Collective2 Collective2
Featured Strategy Gold and Silver +129.6% Cumul. Return since Jan 14, 2025 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 12/13/2024
Most recent certification approved 12/13/24 10:09 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 422
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 413
Percent signals followed since 12/13/2024 97.9%
This information was last updated 9/4/25 7:28 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 12/13/2024, 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.

Data Analytics Futures
(150312927)

Powered by BrokerTransmit.
Read important disclosures.

Creato da: JourneyInvesting JourneyInvesting
Started: 12/2024
Futures
Last trade: Yesterday
Trading style: Futures Short Term Financials / Indexes

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 $150.00 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: Futures
Short Term
Category: Equity

Short Term

Makes short-term trades or bases analysis on short-term market movements.
Financials / Indexes
Category: Equity

Financials / Indexes

Focuses on market indexes or interest rates futures.

38.4%
Cumul. Return

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 cumulativo

= (Patrimonio_finale - Patrimonio_iniziale) / Patrimonio_iniziale

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.

(74.3%)
Max Drawdown
209
Num Trades
51.2%
Win Trades
1.2 : 1
Profit Factor
60.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                                             +78.6%+78.6%
2025(8.7%)+31.4%+40.1%(59.2%)(5.9%)+25.6%+5.6%(9.8%)+0.5%                  (22.5%)


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 8 hours.

Trading Record

This strategy has placed 422 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
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/3/25 10:39 @MESU5 MICRO E-MINI S&P 500 LONG 2 6454.33 9/3 11:20 6457.08 n/a $26
Includes Typical Broker Commissions trade costs of $2.40
9/2/25 9:39 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6390.58 9/2 9:40 6390.92 0.08%
Trade id #152803950
Max drawdown($3)
Time9/2/25 9:40
Quant open2
Worst price6390.92
Drawdown as % of equity-0.08%
 ($5)
Includes Typical Broker Commissions trade costs of $2.40
8/29/25 9:44 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6494.17 8/29 15:56 6467.42 n/a $266
Includes Typical Broker Commissions trade costs of $2.40
8/28/25 9:55 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6487.67 8/28 12:42 6507.83 6.08%
Trade id #152732745
Max drawdown($230)
Time8/28/25 12:28
Quant open2
Worst price6510.75
Drawdown as % of equity-6.08%
 ($204)
Includes Typical Broker Commissions trade costs of $2.40
8/27/25 9:44 @MESU5 MICRO E-MINI S&P 500 LONG 2 6482.33 8/27 15:19 6493.75 1.59%
Trade id #152723031
Max drawdown($58)
Time8/27/25 9:49
Quant open2
Worst price6476.50
Drawdown as % of equity-1.59%
 $112
Includes Typical Broker Commissions trade costs of $2.40
8/26/25 14:10 @MESU5 MICRO E-MINI S&P 500 LONG 2 6460.67 8/26 15:59 6481.17 0.19%
Trade id #152713180
Max drawdown($6)
Time8/26/25 14:12
Quant open2
Worst price6460.00
Drawdown as % of equity-0.19%
 $203
Includes Typical Broker Commissions trade costs of $2.40
8/26/25 11:10 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6454.42 8/26 14:10 6460.75 3.02%
Trade id #152710963
Max drawdown($108)
Time8/26/25 13:30
Quant open2
Worst price6465.25
Drawdown as % of equity-3.02%
 ($65)
Includes Typical Broker Commissions trade costs of $2.40
8/26/25 10:29 @MESU5 MICRO E-MINI S&P 500 LONG 2 6459.92 8/26 11:10 6454.50 1.79%
Trade id #152710605
Max drawdown($64)
Time8/26/25 11:10
Quant open2
Worst price6453.50
Drawdown as % of equity-1.79%
 ($56)
Includes Typical Broker Commissions trade costs of $2.40
8/25/25 9:45 @MESU5 MICRO E-MINI S&P 500 LONG 2 6471.00 8/25 15:57 6460.75 3.49%
Trade id #152700726
Max drawdown($130)
Time8/25/25 15:57
Quant open2
Worst price6458.00
Drawdown as % of equity-3.49%
 ($105)
Includes Typical Broker Commissions trade costs of $2.40
8/21/25 10:10 @MESU5 MICRO E-MINI S&P 500 LONG 2 6403.33 8/21 10:39 6395.17 2.25%
Trade id #152656962
Max drawdown($85)
Time8/21/25 10:39
Quant open2
Worst price6394.75
Drawdown as % of equity-2.25%
 ($84)
Includes Typical Broker Commissions trade costs of $2.40
8/20/25 11:49 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6393.67 8/20 13:34 6409.50 3.92%
Trade id #152650803
Max drawdown($158)
Time8/20/25 13:34
Quant open2
Worst price6409.50
Drawdown as % of equity-3.92%
 ($160)
Includes Typical Broker Commissions trade costs of $2.40
8/19/25 10:00 @MESU5 MICRO E-MINI S&P 500 LONG 2 6464.50 8/19 10:59 6448.58 4.35%
Trade id #152639416
Max drawdown($180)
Time8/19/25 10:59
Quant open2
Worst price6446.50
Drawdown as % of equity-4.35%
 ($161)
Includes Typical Broker Commissions trade costs of $2.40
8/18/25 9:39 @MESU5 MICRO E-MINI S&P 500 LONG 2 6469.08 8/18 15:58 6472.17 2.86%
Trade id #152631034
Max drawdown($115)
Time8/18/25 12:48
Quant open2
Worst price6457.50
Drawdown as % of equity-2.86%
 $29
Includes Typical Broker Commissions trade costs of $2.40
8/15/25 9:40 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6489.50 8/15 13:31 6481.17 0.43%
Trade id #152616684
Max drawdown($17)
Time8/15/25 9:43
Quant open2
Worst price6491.25
Drawdown as % of equity-0.43%
 $81
Includes Typical Broker Commissions trade costs of $2.40
8/14/25 11:53 @MESU5 MICRO E-MINI S&P 500 LONG 2 6479.00 8/14 15:34 6488.00 3.4%
Trade id #152609068
Max drawdown($132)
Time8/14/25 12:14
Quant open2
Worst price6465.75
Drawdown as % of equity-3.40%
 $88
Includes Typical Broker Commissions trade costs of $2.40
8/14/25 11:35 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6472.83 8/14 11:50 6479.42 1.91%
Trade id #152607978
Max drawdown($76)
Time8/14/25 11:49
Quant open2
Worst price6480.50
Drawdown as % of equity-1.91%
 ($68)
Includes Typical Broker Commissions trade costs of $2.40
8/13/25 10:04 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6491.83 8/13 11:29 6476.75 1.21%
Trade id #152596891
Max drawdown($46)
Time8/13/25 10:07
Quant open2
Worst price6496.50
Drawdown as % of equity-1.21%
 $149
Includes Typical Broker Commissions trade costs of $2.40
8/12/25 9:55 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6424.35 8/12 11:58 6453.75 6.91%
Trade id #152585244
Max drawdown($296)
Time8/12/25 11:58
Quant open2
Worst price6454.00
Drawdown as % of equity-6.91%
 ($296)
Includes Typical Broker Commissions trade costs of $2.40
8/11/25 10:35 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6414.00 8/11 12:11 6430.90 4%
Trade id #152575741
Max drawdown($172)
Time8/11/25 12:10
Quant open2
Worst price6431.25
Drawdown as % of equity-4.00%
 ($171)
Includes Typical Broker Commissions trade costs of $2.40
8/8/25 11:40 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6394.11 8/8 11:55 6404.45 2.3%
Trade id #152559678
Max drawdown($106)
Time8/8/25 11:55
Quant open2
Worst price6404.75
Drawdown as % of equity-2.30%
 ($105)
Includes Typical Broker Commissions trade costs of $2.40
8/8/25 9:50 @MESU5 MICRO E-MINI S&P 500 LONG 2 6395.30 8/8 11:40 6394.25 1.02%
Trade id #152557773
Max drawdown($48)
Time8/8/25 11:40
Quant open2
Worst price6390.50
Drawdown as % of equity-1.02%
 ($13)
Includes Typical Broker Commissions trade costs of $2.40
8/7/25 9:55 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6400.12 8/7 12:24 6368.75 2.99%
Trade id #152546600
Max drawdown($128)
Time8/7/25 10:00
Quant open2
Worst price6413.00
Drawdown as % of equity-2.99%
 $312
Includes Typical Broker Commissions trade costs of $2.40
8/6/25 10:25 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6328.50 8/6 10:28 6328.88 0.51%
Trade id #152534609
Max drawdown($22)
Time8/6/25 10:28
Quant open2
Worst price6330.75
Drawdown as % of equity-0.51%
 ($6)
Includes Typical Broker Commissions trade costs of $2.40
8/6/25 10:10 @MESU5 MICRO E-MINI S&P 500 LONG 2 6349.62 8/6 10:25 6328.50 5.38%
Trade id #152534298
Max drawdown($238)
Time8/6/25 10:23
Quant open2
Worst price6325.75
Drawdown as % of equity-5.38%
 ($213)
Includes Typical Broker Commissions trade costs of $2.40
8/5/25 9:44 @MESU5 MICRO E-MINI S&P 500 LONG 2 6365.62 8/5 10:34 6336.55 6.09%
Trade id #152522671
Max drawdown($296)
Time8/5/25 10:34
Quant open2
Worst price6336.00
Drawdown as % of equity-6.09%
 ($293)
Includes Typical Broker Commissions trade costs of $2.40
8/4/25 9:39 @MESU5 MICRO E-MINI S&P 500 LONG 2 6320.40 8/4 15:35 6346.75 0.42%
Trade id #152509116
Max drawdown($19)
Time8/4/25 9:42
Quant open2
Worst price6318.50
Drawdown as % of equity-0.42%
 $262
Includes Typical Broker Commissions trade costs of $2.40
8/1/25 9:39 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6284.33 8/1 13:50 6257.50 2.96%
Trade id #152492779
Max drawdown($126)
Time8/1/25 12:07
Quant open2
Worst price6297.00
Drawdown as % of equity-2.96%
 $266
Includes Typical Broker Commissions trade costs of $2.40
7/31/25 9:54 @MESU5 MICRO E-MINI S&P 500 LONG 2 6445.96 7/31 11:00 6418.50 6.46%
Trade id #152481681
Max drawdown($292)
Time7/31/25 10:59
Quant open2
Worst price6416.75
Drawdown as % of equity-6.46%
 ($277)
Includes Typical Broker Commissions trade costs of $2.40
7/31/25 9:39 @MESU5 MICRO E-MINI S&P 500 SHORT 2 6435.58 7/31 9:54 6446.00 2.5%
Trade id #152481461
Max drawdown($116)
Time7/31/25 9:54
Quant open2
Worst price6447.25
Drawdown as % of equity-2.50%
 ($106)
Includes Typical Broker Commissions trade costs of $2.40
7/30/25 14:09 @MESU5 MICRO E-MINI S&P 500 LONG 2 6418.25 7/30 14:55 6394.96 4.86%
Trade id #152473857
Max drawdown($237)
Time7/30/25 14:55
Quant open2
Worst price6394.50
Drawdown as % of equity-4.86%
 ($235)
Includes Typical Broker Commissions trade costs of $2.40

Statistics

  • Strategy began
    12/12/2024
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    265.63
  • Age
    9 months ago
  • What it trades
    Futures
  • # Trades
    209
  • # Profitable
    107
  • % Profitable
    51.20%
  • Avg trade duration
    2.1 hours
  • Max peak-to-valley drawdown
    74.32%
  • drawdown period
    April 04, 2025 - May 13, 2025
  • Cumul. Return
    38.5%
  • Avg win
    $209.45
  • Avg loss
    $191.00
  • Model Account Values (Raw)
  • Cash
    $5,742
  • Margin Used
    $0
  • Buying Power
    $5,742
  • Ratios
  • W:L ratio
    1.15:1
  • Sharpe Ratio
    0.8
  • Sortino Ratio
    1.12
  • Calmar Ratio
    3.038
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    31.89%
  • Correlation to SP500
    -0.22260
  • Return Percent SP500 (cumu) during strategy life
    6.56%
  • Return Statistics
  • Ann Return (w trading costs)
    55.6%
  • Slump
  • Current Slump as Pcnt Equity
    179.90%
  • Instruments
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.57%
  • 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)
    0.385%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    165.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    62.00%
  • Chance of 20% account loss
    40.00%
  • Chance of 30% account loss
    21.00%
  • Chance of 40% account loss
    6.00%
  • Chance of 60% account loss (Monte Carlo)
    0.50%
  • 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
    1.50%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    881
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    921
  • Popularity (7 days, Percentile 1000 scale)
    661
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $191
  • Avg Win
    $209
  • Sum Trade PL (losers)
    $19,482.000
  • Age
  • Num Months filled monthly returns table
    10
  • Win / Loss
  • Sum Trade PL (winners)
    $22,411.000
  • # Winners
    107
  • Num Months Winners
    6
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    16141
  • Win / Loss
  • # Losers
    102
  • % Winners
    51.2%
  • Frequency
  • Avg Position Time (mins)
    124.85
  • Avg Position Time (hrs)
    2.08
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    11.83
  • Daily leverage (max)
    18.83
  • Regression
  • Alpha
    0.23
  • Beta
    -0.85
  • Treynor Index
    -0.25
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.53
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - All trades
    -111.970
  • 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
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.396
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.179
  • Hold-and-Hope Ratio
    -0.009
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.75182
  • SD
    1.32427
  • Sharpe ratio (Glass type estimate)
    1.32286
  • Sharpe ratio (Hedges UMVUE)
    1.17497
  • df
    7.00000
  • t
    1.08011
  • p
    0.15795
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.21468
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.77501
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.30314
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.65307
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.74835
  • Upside Potential Ratio
    4.63219
  • Upside part of mean
    2.95259
  • Downside part of mean
    -1.20077
  • Upside SD
    1.17640
  • Downside SD
    0.63741
  • N nonnegative terms
    5.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    8.00000
  • Mean of predictor
    0.09506
  • Mean of criterion
    1.75182
  • SD of predictor
    0.23251
  • SD of criterion
    1.32427
  • Covariance
    -0.07604
  • r
    -0.24695
  • b (slope, estimate of beta)
    -1.40652
  • a (intercept, estimate of alpha)
    1.88552
  • Mean Square Error
    1.92119
  • DF error
    6.00000
  • t(b)
    -0.62424
  • p(b)
    0.72228
  • t(a)
    1.10197
  • p(a)
    0.15635
  • Lowerbound of 95% confidence interval for beta
    -6.91995
  • Upperbound of 95% confidence interval for beta
    4.10690
  • Lowerbound of 95% confidence interval for alpha
    -2.30130
  • Upperbound of 95% confidence interval for alpha
    6.07234
  • Treynor index (mean / b)
    -1.24549
  • Jensen alpha (a)
    1.88552
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.94723
  • SD
    1.30819
  • Sharpe ratio (Glass type estimate)
    0.72408
  • Sharpe ratio (Hedges UMVUE)
    0.64313
  • df
    7.00000
  • t
    0.59121
  • p
    0.28648
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.72970
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.12852
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.78085
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.06711
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.15232
  • Upside Potential Ratio
    2.95506
  • Upside part of mean
    2.42912
  • Downside part of mean
    -1.48189
  • Upside SD
    0.94683
  • Downside SD
    0.82202
  • N nonnegative terms
    5.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    8.00000
  • Mean of predictor
    0.07152
  • Mean of criterion
    0.94723
  • SD of predictor
    0.22850
  • SD of criterion
    1.30819
  • Covariance
    -0.03402
  • r
    -0.11381
  • b (slope, estimate of beta)
    -0.65156
  • a (intercept, estimate of alpha)
    0.99383
  • Mean Square Error
    1.97072
  • DF error
    6.00000
  • t(b)
    -0.28059
  • p(b)
    0.60578
  • t(a)
    0.57536
  • p(a)
    0.29298
  • Lowerbound of 95% confidence interval for beta
    -6.33350
  • Upperbound of 95% confidence interval for beta
    5.03039
  • Lowerbound of 95% confidence interval for alpha
    -3.23284
  • Upperbound of 95% confidence interval for alpha
    5.22050
  • Treynor index (mean / b)
    -1.45380
  • Jensen alpha (a)
    0.99383
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.41855
  • Expected Shortfall on VaR
    0.49883
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.19446
  • Expected Shortfall on VaR
    0.37397
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    8.00000
  • Minimum
    0.54027
  • Quartile 1
    0.83634
  • Median
    1.24288
  • Quartile 3
    1.35969
  • Maximum
    1.62742
  • Mean of quarter 1
    0.68345
  • Mean of quarter 2
    1.03022
  • Mean of quarter 3
    1.27543
  • Mean of quarter 4
    1.60415
  • Inter Quartile Range
    0.52336
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.55340
  • Quartile 1
    0.55340
  • Median
    0.55340
  • Quartile 3
    0.55340
  • Maximum
    0.55340
  • 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
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.37358
  • Compounded annual return (geometric extrapolation)
    1.65154
  • Calmar ratio (compounded annual return / max draw down)
    2.98434
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    3.31079
  • 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
    1.29572
  • SD
    0.75150
  • Sharpe ratio (Glass type estimate)
    1.72419
  • Sharpe ratio (Hedges UMVUE)
    1.71704
  • df
    181.00000
  • t
    1.43705
  • p
    0.43251
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.63645
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.08014
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.64120
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.07528
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.44424
  • Upside Potential Ratio
    8.18780
  • Upside part of mean
    4.34045
  • Downside part of mean
    -3.04473
  • Upside SD
    0.53575
  • Downside SD
    0.53011
  • N nonnegative terms
    102.00000
  • N negative terms
    80.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    182.00000
  • Mean of predictor
    0.08623
  • Mean of criterion
    1.29572
  • SD of predictor
    0.21430
  • SD of criterion
    0.75150
  • Covariance
    -0.03299
  • r
    -0.20485
  • b (slope, estimate of beta)
    -0.71833
  • a (intercept, estimate of alpha)
    1.35800
  • Mean Square Error
    0.54405
  • DF error
    180.00000
  • t(b)
    -2.80785
  • p(b)
    0.60242
  • t(a)
    1.53364
  • p(a)
    0.44322
  • Lowerbound of 95% confidence interval for beta
    -1.22313
  • Upperbound of 95% confidence interval for beta
    -0.21352
  • Lowerbound of 95% confidence interval for alpha
    -0.38916
  • Upperbound of 95% confidence interval for alpha
    3.10449
  • Treynor index (mean / b)
    -1.80381
  • Jensen alpha (a)
    1.35767
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.99981
  • SD
    0.77863
  • Sharpe ratio (Glass type estimate)
    1.28406
  • Sharpe ratio (Hedges UMVUE)
    1.27874
  • df
    181.00000
  • t
    1.07022
  • p
    0.44957
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.07299
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.63764
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.07655
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.63402
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.69918
  • Upside Potential Ratio
    7.14723
  • Upside part of mean
    4.20549
  • Downside part of mean
    -3.20568
  • Upside SD
    0.51042
  • Downside SD
    0.58841
  • N nonnegative terms
    102.00000
  • N negative terms
    80.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    182.00000
  • Mean of predictor
    0.06357
  • Mean of criterion
    0.99981
  • SD of predictor
    0.21299
  • SD of criterion
    0.77863
  • Covariance
    -0.03405
  • r
    -0.20534
  • b (slope, estimate of beta)
    -0.75069
  • a (intercept, estimate of alpha)
    1.04753
  • Mean Square Error
    0.58393
  • DF error
    180.00000
  • t(b)
    -2.81494
  • p(b)
    0.60267
  • t(a)
    1.14235
  • p(a)
    0.45758
  • Lowerbound of 95% confidence interval for beta
    -1.27691
  • Upperbound of 95% confidence interval for beta
    -0.22447
  • Lowerbound of 95% confidence interval for alpha
    -0.76192
  • Upperbound of 95% confidence interval for alpha
    2.85699
  • Treynor index (mean / b)
    -1.33186
  • Jensen alpha (a)
    1.04753
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07254
  • Expected Shortfall on VaR
    0.09085
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02385
  • Expected Shortfall on VaR
    0.05331
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    182.00000
  • Minimum
    0.73130
  • Quartile 1
    0.98765
  • Median
    1.00309
  • Quartile 3
    1.02229
  • Maximum
    1.17715
  • Mean of quarter 1
    0.95764
  • Mean of quarter 2
    0.99688
  • Mean of quarter 3
    1.01235
  • Mean of quarter 4
    1.05332
  • Inter Quartile Range
    0.03465
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.02747
  • Mean of outliers low
    0.84060
  • Number of outliers high
    10.00000
  • Percentage of outliers high
    0.05495
  • Mean of outliers high
    1.11510
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.49848
  • VaR(95%) (moments method)
    0.04065
  • Expected Shortfall (moments method)
    0.09176
  • Extreme Value Index (regression method)
    0.56113
  • VaR(95%) (regression method)
    0.03809
  • Expected Shortfall (regression method)
    0.09319
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.01219
  • Quartile 1
    0.03716
  • Median
    0.07111
  • Quartile 3
    0.11314
  • Maximum
    0.59076
  • Mean of quarter 1
    0.02646
  • Mean of quarter 2
    0.05438
  • Mean of quarter 3
    0.08036
  • Mean of quarter 4
    0.28288
  • Inter Quartile Range
    0.07598
  • 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
    0.10000
  • Mean of outliers high
    0.59076
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.67254
  • VaR(95%) (moments method)
    0.35779
  • Expected Shortfall (moments method)
    1.15957
  • Extreme Value Index (regression method)
    3.84961
  • VaR(95%) (regression method)
    1.29720
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.49997
  • Compounded annual return (geometric extrapolation)
    1.79468
  • Calmar ratio (compounded annual return / max draw down)
    3.03794
  • Compounded annual return / average of 25% largest draw downs
    6.34438
  • Compounded annual return / Expected Shortfall lognormal
    19.75330
  • 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
    0.23376
  • SD
    0.75293
  • Sharpe ratio (Glass type estimate)
    0.31047
  • Sharpe ratio (Hedges UMVUE)
    0.30867
  • df
    130.00000
  • t
    0.21953
  • p
    0.49038
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.46208
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.08205
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.46339
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.08073
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.39004
  • Upside Potential Ratio
    5.92682
  • Upside part of mean
    3.55208
  • Downside part of mean
    -3.31832
  • Upside SD
    0.45121
  • Downside SD
    0.59932
  • 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
    0.15890
  • Mean of criterion
    0.23376
  • SD of predictor
    0.23740
  • SD of criterion
    0.75293
  • Covariance
    -0.03720
  • r
    -0.20809
  • b (slope, estimate of beta)
    -0.65996
  • a (intercept, estimate of alpha)
    0.33863
  • Mean Square Error
    0.54656
  • DF error
    129.00000
  • t(b)
    -2.41635
  • p(b)
    0.63151
  • t(a)
    0.32361
  • p(a)
    0.48187
  • Lowerbound of 95% confidence interval for beta
    -1.20034
  • Upperbound of 95% confidence interval for beta
    -0.11958
  • Lowerbound of 95% confidence interval for alpha
    -1.73174
  • Upperbound of 95% confidence interval for alpha
    2.40899
  • Treynor index (mean / b)
    -0.35420
  • Jensen alpha (a)
    0.33863
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.07064
  • SD
    0.80057
  • Sharpe ratio (Glass type estimate)
    -0.08823
  • Sharpe ratio (Hedges UMVUE)
    -0.08772
  • df
    130.00000
  • t
    -0.06239
  • p
    0.50274
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.85994
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.68371
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.85955
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.68410
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.10548
  • Upside Potential Ratio
    5.15954
  • Upside part of mean
    3.45536
  • Downside part of mean
    -3.52599
  • Upside SD
    0.43305
  • Downside SD
    0.66970
  • 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
    0.13117
  • Mean of criterion
    -0.07064
  • SD of predictor
    0.23565
  • SD of criterion
    0.80057
  • Covariance
    -0.03888
  • r
    -0.20611
  • b (slope, estimate of beta)
    -0.70023
  • a (intercept, estimate of alpha)
    0.02121
  • Mean Square Error
    0.61844
  • DF error
    129.00000
  • t(b)
    -2.39239
  • p(b)
    0.63028
  • t(a)
    0.01906
  • p(a)
    0.49893
  • VAR (95 Confidence Intrvl)
    0.07300
  • Lowerbound of 95% confidence interval for beta
    -1.27933
  • Upperbound of 95% confidence interval for beta
    -0.12114
  • Lowerbound of 95% confidence interval for alpha
    -2.18051
  • Upperbound of 95% confidence interval for alpha
    2.22293
  • Treynor index (mean / b)
    0.10088
  • Jensen alpha (a)
    0.02121
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07838
  • Expected Shortfall on VaR
    0.09708
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02668
  • Expected Shortfall on VaR
    0.05978
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.73130
  • Quartile 1
    0.98903
  • Median
    1.00165
  • Quartile 3
    1.01643
  • Maximum
    1.13936
  • Mean of quarter 1
    0.95355
  • Mean of quarter 2
    0.99654
  • Mean of quarter 3
    1.00906
  • Mean of quarter 4
    1.04509
  • Inter Quartile Range
    0.02739
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.87016
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.10433
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.59924
  • VaR(95%) (moments method)
    0.04248
  • Expected Shortfall (moments method)
    0.11902
  • Extreme Value Index (regression method)
    0.71201
  • VaR(95%) (regression method)
    0.04224
  • Expected Shortfall (regression method)
    0.15519
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.01108
  • Quartile 1
    0.03218
  • Median
    0.05462
  • Quartile 3
    0.10864
  • Maximum
    0.59076
  • Mean of quarter 1
    0.02068
  • Mean of quarter 2
    0.03789
  • Mean of quarter 3
    0.07135
  • Mean of quarter 4
    0.35591
  • Inter Quartile Range
    0.07646
  • 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
    0.16667
  • Mean of outliers high
    0.59076
  • 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?
    -344552000
  • Max Equity Drawdown (num days)
    39
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.04228
  • Compounded annual return (geometric extrapolation)
    -0.04183
  • Calmar ratio (compounded annual return / max draw down)
    -0.07081
  • Compounded annual return / average of 25% largest draw downs
    -0.11753
  • Compounded annual return / Expected Shortfall lognormal
    -0.43089

Strategy Description

The signals from this strategy are generated from a proprietary data science model that uses aspects of machine learning, predictive analytics, prescriptive analytics (optimization) and simulation. The model identifies the trend on market open and follows it, reversing as needed if the trend changes. Typically, 1 position will be taken a day, with no positions held overnight. We are currently trading 2 MES per position and will increase this over time as enough profits are earned to meet the margin requirements for larger positions.

Pros:
1) The trading system has been derived from market data from 2009 onwards and is designed to be profitable in all market situations, regardless of news, volatility, black swan events etc.
2) Profits will be taken after following a trend, on the 1st confirmed reversal sign, so we allow profits to run and exit on uncertainty.
3) All trades will have 2 stop losses - we will exit the trade if either one is triggered.
a) a hard stop set immediately upon entering a position, based on the type of trade entered and current market volatility.
b) a manual stop loss based on price action.
4) All positions are fully managed by the trade leader. There will be no instances where a trade is left unmanaged.
5) All trades are on MES, one of the most liquid instruments in the market, hence expect slippage to be minimal.

Cons:
1) Since the trading system is based off data, there will be instances where a new scenario occurs that has not been encountered in the training dataset before. Most losses in the trading system are due to this issue. When this occurs, the model will be updated to account for the new scenario. New historical data is also being added to the training model daily. The current accuracy of the model is resulting in a trading system that delivers a consistent profit on a monthly basis. This accuracy will slowly improve as more data and scenarios are incorporated.
2) There will be days where the market is directionless for the entire session. This is different from low volatility. You can have low volatility days with a direction and high volatility days without direction. On such directionless days, either no trade is taken, or a small loss/breakeven will result.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2024-12-12
Suggested Minimum Capital
$25,000
Rank at C2 %
Top 7.9%
Rank # 
#166
# Trades
209
# Profitable
107
% Profitable
51.2%
Correlation S&P500
-0.223
Sharpe Ratio
0.80
Sortino Ratio
1.12
Beta
-0.85
Alpha
0.23
Leverage
11.83 Average
18.83 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

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Trade journal

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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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