.00000
  • Minimum
    0.00035
  • Quartile 1
    0.00871
  • Median
    0.03314
  • Quartile 3
    0.06752
  • Maximum
    0.19750
  • Mean of quarter 1
    0.00356
  • Mean of quarter 2
    0.02043
  • Mean of quarter 3
    0.05010
  • Mean of quarter 4
    0.10659
  • Inter Quartile Range
    0.05880
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.05085
  • Mean of outliers high
    0.17816
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.09474
  • VaR(95%) (moments method)
    0.11564
  • Expected Shortfall (moments method)
    0.15232
  • Extreme Value Index (regression method)
    0.12940
  • VaR(95%) (regression method)
    0.12162
  • Expected Shortfall (regression method)
    0.16436
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.75472
  • Compounded annual return (geometric extrapolation)
    0.30116
  • Calmar ratio (compounded annual return / max draw down)
    1.52481
  • Compounded annual return / average of 25% largest draw downs
    2.82548
  • Compounded annual return / Expected Shortfall lognormal
    13.83560
  • 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
    0.06725
  • SD
    0.07188
  • Sharpe ratio (Glass type estimate)
    0.93567
  • Sharpe ratio (Hedges UMVUE)
    0.93026
  • df
    130.00000
  • t
    0.66162
  • p
    0.47103
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.84016
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.70812
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.84385
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.70437
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.25946
  • Upside Potential Ratio
    9.12573
  • Upside part of mean
    0.48729
  • Downside part of mean
    -0.42003
  • Upside SD
    0.04788
  • Downside SD
    0.05340
  • N nonnegative terms
    71.00000
  • N negative terms
    60.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.17578
  • Mean of criterion
    0.06725
  • SD of predictor
    0.23758
  • SD of criterion
    0.07188
  • Covariance
    0.00007
  • r
    0.00418
  • b (slope, estimate of beta)
    0.00127
  • a (intercept, estimate of alpha)
    0.06703
  • Mean Square Error
    0.00521
  • DF error
    129.00000
  • t(b)
    0.04750
  • p(b)
    0.49734
  • t(a)
    0.65621
  • p(a)
    0.46330
  • Lowerbound of 95% confidence interval for beta
    -0.05143
  • Upperbound of 95% confidence interval for beta
    0.05396
  • Lowerbound of 95% confidence interval for alpha
    -0.13507
  • Upperbound of 95% confidence interval for alpha
    0.26913
  • Treynor index (mean / b)
    53.15140
  • Jensen alpha (a)
    0.06703
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.06467
  • SD
    0.07196
  • Sharpe ratio (Glass type estimate)
    0.89868
  • Sharpe ratio (Hedges UMVUE)
    0.89349
  • df
    130.00000
  • t
    0.63546
  • p
    0.47218
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.87697
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.67095
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.88044
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.66742
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.20598
  • Upside Potential Ratio
    9.06487
  • Upside part of mean
    0.48609
  • Downside part of mean
    -0.42142
  • Upside SD
    0.04774
  • Downside SD
    0.05362
  • N nonnegative terms
    71.00000
  • N negative terms
    60.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.14800
  • Mean of criterion
    0.06467
  • SD of predictor
    0.23583
  • SD of criterion
    0.07196
  • Covariance
    0.00008
  • r
    0.00499
  • b (slope, estimate of beta)
    0.00152
  • a (intercept, estimate of alpha)
    0.06444
  • Mean Square Error
    0.00522
  • DF error
    129.00000
  • t(b)
    0.05673
  • p(b)
    0.49682
  • t(a)
    0.63034
  • p(a)
    0.46474
  • VAR (95 Confidence Intrvl)
    0.01700
  • Lowerbound of 95% confidence interval for beta
    -0.05163
  • Upperbound of 95% confidence interval for beta
    0.05468
  • Lowerbound of 95% confidence interval for alpha
    -0.13783
  • Upperbound of 95% confidence interval for alpha
    0.26672
  • Treynor index (mean / b)
    42.43380
  • Jensen alpha (a)
    0.06444
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00704
  • Expected Shortfall on VaR
    0.00888
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00349
  • Expected Shortfall on VaR
    0.00694
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.98500
  • Quartile 1
    0.99793
  • Median
    1.00090
  • Quartile 3
    1.00321
  • Maximum
    1.00934
  • Mean of quarter 1
    0.99424
  • Mean of quarter 2
    0.99969
  • Mean of quarter 3
    1.00225
  • Mean of quarter 4
    1.00533
  • Inter Quartile Range
    0.00528
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.98680
  • 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)
    -0.49351
  • VaR(95%) (moments method)
    0.00540
  • Expected Shortfall (moments method)
    0.00628
  • Extreme Value Index (regression method)
    -0.15036
  • VaR(95%) (regression method)
    0.00588
  • Expected Shortfall (regression method)
    0.00763
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.00078
  • Quartile 1
    0.00293
  • Median
    0.02062
  • Quartile 3
    0.03961
  • Maximum
    0.04565
  • Mean of quarter 1
    0.00078
  • Mean of quarter 2
    0.00365
  • Mean of quarter 3
    0.03759
  • Mean of quarter 4
    0.04565
  • Inter Quartile Range
    0.03668
  • 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
  • Last 4 Months - Pcnt Negative
    0.75%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -392755000
  • Max Equity Drawdown (num days)
    166
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.09475
  • Compounded annual return (geometric extrapolation)
    0.09700
  • Calmar ratio (compounded annual return / max draw down)
    2.12480
  • Compounded annual return / average of 25% largest draw downs
    2.12480
  • Compounded annual return / Expected Shortfall lognormal
    10.92020

Strategy Description

About TQQQ Aspire
The TQQQ Aspire Strategy is based on a statistical computer model whose signals are designed to be efficiently traded utilizing C2’s Auto-Trading technology. This Strategy uses the leveraged ETF TQQQ which is highly correlated to the Nasdaq 100 Index (NDX).

Position Entry… occurs after reaching an entry point above the Open price. This entry is based on statistical input based on volatility and momentum calculations.

Stop Loss… protection to the downside is also calculated on a statistical basis. The targeted Stop Loss is designed for no more that a 1.5% loss. Obviously the Stop Loss can be slightly higher due to market movement and slippage duing volatile market periods.

Profit Taker… a key aspect of this strategy is the Profit Taker that statistically calculates the optimal exit point based on over 3,000 days of TQQQ data.

No Overnight Positions… No positions are held overnight or weekends.

One Entry Position per Day… Only one position is entered on a daily basis.

Position size… Position size is calculated based on current statistical parameters. As an example, if TQQQ price movement is more pronounced, a Stop Loss greater that 1.5% will adjust the Position Size to keep to the 1.5% Stop Loss target.

Design changes has held drawdown percentages to less than 12% starting in January 2022.

In addition, here is a link to the Collective2 video interview of the Strategy Leader for “TQQQ Aspire”.
https://www.youtube.com/watch?v=tN6bNJwc1EA

The main inventor of this Strategy has been building statistical models for many years. His initial work was for the Department of Defense during the 1980's. He has worked on key elements of this financial model's technique for over 8 years. V. 3-14-2025

Summary Statistics


Strategy began
2018-05-01
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 7.4%
Rank # 
#43
# Trades
595
# Profitable
308
% Profitable
51.8%
Net Dividends
Correlation S&P500
0.223
Sharpe Ratio
1.02
Sortino Ratio
1.76
Beta
0.22
Alpha
0.06
Leverage
2.73 Average
4.28 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

Collective2 calcola la leva finanziaria massima utilizzata da una strategia in ogni giorno. Mostriamo quindi la media di queste misurazioni (cioè la media della leva finanziaria massima giornaliera) e la più grande di queste misurazioni (leva finanziaria massima giornaliera).

La leva finanziaria è il rapporto tra il valore nozionale totale controllato da una strategia e il patrimonio del Model Account. Generalmente, una leva finanziaria più alta implica un rischio maggiore.

Esempio di calcolo:
La Strategia acquista 100 azioni a $12 per azione.
Il patrimonio del Model Account durante quel giorno è di $5.000.
La leva finanziaria è: $1200 / $5.000 = 0,24

Questa è una misurazione utile, ma deve essere considerata nel contesto. Questa misurazione non tiene conto di fattori importanti, come quando si detengono più posizioni che sono inversamente correlate. Né la misurazione tiene conto della volatilità degli strumenti detenuti.

Inoltre, alcune classi di attività sono per loro natura più leveraged di altre. Ad esempio, i contratti futures sono altamente leveraged. Le posizioni Forex sono spesso ancora più leveraged dei futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

Trade journal

  • 9/15/2018, 10:03:33 PM BTS 200 EURUSD

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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.



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

Questi risultati si basano su performance simulate o ipotetiche che presentano alcune limitazioni intrinseche. A differenza dei risultati mostrati in un registro delle prestazioni effettive, questi risultati non rappresentano trading effettivo. Inoltre, poiché queste operazioni non sono state effettivamente eseguite, questi risultati potrebbero aver sotto o sovrastimato l'impatto, se presente, di alcuni fattori di mercato, come la mancanza di liquidità. I programmi di trading simulati o ipotetici in generale sono soggetti anche al fatto che sono progettati con il beneficio del senno di poi. Non viene fatta alcuna rappresentazione che qualsiasi conto raggiungerà o sarà probabile ottenere profitti o perdite simili a quelli mostrati.

Inoltre, il trading ipotetico non comporta rischio finanziario e nessun record di trading ipotetico può tener conto completamente dell'impatto del rischio finanziario nel trading effettivo. Ad esempio, la capacità di sopportare perdite o di attenersi a un particolare programma di trading nonostante le perdite commerciali sono punti materiali che possono influire negativamente sui risultati del trading effettivo. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading, che non possono essere pienamente contabilizzati nella preparazione dei risultati delle prestazioni ipotetiche e tutti i quali possono influire negativamente sui risultati del trading effettivo.

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

Le seguenti sono ipotesi materiali utilizzate nel calcolo di eventuali risultati mensili ipotetici che appaiono sul nostro sito web.

  • I profitti vengono reinvestiti. Presumiamo che i profitti (quando ci sono) vengano reinvestiti nella strategia di trading.
  • Dimensione dell'investimento iniziale. Per qualsiasi strategia di trading sul nostro sito, i risultati ipotetici si basano sull'ipotesi che tu abbia investito l'importo iniziale mostrato sul grafico delle prestazioni della strategia. In alcuni casi, gli importi nominali in dollari sul grafico del patrimonio sono stati ridimensionati verso il basso per rendere le dimensioni di trading attuali più gestibili. In questi casi, potrebbe non essere stato possibile scambiare la strategia storicamente ai livelli di patrimonio mostrati sul grafico e un capitale minimo più elevato era richiesto in passato.
  • Tutte le spese sono incluse. Nel calcolo dei rendimenti cumulativi, cerchiamo di stimare e includere tutte le spese che un tipico trader sostiene quando fa AutoTrading utilizzando la tecnologia AutoTrade. Ciò include il costo dell'abbonamento alla strategia, più eventuali commissioni per operazione di AutoTrade, più le commissioni di intermediazione stimate, se presenti.
  • Metodo di calcolo del "Max Drawdown". Calcoliamo la statistica Max Drawdown come segue. Il nostro software informatico esamina il grafico del patrimonio del sistema in questione e trova la percentuale più grande in cui il grafico del patrimonio diminuisce mai da un "picco" locale a un punto successivo nel tempo (quindi questo è formalmente chiamato "Massimo calo dal picco alla valle"). Sebbene queste informazioni siano utili nella valutazione dei sistemi di trading, dovresti tenere presente che le prestazioni passate non garantiscono risultati futuri. Pertanto, i cali futuri potrebbero essere maggiori rispetto ai massimi cali storici che vedi qui.

Il trading è rischioso

C'è un rischio sostanziale di perdita nel trading di futures e forex. Il trading online di azioni e opzioni è estremamente rischioso. Presumi che perderai denaro. Non fare trading con denaro che non puoi permetterti di perdere.

Va bene, capito.

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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.