Collective2 Collective2
Featured Strategy Gold and Silver Followed by live capital $1.27 million 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 06/03/2025
Most recent certification approved 6/3/25 18:00 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 55
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 55
Percent signals followed since 06/03/2025 100%
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 06/03/2025, 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.

Quantum Flow
(151892259)

Powered by BrokerTransmit.
Read important disclosures.

Creato da: MarcinKurzawa MarcinKurzawa
Started: 06/2025
Futures
Last trade: 15 days ago
Trading style: Futures Trend-following

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 $100.00 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
Trend-following
Category: Equity

Trend-following

Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.

39.4%
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.

(20.3%)
Max Drawdown
28
Num Trades
57.1%
Win Trades
7.4 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025                                   +23.1%(0.1%)+9.6%+3.4%                  +39.4%


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 55 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
8/3/25 19:16 @MNQU5 MICRO E-MINI NASDAQ 100 LONG 22 22918.05 8/5 18:00 23090.02 3.39%
Trade id #152504530
Max drawdown($4,226)
Time8/4/25 0:00
Quant open22
Worst price22822.00
Drawdown as % of equity-3.39%
 $7,546
Includes Typical Broker Commissions trade costs of $20.68
6/16/25 5:12 @MNQU5 MICRO E-MINI NASDAQ 100 LONG 18 21879.25 6/26 18:00 22674.83 12.68%
Trade id #152061004
Max drawdown($11,421)
Time6/23/25 0:00
Quant open18
Worst price21562.00
Drawdown as % of equity-12.68%
 $28,624
Includes Typical Broker Commissions trade costs of $16.92
6/15/25 18:44 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 18 21683.06 6/16 5:12 21655.68 6.71%
Trade id #152058712
Max drawdown($6,410)
Time6/16/25 0:00
Quant open18
Worst price21505.00
Drawdown as % of equity-6.71%
 ($1,003)
Includes Typical Broker Commissions trade costs of $16.92
6/12/25 15:33 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21923.50 6/12 18:00 21914.55 0.44%
Trade id #152037020
Max drawdown($418)
Time6/12/25 16:05
Quant open9
Worst price21946.80
Drawdown as % of equity-0.44%
 $153
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:29 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21934.80 6/12 15:31 21927.20 n/a $129
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:24 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21940.80 6/12 15:26 21935.80 n/a $82
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:20 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21949.50 6/12 15:22 21939.80 n/a $167
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:16 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21945.80 6/12 15:18 21943.80 n/a $28
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:12 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21938.20 6/12 15:14 21936.50 n/a $23
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:08 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21940.00 6/12 15:10 21941.00 0.02%
Trade id #152030502
Max drawdown($18)
Time6/12/25 15:10
Quant open9
Worst price21941.00
Drawdown as % of equity-0.02%
 ($26)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:04 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21940.20 6/12 15:06 21943.50 0.06%
Trade id #152029380
Max drawdown($59)
Time6/12/25 15:06
Quant open9
Worst price21943.50
Drawdown as % of equity-0.06%
 ($67)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 15:00 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21938.50 6/12 15:02 21937.80 n/a $5
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:56 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21922.80 6/12 14:58 21932.00 0.17%
Trade id #152027014
Max drawdown($166)
Time6/12/25 14:58
Quant open9
Worst price21932.00
Drawdown as % of equity-0.17%
 ($174)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:52 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21926.50 6/12 14:54 21928.50 0.04%
Trade id #152025792
Max drawdown($36)
Time6/12/25 14:54
Quant open9
Worst price21928.50
Drawdown as % of equity-0.04%
 ($44)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:48 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21921.50 6/12 14:50 21920.50 n/a $10
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:44 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21912.80 6/12 14:46 21908.80 n/a $64
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:40 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21925.80 6/12 14:42 21922.20 n/a $57
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:35 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21930.20 6/12 14:37 21916.20 n/a $244
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:31 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21917.00 6/12 14:33 21924.20 0.14%
Trade id #152018594
Max drawdown($130)
Time6/12/25 14:33
Quant open9
Worst price21924.20
Drawdown as % of equity-0.14%
 ($138)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:27 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21912.50 6/12 14:29 21919.80 0.14%
Trade id #152016992
Max drawdown($131)
Time6/12/25 14:29
Quant open9
Worst price21919.80
Drawdown as % of equity-0.14%
 ($139)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:23 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21922.00 6/12 14:25 21925.00 0.06%
Trade id #152015384
Max drawdown($54)
Time6/12/25 14:25
Quant open9
Worst price21925.00
Drawdown as % of equity-0.06%
 ($62)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:19 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21937.80 6/12 14:21 21937.50 n/a ($3)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:15 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21942.20 6/12 14:17 21935.80 n/a $107
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:11 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21943.00 6/12 14:13 21945.00 0.04%
Trade id #152010578
Max drawdown($36)
Time6/12/25 14:13
Quant open9
Worst price21945.00
Drawdown as % of equity-0.04%
 ($44)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:07 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21944.80 6/12 14:09 21946.80 0.04%
Trade id #152008846
Max drawdown($36)
Time6/12/25 14:09
Quant open9
Worst price21946.80
Drawdown as % of equity-0.04%
 ($44)
Includes Typical Broker Commissions trade costs of $8.46
6/12/25 14:03 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21934.20 6/12 14:05 21939.20 0.09%
Trade id #152007528
Max drawdown($90)
Time6/12/25 14:05
Quant open9
Worst price21939.20
Drawdown as % of equity-0.09%
 ($98)
Includes Typical Broker Commissions trade costs of $8.46
6/3/25 18:00 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21683.21 6/12 14:00 21936.50 7.72%
Trade id #151910863
Max drawdown($7,394)
Time6/11/25 0:00
Quant open9
Worst price22094.00
Drawdown as % of equity-7.72%
 ($4,567)
Includes Typical Broker Commissions trade costs of $8.46

Statistics

  • Strategy began
    6/2/2025
  • Suggested Minimum Cap
    $140,000
  • Strategy Age (days)
    93.81
  • Age
    94 days ago
  • What it trades
    Futures
  • # Trades
    28
  • # Profitable
    16
  • % Profitable
    57.10%
  • Avg trade duration
    1.3 days
  • Max peak-to-valley drawdown
    20.34%
  • drawdown period
    Aug 28, 2025 - Sept 02, 2025
  • Cumul. Return
    39.4%
  • Avg win
    $2,906
  • Avg loss
    $525.08
  • Model Account Values (Raw)
  • Cash
    $131,076
  • Margin Used
    $74,405
  • Buying Power
    $65,793
  • Ratios
  • W:L ratio
    7.38:1
  • Sharpe Ratio
    2.3
  • Sortino Ratio
    4.65
  • Calmar Ratio
    39.781
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    30.77%
  • Correlation to SP500
    0.48600
  • Return Percent SP500 (cumu) during strategy life
    8.63%
  • Return Statistics
  • Ann Return (w trading costs)
    250.5%
  • Slump
  • Current Slump as Pcnt Equity
    8.10%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.394%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.07%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    267.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    34.00%
  • Chance of 20% account loss
    7.00%
  • 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)
    790
  • Popularity (Last 6 weeks)
    898
  • Popularity (7 days, Percentile 1000 scale)
    849
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    921
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Win
    $2,906
  • Avg Loss
    $525
  • Sum Trade PL (losers)
    $6,301.000
  • # Winners
    16
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $46,501.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    194630
  • Win / Loss
  • # Losers
    12
  • % Winners
    57.1%
  • Frequency
  • Avg Position Time (mins)
    1871.25
  • Avg Position Time (hrs)
    31.19
  • Avg Trade Length
    1.3 days
  • Last Trade Ago
    14
  • Leverage
  • Daily leverage (average)
    6.70
  • Daily leverage (max)
    8.75
  • Regression
  • Alpha
    0.15
  • Beta
    2.68
  • Treynor Index
    0.14
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -1.64
  • Avg(MAE) / Avg(PL) - All trades
    1.540
  • MAE:Equity, 95th Percentile Value for this strat
    0.07
  • MAE:Equity, average, winning trades
    0.06
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.442
  • Avg(MAE) / Avg(PL) - Losing trades
    -3.789
  • Hold-and-Hope Ratio
    0.880
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    1.01000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.04600
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -395194000
  • Max Equity Drawdown (num days)
    5
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Overview
Quantum Flow is a fully automated, data-driven trading system focused on both Micro E-mini Nasdaq-100 Futures (MNQ) and E-mini Nasdaq-100 Futures (NQ). By merging the key insights from two proven strategies—Quantum MNQ (optimized primarily on post-2020 data) and Quantum NQ (optimized using data from 2005)—this unified approach allows traders to capitalize on Nasdaq-100 market movements with flexibility in contract size and risk tolerance.
• For a More Aggressive Approach: Traders may opt to trade the MNQ contract, which emphasizes recent tech-driven market cycles from 2020 onward.
• For Greater Scalability and Broader Historical Resilience: Traders can choose to trade the NQ contract, refined using data going back to 2005, offering a more measured risk profile over a wider range of market regimes.
Whatever your choice, the system’s underlying algorithms and strict risk management protocols aim to deliver consistent performance in various market conditions.
________________________________________
Key Differentiators
1. Flexibility in Contract Size
o MNQ (Micro Nasdaq-100 Futures) accommodates smaller positions, making it suitable for newer traders or those with lower risk tolerance.
o NQ (E-mini Nasdaq-100 Futures) is designed for traders looking for larger potential profit (and risk) with a more resilient, historically comprehensive model.
2. Comprehensive Data Coverage
o NQ Historical Range (2005–present): Enhances the model’s adaptability across multiple market cycles and volatility regimes.
o MNQ Recent Focus (2020–present): Calibrates aggressively to tech-driven market trends of the last few years, potentially capturing rapid gains—but with higher sensitivity to changing conditions.
3. Consistent, High-Probability Entries
Both MNQ and NQ rely on the same core algorithms that evaluate historical price action, volatility patterns, and broader market indices to generate trade signals. This ensures that every entry is rooted in quantitative evidence rather than guesswork.
________________________________________
Key Features
1. Algorithmic Precision
Proprietary algorithms eliminate emotional bias, scanning historical and real-time market data for statistically robust entry and exit points.
2. Pre-Market Trade Execution
All orders are typically placed after the market closes, giving you ample time to position yourself before the next trading session. Slippage and speed become less of a concern, and you can easily follow signals distributed via email, newsletters, or member portals.
3. Limited, High-Quality Trades
Expect around 20–24 trades per year. We focus on quality over quantity, selecting only setups that align with strong statistical probabilities and favorable market conditions.
4. Disciplined Risk Management
Proprietary models dictate both stop-loss and profit-target levels, ensuring a systematic approach to limiting downside while aiming for optimal upside potential. Position sizing is also guided by quantitative frameworks, allowing each trader to calibrate risk to their comfort level.
5. Minimal Intraday Involvement
Trades are designed to be “set and forget,” with no need for frequent monitoring. This makes the strategy ideal for those who prefer a structured trading routine without the stress of minute-by-minute market swings.
________________________________________
Why Subscribe?
• Data-Driven Confidence
Tap into thoroughly tested algorithms that harness both recent and long-term historical data to identify high-probability trade setups.
• Tailored Risk Profiles
Choose between MNQ for a smaller contract size and potentially more aggressive returns, or NQ for a larger contract size with broader historical grounding.
• Structured Execution
Trade signals are provided after market close, leaving you plenty of time to evaluate positions and place orders.
• Rigorous Risk Controls
Clear stop-losses, profit targets, and position-sizing frameworks promote disciplined trading and help manage drawdowns.
• Transparent & Consistent
Every signal comes with predefined entries, exits, and stop levels—no hidden tactics or discretionary guesswork.
________________________________________
Important Risk Disclaimer
Trading in futures involves substantial risk and is not suitable for all investors. You may lose all or more of your initial investment. Past performance is not indicative of future results; no strategy can guarantee profits or eliminate losses. The information provided here is for educational purposes only and should not be considered financial advice. Always consult a qualified financial professional before making any trading decisions.
________________________________________
Ready to Harness the Power of the Nasdaq-100?
Join Quantum Flow and gain access to a robust, algorithmic strategy that caters to both MNQ (Micro) and NQ (E-mini) Nasdaq-100 contracts. Whether you seek the agility of smaller positions or the scalability of larger contracts, our data-driven approach and disciplined risk management are designed to help you navigate today’s fast-moving markets with confidence.
Subscribe now and let systematic automation guide your next move in the Nasdaq-100 Futures arena!

Trade this strategy at Tradier

Summary Statistics


Strategy began
2025-06-02
Suggested Minimum Capital
$140,000
Rank at C2 %
Top 7.9%
Rank # 
#155
# Trades
28
# Profitable
16
% Profitable
57.1%
Correlation S&P500
0.486
Sharpe Ratio
2.30
Sortino Ratio
4.65
Beta
2.68
Alpha
0.15
Leverage
6.70 Average
8.75 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.

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Trade journal

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

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

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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.