Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

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



ETF Timer
(30415311)

Creato da: ETFTIMER ETFTIMER
Started: 01/2008
Stocks
Last trade: 6 days ago
Trading style: Equity 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 $79.00 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.

15.8%
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.

(43.9%)
Max Drawdown
190
Num Trades
84.2%
Win Trades
4.6 : 1
Profit Factor
56.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2008(0.7%)+4.6%+5.7%+4.2%+17.1%+2.3%+0.1%+0.3%+15.6%+2.3%+8.0%+1.1%+77.4%
2009+7.1%+0.9%+12.5%+15.9%+4.1%+2.1%(3%)+3.2%+6.1%(3%)+8.7%+4.6%+75.2%
2010(2.1%)+3.7%+10.1%  -  +8.4%(1%)(4.9%)(0.4%)(2.8%)(3.1%)+0.3%(1.1%)+6.0%
2011(2%)(4.2%)+0.5%+0.9%(3.8%)(2.1%)+0.1%(4.3%)(6.2%)(1.1%)(7.3%)(1.4%)(27.1%)
2012+9.8%+0.3%(2.1%)+2.2%+3.4%+0.6%+0.6%+4.0%+1.6%(5%)+3.4%(0.3%)+19.4%
2013+2.7%+1.3%+1.1%(2.6%)(3.6%)+6.4%(4%)+1.1%(4.2%)+3.3%(5.4%)(5%)(9.3%)
2014+2.9%+3.1%+4.7%+4.5%(2.3%)(3.5%)(0.5%)(7.3%)+0.7%+5.7%(3.7%)+4.3%+7.7%
2015(2.2%)+11.9%(4.2%)+2.9%+3.6%(4.4%)+7.3%(11.9%)(4.2%)+18.7%+1.0%(4.4%)+11.0%
2016(9.1%)(2.4%)+20.6%+0.6%+3.9%(3.8%)+9.1%+1.2%+0.9%(0.9%)+5.3%  -  +25.1%
2017+3.7%+2.6%+1.1%+1.2%+1.1%+1.4%+3.8%(2.9%)+5.9%+0.6%+1.6%+1.2%+23.1%
2018+4.6%(4.2%)(2.3%)(1.3%)+8.7%+1.6%+3.0%+4.1%  -  (5.8%)+2.4%(13.8%)(4.8%)
2019+12.4%+5.6%+1.2%+3.0%(8.1%)+7.4%+1.3%(3.4%)+2.4%+3.0%+3.5%+1.6%+32.7%
2020(0.5%)(9.7%)(21.2%)+12.7%+6.8%+4.6%+4.0%+6.0%(5.1%)+1.6%+20.2%+4.4%+18.8%
2021  -    -    -    -    -    -    -    -    -    -    -    -  (0.4%)
2022  -    -    -    -    -    -    -  (5.5%)(10.6%)+11.6%+8.1%(7.4%)(5.7%)
2023+10.4%(3.7%)+1.5%(0.9%)+0.2%+6.5%+6.1%(1.2%)(8.2%)(8.3%)+20.1%+13.7%+37.5%
2024(2.4%)+6.1%+2.7%(6.9%)+7.2%+2.3%+2.8%+4.1%+1.9%(2%)+7.5%(5%)+18.5%
2025+3.0%(3.3%)(7.4%)(1.6%)+8.6%+8.7%+6.7%+5.3%                        +20.4%


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.

System developer has asked us to delay this information by 96 hours.

Trading Record

This strategy has placed 279 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/11/24 13:55 ARKG ARK GENOMIC REVOLUTION ETF LONG 580 24.24 8/1/25 12:56 24.84 3.07%
Trade id #150058209
Max drawdown($2,730)
Time4/7/25 0:00
Quant open350
Worst price17.50
Drawdown as % of equity-3.07%
$339
Includes Typical Broker Commissions trade costs of $11.60
6/26/25 9:56 LIT GLOBAL X LITHIUM & BATTERY TECH ETF LONG 250 38.58 7/31 11:13 41.38 0.15%
Trade id #152155728
Max drawdown($178)
Time7/1/25 0:00
Quant open250
Worst price37.86
Drawdown as % of equity-0.15%
$696
Includes Typical Broker Commissions trade costs of $5.00
7/23/25 11:25 OIH VANECK OIL SERVICES ETF SHORT 40 249.41 7/28 12:00 256.38 0.27%
Trade id #152396665
Max drawdown($350)
Time7/28/25 10:06
Quant open40
Worst price258.18
Drawdown as % of equity-0.27%
($280)
Includes Typical Broker Commissions trade costs of $0.80
11/4/24 13:53 TAN INVESCO SOLAR PORTFOLIO LONG 525 37.56 7/8/25 10:04 37.89 2.14%
Trade id #149962271
Max drawdown($2,464)
Time6/17/25 0:00
Quant open400
Worst price31.40
Drawdown as % of equity-2.14%
$163
Includes Typical Broker Commissions trade costs of $10.50
5/15/25 15:40 IEO ISHARES US OIL & GAS EXPLORATION & PRODUCTION ETF LONG 150 89.01 6/27 12:00 90.31 0.57%
Trade id #151739088
Max drawdown($630)
Time6/5/25 0:00
Quant open150
Worst price84.80
Drawdown as % of equity-0.57%
$193
Includes Typical Broker Commissions trade costs of $3.00
4/24/25 12:00 EEM ISHARES MSCI EMERGING MARKETS LONG 200 43.38 6/2 15:41 45.81 0.05%
Trade id #151516646
Max drawdown($48)
Time4/25/25 0:00
Quant open200
Worst price43.13
Drawdown as % of equity-0.05%
$482
Includes Typical Broker Commissions trade costs of $4.00
9/3/24 9:53 SSO PROSHARES ULTRA S&P 500 LONG 160 85.11 5/27/25 11:53 89.95 3.3%
Trade id #149205288
Max drawdown($2,912)
Time4/7/25 0:00
Quant open120
Worst price60.84
Drawdown as % of equity-3.30%
$770
Includes Typical Broker Commissions trade costs of $3.20
12/17/24 10:41 SOXQ INVESCO PHLX SEMICONDUCTOR ETF LONG 450 38.25 5/21/25 15:06 38.36 4.94%
Trade id #150343676
Max drawdown($4,355)
Time4/7/25 0:00
Quant open350
Worst price26.71
Drawdown as % of equity-4.94%
$41
Includes Typical Broker Commissions trade costs of $9.00
4/11/25 15:50 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 300 34.50 4/16 14:39 35.25 0.05%
Trade id #151377591
Max drawdown($42)
Time4/11/25 15:53
Quant open300
Worst price34.36
Drawdown as % of equity-0.05%
$219
Includes Typical Broker Commissions trade costs of $6.00
11/29/24 10:42 TLT ISHARES 20+ YEAR TREASURY BOND LONG 100 92.11 4/3/25 9:34 92.40 0.56%
Trade id #150209025
Max drawdown($610)
Time1/14/25 0:00
Quant open70
Worst price84.89
Drawdown as % of equity-0.56%
$27
Includes Typical Broker Commissions trade costs of $2.00
2/7/25 12:00 EEM ISHARES MSCI EMERGING MARKETS LONG 250 43.19 4/1 12:00 43.91 0.12%
Trade id #150808702
Max drawdown($125)
Time3/3/25 0:00
Quant open250
Worst price42.68
Drawdown as % of equity-0.12%
$175
Includes Typical Broker Commissions trade costs of $5.00
3/11/25 9:43 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 300 43.99 3/31 12:00 45.35 0.4%
Trade id #151066217
Max drawdown($405)
Time3/11/25 10:42
Quant open300
Worst price42.64
Drawdown as % of equity-0.40%
$402
Includes Typical Broker Commissions trade costs of $6.00
1/2/25 14:49 ARKF ARK FINTECH INNOVATION ETF LONG 200 37.40 2/28 12:00 38.59 0.25%
Trade id #150467523
Max drawdown($275)
Time1/13/25 0:00
Quant open200
Worst price36.02
Drawdown as % of equity-0.25%
$235
Includes Typical Broker Commissions trade costs of $4.00
8/23/24 14:37 ARKK ARK INNOVATION ETF LONG 360 45.98 2/27/25 12:00 49.69 0.78%
Trade id #149024494
Max drawdown($804)
Time9/4/24 0:00
Quant open220
Worst price42.42
Drawdown as % of equity-0.78%
$1,329
Includes Typical Broker Commissions trade costs of $7.20
12/20/24 15:50 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 150 48.90 2/6/25 12:14 51.34 0.25%
Trade id #150379116
Max drawdown($277)
Time1/13/25 0:00
Quant open150
Worst price47.05
Drawdown as % of equity-0.25%
$363
Includes Typical Broker Commissions trade costs of $3.00
10/8/24 12:00 FCG FIRST TRUST NATURAL GAS ETF LONG 300 24.90 1/28/25 12:00 25.77 0.57%
Trade id #149607542
Max drawdown($615)
Time12/20/24 0:00
Quant open300
Worst price22.85
Drawdown as % of equity-0.57%
$255
Includes Typical Broker Commissions trade costs of $6.00
8/22/24 14:19 IGV ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF LONG 115 86.27 1/6/25 15:45 98.38 0.38%
Trade id #149011150
Max drawdown($395)
Time9/6/24 0:00
Quant open115
Worst price82.83
Drawdown as % of equity-0.38%
$1,391
Includes Typical Broker Commissions trade costs of $2.30
8/27/24 14:57 MVV PROSHARES ULTRA MIDCAP400 LONG 150 67.70 12/19 10:34 71.19 1.16%
Trade id #149075966
Max drawdown($1,192)
Time9/11/24 0:00
Quant open150
Worst price59.75
Drawdown as % of equity-1.16%
$520
Includes Typical Broker Commissions trade costs of $3.00
8/28/24 13:19 UWM PROSHARES ULTRA RUSSELL2000 LONG 200 41.80 12/19 10:06 44.21 0.99%
Trade id #149085124
Max drawdown($1,016)
Time9/11/24 0:00
Quant open200
Worst price36.72
Drawdown as % of equity-0.99%
$478
Includes Typical Broker Commissions trade costs of $4.00
11/20/24 12:00 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 150 50.05 12/16 12:00 53.25 0.13%
Trade id #150134379
Max drawdown($139)
Time11/20/24 14:23
Quant open150
Worst price49.12
Drawdown as % of equity-0.13%
$477
Includes Typical Broker Commissions trade costs of $3.00
8/22/24 14:29 SMH VANECK SEMICONDUCTOR ETF LONG 95 240.99 11/22 11:19 242.55 0.88%
Trade id #149011286
Max drawdown($911)
Time9/4/24 0:00
Quant open40
Worst price221.46
Drawdown as % of equity-0.88%
$146
Includes Typical Broker Commissions trade costs of $1.90
9/5/24 15:06 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 400 26.09 11/6 11:56 26.55 0.7%
Trade id #149266685
Max drawdown($715)
Time9/11/24 0:00
Quant open400
Worst price24.30
Drawdown as % of equity-0.70%
$175
Includes Typical Broker Commissions trade costs of $8.00
10/3/24 10:25 YXI PROSHARES SHORT FTSE CHINA 50 LONG 400 12.63 10/8 10:57 12.97 0.27%
Trade id #149569015
Max drawdown($288)
Time10/7/24 0:00
Quant open400
Worst price11.91
Drawdown as % of equity-0.27%
$128
Includes Typical Broker Commissions trade costs of $8.00
8/20/24 17:00: Rescaled downward to 20% of previous Model Account size
8/9/24 13:28 SMH VANECK SEMICONDUCTOR ETF LONG 40 225.72 8/19 11:58 246.00 0.01%
Trade id #148879560
Max drawdown($13)
Time8/9/24 15:54
Quant open8
Worst price224.02
Drawdown as % of equity-0.01%
$810
Includes Typical Broker Commissions trade costs of $0.80
8/29/23 14:36 IGV ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF LONG 60 70.78 8/19/24 11:58 83.10 n/a $738
Includes Typical Broker Commissions trade costs of $1.20
8/5/24 14:26 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 400 22.07 8/19 11:56 32.73 0.2%
Trade id #148834587
Max drawdown($195)
Time8/5/24 15:54
Quant open40
Worst price18.46
Drawdown as % of equity-0.20%
$4,261
Includes Typical Broker Commissions trade costs of $1.50
8/13/24 10:50 ETHE GRAYSCALE ETHEREUM TRUST (ETH) LONG 300 22.52 8/19 11:56 21.91 0.07%
Trade id #148903517
Max drawdown($71)
Time8/15/24 0:00
Quant open60
Worst price21.34
Drawdown as % of equity-0.07%
($184)
Includes Typical Broker Commissions trade costs of $1.00
8/8/24 14:16 ARKG ARK GENOMIC REVOLUTION ETF LONG 300 24.52 8/19 11:50 26.40 0.04%
Trade id #148870175
Max drawdown($42)
Time8/12/24 0:00
Quant open60
Worst price23.82
Drawdown as % of equity-0.04%
$563
Includes Typical Broker Commissions trade costs of $1.00
6/15/23 13:45 IBB ISHARES BIOTECHNOLOGY ETF LONG 70 130.63 8/19/24 11:44 146.70 0.4%
Trade id #144936244
Max drawdown($263)
Time10/31/23 0:00
Quant open14
Worst price111.83
Drawdown as % of equity-0.40%
$1,124
Includes Typical Broker Commissions trade costs of $1.40
7/19/23 10:19 TAN INVESCO SOLAR PORTFOLIO LONG 80 73.72 8/19/24 11:36 41.53 0.6%
Trade id #145260838
Max drawdown($580)
Time8/5/24 0:00
Quant open16
Worst price37.42
Drawdown as % of equity-0.60%
($2,577)
Includes Typical Broker Commissions trade costs of $1.60


Statistics

  • Strategy began
    1/31/2008
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    6419.23
  • Age
    214 months ago
  • What it trades
    Stocks
  • # Trades
    190
  • # Profitable
    160
  • % Profitable
    84.20%
  • Avg trade duration
    151.8 days
  • Max peak-to-valley drawdown
    43.94%
  • drawdown period
    June 18, 2010 - Nov 26, 2011
  • Annual Return (Compounded)
    15.8%
  • Avg win
    $953.58
  • Avg loss
    $1,138
  • Model Account Values (Raw)
  • Cash
    $75,421
  • Margin Used
    $0
  • Buying Power
    $92,109
  • Ratios
  • W:L ratio
    4.63:1
  • Sharpe Ratio
    0.66
  • Sortino Ratio
    0.96
  • Calmar Ratio
    0.136
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    849.50%
  • Correlation to SP500
    0.36510
  • Return Percent SP500 (cumu) during strategy life
    370.86%
  • Return Statistics
  • Ann Return (w trading costs)
    15.8%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.158%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    16.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    50.00%
  • Chance of 20% account loss
    19.00%
  • Chance of 30% account loss
    6.00%
  • Chance of 40% account loss
    3.50%
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    880
  • Popularity (Last 6 weeks)
    986
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    998
  • Popularity (7 days, Percentile 1000 scale)
    965
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $1,139
  • Avg Win
    $1,003
  • Sum Trade PL (losers)
    $34,162.000
  • Age
  • Num Months filled monthly returns table
    212
  • Win / Loss
  • Sum Trade PL (winners)
    $160,437.000
  • # Winners
    160
  • Num Months Winners
    122
  • Dividends
  • Dividends Received in Model Acct
    2751
  • AUM
  • AUM (AutoTrader live capital)
    966489
  • Win / Loss
  • # Losers
    30
  • % Winners
    84.2%
  • Frequency
  • Avg Position Time (mins)
    218567.00
  • Avg Position Time (hrs)
    3642.78
  • Avg Trade Length
    151.8 days
  • Last Trade Ago
    3
  • Leverage
  • Daily leverage (average)
    1.12
  • Daily leverage (max)
    2.67
  • Regression
  • Alpha
    0.03
  • Beta
    0.33
  • Treynor Index
    0.12
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    86.64
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    40.37
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.88
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    0.644
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.380
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.467
  • Hold-and-Hope Ratio
    1.648
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.11102
  • SD
    0.26931
  • Sharpe ratio (Glass type estimate)
    0.41224
  • Sharpe ratio (Hedges UMVUE)
    0.41063
  • df
    192.00000
  • t
    1.65324
  • p
    0.44076
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.07875
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.90216
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.07982
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.90107
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.53211
  • Upside Potential Ratio
    1.58692
  • Upside part of mean
    0.33109
  • Downside part of mean
    -0.22007
  • Upside SD
    0.17219
  • Downside SD
    0.20864
  • N nonnegative terms
    113.00000
  • N negative terms
    80.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    193.00000
  • Mean of predictor
    0.08753
  • Mean of criterion
    0.11102
  • SD of predictor
    0.18935
  • SD of criterion
    0.26931
  • Covariance
    0.01793
  • r
    0.35166
  • b (slope, estimate of beta)
    0.50014
  • a (intercept, estimate of alpha)
    0.06724
  • Mean Square Error
    0.06389
  • DF error
    191.00000
  • t(b)
    5.19158
  • p(b)
    0.28083
  • t(a)
    1.05745
  • p(a)
    0.45148
  • Lowerbound of 95% confidence interval for beta
    0.31012
  • Upperbound of 95% confidence interval for beta
    0.69017
  • Lowerbound of 95% confidence interval for alpha
    -0.05819
  • Upperbound of 95% confidence interval for alpha
    0.19267
  • Treynor index (mean / b)
    0.22198
  • Jensen alpha (a)
    0.06724
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.05948
  • SD
    0.35839
  • Sharpe ratio (Glass type estimate)
    0.16596
  • Sharpe ratio (Hedges UMVUE)
    0.16531
  • df
    192.00000
  • t
    0.66557
  • p
    0.47601
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.32325
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.65475
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.32369
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.65431
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.18646
  • Upside Potential Ratio
    0.99270
  • Upside part of mean
    0.31666
  • Downside part of mean
    -0.25718
  • Upside SD
    0.16223
  • Downside SD
    0.31899
  • N nonnegative terms
    113.00000
  • N negative terms
    80.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    193.00000
  • Mean of predictor
    0.06898
  • Mean of criterion
    0.05948
  • SD of predictor
    0.19200
  • SD of criterion
    0.35839
  • Covariance
    0.01723
  • r
    0.25043
  • b (slope, estimate of beta)
    0.46746
  • a (intercept, estimate of alpha)
    0.02723
  • Mean Square Error
    0.12102
  • DF error
    191.00000
  • t(b)
    3.57494
  • p(b)
    0.34225
  • t(a)
    0.31225
  • p(a)
    0.48562
  • Lowerbound of 95% confidence interval for beta
    0.20954
  • Upperbound of 95% confidence interval for beta
    0.72539
  • Lowerbound of 95% confidence interval for alpha
    -0.14479
  • Upperbound of 95% confidence interval for alpha
    0.19925
  • Treynor index (mean / b)
    0.12724
  • Jensen alpha (a)
    0.02723
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.15229
  • Expected Shortfall on VaR
    0.18757
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03567
  • Expected Shortfall on VaR
    0.08307
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    193.00000
  • Minimum
    0.30900
  • Quartile 1
    0.98251
  • Median
    1.01053
  • Quartile 3
    1.04176
  • Maximum
    1.20141
  • Mean of quarter 1
    0.93490
  • Mean of quarter 2
    0.99897
  • Mean of quarter 3
    1.02508
  • Mean of quarter 4
    1.08896
  • Inter Quartile Range
    0.05924
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.02591
  • Mean of outliers low
    0.74020
  • Number of outliers high
    9.00000
  • Percentage of outliers high
    0.04663
  • Mean of outliers high
    1.16239
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.46410
  • VaR(95%) (moments method)
    0.05820
  • Expected Shortfall (moments method)
    0.12535
  • Extreme Value Index (regression method)
    0.37192
  • VaR(95%) (regression method)
    0.05893
  • Expected Shortfall (regression method)
    0.11317
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    18.00000
  • Minimum
    0.00114
  • Quartile 1
    0.02401
  • Median
    0.05606
  • Quartile 3
    0.15408
  • Maximum
    0.69100
  • Mean of quarter 1
    0.00838
  • Mean of quarter 2
    0.04536
  • Mean of quarter 3
    0.10301
  • Mean of quarter 4
    0.34060
  • Inter Quartile Range
    0.13008
  • 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
    0.05556
  • Mean of outliers high
    0.69100
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.41759
  • VaR(95%) (moments method)
    0.35582
  • Expected Shortfall (moments method)
    0.42326
  • Extreme Value Index (regression method)
    0.20731
  • VaR(95%) (regression method)
    0.49634
  • Expected Shortfall (regression method)
    0.80018
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.19134
  • Compounded annual return (geometric extrapolation)
    0.09132
  • Calmar ratio (compounded annual return / max draw down)
    0.13215
  • Compounded annual return / average of 25% largest draw downs
    0.26810
  • Compounded annual return / Expected Shortfall lognormal
    0.48685
  • 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
    0.15691
  • SD
    0.40319
  • Sharpe ratio (Glass type estimate)
    0.38917
  • Sharpe ratio (Hedges UMVUE)
    0.38910
  • df
    4231.00000
  • t
    1.56410
  • p
    0.05893
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.09858
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.87690
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.09864
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.87684
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.53738
  • Upside Potential Ratio
    4.57657
  • Upside part of mean
    1.33634
  • Downside part of mean
    -1.17942
  • Upside SD
    0.27813
  • Downside SD
    0.29200
  • N nonnegative terms
    2090.00000
  • N negative terms
    2142.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4232.00000
  • Mean of predictor
    0.12842
  • Mean of criterion
    0.15691
  • SD of predictor
    0.34159
  • SD of criterion
    0.40319
  • Covariance
    -0.02770
  • r
    -0.20109
  • b (slope, estimate of beta)
    -0.23736
  • a (intercept, estimate of alpha)
    0.18700
  • Mean Square Error
    0.15603
  • DF error
    4230.00000
  • t(b)
    -13.35140
  • p(b)
    1.00000
  • t(a)
    1.90616
  • p(a)
    0.02835
  • Lowerbound of 95% confidence interval for beta
    -0.27221
  • Upperbound of 95% confidence interval for beta
    -0.20250
  • Lowerbound of 95% confidence interval for alpha
    -0.00534
  • Upperbound of 95% confidence interval for alpha
    0.38013
  • Treynor index (mean / b)
    -0.66108
  • Jensen alpha (a)
    0.18739
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.06235
  • SD
    0.46112
  • Sharpe ratio (Glass type estimate)
    0.13521
  • Sharpe ratio (Hedges UMVUE)
    0.13518
  • df
    4231.00000
  • t
    0.54341
  • p
    0.29344
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.35247
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.62289
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.35249
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.62286
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.16290
  • Upside Potential Ratio
    3.40018
  • Upside part of mean
    1.30140
  • Downside part of mean
    -1.23905
  • Upside SD
    0.25711
  • Downside SD
    0.38275
  • N nonnegative terms
    2090.00000
  • N negative terms
    2142.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4232.00000
  • Mean of predictor
    0.07023
  • Mean of criterion
    0.06235
  • SD of predictor
    0.34209
  • SD of criterion
    0.46112
  • Covariance
    -0.02839
  • r
    -0.17997
  • b (slope, estimate of beta)
    -0.24259
  • a (intercept, estimate of alpha)
    0.07938
  • Mean Square Error
    0.20580
  • DF error
    4230.00000
  • t(b)
    -11.89920
  • p(b)
    1.00000
  • t(a)
    0.70324
  • p(a)
    0.24097
  • Lowerbound of 95% confidence interval for beta
    -0.28256
  • Upperbound of 95% confidence interval for beta
    -0.20262
  • Lowerbound of 95% confidence interval for alpha
    -0.14193
  • Upperbound of 95% confidence interval for alpha
    0.30069
  • Treynor index (mean / b)
    -0.25701
  • Jensen alpha (a)
    0.07938
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04555
  • Expected Shortfall on VaR
    0.05679
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01001
  • Expected Shortfall on VaR
    0.02327
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    4232.00000
  • Minimum
    0.31783
  • Quartile 1
    0.99655
  • Median
    1.00000
  • Quartile 3
    1.00531
  • Maximum
    1.36095
  • Mean of quarter 1
    0.98325
  • Mean of quarter 2
    0.99895
  • Mean of quarter 3
    1.00231
  • Mean of quarter 4
    1.01831
  • Inter Quartile Range
    0.00876
  • Number outliers low
    264.00000
  • Percentage of outliers low
    0.06238
  • Mean of outliers low
    0.95686
  • Number of outliers high
    249.00000
  • Percentage of outliers high
    0.05884
  • Mean of outliers high
    1.04509
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.67406
  • VaR(95%) (moments method)
    0.01462
  • Expected Shortfall (moments method)
    0.04951
  • Extreme Value Index (regression method)
    0.51431
  • VaR(95%) (regression method)
    0.01255
  • Expected Shortfall (regression method)
    0.02968
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    110.00000
  • Minimum
    0.00008
  • Quartile 1
    0.00289
  • Median
    0.00740
  • Quartile 3
    0.02706
  • Maximum
    0.69664
  • Mean of quarter 1
    0.00145
  • Mean of quarter 2
    0.00508
  • Mean of quarter 3
    0.01482
  • Mean of quarter 4
    0.12983
  • Inter Quartile Range
    0.02416
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    16.00000
  • Percentage of outliers high
    0.14546
  • Mean of outliers high
    0.19733
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.73104
  • VaR(95%) (moments method)
    0.12488
  • Expected Shortfall (moments method)
    0.50882
  • Extreme Value Index (regression method)
    0.58198
  • VaR(95%) (regression method)
    0.13525
  • Expected Shortfall (regression method)
    0.38053
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.20410
  • Compounded annual return (geometric extrapolation)
    0.09445
  • Calmar ratio (compounded annual return / max draw down)
    0.13558
  • Compounded annual return / average of 25% largest draw downs
    0.72750
  • Compounded annual return / Expected Shortfall lognormal
    1.66311
  • 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
    0.32793
  • SD
    0.22599
  • Sharpe ratio (Glass type estimate)
    1.45110
  • Sharpe ratio (Hedges UMVUE)
    1.44271
  • df
    130.00000
  • t
    1.02608
  • p
    0.45518
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.32897
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.22573
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.33464
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.22006
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.08372
  • Upside Potential Ratio
    9.12569
  • Upside part of mean
    1.43620
  • Downside part of mean
    -1.10826
  • Upside SD
    0.16225
  • Downside SD
    0.15738
  • N nonnegative terms
    75.00000
  • N negative terms
    56.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.17524
  • Mean of criterion
    0.32793
  • SD of predictor
    0.23758
  • SD of criterion
    0.22599
  • Covariance
    0.03838
  • r
    0.71486
  • b (slope, estimate of beta)
    0.67999
  • a (intercept, estimate of alpha)
    0.20878
  • Mean Square Error
    0.02517
  • DF error
    129.00000
  • t(b)
    11.61100
  • p(b)
    0.08738
  • t(a)
    0.92961
  • p(a)
    0.44813
  • Lowerbound of 95% confidence interval for beta
    0.56412
  • Upperbound of 95% confidence interval for beta
    0.79586
  • Lowerbound of 95% confidence interval for alpha
    -0.23557
  • Upperbound of 95% confidence interval for alpha
    0.65312
  • Treynor index (mean / b)
    0.48226
  • Jensen alpha (a)
    0.20878
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.30226
  • SD
    0.22682
  • Sharpe ratio (Glass type estimate)
    1.33256
  • Sharpe ratio (Hedges UMVUE)
    1.32486
  • df
    130.00000
  • t
    0.94227
  • p
    0.45882
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.44651
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.10656
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.45162
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.10134
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.88483
  • Upside Potential Ratio
    8.87429
  • Upside part of mean
    1.42310
  • Downside part of mean
    -1.12084
  • Upside SD
    0.16028
  • Downside SD
    0.16036
  • N nonnegative terms
    75.00000
  • N negative terms
    56.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.14745
  • Mean of criterion
    0.30226
  • SD of predictor
    0.23582
  • SD of criterion
    0.22682
  • Covariance
    0.03873
  • r
    0.72402
  • b (slope, estimate of beta)
    0.69639
  • a (intercept, estimate of alpha)
    0.19957
  • Mean Square Error
    0.02467
  • DF error
    129.00000
  • t(b)
    11.92160
  • p(b)
    0.08332
  • t(a)
    0.89781
  • p(a)
    0.44988
  • VAR (95 Confidence Intrvl)
    0.04600
  • Lowerbound of 95% confidence interval for beta
    0.58082
  • Upperbound of 95% confidence interval for beta
    0.81197
  • Lowerbound of 95% confidence interval for alpha
    -0.24023
  • Upperbound of 95% confidence interval for alpha
    0.63937
  • Treynor index (mean / b)
    0.43403
  • Jensen alpha (a)
    0.19957
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02166
  • Expected Shortfall on VaR
    0.02736
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00869
  • Expected Shortfall on VaR
    0.01831
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.93685
  • Quartile 1
    0.99545
  • Median
    1.00109
  • Quartile 3
    1.00771
  • Maximum
    1.04557
  • Mean of quarter 1
    0.98492
  • Mean of quarter 2
    0.99864
  • Mean of quarter 3
    1.00421
  • Mean of quarter 4
    1.01776
  • Inter Quartile Range
    0.01226
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04580
  • Mean of outliers low
    0.96623
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.03817
  • Mean of outliers high
    1.03175
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.20002
  • VaR(95%) (moments method)
    0.01328
  • Expected Shortfall (moments method)
    0.02118
  • Extreme Value Index (regression method)
    0.04032
  • VaR(95%) (regression method)
    0.01403
  • Expected Shortfall (regression method)
    0.02028
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00280
  • Quartile 1
    0.00944
  • Median
    0.01930
  • Quartile 3
    0.04113
  • Maximum
    0.19294
  • Mean of quarter 1
    0.00601
  • Mean of quarter 2
    0.01405
  • Mean of quarter 3
    0.02975
  • Mean of quarter 4
    0.11953
  • Inter Quartile Range
    0.03169
  • 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
    0.12500
  • Mean of outliers high
    0.19294
  • 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
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -483179000
  • Max Equity Drawdown (num days)
    526
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.35898
  • Compounded annual return (geometric extrapolation)
    0.39119
  • Calmar ratio (compounded annual return / max draw down)
    2.02750
  • Compounded annual return / average of 25% largest draw downs
    3.27275
  • Compounded annual return / Expected Shortfall lognormal
    14.29970

Strategy Description

ETF Timer is a market-timing trading system in which I utilize my proprietary technical indicators for price, volume, and relative strength. For this system, I trade various single and double leveraged Exchange Traded Products.

Also, ETF Timer may be traded in retirement accounts since it uses no margin.

Prior to October 2015, the only ETFs traded were QID and QLD. However, in order to better diversify its holdings and reduce potential drawdowns, ETF Timer now trades a number of diversified Exchange Traded Products.

I temporarily paused trading ETF Timer on December 31, 2020 during the Pandemic. During that time, I improved my proprietary technical indicators to be more responsive to current market conditions. I restarted trading ETF Timer on August 19, 2022 once the Pandemic was substantially under control.

Unfortunately, while ETF Timer was paused the S&P 500 gained 14.0%, so ETF Timer didn’t participate in that gain. However, since I restarted ETF Timer it’s now back to outperforming the S&P 500.

DISCLAIMER: PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.

Summary Statistics


Strategy began
2008-01-31
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 0.2%
Rank # 
#1
# Trades
190
# Profitable
160
% Profitable
84.2%
Net Dividends
Correlation S&P500
0.365
Sharpe Ratio
0.66
Sortino Ratio
0.96
Beta
0.33
Alpha
0.03
Leverage
1.12 Average
2.67 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.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.