Collective2 Collective2
Featured Strategy TechSignal Followed by live capital $584.7 thousand 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 03/27/2020
Most recent certification approved 3/27/20 9:37 ET
Trades at broker Interactive Brokers (server 2 / Stocks, Option, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 1,240
# trading signals executed in manager's Interactive Brokers (server 2 / Stocks, Option, Futures) account 1,240
Percent signals followed since 03/27/2020 100%
This information was last updated 6/17/25 18:47 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 03/27/2020, 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.

AI TQQQ SQQQ swing
(128265049)

Powered by BrokerTransmit.
Read important disclosures.

Creato da: QuantTiger QuantTiger
Started: 03/2020
Stocks
Last trade: 5 days ago
Trading style: Equity Trend-following Sector: Technology

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $120.00 per month.

C2Star

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

Puoi leggere di più sui requisiti di certificazione C2Star qui.

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

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

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

Sector: Technology

Focuses primarily on stocks of technology companies.

32.6%
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.

(66.6%)
Max Drawdown
597
Num Trades
46.9%
Win Trades
1.1 : 1
Profit Factor
57.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020              +1.7%+11.1%+13.8%+16.2%+16.8%+27.7%(9.5%)+11.9%+33.5%+10.2%+232.2%
2021(1.8%)+9.5%+6.5%+19.1%+10.7%+14.3%(5%)+7.5%(24.1%)+21.4%+6.6%(5.8%)+63.1%
2022(11.7%)(25.4%)+11.9%+15.9%+2.5%(3.7%)+21.3%(4.7%)(12%)(11.2%)(11.4%)+17.7%(20.6%)
2023+12.5%(2.6%)+0.2%(19%)+43.4%+10.7%+17.8%+13.6%(17.5%)(8.6%)+1.4%+17.7%+70.1%
2024(5.1%)+9.3%(10.7%)+4.4%+16.0%+0.4%+2.2%(18.1%)(23.2%)(15.4%)(5.2%)(2.5%)(43.5%)
2025(5.6%)+8.4%(13.1%)+30.4%(8.1%)(0.5%)                                    +6.1%


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 72 hours.

Trading Record

This strategy has placed 1,240 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
6/11/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 206 75.08 6/12 14:00 75.72 0.74%
Trade id #151995798
Max drawdown($115)
Time6/12/25 9:30
Quant open206
Worst price74.52
Drawdown as % of equity-0.74%
 $127
Includes Typical Broker Commissions trade costs of $4.12
6/6/25 15:56 TQQQ PROSHARES ULTRAPRO QQQ LONG 209 74.27 6/11 14:04 74.79 0.68%
Trade id #151948012
Max drawdown($105)
Time6/10/25 0:00
Quant open209
Worst price73.76
Drawdown as % of equity-0.68%
 $105
Includes Typical Broker Commissions trade costs of $4.18
6/5/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 581 23.04 6/6 15:56 22.33 3.5%
Trade id #151936316
Max drawdown($543)
Time6/6/25 14:33
Quant open581
Worst price22.10
Drawdown as % of equity-3.50%
 ($413)
Includes Typical Broker Commissions trade costs of $5.00
5/30/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 219 70.53 6/5 14:17 72.42 2.6%
Trade id #151878400
Max drawdown($401)
Time6/2/25 0:00
Quant open219
Worst price68.69
Drawdown as % of equity-2.60%
 $410
Includes Typical Broker Commissions trade costs of $4.38
5/29/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 224 70.42 5/30 12:28 68.53 3.44%
Trade id #151867774
Max drawdown($542)
Time5/30/25 12:28
Quant open224
Worst price68.00
Drawdown as % of equity-3.44%
 ($428)
Includes Typical Broker Commissions trade costs of $4.48
5/28/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 622 23.68 5/29 14:27 23.89 3.86%
Trade id #151855261
Max drawdown($618)
Time5/29/25 9:30
Quant open622
Worst price22.69
Drawdown as % of equity-3.86%
 $123
Includes Typical Broker Commissions trade costs of $5.00
5/21/25 15:57 TQQQ PROSHARES ULTRAPRO QQQ LONG 224 68.25 5/28 15:58 70.11 4.87%
Trade id #151792411
Max drawdown($759)
Time5/23/25 0:00
Quant open224
Worst price64.86
Drawdown as % of equity-4.87%
 $413
Includes Typical Broker Commissions trade costs of $4.48
5/14/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 226 70.44 5/21 15:09 67.60 4.06%
Trade id #151726570
Max drawdown($648)
Time5/21/25 15:09
Quant open226
Worst price67.57
Drawdown as % of equity-4.06%
 ($646)
Includes Typical Broker Commissions trade costs of $4.52
5/8/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 241 59.14 5/12 9:30 65.73 1.34%
Trade id #151668428
Max drawdown($195)
Time5/9/25 0:00
Quant open241
Worst price58.33
Drawdown as % of equity-1.34%
 $1,583
Includes Typical Broker Commissions trade costs of $4.82
5/7/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 501 29.59 5/8 12:16 27.97 5.48%
Trade id #151652665
Max drawdown($818)
Time5/8/25 12:16
Quant open501
Worst price27.96
Drawdown as % of equity-5.48%
 ($819)
Includes Typical Broker Commissions trade costs of $5.00
5/6/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 263 57.06 5/7 15:58 57.43 3.39%
Trade id #151638929
Max drawdown($520)
Time5/7/25 14:16
Quant open263
Worst price55.09
Drawdown as % of equity-3.39%
 $91
Includes Typical Broker Commissions trade costs of $5.26
4/30/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 500 30.94 5/2 14:36 28.26 8.72%
Trade id #151581379
Max drawdown($1,345)
Time5/2/25 14:36
Quant open500
Worst price28.25
Drawdown as % of equity-8.72%
 ($1,347)
Includes Typical Broker Commissions trade costs of $10.00
4/29/25 15:59 TQQQ PROSHARES ULTRAPRO QQQ LONG 299 54.94 4/30 15:58 55.16 8.83%
Trade id #151565074
Max drawdown($1,380)
Time4/30/25 10:00
Quant open299
Worst price50.32
Drawdown as % of equity-8.83%
 $60
Includes Typical Broker Commissions trade costs of $5.98
4/25/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 298 53.92 4/28 12:11 51.81 3.76%
Trade id #151532937
Max drawdown($636)
Time4/28/25 12:11
Quant open298
Worst price51.78
Drawdown as % of equity-3.76%
 ($634)
Includes Typical Broker Commissions trade costs of $5.96
4/24/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 456 32.67 4/25 13:20 31.70 2.59%
Trade id #151519399
Max drawdown($457)
Time4/25/25 13:20
Quant open456
Worst price31.67
Drawdown as % of equity-2.59%
 ($451)
Includes Typical Broker Commissions trade costs of $9.12
4/21/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 356 42.04 4/23 15:03 48.40 n/a $2,257
Includes Typical Broker Commissions trade costs of $7.12
4/16/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 347 45.30 4/21 11:48 40.91 9.61%
Trade id #151431409
Max drawdown($1,521)
Time4/21/25 11:48
Quant open347
Worst price40.91
Drawdown as % of equity-9.61%
 ($1,528)
Includes Typical Broker Commissions trade costs of $6.94
4/14/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 783 35.55 4/15 15:58 35.28 3.13%
Trade id #151400441
Max drawdown($543)
Time4/15/25 10:13
Quant open440
Worst price34.32
Drawdown as % of equity-3.13%
 ($226)
Includes Typical Broker Commissions trade costs of $10.33
4/10/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 355 46.43 4/11 15:58 48.73 4%
Trade id #151361542
Max drawdown($640)
Time4/11/25 10:30
Quant open355
Worst price44.62
Drawdown as % of equity-4.00%
 $812
Includes Typical Broker Commissions trade costs of $7.10
4/8/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 349 38.69 4/9 13:27 48.62 n/a $3,456
Includes Typical Broker Commissions trade costs of $6.98
4/4/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 307 41.18 4/8 10:18 46.72 12.7%
Trade id #151290121
Max drawdown($1,449)
Time4/7/25 0:00
Quant open307
Worst price36.46
Drawdown as % of equity-12.70%
 $1,694
Includes Typical Broker Commissions trade costs of $6.14
4/3/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 273 50.38 4/4 10:33 43.95 15.41%
Trade id #151275963
Max drawdown($1,772)
Time4/4/25 10:33
Quant open273
Worst price43.88
Drawdown as % of equity-15.41%
 ($1,760)
Includes Typical Broker Commissions trade costs of $5.46
3/31/25 15:56 TQQQ PROSHARES ULTRAPRO QQQ LONG 242 57.43 4/1 11:16 58.51 3.39%
Trade id #151238325
Max drawdown($437)
Time4/1/25 10:21
Quant open242
Worst price55.62
Drawdown as % of equity-3.39%
 $257
Includes Typical Broker Commissions trade costs of $4.84
3/28/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 331 38.28 3/31 9:30 39.96 n/a $548
Includes Typical Broker Commissions trade costs of $6.62
3/24/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 211 66.35 3/26 15:58 63.49 6.11%
Trade id #151176354
Max drawdown($758)
Time3/26/25 15:07
Quant open211
Worst price62.76
Drawdown as % of equity-6.11%
 ($608)
Includes Typical Broker Commissions trade costs of $4.22
3/21/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 405 36.49 3/24 15:58 34.01 8%
Trade id #151159252
Max drawdown($1,053)
Time3/24/25 15:54
Quant open405
Worst price33.89
Drawdown as % of equity-8.00%
 ($1,015)
Includes Typical Broker Commissions trade costs of $8.10
3/19/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 235 62.16 3/20 10:03 62.66 2.99%
Trade id #151138875
Max drawdown($419)
Time3/20/25 9:30
Quant open235
Worst price60.37
Drawdown as % of equity-2.99%
 $114
Includes Typical Broker Commissions trade costs of $4.70
3/18/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 413 37.86 3/19 15:07 35.55 6.57%
Trade id #151128754
Max drawdown($957)
Time3/19/25 15:07
Quant open413
Worst price35.54
Drawdown as % of equity-6.57%
 ($963)
Includes Typical Broker Commissions trade costs of $8.26
3/14/25 15:58 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 441 36.60 3/17 14:27 35.56 3.09%
Trade id #151105270
Max drawdown($475)
Time3/17/25 14:27
Quant open441
Worst price35.52
Drawdown as % of equity-3.09%
 ($467)
Includes Typical Broker Commissions trade costs of $8.82
3/13/25 15:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 282 57.58 3/14 9:30 59.90 n/a $649
Includes Typical Broker Commissions trade costs of $5.64

Successivo

Statistics

  • Strategy began
    3/26/2020
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    1909.33
  • Age
    64 months ago
  • What it trades
    Stocks
  • # Trades
    597
  • # Profitable
    280
  • % Profitable
    46.90%
  • Avg trade duration
    3.1 days
  • Max peak-to-valley drawdown
    66.55%
  • drawdown period
    July 10, 2024 - April 07, 2025
  • Annual Return (Compounded)
    32.6%
  • Avg win
    $653.02
  • Avg loss
    $527.90
  • Model Account Values (Raw)
  • Cash
    $22,315
  • Margin Used
    $0
  • Buying Power
    $22,315
  • Ratios
  • W:L ratio
    1.10:1
  • Sharpe Ratio
    0.67
  • Sortino Ratio
    1.01
  • Calmar Ratio
    0.849
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    211.49%
  • Correlation to SP500
    0.24000
  • Return Percent SP500 (cumu) during strategy life
    128.23%
  • Return Statistics
  • Ann Return (w trading costs)
    32.6%
  • Slump
  • Current Slump as Pcnt Equity
    109.50%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.18%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.326%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    42.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    65.50%
  • Chance of 20% account loss
    42.50%
  • Chance of 30% account loss
    22.50%
  • Chance of 40% account loss
    9.50%
  • Chance of 60% account loss (Monte Carlo)
    1.50%
  • Chance of 70% account loss (Monte Carlo)
    0.50%
  • 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
    3.50%
  • Popularity
  • Popularity (Today)
    636
  • Popularity (Last 6 weeks)
    929
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    465
  • Popularity (7 days, Percentile 1000 scale)
    696
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $528
  • Avg Win
    $653
  • Sum Trade PL (losers)
    $167,343.000
  • Age
  • Num Months filled monthly returns table
    64
  • Win / Loss
  • Sum Trade PL (winners)
    $182,846.000
  • # Winners
    280
  • Num Months Winners
    37
  • Dividends
  • Dividends Received in Model Acct
    1589
  • AUM
  • AUM (AutoTrader live capital)
    772638
  • Win / Loss
  • # Losers
    317
  • % Winners
    46.9%
  • Frequency
  • Avg Position Time (mins)
    4510.77
  • Avg Position Time (hrs)
    75.18
  • Avg Trade Length
    3.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.59
  • Daily leverage (max)
    5.70
  • Regression
  • Alpha
    0.08
  • Beta
    0.62
  • Treynor Index
    0.17
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.04
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    -2.208
  • 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
    0.03
  • Avg(MAE) / Avg(PL) - Winning trades
    0.290
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.696
  • Hold-and-Hope Ratio
    -0.453
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45897
  • SD
    0.50182
  • Sharpe ratio (Glass type estimate)
    0.91462
  • Sharpe ratio (Hedges UMVUE)
    0.90333
  • df
    61.00000
  • t
    2.07897
  • p
    0.02092
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.03366
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.78837
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.02629
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.78037
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.66947
  • Upside Potential Ratio
    3.51876
  • Upside part of mean
    0.96738
  • Downside part of mean
    -0.50841
  • Upside SD
    0.43558
  • Downside SD
    0.27492
  • N nonnegative terms
    35.00000
  • N negative terms
    27.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    62.00000
  • Mean of predictor
    0.14558
  • Mean of criterion
    0.45897
  • SD of predictor
    0.15490
  • SD of criterion
    0.50182
  • Covariance
    0.03473
  • r
    0.44677
  • b (slope, estimate of beta)
    1.44737
  • a (intercept, estimate of alpha)
    0.24826
  • Mean Square Error
    0.20491
  • DF error
    60.00000
  • t(b)
    3.86824
  • p(b)
    0.00014
  • t(a)
    1.20242
  • p(a)
    0.11696
  • Lowerbound of 95% confidence interval for beta
    0.69892
  • Upperbound of 95% confidence interval for beta
    2.19581
  • Lowerbound of 95% confidence interval for alpha
    -0.16473
  • Upperbound of 95% confidence interval for alpha
    0.66125
  • Treynor index (mean / b)
    0.31711
  • Jensen alpha (a)
    0.24826
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.33261
  • SD
    0.49030
  • Sharpe ratio (Glass type estimate)
    0.67838
  • Sharpe ratio (Hedges UMVUE)
    0.67000
  • df
    61.00000
  • t
    1.54197
  • p
    0.06413
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.19493
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.54625
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.20042
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.54043
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.09771
  • Upside Potential Ratio
    2.91342
  • Upside part of mean
    0.88277
  • Downside part of mean
    -0.55016
  • Upside SD
    0.39234
  • Downside SD
    0.30300
  • N nonnegative terms
    35.00000
  • N negative terms
    27.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    62.00000
  • Mean of predictor
    0.13279
  • Mean of criterion
    0.33261
  • SD of predictor
    0.15389
  • SD of criterion
    0.49030
  • Covariance
    0.03431
  • r
    0.45472
  • b (slope, estimate of beta)
    1.44875
  • a (intercept, estimate of alpha)
    0.14023
  • Mean Square Error
    0.19387
  • DF error
    60.00000
  • t(b)
    3.95480
  • p(b)
    0.00010
  • t(a)
    0.70215
  • p(a)
    0.24265
  • Lowerbound of 95% confidence interval for beta
    0.71599
  • Upperbound of 95% confidence interval for beta
    2.18151
  • Lowerbound of 95% confidence interval for alpha
    -0.25927
  • Upperbound of 95% confidence interval for alpha
    0.53974
  • Treynor index (mean / b)
    0.22958
  • Jensen alpha (a)
    0.14023
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.18543
  • Expected Shortfall on VaR
    0.23117
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.09037
  • Expected Shortfall on VaR
    0.17159
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    62.00000
  • Minimum
    0.74003
  • Quartile 1
    0.93450
  • Median
    1.03950
  • Quartile 3
    1.15637
  • Maximum
    1.32549
  • Mean of quarter 1
    0.85828
  • Mean of quarter 2
    0.98678
  • Mean of quarter 3
    1.08975
  • Mean of quarter 4
    1.22721
  • Inter Quartile Range
    0.22187
  • 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)
    -0.53624
  • VaR(95%) (moments method)
    0.14738
  • Expected Shortfall (moments method)
    0.16755
  • Extreme Value Index (regression method)
    -0.52029
  • VaR(95%) (regression method)
    0.16741
  • Expected Shortfall (regression method)
    0.19234
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    7.00000
  • Minimum
    0.02397
  • Quartile 1
    0.06663
  • Median
    0.27857
  • Quartile 3
    0.38346
  • Maximum
    0.42787
  • Mean of quarter 1
    0.03712
  • Mean of quarter 2
    0.18078
  • Mean of quarter 3
    0.37182
  • Mean of quarter 4
    0.41148
  • Inter Quartile Range
    0.31683
  • 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)
    1.05307
  • Compounded annual return (geometric extrapolation)
    0.43407
  • Calmar ratio (compounded annual return / max draw down)
    1.01449
  • Compounded annual return / average of 25% largest draw downs
    1.05488
  • Compounded annual return / Expected Shortfall lognormal
    1.87770
  • 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
    0.42236
  • SD
    0.42366
  • Sharpe ratio (Glass type estimate)
    0.99692
  • Sharpe ratio (Hedges UMVUE)
    0.99637
  • df
    1354.00000
  • t
    2.26716
  • p
    0.46925
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.13410
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.85942
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.13371
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.85903
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.51779
  • Upside Potential Ratio
    9.72565
  • Upside part of mean
    2.70638
  • Downside part of mean
    -2.28402
  • Upside SD
    0.32032
  • Downside SD
    0.27827
  • N nonnegative terms
    692.00000
  • N negative terms
    663.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1355.00000
  • Mean of predictor
    0.14833
  • Mean of criterion
    0.42236
  • SD of predictor
    0.18603
  • SD of criterion
    0.42366
  • Covariance
    0.01871
  • r
    0.23736
  • b (slope, estimate of beta)
    0.54057
  • a (intercept, estimate of alpha)
    0.34200
  • Mean Square Error
    0.16950
  • DF error
    1353.00000
  • t(b)
    8.98768
  • p(b)
    0.35032
  • t(a)
    1.88780
  • p(a)
    0.46738
  • Lowerbound of 95% confidence interval for beta
    0.42258
  • Upperbound of 95% confidence interval for beta
    0.65856
  • Lowerbound of 95% confidence interval for alpha
    -0.01340
  • Upperbound of 95% confidence interval for alpha
    0.69776
  • Treynor index (mean / b)
    0.78133
  • Jensen alpha (a)
    0.34218
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.33272
  • SD
    0.42261
  • Sharpe ratio (Glass type estimate)
    0.78731
  • Sharpe ratio (Hedges UMVUE)
    0.78687
  • df
    1354.00000
  • t
    1.79046
  • p
    0.47570
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.07518
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.64953
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.07548
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.64923
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.16447
  • Upside Potential Ratio
    9.29764
  • Upside part of mean
    2.65660
  • Downside part of mean
    -2.32388
  • Upside SD
    0.31184
  • Downside SD
    0.28573
  • N nonnegative terms
    692.00000
  • N negative terms
    663.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1355.00000
  • Mean of predictor
    0.13101
  • Mean of criterion
    0.33272
  • SD of predictor
    0.18590
  • SD of criterion
    0.42261
  • Covariance
    0.01862
  • r
    0.23697
  • b (slope, estimate of beta)
    0.53871
  • a (intercept, estimate of alpha)
    0.26215
  • Mean Square Error
    0.16869
  • DF error
    1353.00000
  • t(b)
    8.97220
  • p(b)
    0.35056
  • t(a)
    1.45013
  • p(a)
    0.47493
  • Lowerbound of 95% confidence interval for beta
    0.42093
  • Upperbound of 95% confidence interval for beta
    0.65650
  • Lowerbound of 95% confidence interval for alpha
    -0.09248
  • Upperbound of 95% confidence interval for alpha
    0.61678
  • Treynor index (mean / b)
    0.61763
  • Jensen alpha (a)
    0.26215
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04082
  • Expected Shortfall on VaR
    0.05118
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01988
  • Expected Shortfall on VaR
    0.03826
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1355.00000
  • Minimum
    0.86940
  • Quartile 1
    0.98760
  • Median
    1.00054
  • Quartile 3
    1.01515
  • Maximum
    1.13776
  • Mean of quarter 1
    0.97084
  • Mean of quarter 2
    0.99454
  • Mean of quarter 3
    1.00741
  • Mean of quarter 4
    1.03410
  • Inter Quartile Range
    0.02755
  • Number outliers low
    25.00000
  • Percentage of outliers low
    0.01845
  • Mean of outliers low
    0.92630
  • Number of outliers high
    36.00000
  • Percentage of outliers high
    0.02657
  • Mean of outliers high
    1.07398
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.02390
  • VaR(95%) (moments method)
    0.02732
  • Expected Shortfall (moments method)
    0.03701
  • Extreme Value Index (regression method)
    0.03152
  • VaR(95%) (regression method)
    0.02691
  • Expected Shortfall (regression method)
    0.03646
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    63.00000
  • Minimum
    0.00069
  • Quartile 1
    0.00651
  • Median
    0.03947
  • Quartile 3
    0.08981
  • Maximum
    0.51176
  • Mean of quarter 1
    0.00316
  • Mean of quarter 2
    0.02220
  • Mean of quarter 3
    0.06713
  • Mean of quarter 4
    0.20681
  • Inter Quartile Range
    0.08330
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.07937
  • Mean of outliers high
    0.38904
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.45803
  • VaR(95%) (moments method)
    0.23296
  • Expected Shortfall (moments method)
    0.46711
  • Extreme Value Index (regression method)
    0.46976
  • VaR(95%) (regression method)
    0.18823
  • Expected Shortfall (regression method)
    0.34984
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.05507
  • Compounded annual return (geometric extrapolation)
    0.43423
  • Calmar ratio (compounded annual return / max draw down)
    0.84852
  • Compounded annual return / average of 25% largest draw downs
    2.09962
  • Compounded annual return / Expected Shortfall lognormal
    8.48413
  • 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
    0.22232
  • SD
    0.40925
  • Sharpe ratio (Glass type estimate)
    0.54322
  • Sharpe ratio (Hedges UMVUE)
    0.54008
  • df
    130.00000
  • t
    0.38412
  • p
    0.48317
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.23034
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.31485
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.23250
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.31267
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.88789
  • Upside Potential Ratio
    9.23082
  • Upside part of mean
    2.31126
  • Downside part of mean
    -2.08895
  • Upside SD
    0.32203
  • Downside SD
    0.25039
  • N nonnegative terms
    57.00000
  • N negative terms
    74.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02096
  • Mean of criterion
    0.22232
  • SD of predictor
    0.24590
  • SD of criterion
    0.40925
  • Covariance
    0.02951
  • r
    0.29323
  • b (slope, estimate of beta)
    0.48803
  • a (intercept, estimate of alpha)
    0.23255
  • Mean Square Error
    0.15427
  • DF error
    129.00000
  • t(b)
    3.48360
  • p(b)
    0.31603
  • t(a)
    0.41864
  • p(a)
    0.47656
  • Lowerbound of 95% confidence interval for beta
    0.21085
  • Upperbound of 95% confidence interval for beta
    0.76520
  • Lowerbound of 95% confidence interval for alpha
    -0.86648
  • Upperbound of 95% confidence interval for alpha
    1.33157
  • Treynor index (mean / b)
    0.45554
  • Jensen alpha (a)
    0.23255
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.14044
  • SD
    0.40457
  • Sharpe ratio (Glass type estimate)
    0.34714
  • Sharpe ratio (Hedges UMVUE)
    0.34513
  • df
    130.00000
  • t
    0.24546
  • p
    0.48924
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.42560
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.11866
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.42699
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.11725
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.54833
  • Upside Potential Ratio
    8.82965
  • Upside part of mean
    2.26147
  • Downside part of mean
    -2.12103
  • Upside SD
    0.31129
  • Downside SD
    0.25612
  • N nonnegative terms
    57.00000
  • N negative terms
    74.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.05069
  • Mean of criterion
    0.14044
  • SD of predictor
    0.24427
  • SD of criterion
    0.40457
  • Covariance
    0.02944
  • r
    0.29795
  • b (slope, estimate of beta)
    0.49348
  • a (intercept, estimate of alpha)
    0.16545
  • Mean Square Error
    0.15030
  • DF error
    129.00000
  • t(b)
    3.54509
  • p(b)
    0.31316
  • t(a)
    0.30174
  • p(a)
    0.48309
  • VAR (95 Confidence Intrvl)
    0.04100
  • Lowerbound of 95% confidence interval for beta
    0.21807
  • Upperbound of 95% confidence interval for beta
    0.76889
  • Lowerbound of 95% confidence interval for alpha
    -0.91941
  • Upperbound of 95% confidence interval for alpha
    1.25031
  • Treynor index (mean / b)
    0.28459
  • Jensen alpha (a)
    0.16545
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03976
  • Expected Shortfall on VaR
    0.04970
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01987
  • Expected Shortfall on VaR
    0.03715
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.92454
  • Quartile 1
    0.98874
  • Median
    0.99920
  • Quartile 3
    1.01046
  • Maximum
    1.12370
  • Mean of quarter 1
    0.97386
  • Mean of quarter 2
    0.99480
  • Mean of quarter 3
    1.00335
  • Mean of quarter 4
    1.03187
  • Inter Quartile Range
    0.02172
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.02290
  • Mean of outliers low
    0.93613
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.03053
  • Mean of outliers high
    1.08485
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.03941
  • VaR(95%) (moments method)
    0.02500
  • Expected Shortfall (moments method)
    0.03413
  • Extreme Value Index (regression method)
    -0.02482
  • VaR(95%) (regression method)
    0.02211
  • Expected Shortfall (regression method)
    0.02840
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.05634
  • Quartile 1
    0.09383
  • Median
    0.13132
  • Quartile 3
    0.16171
  • Maximum
    0.19210
  • Mean of quarter 1
    0.05634
  • Mean of quarter 2
    0.13132
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.19210
  • Inter Quartile Range
    0.06788
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    0.75%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -414371000
  • Max Equity Drawdown (num days)
    271
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.17564
  • Compounded annual return (geometric extrapolation)
    0.18335
  • Calmar ratio (compounded annual return / max draw down)
    0.95446
  • Compounded annual return / average of 25% largest draw downs
    0.95446
  • Compounded annual return / Expected Shortfall lognormal
    3.68910

Strategy Description

Investment Strategy Overview

This trading strategy is centered around the 3x Long NASDAQ ETF, TQQQ, with the capability to take short positions through SQQQ. This strategy is underpinned by the sophisticated application of machine learning (Artificial Intelligence) techniques and swing/day trading.


Leveraged ETFs and Risk Mitigation

It is imperative to recognize that leveraged ETFs offer the potential for substantial returns but simultaneously carry a heightened degree of risk, attributable to their 3x leverage. Our approach seeks to mitigate this risk by adopting a dynamic stance that involves holding the long ETF during favorable market conditions while holding the inverse ETF during market downturns. This decision-making process is driven by our machine learning algorithms, ensuring a data-driven and disciplined approach.


Risk Management and Capital Allocation

Incorporated into our strategy is a meticulous approach to risk management, wherein position sizing is a pivotal component. It is essential for participants to exercise prudent judgment when scaling their positions to align with their risk tolerance.


Account Requirements and Geographic Considerations

Participants in our strategy should be aware that a margin account is required. We do not employ martingale strategies or margin utilization. In the case of an Individual Retirement Account (IRA), IRA margin is mandatory. Additionally, it's important to note that the ETFs we utilize are not available through Interactive Brokers in Europe.


Account Size and Automation

we recommend a minimum account size of $30,000 to avoid Pattern Day Trader violations. Additionally, we highly recommend using Collective2's autotrading to ensure timely execution and adherence to our algorithmic approach. We emphasize that this strategy should only be implemented with funds designated as risk capital, capital that one is prepared to lose entirely if necessary. Our system is entirely algorithmic, devoid of discretionary decision-making.
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2020-03-26
Suggested Minimum Capital
$15,000
# Trades
597
# Profitable
280
% Profitable
46.9%
Net Dividends
$1,588
Correlation S&P500
0.240
Sharpe Ratio
0.67
Sortino Ratio
1.01
Beta
0.62
Alpha
0.08
Leverage
2.59 Average
5.70 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

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

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Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

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

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

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

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

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

Il trading è rischioso

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

Va bene, capito.

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