Collective2 Collective2
Featured Strategy SK Trader Rank on Leaderboard #6 Hypothetical

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


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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 06/21/2022
Most recent certification approved 6/21/22 10:21 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 676
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 676
Percent signals followed since 06/21/2022 100%
This information was last updated 6/17/25 19:37 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 06/21/2022, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:



Riguardo ai risultati che vedi su questo sito Web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

Questi risultati si basano su risultati di performance simulati o ipotetici. I risultati delle performance ipotetiche presentano molte limitazioni intrinseche, alcune delle quali sono descritte di seguito. Non viene fornita alcuna rappresentazione che qualsiasi conto otterrà o avrà probabilità di ottenere profitti o perdite simili a quelli mostrati. Infatti, vi sono spesso notevoli differenze tra i risultati delle performance ipotetiche e i risultati effettivi successivamente ottenuti da qualsiasi specifico programma di trading.

Uno dei limiti dei risultati delle performance ipotetiche è che sono generalmente preparati con il beneficio del senno di poi. 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 di trading sono punti rilevanti che possono influire negativamente anche sui risultati effettivi del trading. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading che non possono essere pienamente considerati nella preparazione dei risultati delle performance ipotetiche e tutti i quali possono influire negativamente sui risultati effettivi del trading.

Potresti essere interessato a saperne di più sui dettagli tecnici riguardo come Collective2 calcola i risultati ipotetici che vedi su questo sito web.

Cryptoverse
(140747120)

Powered by BrokerTransmit.
Read important disclosures.

Creato da: Shay_Cohen Shay_Cohen
Started: 06/2022
Stocks
Last trade: 5 days ago
Trading style: Equity Trend-following 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 $30.00 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
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Sector: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.

35.2%
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.

(49.8%)
Max Drawdown
166
Num Trades
40.4%
Win Trades
4.2 : 1
Profit Factor
62.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                   (6.4%)+13.7%+1.4%(5.1%)+6.2%(11.9%)(14.9%)(18.5%)
2023+31.1%(1.8%)+10.9%+7.3%+6.5%+13.5%+13.4%(22.3%)(12.8%)+3.6%+27.7%+30.1%+144.7%
2024(18.9%)+24.7%+12.3%(16.3%)+8.7%(2.6%)+3.7%(12%)+6.5%+8.5%+43.7%(14.3%)+30.5%
2025+5.3%(20.8%)(12.8%)+10.2%+18.6%+0.3%                                    (4.6%)


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.

Trading Record

This strategy has placed 645 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/12/25 15:18 COIN COINBASE GLOBAL INC. CLASS A LONG 10 242.29 6/12 15:33 242.21 0.01%
Trade id #152033058
Max drawdown($2)
Time6/12/25 15:26
Quant open10
Worst price242.02
Drawdown as % of equity-0.01%
 ($1)
Includes Typical Broker Commissions trade costs of $0.20
6/12/25 15:18 BTBT BIT DIGITAL INC LONG 300 2.64 6/12 15:33 2.62 0.03%
Trade id #152032947
Max drawdown($8)
Time6/12/25 15:31
Quant open300
Worst price2.61
Drawdown as % of equity-0.03%
 ($11)
Includes Typical Broker Commissions trade costs of $6.00
6/12/25 15:16 ETHA ISHARES ETHEREUM TRUST ETF LONG 120 20.72 6/12 15:31 20.71 0.01%
Trade id #152032445
Max drawdown($2)
Time6/12/25 15:20
Quant open120
Worst price20.70
Drawdown as % of equity-0.01%
 ($3)
Includes Typical Broker Commissions trade costs of $2.40
6/12/25 15:14 HOOD ROBINHOOD MARKETS INC LONG 20 73.69 6/12 15:29 73.82 0%
Trade id #152032180
Max drawdown($0)
Time6/12/25 15:17
Quant open20
Worst price73.66
Drawdown as % of equity-0.00%
 $3
Includes Typical Broker Commissions trade costs of $0.40
6/12/25 15:14 MSTR MICROSTRATEGY LONG 5 383.31 6/12 15:29 381.68 0.04%
Trade id #152032021
Max drawdown($10)
Time6/12/25 15:26
Quant open5
Worst price381.17
Drawdown as % of equity-0.04%
 ($8)
Includes Typical Broker Commissions trade costs of $0.10
6/12/25 15:14 GME GAMESTOP LONG 15 22.00 6/12 15:29 21.75 0.02%
Trade id #152031902
Max drawdown($5)
Time6/12/25 15:24
Quant open15
Worst price21.61
Drawdown as % of equity-0.02%
 ($4)
Includes Typical Broker Commissions trade costs of $0.30
6/12/25 15:20 CAN CANAAN INC. ADR OVERVIEW LONG 300 0.71 6/12 15:26 0.71 0%
Trade id #152033626
Max drawdown($1)
Time6/12/25 15:25
Quant open300
Worst price0.71
Drawdown as % of equity-0.00%
 ($7)
Includes Typical Broker Commissions trade costs of $6.00
6/12/25 15:12 HUT HUT 8 MINING CORP. COMMON SHARES LONG 40 18.54 6/12 15:26 18.56 0%
Trade id #152031560
Max drawdown($1)
Time6/12/25 15:15
Quant open40
Worst price18.51
Drawdown as % of equity-0.00%
 $0
Includes Typical Broker Commissions trade costs of $0.80
6/12/25 15:12 MARA MARATHON DIGITAL HOLDINGS INC LONG 90 15.99 6/12 15:26 15.98 0.01%
Trade id #152031491
Max drawdown($3)
Time6/12/25 15:17
Quant open90
Worst price15.95
Drawdown as % of equity-0.01%
 ($3)
Includes Typical Broker Commissions trade costs of $1.80
6/12/25 15:12 BLOK AMPLIFY TRANSFORMATIONAL DATA SHARING ETF LONG 15 52.00 6/12 15:24 52.00 0%
Trade id #152031381
Max drawdown($0)
Time6/12/25 15:15
Quant open15
Worst price51.94
Drawdown as % of equity-0.00%
 $0
Includes Typical Broker Commissions trade costs of $0.30
6/12/25 15:10 ETOR ETORO GROUP LTD. CLASS A LONG 10 63.64 6/12 15:24 63.45 0.01%
Trade id #152031057
Max drawdown($1)
Time6/12/25 15:24
Quant open10
Worst price63.44
Drawdown as % of equity-0.01%
 ($2)
Includes Typical Broker Commissions trade costs of $0.20
6/12/25 15:10 NVDA NVIDIA LONG 10 144.77 6/12 15:22 144.78 0%
Trade id #152030928
Max drawdown($0)
Time6/12/25 15:13
Quant open10
Worst price144.69
Drawdown as % of equity-0.00%
 $0
Includes Typical Broker Commissions trade costs of $0.20
6/12/25 15:10 HIVE DIGITAL TECHNOLOGIES LTD LONG 200 1.98 6/12 15:22 1.98 0.01%
Trade id #152030816
Max drawdown($1)
Time6/12/25 15:16
Quant open200
Worst price1.97
Drawdown as % of equity-0.01%
 ($5)
Includes Typical Broker Commissions trade costs of $4.00
6/12/25 15:08 AMD ADVANCED MICRO DEVICES INC. C LONG 15 118.76 6/12 15:22 119.10 0.01%
Trade id #152030383
Max drawdown($2)
Time6/12/25 15:11
Quant open15
Worst price118.59
Drawdown as % of equity-0.01%
 $5
Includes Typical Broker Commissions trade costs of $0.30
6/12/25 15:08 CLSK CLEANSPARK INC. COMMON STOCK LONG 100 9.79 6/12 15:20 9.82 0.01%
Trade id #152030282
Max drawdown($1)
Time6/12/25 15:11
Quant open100
Worst price9.78
Drawdown as % of equity-0.01%
 $1
Includes Typical Broker Commissions trade costs of $2.00
6/12/25 15:06 RIOT RIOT BLOCKCHAIN INC. COMMON STOCK LONG 80 10.33 6/12 15:20 10.34 0.01%
Trade id #152029924
Max drawdown($3)
Time6/12/25 15:11
Quant open80
Worst price10.29
Drawdown as % of equity-0.01%
 ($1)
Includes Typical Broker Commissions trade costs of $1.60
6/12/25 15:06 IREN IREN LIMITED LONG 50 10.25 6/12 15:20 10.28 0.01%
Trade id #152029805
Max drawdown($2)
Time6/12/25 15:11
Quant open50
Worst price10.20
Drawdown as % of equity-0.01%
 $0
Includes Typical Broker Commissions trade costs of $1.00
6/12/25 15:06 CAN CANAAN INC. ADR OVERVIEW LONG 300 0.72 6/12 15:18 0.71 0.01%
Trade id #152029714
Max drawdown($2)
Time6/12/25 15:16
Quant open300
Worst price0.71
Drawdown as % of equity-0.01%
 ($8)
Includes Typical Broker Commissions trade costs of $6.00
6/12/25 15:04 SMLR SEMLER SCIENTIFIC INC. COMMON STOCK LONG 50 30.96 6/12 15:18 30.64 0.07%
Trade id #152029330
Max drawdown($18)
Time6/12/25 15:15
Quant open50
Worst price30.59
Drawdown as % of equity-0.07%
 ($17)
Includes Typical Broker Commissions trade costs of $1.00
6/12/25 15:04 BTBT BIT DIGITAL INC LONG 300 2.64 6/12 15:16 2.63 0.01%
Trade id #152029230
Max drawdown($2)
Time6/12/25 15:11
Quant open300
Worst price2.63
Drawdown as % of equity-0.01%
 ($8)
Includes Typical Broker Commissions trade costs of $6.00
6/12/25 15:04 WULF TERAWULF INC. COMMON STOCK LONG 140 4.32 6/12 15:16 4.32 0%
Trade id #152029118
Max drawdown($1)
Time6/12/25 15:11
Quant open140
Worst price4.31
Drawdown as % of equity-0.00%
 ($3)
Includes Typical Broker Commissions trade costs of $2.80
6/12/25 15:02 COIN COINBASE GLOBAL INC. CLASS A LONG 10 240.95 6/12 15:16 241.57 n/a $6
Includes Typical Broker Commissions trade costs of $0.20
6/12/25 15:02 ETHA ISHARES ETHEREUM TRUST ETF LONG 120 20.71 6/12 15:14 20.70 0.02%
Trade id #152028643
Max drawdown($4)
Time6/12/25 15:05
Quant open120
Worst price20.67
Drawdown as % of equity-0.02%
 ($3)
Includes Typical Broker Commissions trade costs of $2.40
6/12/25 15:02 MSTR MICROSTRATEGY LONG 5 381.67 6/12 15:12 382.91 n/a $6
Includes Typical Broker Commissions trade costs of $0.10
6/12/25 15:00 HOOD ROBINHOOD MARKETS INC LONG 20 73.48 6/12 15:12 73.59 0%
Trade id #152028174
Max drawdown($0)
Time6/12/25 15:03
Quant open20
Worst price73.47
Drawdown as % of equity-0.00%
 $2
Includes Typical Broker Commissions trade costs of $0.40
6/12/25 15:00 GME GAMESTOP LONG 15 22.01 6/12 15:10 21.84 0.01%
Trade id #152028056
Max drawdown($3)
Time6/12/25 15:06
Quant open15
Worst price21.76
Drawdown as % of equity-0.01%
 ($3)
Includes Typical Broker Commissions trade costs of $0.30
6/12/25 15:00 HUT HUT 8 MINING CORP. COMMON SHARES LONG 40 18.51 6/12 15:10 18.52 n/a ($1)
Includes Typical Broker Commissions trade costs of $0.80
6/12/25 14:58 BLOK AMPLIFY TRANSFORMATIONAL DATA SHARING ETF LONG 15 51.94 6/12 15:10 51.98 0%
Trade id #152027616
Max drawdown($0)
Time6/12/25 15:01
Quant open15
Worst price51.90
Drawdown as % of equity-0.00%
 $1
Includes Typical Broker Commissions trade costs of $0.30
6/12/25 14:58 NVDA NVIDIA LONG 10 144.61 6/12 15:08 144.81 0%
Trade id #152027491
Max drawdown($0)
Time6/12/25 15:02
Quant open10
Worst price144.56
Drawdown as % of equity-0.00%
 $2
Includes Typical Broker Commissions trade costs of $0.20
6/12/25 14:58 HIVE DIGITAL TECHNOLOGIES LTD LONG 200 1.97 6/12 15:08 1.97 n/a ($3)
Includes Typical Broker Commissions trade costs of $4.00

Successivo

Statistics

  • Strategy began
    6/13/2022
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    1100.56
  • Age
    37 months ago
  • What it trades
    Stocks
  • # Trades
    166
  • # Profitable
    67
  • % Profitable
    40.40%
  • Avg trade duration
    70.9 days
  • Max peak-to-valley drawdown
    49.76%
  • drawdown period
    Dec 17, 2024 - April 08, 2025
  • Annual Return (Compounded)
    35.2%
  • Avg win
    $343.49
  • Avg loss
    $55.47
  • Model Account Values (Raw)
  • Cash
    $13,711
  • Margin Used
    $0
  • Buying Power
    $12,903
  • Ratios
  • W:L ratio
    4.21:1
  • Sharpe Ratio
    0.75
  • Sortino Ratio
    1.14
  • Calmar Ratio
    0.999
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    89.30%
  • Correlation to SP500
    0.42160
  • Return Percent SP500 (cumu) during strategy life
    60.08%
  • Return Statistics
  • Ann Return (w trading costs)
    35.2%
  • Slump
  • Current Slump as Pcnt Equity
    30.40%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.17%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.352%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    40.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 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)
    597
  • Popularity (Last 6 weeks)
    955
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    958
  • Popularity (7 days, Percentile 1000 scale)
    887
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $55
  • Avg Win
    $343
  • Sum Trade PL (losers)
    $5,492.000
  • Age
  • Num Months filled monthly returns table
    37
  • Win / Loss
  • Sum Trade PL (winners)
    $23,014.000
  • # Winners
    67
  • Num Months Winners
    23
  • Dividends
  • Dividends Received in Model Acct
    98
  • AUM
  • AUM (AutoTrader live capital)
    2441340
  • Win / Loss
  • # Losers
    99
  • % Winners
    40.4%
  • Frequency
  • Avg Position Time (mins)
    102026.00
  • Avg Position Time (hrs)
    1700.44
  • Avg Trade Length
    70.9 days
  • Last Trade Ago
    5
  • Leverage
  • Daily leverage (average)
    0.68
  • Daily leverage (max)
    1.32
  • Regression
  • Alpha
    0.06
  • Beta
    1.07
  • Treynor Index
    0.10
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.70
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    0.965
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.368
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.722
  • Hold-and-Hope Ratio
    1.157
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.44699
  • SD
    0.49474
  • Sharpe ratio (Glass type estimate)
    0.90348
  • Sharpe ratio (Hedges UMVUE)
    0.88338
  • df
    34.00000
  • t
    1.54298
  • p
    0.06605
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.27032
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.06449
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.28331
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.05006
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.73375
  • Upside Potential Ratio
    3.60579
  • Upside part of mean
    0.92963
  • Downside part of mean
    -0.48264
  • Upside SD
    0.43354
  • Downside SD
    0.25782
  • N nonnegative terms
    21.00000
  • N negative terms
    14.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    35.00000
  • Mean of predictor
    0.14322
  • Mean of criterion
    0.44699
  • SD of predictor
    0.16667
  • SD of criterion
    0.49474
  • Covariance
    0.04396
  • r
    0.53309
  • b (slope, estimate of beta)
    1.58239
  • a (intercept, estimate of alpha)
    0.22035
  • Mean Square Error
    0.18052
  • DF error
    33.00000
  • t(b)
    3.61958
  • p(b)
    0.00049
  • t(a)
    0.85894
  • p(a)
    0.19828
  • Lowerbound of 95% confidence interval for beta
    0.69295
  • Upperbound of 95% confidence interval for beta
    2.47183
  • Lowerbound of 95% confidence interval for alpha
    -0.30158
  • Upperbound of 95% confidence interval for alpha
    0.74229
  • Treynor index (mean / b)
    0.28248
  • Jensen alpha (a)
    0.22035
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.32847
  • SD
    0.47468
  • Sharpe ratio (Glass type estimate)
    0.69198
  • Sharpe ratio (Hedges UMVUE)
    0.67659
  • df
    34.00000
  • t
    1.18179
  • p
    0.12275
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.47226
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.84632
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.48226
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.83544
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.16759
  • Upside Potential Ratio
    3.01167
  • Upside part of mean
    0.84726
  • Downside part of mean
    -0.51879
  • Upside SD
    0.38566
  • Downside SD
    0.28132
  • N nonnegative terms
    21.00000
  • N negative terms
    14.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    35.00000
  • Mean of predictor
    0.12840
  • Mean of criterion
    0.32847
  • SD of predictor
    0.16937
  • SD of criterion
    0.47468
  • Covariance
    0.04335
  • r
    0.53920
  • b (slope, estimate of beta)
    1.51115
  • a (intercept, estimate of alpha)
    0.13444
  • Mean Square Error
    0.16466
  • DF error
    33.00000
  • t(b)
    3.67791
  • p(b)
    0.00042
  • t(a)
    0.55237
  • p(a)
    0.29221
  • Lowerbound of 95% confidence interval for beta
    0.67522
  • Upperbound of 95% confidence interval for beta
    2.34707
  • Lowerbound of 95% confidence interval for alpha
    -0.36073
  • Upperbound of 95% confidence interval for alpha
    0.62961
  • Treynor index (mean / b)
    0.21737
  • Jensen alpha (a)
    0.13444
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.17965
  • Expected Shortfall on VaR
    0.22432
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.08142
  • Expected Shortfall on VaR
    0.15550
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    35.00000
  • Minimum
    0.79311
  • Quartile 1
    0.94327
  • Median
    1.04446
  • Quartile 3
    1.11251
  • Maximum
    1.39324
  • Mean of quarter 1
    0.87008
  • Mean of quarter 2
    0.99195
  • Mean of quarter 3
    1.07756
  • Mean of quarter 4
    1.22295
  • Inter Quartile Range
    0.16923
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.02857
  • Mean of outliers high
    1.39324
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.25093
  • VaR(95%) (moments method)
    0.13328
  • Expected Shortfall (moments method)
    0.16368
  • Extreme Value Index (regression method)
    -0.79950
  • VaR(95%) (regression method)
    0.15521
  • Expected Shortfall (regression method)
    0.17086
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.10903
  • Quartile 1
    0.20689
  • Median
    0.21230
  • Quartile 3
    0.28568
  • Maximum
    0.36761
  • Mean of quarter 1
    0.15796
  • Mean of quarter 2
    0.21230
  • Mean of quarter 3
    0.28568
  • Mean of quarter 4
    0.36761
  • Inter Quartile Range
    0.07879
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.62662
  • Compounded annual return (geometric extrapolation)
    0.42815
  • Calmar ratio (compounded annual return / max draw down)
    1.16470
  • Compounded annual return / average of 25% largest draw downs
    1.16470
  • Compounded annual return / Expected Shortfall lognormal
    1.90867
  • 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
    0.40584
  • SD
    0.39685
  • Sharpe ratio (Glass type estimate)
    1.02266
  • Sharpe ratio (Hedges UMVUE)
    1.02167
  • df
    771.00000
  • t
    1.75546
  • p
    0.03979
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.12060
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.16528
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.12127
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.16461
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.57159
  • Upside Potential Ratio
    10.07230
  • Upside part of mean
    2.60103
  • Downside part of mean
    -2.19519
  • Upside SD
    0.30204
  • Downside SD
    0.25823
  • N nonnegative terms
    395.00000
  • N negative terms
    377.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    772.00000
  • Mean of predictor
    0.14445
  • Mean of criterion
    0.40584
  • SD of predictor
    0.17434
  • SD of criterion
    0.39685
  • Covariance
    0.03141
  • r
    0.45403
  • b (slope, estimate of beta)
    1.03350
  • a (intercept, estimate of alpha)
    0.25700
  • Mean Square Error
    0.12518
  • DF error
    770.00000
  • t(b)
    14.14020
  • p(b)
    0.00000
  • t(a)
    1.24305
  • p(a)
    0.10711
  • Lowerbound of 95% confidence interval for beta
    0.89002
  • Upperbound of 95% confidence interval for beta
    1.17698
  • Lowerbound of 95% confidence interval for alpha
    -0.14860
  • Upperbound of 95% confidence interval for alpha
    0.66170
  • Treynor index (mean / b)
    0.39268
  • Jensen alpha (a)
    0.25655
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.32731
  • SD
    0.39546
  • Sharpe ratio (Glass type estimate)
    0.82767
  • Sharpe ratio (Hedges UMVUE)
    0.82687
  • df
    771.00000
  • t
    1.42075
  • p
    0.07790
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.31512
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.96998
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.31568
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96941
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.23969
  • Upside Potential Ratio
    9.68310
  • Upside part of mean
    2.55661
  • Downside part of mean
    -2.22929
  • Upside SD
    0.29476
  • Downside SD
    0.26403
  • N nonnegative terms
    395.00000
  • N negative terms
    377.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    772.00000
  • Mean of predictor
    0.12929
  • Mean of criterion
    0.32731
  • SD of predictor
    0.17381
  • SD of criterion
    0.39546
  • Covariance
    0.03150
  • r
    0.45828
  • b (slope, estimate of beta)
    1.04272
  • a (intercept, estimate of alpha)
    0.19250
  • Mean Square Error
    0.12370
  • DF error
    770.00000
  • t(b)
    14.30780
  • p(b)
    0.00000
  • t(a)
    0.93851
  • p(a)
    0.17414
  • Lowerbound of 95% confidence interval for beta
    0.89966
  • Upperbound of 95% confidence interval for beta
    1.18578
  • Lowerbound of 95% confidence interval for alpha
    -0.21014
  • Upperbound of 95% confidence interval for alpha
    0.59515
  • Treynor index (mean / b)
    0.31390
  • Jensen alpha (a)
    0.19250
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03819
  • Expected Shortfall on VaR
    0.04792
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01915
  • Expected Shortfall on VaR
    0.03612
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    772.00000
  • Minimum
    0.90662
  • Quartile 1
    0.98705
  • Median
    1.00064
  • Quartile 3
    1.01580
  • Maximum
    1.12527
  • Mean of quarter 1
    0.97237
  • Mean of quarter 2
    0.99434
  • Mean of quarter 3
    1.00723
  • Mean of quarter 4
    1.03269
  • Inter Quartile Range
    0.02876
  • Number outliers low
    9.00000
  • Percentage of outliers low
    0.01166
  • Mean of outliers low
    0.92669
  • Number of outliers high
    10.00000
  • Percentage of outliers high
    0.01295
  • Mean of outliers high
    1.07776
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.01485
  • VaR(95%) (moments method)
    0.02691
  • Expected Shortfall (moments method)
    0.03572
  • Extreme Value Index (regression method)
    -0.07528
  • VaR(95%) (regression method)
    0.02629
  • Expected Shortfall (regression method)
    0.03344
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    30.00000
  • Minimum
    0.00183
  • Quartile 1
    0.01237
  • Median
    0.03652
  • Quartile 3
    0.09601
  • Maximum
    0.42687
  • Mean of quarter 1
    0.00704
  • Mean of quarter 2
    0.02262
  • Mean of quarter 3
    0.04723
  • Mean of quarter 4
    0.25547
  • Inter Quartile Range
    0.08364
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.31552
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -3.41045
  • VaR(95%) (moments method)
    0.23186
  • Expected Shortfall (moments method)
    0.23236
  • Extreme Value Index (regression method)
    -0.74995
  • VaR(95%) (regression method)
    0.29648
  • Expected Shortfall (regression method)
    0.33001
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.62723
  • Compounded annual return (geometric extrapolation)
    0.42649
  • Calmar ratio (compounded annual return / max draw down)
    0.99912
  • Compounded annual return / average of 25% largest draw downs
    1.66946
  • Compounded annual return / Expected Shortfall lognormal
    8.90030
  • 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
    -0.30003
  • SD
    0.46558
  • Sharpe ratio (Glass type estimate)
    -0.64442
  • Sharpe ratio (Hedges UMVUE)
    -0.64070
  • df
    130.00000
  • t
    -0.45567
  • p
    0.51997
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.41613
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.12970
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.41360
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.13220
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.85915
  • Upside Potential Ratio
    7.89973
  • Upside part of mean
    2.75871
  • Downside part of mean
    -3.05874
  • Upside SD
    0.30578
  • Downside SD
    0.34922
  • N nonnegative terms
    62.00000
  • N negative terms
    69.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.03428
  • Mean of criterion
    -0.30003
  • SD of predictor
    0.24400
  • SD of criterion
    0.46558
  • Covariance
    0.05733
  • r
    0.50465
  • b (slope, estimate of beta)
    0.96294
  • a (intercept, estimate of alpha)
    -0.26702
  • Mean Square Error
    0.16281
  • DF error
    129.00000
  • t(b)
    6.63912
  • p(b)
    0.19294
  • t(a)
    -0.46792
  • p(a)
    0.52620
  • Lowerbound of 95% confidence interval for beta
    0.67597
  • Upperbound of 95% confidence interval for beta
    1.24990
  • Lowerbound of 95% confidence interval for alpha
    -1.39608
  • Upperbound of 95% confidence interval for alpha
    0.86204
  • Treynor index (mean / b)
    -0.31158
  • Jensen alpha (a)
    -0.26702
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.40888
  • SD
    0.46917
  • Sharpe ratio (Glass type estimate)
    -0.87150
  • Sharpe ratio (Hedges UMVUE)
    -0.86646
  • df
    130.00000
  • t
    -0.61624
  • p
    0.52699
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.64376
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.90390
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.64027
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.90734
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.13725
  • Upside Potential Ratio
    7.54555
  • Upside part of mean
    2.71291
  • Downside part of mean
    -3.12180
  • Upside SD
    0.29969
  • Downside SD
    0.35954
  • N nonnegative terms
    62.00000
  • N negative terms
    69.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.06354
  • Mean of criterion
    -0.40888
  • SD of predictor
    0.24234
  • SD of criterion
    0.46917
  • Covariance
    0.05775
  • r
    0.50787
  • b (slope, estimate of beta)
    0.98322
  • a (intercept, estimate of alpha)
    -0.34641
  • Mean Square Error
    0.16461
  • DF error
    129.00000
  • t(b)
    6.69614
  • p(b)
    0.19117
  • t(a)
    -0.60365
  • p(a)
    0.53377
  • VAR (95 Confidence Intrvl)
    0.03800
  • Lowerbound of 95% confidence interval for beta
    0.69271
  • Upperbound of 95% confidence interval for beta
    1.27374
  • Lowerbound of 95% confidence interval for alpha
    -1.48180
  • Upperbound of 95% confidence interval for alpha
    0.78898
  • Treynor index (mean / b)
    -0.41586
  • Jensen alpha (a)
    -0.34641
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04805
  • Expected Shortfall on VaR
    0.05945
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02799
  • Expected Shortfall on VaR
    0.05126
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.90662
  • Quartile 1
    0.98011
  • Median
    0.99903
  • Quartile 3
    1.01733
  • Maximum
    1.06436
  • Mean of quarter 1
    0.96289
  • Mean of quarter 2
    0.99105
  • Mean of quarter 3
    1.00745
  • Mean of quarter 4
    1.03472
  • Inter Quartile Range
    0.03723
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.90834
  • 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)
    0.16676
  • VaR(95%) (moments method)
    0.03953
  • Expected Shortfall (moments method)
    0.05636
  • Extreme Value Index (regression method)
    0.40155
  • VaR(95%) (regression method)
    0.03334
  • Expected Shortfall (regression method)
    0.05217
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.42687
  • Quartile 1
    0.42687
  • Median
    0.42687
  • Quartile 3
    0.42687
  • Maximum
    0.42687
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -368491000
  • Max Equity Drawdown (num days)
    112
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.34689
  • Compounded annual return (geometric extrapolation)
    -0.31681
  • Calmar ratio (compounded annual return / max draw down)
    -0.74217
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -5.32884

Strategy Description

Welcome to our diversified crypto stock portfolio, where we harness the power of digital assets to create a robust investment strategy. Our portfolio is designed to provide investors with exposure to the dynamic and rapidly growing world of cryptocurrencies while minimizing risk through careful diversification.
1. Diversification: We believe in spreading risk across a carefully selected range of crypto based stock, This approach helps mitigate volatility and capture potential growth opportunities.
2. Active Management: Our dedicated team of experienced professionals actively monitors market trends, news, and technological advancements to ensure that our portfolio remains agile and adaptable to changing market conditions.We adjust our holdings as necessary to maximize returns and minimize downside risks.
3. Risk Management: We understand the inherent volatility of the crypto market. Our risk management protocols include stop-loss orders, position sizing limits, and ongoing monitoring of portfolio performance to protect capital and preserve long-term growth potential.
Join our portfolio and enjoy the benefits of participating in the exciting world of cryptocurrencies, we committed to delivering consistent results. Together, we aim to capitalize on the immense potential offered by the digital asset market while managing risks effectively.

This strategy was managed by Interactive Israel Investment House Ltd until June 2024. From July 2024, the strategy is managed by Mr. Shay Cohen, who was part of the team that managed the strategy from its inception and now manages it privately without the involvement and/or management of Interactive Israel Investment House Ltd.

**Please note that investing in crypto and related stocks may be accompanied by increased volatility, this should be taken into account before subscribing.**
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2022-06-13
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 4.2%
Rank # 
#29
# Trades
166
# Profitable
67
% Profitable
40.4%
Net Dividends
$97
Correlation S&P500
0.422
Sharpe Ratio
0.75
Sortino Ratio
1.14
Beta
1.07
Alpha
0.06
Leverage
0.68 Average
1.32 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

    We did it! It's finally here. Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo [...]

  • 9/13/2018, 9:07:33 PM BTO 1 ETHUSD

    Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo ligula eget dolor. Aenean massa [...]

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.