Collective2 Collective2
Featured Strategy TechSignal Followed by live capital $584.7 thousand Hypothetical

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Lista osservati Lista osservati

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 09/12/2024
Most recent certification approved 9/12/24 10:28 ET
Trades at broker C2 Gateway
Scaling percentage used 200%
# trading signals issued by system since certification 175
# trading signals executed in manager's C2 Gateway account 175
Percent signals followed since 09/12/2024 100%
This information was last updated 6/17/25 9:36 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 09/12/2024, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:



Riguardo ai risultati che vedi su questo sito Web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

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

Uno dei limiti dei risultati delle performance ipotetiche è che sono generalmente preparati con il beneficio del senno di poi. Inoltre, il trading ipotetico non comporta rischio finanziario e nessun record di trading ipotetico può tener conto completamente dell'impatto del rischio finanziario nel trading effettivo. Ad esempio, la capacità di sopportare perdite o di attenersi a un particolare programma di trading nonostante le perdite di trading sono punti rilevanti che possono influire negativamente anche sui risultati effettivi del trading. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading che non possono essere pienamente considerati nella preparazione dei risultati delle performance ipotetiche e tutti i quali possono influire negativamente sui risultati effettivi del trading.

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

NQ Quickie
(132670393)

Creato da: Systematic_Trader Systematic_Trader
Started: 12/2020
Futures
Last trade: Today

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 $249.00 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.


53.4%
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.

(32.1%)
Max Drawdown
300
Num Trades
35.7%
Win Trades
1.4 : 1
Profit Factor
63.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                                             +4.4%+4.4%
2021+35.7%+11.1%+17.2%+7.8%+4.5%+3.7%+1.0%+17.1%(3.9%)+4.6%(12.2%)+46.4%+215.8%
2022(2.7%)+3.4%+0.5%+5.5%+1.7%+1.1%+18.3%(2.6%)(12.8%)(13.5%)+21.5%+13.0%+30.7%
2023(4.1%)+0.6%+2.9%+6.4%+23.4%(4.7%)(7.7%)+14.9%  -  (7.6%)(9.5%)+10.9%+22.2%
2024(5%)+8.8%+21.1%+0.3%+4.6%+17.8%(0.5%)(12.1%)(3.6%)(8.7%)+4.5%+6.9%+33.1%
2025+3.3%+0.6%(2.9%)+11.4%(3.6%)(8.3%)                                    (0.6%)


Dettagli Account Modello

Una strategia di trading su Collective2. Seguila nel tuo account di brokeraggio o utilizza un account di trading simulato gratuito.

Gli utenti avanzati potrebbero voler utilizzare queste informazioni per regolare il loro AutoTrade scaling o semplicemente per comprendere le grandezze del grafico vicino.

Trading Record

This strategy has placed 672 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
6/16/25 9:50 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 2 21906.58 6/17 9:35 21894.73 3.75%
Trade id #152064333
Max drawdown($2,701)
Time6/17/25 6:40
Quant open1
Worst price21771.50
Drawdown as % of equity-3.75%
 ($490)
Includes Typical Broker Commissions trade costs of $16.00
6/11/25 10:20 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 22016.43 6/11 12:10 21964.55 2%
Trade id #151991580
Max drawdown($1,498)
Time6/11/25 12:10
Quant open1
Worst price21941.50
Drawdown as % of equity-2.00%
 ($1,046)
Includes Typical Broker Commissions trade costs of $8.00
6/9/25 12:55 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21878.31 6/9 13:00 21870.59 0.43%
Trade id #151962097
Max drawdown($326)
Time6/9/25 13:00
Quant open1
Worst price21862.00
Drawdown as % of equity-0.43%
 ($163)
Includes Typical Broker Commissions trade costs of $8.00
6/6/25 9:50 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21860.18 6/6 10:30 21779.26 2.56%
Trade id #151943192
Max drawdown($1,948)
Time6/6/25 10:29
Quant open1
Worst price21762.80
Drawdown as % of equity-2.56%
 ($1,626)
Includes Typical Broker Commissions trade costs of $8.00
6/5/25 10:55 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21836.94 6/5 12:45 21768.46 1.85%
Trade id #151932205
Max drawdown($1,453)
Time6/5/25 12:45
Quant open1
Worst price21764.20
Drawdown as % of equity-1.85%
 ($1,378)
Includes Typical Broker Commissions trade costs of $8.00
6/3/25 12:35 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21732.95 6/3 14:10 21649.51 2.43%
Trade id #151907996
Max drawdown($1,944)
Time6/3/25 14:10
Quant open1
Worst price21635.80
Drawdown as % of equity-2.43%
 ($1,677)
Includes Typical Broker Commissions trade costs of $8.00
5/27/25 10:05 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21339.01 5/28 9:50 21474.28 0.16%
Trade id #151840064
Max drawdown($120)
Time5/27/25 10:08
Quant open1
Worst price21333.00
Drawdown as % of equity-0.16%
 $2,697
Includes Typical Broker Commissions trade costs of $8.00
5/26/25 12:10 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21284.63 5/26 12:54 21276.63 0.42%
Trade id #151831985
Max drawdown($327)
Time5/26/25 12:31
Quant open1
Worst price21268.20
Drawdown as % of equity-0.42%
 ($168)
Includes Typical Broker Commissions trade costs of $8.00
5/13/25 11:20 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21266.91 5/13 16:00 21258.31 0.44%
Trade id #151708784
Max drawdown($348)
Time5/13/25 16:00
Quant open1
Worst price21249.50
Drawdown as % of equity-0.44%
 ($180)
Includes Typical Broker Commissions trade costs of $8.00
5/12/25 13:10 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 20926.13 5/12 15:30 20877.58 1.3%
Trade id #151697097
Max drawdown($1,027)
Time5/12/25 15:27
Quant open1
Worst price20874.80
Drawdown as % of equity-1.30%
 ($979)
Includes Typical Broker Commissions trade costs of $8.00
5/12/25 9:55 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 20800.74 5/12 10:30 20709.17 2.35%
Trade id #151693651
Max drawdown($1,889)
Time5/12/25 10:30
Quant open1
Worst price20706.20
Drawdown as % of equity-2.35%
 ($1,839)
Includes Typical Broker Commissions trade costs of $8.00
5/8/25 11:30 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 2 20236.06 5/9 9:35 20233.79 3.99%
Trade id #151663072
Max drawdown($3,106)
Time5/8/25 20:36
Quant open1
Worst price20080.80
Drawdown as % of equity-3.99%
 ($107)
Includes Typical Broker Commissions trade costs of $16.00
5/2/25 10:10 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 2 20140.96 5/5 9:35 20115.97 4.39%
Trade id #151603227
Max drawdown($3,499)
Time5/5/25 7:57
Quant open1
Worst price19966.00
Drawdown as % of equity-4.39%
 ($1,016)
Includes Typical Broker Commissions trade costs of $16.00
5/1/25 10:50 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 20046.68 5/1 11:55 19990.43 2.06%
Trade id #151590416
Max drawdown($1,713)
Time5/1/25 11:55
Quant open1
Worst price19961.00
Drawdown as % of equity-2.06%
 ($1,133)
Includes Typical Broker Commissions trade costs of $8.00
4/24/25 11:15 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 19204.01 4/24 16:00 19328.55 2.05%
Trade id #151515358
Max drawdown($1,625)
Time4/24/25 11:32
Quant open1
Worst price19122.80
Drawdown as % of equity-2.05%
 $2,483
Includes Typical Broker Commissions trade costs of $8.00
4/23/25 9:35 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 18979.32 4/23 11:30 18914.59 2.33%
Trade id #151497995
Max drawdown($1,966)
Time4/23/25 11:29
Quant open1
Worst price18881.00
Drawdown as % of equity-2.33%
 ($1,303)
Includes Typical Broker Commissions trade costs of $8.00
4/22/25 11:05 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 18364.68 4/22 11:45 18288.87 1.88%
Trade id #151485147
Max drawdown($1,548)
Time4/22/25 11:44
Quant open1
Worst price18287.20
Drawdown as % of equity-1.88%
 ($1,524)
Includes Typical Broker Commissions trade costs of $8.00
4/9/25 13:25 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 18519.49 4/9 20:35 19198.77 4.48%
Trade id #151340427
Max drawdown($3,129)
Time4/9/25 13:29
Quant open1
Worst price18363.00
Drawdown as % of equity-4.48%
 $13,578
Includes Typical Broker Commissions trade costs of $8.00
4/2/25 12:15 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 2 19785.69 4/2 14:20 19714.41 3.56%
Trade id #151260544
Max drawdown($2,538)
Time4/2/25 14:19
Quant open1
Worst price19658.80
Drawdown as % of equity-3.56%
 ($2,867)
Includes Typical Broker Commissions trade costs of $16.00
4/1/25 12:20 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 19627.73 4/1 12:30 19547.54 2.71%
Trade id #151248795
Max drawdown($2,014)
Time4/1/25 12:30
Quant open1
Worst price19527.00
Drawdown as % of equity-2.71%
 ($1,612)
Includes Typical Broker Commissions trade costs of $8.00
3/24/25 9:35 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 2 20274.02 3/25 9:35 20384.49 1.55%
Trade id #151171157
Max drawdown($1,080)
Time3/24/25 9:44
Quant open2
Worst price20247.00
Drawdown as % of equity-1.55%
 $4,403
Includes Typical Broker Commissions trade costs of $16.00
3/19/25 15:05 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19864.86 3/19 15:30 19763.30 3.7%
Trade id #151138093
Max drawdown($2,637)
Time3/19/25 15:29
Quant open1
Worst price19733.00
Drawdown as % of equity-3.70%
 ($2,039)
Includes Typical Broker Commissions trade costs of $8.00
3/19/25 11:55 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19723.48 3/19 12:50 19664.90 1.74%
Trade id #151136085
Max drawdown($1,249)
Time3/19/25 12:49
Quant open1
Worst price19661.00
Drawdown as % of equity-1.74%
 ($1,180)
Includes Typical Broker Commissions trade costs of $8.00
3/17/25 9:35 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19797.22 3/17 10:35 19718.38 2.84%
Trade id #151114281
Max drawdown($2,124)
Time3/17/25 10:30
Quant open1
Worst price19691.00
Drawdown as % of equity-2.84%
 ($1,585)
Includes Typical Broker Commissions trade costs of $8.00
3/14/25 12:55 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19693.57 3/14 13:30 19653.87 1.36%
Trade id #151103739
Max drawdown($1,026)
Time3/14/25 13:27
Quant open1
Worst price19642.20
Drawdown as % of equity-1.36%
 ($802)
Includes Typical Broker Commissions trade costs of $8.00
3/12/25 9:35 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19751.57 3/12 9:45 19716.49 2.22%
Trade id #151077869
Max drawdown($1,701)
Time3/12/25 9:44
Quant open1
Worst price19666.50
Drawdown as % of equity-2.22%
 ($710)
Includes Typical Broker Commissions trade costs of $8.00
2/26/25 10:20 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 21356.46 2/26 10:30 21301.67 2.2%
Trade id #150957862
Max drawdown($1,709)
Time2/26/25 10:29
Quant open1
Worst price21271.00
Drawdown as % of equity-2.20%
 ($1,104)
Includes Typical Broker Commissions trade costs of $8.00
2/13/25 10:20 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 21981.62 2/13 12:30 21954.40 1.01%
Trade id #150859060
Max drawdown($792)
Time2/13/25 11:57
Quant open1
Worst price21942.00
Drawdown as % of equity-1.01%
 ($552)
Includes Typical Broker Commissions trade costs of $8.00
2/10/25 9:40 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 21769.06 2/10 16:00 21837.96 0.45%
Trade id #150822269
Max drawdown($346)
Time2/10/25 9:51
Quant open1
Worst price21751.80
Drawdown as % of equity-0.45%
 $1,370
Includes Typical Broker Commissions trade costs of $8.00
2/5/25 12:00 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 21717.48 2/5 13:30 21692.98 1.18%
Trade id #150774573
Max drawdown($909)
Time2/5/25 13:27
Quant open1
Worst price21672.00
Drawdown as % of equity-1.18%
 ($498)
Includes Typical Broker Commissions trade costs of $8.00

Successivo

Statistics

  • Strategy began
    12/7/2020
  • Suggested Minimum Cap
    $70,000
  • Strategy Age (days)
    1653.32
  • Age
    55 months ago
  • What it trades
    Futures
  • # Trades
    300
  • # Profitable
    107
  • % Profitable
    35.70%
  • Avg trade duration
    14.1 hours
  • Max peak-to-valley drawdown
    32.1%
  • drawdown period
    Aug 04, 2022 - Nov 22, 2022
  • Annual Return (Compounded)
    53.4%
  • Avg win
    $2,367
  • Avg loss
    $925.84
  • Model Account Values (Raw)
  • Cash
    $85,095
  • Margin Used
    $0
  • Buying Power
    $85,095
  • Ratios
  • W:L ratio
    1.42:1
  • Sharpe Ratio
    1.19
  • Sortino Ratio
    2.46
  • Calmar Ratio
    2.061
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    534.48%
  • Correlation to SP500
    0.29190
  • Return Percent SP500 (cumu) during strategy life
    62.58%
  • Return Statistics
  • Ann Return (w trading costs)
    53.4%
  • Slump
  • Current Slump as Pcnt Equity
    20.10%
  • Instruments
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.22%
  • Return Statistics
  • Return Pcnt Since TOS Status
    -18.410%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.534%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    58.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    35.50%
  • Chance of 20% account loss
    11.50%
  • Chance of 30% account loss
    1.50%
  • Chance of 40% account loss
    0.50%
  • 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
  • Automation
  • Percentage Signals Automated
    91.91%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    973
  • Popularity (Last 6 weeks)
    988
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    957
  • Popularity (7 days, Percentile 1000 scale)
    959
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    200%
  • Win / Loss
  • Avg Loss
    $926
  • Avg Win
    $2,367
  • Sum Trade PL (losers)
    $178,687.000
  • Age
  • Num Months filled monthly returns table
    55
  • Win / Loss
  • Sum Trade PL (winners)
    $253,282.000
  • # Winners
    107
  • Num Months Winners
    35
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    1650660
  • Win / Loss
  • # Losers
    193
  • % Winners
    35.7%
  • Frequency
  • Avg Position Time (mins)
    843.28
  • Avg Position Time (hrs)
    14.05
  • Avg Trade Length
    0.6 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    6.93
  • Daily leverage (max)
    11.65
  • Regression
  • Alpha
    0.11
  • Beta
    0.54
  • Treynor Index
    0.23
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.30
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    3.912
  • 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
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    0.179
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.965
  • Hold-and-Hope Ratio
    0.256
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.56019
  • SD
    0.38792
  • Sharpe ratio (Glass type estimate)
    1.44409
  • Sharpe ratio (Hedges UMVUE)
    1.42316
  • df
    52.00000
  • t
    3.03489
  • p
    0.00188
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.46487
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.41057
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.45127
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.39506
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.44966
  • Upside Potential Ratio
    6.27002
  • Upside part of mean
    0.78936
  • Downside part of mean
    -0.22917
  • Upside SD
    0.39742
  • Downside SD
    0.12589
  • N nonnegative terms
    29.00000
  • N negative terms
    24.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    53.00000
  • Mean of predictor
    0.11925
  • Mean of criterion
    0.56019
  • SD of predictor
    0.17368
  • SD of criterion
    0.38792
  • Covariance
    0.01301
  • r
    0.19310
  • b (slope, estimate of beta)
    0.43130
  • a (intercept, estimate of alpha)
    0.50875
  • Mean Square Error
    0.14771
  • DF error
    51.00000
  • t(b)
    1.40550
  • p(b)
    0.08297
  • t(a)
    2.72791
  • p(a)
    0.00436
  • Lowerbound of 95% confidence interval for beta
    -0.18476
  • Upperbound of 95% confidence interval for beta
    1.04737
  • Lowerbound of 95% confidence interval for alpha
    0.13434
  • Upperbound of 95% confidence interval for alpha
    0.88317
  • Treynor index (mean / b)
    1.29882
  • Jensen alpha (a)
    0.50875
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.48358
  • SD
    0.35650
  • Sharpe ratio (Glass type estimate)
    1.35646
  • Sharpe ratio (Hedges UMVUE)
    1.33680
  • df
    52.00000
  • t
    2.85072
  • p
    0.00312
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.38223
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.31863
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.36945
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.30416
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.67297
  • Upside Potential Ratio
    5.47751
  • Upside part of mean
    0.72117
  • Downside part of mean
    -0.23758
  • Upside SD
    0.35616
  • Downside SD
    0.13166
  • N nonnegative terms
    29.00000
  • N negative terms
    24.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    53.00000
  • Mean of predictor
    0.10391
  • Mean of criterion
    0.48358
  • SD of predictor
    0.17421
  • SD of criterion
    0.35650
  • Covariance
    0.01245
  • r
    0.20045
  • b (slope, estimate of beta)
    0.41019
  • a (intercept, estimate of alpha)
    0.44096
  • Mean Square Error
    0.12438
  • DF error
    51.00000
  • t(b)
    1.46113
  • p(b)
    0.07506
  • t(a)
    2.58886
  • p(a)
    0.00626
  • Lowerbound of 95% confidence interval for beta
    -0.15341
  • Upperbound of 95% confidence interval for beta
    0.97380
  • Lowerbound of 95% confidence interval for alpha
    0.09901
  • Upperbound of 95% confidence interval for alpha
    0.78291
  • Treynor index (mean / b)
    1.17891
  • Jensen alpha (a)
    0.44096
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.12101
  • Expected Shortfall on VaR
    0.15740
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04166
  • Expected Shortfall on VaR
    0.07941
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    53.00000
  • Minimum
    0.87814
  • Quartile 1
    0.97401
  • Median
    1.00678
  • Quartile 3
    1.10613
  • Maximum
    1.37099
  • Mean of quarter 1
    0.93637
  • Mean of quarter 2
    0.99147
  • Mean of quarter 3
    1.05643
  • Mean of quarter 4
    1.21094
  • Inter Quartile Range
    0.13212
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.03774
  • Mean of outliers high
    1.34822
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.59026
  • VaR(95%) (moments method)
    0.06222
  • Expected Shortfall (moments method)
    0.07086
  • Extreme Value Index (regression method)
    -0.61411
  • VaR(95%) (regression method)
    0.08199
  • Expected Shortfall (regression method)
    0.09418
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    12.00000
  • Minimum
    0.00802
  • Quartile 1
    0.02474
  • Median
    0.04071
  • Quartile 3
    0.09730
  • Maximum
    0.25642
  • Mean of quarter 1
    0.01576
  • Mean of quarter 2
    0.02724
  • Mean of quarter 3
    0.06583
  • Mean of quarter 4
    0.19598
  • Inter Quartile Range
    0.07256
  • 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
    0.08333
  • Mean of outliers high
    0.25642
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.56399
  • VaR(95%) (moments method)
    0.22182
  • Expected Shortfall (moments method)
    0.24643
  • Extreme Value Index (regression method)
    0.97013
  • VaR(95%) (regression method)
    0.25282
  • Expected Shortfall (regression method)
    4.34118
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.68996
  • Compounded annual return (geometric extrapolation)
    0.62187
  • Calmar ratio (compounded annual return / max draw down)
    2.42524
  • Compounded annual return / average of 25% largest draw downs
    3.17318
  • Compounded annual return / Expected Shortfall lognormal
    3.95088
  • 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
    0.50956
  • SD
    0.29873
  • Sharpe ratio (Glass type estimate)
    1.70576
  • Sharpe ratio (Hedges UMVUE)
    1.70467
  • df
    1174.00000
  • t
    3.61231
  • p
    0.44758
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.77733
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.63348
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.77659
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.63274
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.72452
  • Upside Potential Ratio
    10.42080
  • Upside part of mean
    1.42569
  • Downside part of mean
    -0.91613
  • Upside SD
    0.26727
  • Downside SD
    0.13681
  • N nonnegative terms
    827.00000
  • N negative terms
    348.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1175.00000
  • Mean of predictor
    0.12297
  • Mean of criterion
    0.50956
  • SD of predictor
    0.17517
  • SD of criterion
    0.29873
  • Covariance
    0.01583
  • r
    0.30245
  • b (slope, estimate of beta)
    0.51578
  • a (intercept, estimate of alpha)
    0.44600
  • Mean Square Error
    0.08114
  • DF error
    1173.00000
  • t(b)
    10.86750
  • p(b)
    0.31043
  • t(a)
    3.31355
  • p(a)
    0.43879
  • Lowerbound of 95% confidence interval for beta
    0.42267
  • Upperbound of 95% confidence interval for beta
    0.60890
  • Lowerbound of 95% confidence interval for alpha
    0.18197
  • Upperbound of 95% confidence interval for alpha
    0.71029
  • Treynor index (mean / b)
    0.98793
  • Jensen alpha (a)
    0.44613
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.46599
  • SD
    0.29145
  • Sharpe ratio (Glass type estimate)
    1.59885
  • Sharpe ratio (Hedges UMVUE)
    1.59783
  • df
    1174.00000
  • t
    3.38591
  • p
    0.45083
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.67076
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.52629
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.67007
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.52559
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.35611
  • Upside Potential Ratio
    10.02290
  • Upside part of mean
    1.39167
  • Downside part of mean
    -0.92568
  • Upside SD
    0.25773
  • Downside SD
    0.13885
  • N nonnegative terms
    827.00000
  • N negative terms
    348.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1175.00000
  • Mean of predictor
    0.10764
  • Mean of criterion
    0.46599
  • SD of predictor
    0.17501
  • SD of criterion
    0.29145
  • Covariance
    0.01513
  • r
    0.29670
  • b (slope, estimate of beta)
    0.49411
  • a (intercept, estimate of alpha)
    0.41281
  • Mean Square Error
    0.07753
  • DF error
    1173.00000
  • t(b)
    10.64100
  • p(b)
    0.31392
  • t(a)
    3.13731
  • p(a)
    0.44201
  • Lowerbound of 95% confidence interval for beta
    0.40301
  • Upperbound of 95% confidence interval for beta
    0.58522
  • Lowerbound of 95% confidence interval for alpha
    0.15465
  • Upperbound of 95% confidence interval for alpha
    0.67096
  • Treynor index (mean / b)
    0.94309
  • Jensen alpha (a)
    0.41281
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02745
  • Expected Shortfall on VaR
    0.03472
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00545
  • Expected Shortfall on VaR
    0.01253
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1175.00000
  • Minimum
    0.94034
  • Quartile 1
    0.99711
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.15070
  • Mean of quarter 1
    0.98635
  • Mean of quarter 2
    0.99968
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.02175
  • Inter Quartile Range
    0.00289
  • Number outliers low
    205.00000
  • Percentage of outliers low
    0.17447
  • Mean of outliers low
    0.98273
  • Number of outliers high
    219.00000
  • Percentage of outliers high
    0.18638
  • Mean of outliers high
    1.02891
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.20178
  • VaR(95%) (moments method)
    0.00928
  • Expected Shortfall (moments method)
    0.01208
  • Extreme Value Index (regression method)
    0.01812
  • VaR(95%) (regression method)
    0.01224
  • Expected Shortfall (regression method)
    0.01823
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    50.00000
  • Minimum
    0.00148
  • Quartile 1
    0.01076
  • Median
    0.02737
  • Quartile 3
    0.05732
  • Maximum
    0.28795
  • Mean of quarter 1
    0.00588
  • Mean of quarter 2
    0.02015
  • Mean of quarter 3
    0.03933
  • Mean of quarter 4
    0.12937
  • Inter Quartile Range
    0.04656
  • 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
    0.10000
  • Mean of outliers high
    0.20794
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.19334
  • VaR(95%) (moments method)
    0.13537
  • Expected Shortfall (moments method)
    0.20522
  • Extreme Value Index (regression method)
    -0.01583
  • VaR(95%) (regression method)
    0.14393
  • Expected Shortfall (regression method)
    0.19454
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.57950
  • Compounded annual return (geometric extrapolation)
    0.59359
  • Calmar ratio (compounded annual return / max draw down)
    2.06141
  • Compounded annual return / average of 25% largest draw downs
    4.58821
  • Compounded annual return / Expected Shortfall lognormal
    17.09490
  • 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
    0.06658
  • SD
    0.28614
  • Sharpe ratio (Glass type estimate)
    0.23267
  • Sharpe ratio (Hedges UMVUE)
    0.23132
  • df
    130.00000
  • t
    0.16452
  • p
    0.49279
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.53964
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.00426
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.54062
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.00327
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.50441
  • Upside Potential Ratio
    7.88769
  • Upside part of mean
    1.04107
  • Downside part of mean
    -0.97449
  • Upside SD
    0.25268
  • Downside SD
    0.13199
  • N nonnegative terms
    84.00000
  • N negative terms
    47.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.00695
  • Mean of criterion
    0.06658
  • SD of predictor
    0.24590
  • SD of criterion
    0.28614
  • Covariance
    0.03352
  • r
    0.47637
  • b (slope, estimate of beta)
    0.55432
  • a (intercept, estimate of alpha)
    0.06272
  • Mean Square Error
    0.06378
  • DF error
    129.00000
  • t(b)
    6.15368
  • p(b)
    0.20863
  • t(a)
    0.17561
  • p(a)
    0.49016
  • Lowerbound of 95% confidence interval for beta
    0.37610
  • Upperbound of 95% confidence interval for beta
    0.73255
  • Lowerbound of 95% confidence interval for alpha
    -0.64394
  • Upperbound of 95% confidence interval for alpha
    0.76939
  • Treynor index (mean / b)
    0.12010
  • Jensen alpha (a)
    0.06272
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.02806
  • SD
    0.27502
  • Sharpe ratio (Glass type estimate)
    0.10202
  • Sharpe ratio (Hedges UMVUE)
    0.10143
  • df
    130.00000
  • t
    0.07214
  • p
    0.49684
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.66993
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.87374
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.67040
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.87327
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.21008
  • Upside Potential Ratio
    7.57259
  • Upside part of mean
    1.01140
  • Downside part of mean
    -0.98334
  • Upside SD
    0.23922
  • Downside SD
    0.13356
  • N nonnegative terms
    84.00000
  • N negative terms
    47.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02278
  • Mean of criterion
    0.02806
  • SD of predictor
    0.24427
  • SD of criterion
    0.27502
  • Covariance
    0.03030
  • r
    0.45110
  • b (slope, estimate of beta)
    0.50790
  • a (intercept, estimate of alpha)
    0.03963
  • Mean Square Error
    0.06071
  • DF error
    129.00000
  • t(b)
    5.74081
  • p(b)
    0.22288
  • t(a)
    0.11372
  • p(a)
    0.49363
  • VAR (95 Confidence Intrvl)
    0.02700
  • Lowerbound of 95% confidence interval for beta
    0.33286
  • Upperbound of 95% confidence interval for beta
    0.68294
  • Lowerbound of 95% confidence interval for alpha
    -0.64982
  • Upperbound of 95% confidence interval for alpha
    0.72908
  • Treynor index (mean / b)
    0.05524
  • Jensen alpha (a)
    0.03963
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02746
  • Expected Shortfall on VaR
    0.03432
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00680
  • Expected Shortfall on VaR
    0.01449
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.96325
  • Quartile 1
    0.99501
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.15070
  • Mean of quarter 1
    0.98618
  • Mean of quarter 2
    0.99906
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.01577
  • Inter Quartile Range
    0.00499
  • Number outliers low
    14.00000
  • Percentage of outliers low
    0.10687
  • Mean of outliers low
    0.97808
  • Number of outliers high
    18.00000
  • Percentage of outliers high
    0.13740
  • Mean of outliers high
    1.02691
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.17677
  • VaR(95%) (moments method)
    0.01306
  • Expected Shortfall (moments method)
    0.02009
  • Extreme Value Index (regression method)
    0.02091
  • VaR(95%) (regression method)
    0.01519
  • Expected Shortfall (regression method)
    0.02172
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00732
  • Quartile 1
    0.01603
  • Median
    0.02632
  • Quartile 3
    0.05345
  • Maximum
    0.11329
  • Mean of quarter 1
    0.00758
  • Mean of quarter 2
    0.02250
  • Mean of quarter 3
    0.03070
  • Mean of quarter 4
    0.11105
  • Inter Quartile Range
    0.03742
  • 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
    0.11329
  • 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?
    -347558000
  • Max Equity Drawdown (num days)
    110
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.02826
  • Compounded annual return (geometric extrapolation)
    0.02846
  • Calmar ratio (compounded annual return / max draw down)
    0.25117
  • Compounded annual return / average of 25% largest draw downs
    0.25626
  • Compounded annual return / Expected Shortfall lognormal
    0.82919

Strategy Description

Short term trades on NQ futures - System attempts to ride the short term momentum. Tight stops employed and winners are let run until momentum exhaustion. Model account trades 2 NQ contracts, but you could follow it with 1 contract if you wish to, with a minimum capital requirement of USD 25 k. You must be psychologically prepared to see a lot of small losses and play the waiting game for the big winners. ( i.e. expect lower win-ratio, but higher profit factor ).

The beauty of the system is that the exposure time to market is very low (approximately 10% of cash market hours). It has an above average calamar ratio historically, which justifies the higher leverage employed. For the conservative ones, even a leverage of only 2x can be employed

No of trades expected : around 70 per year

System was rescaled to 50% on 26/05/2021 and hence you will see historic trades with 1 contract. Going forward, trades will be with 2 NQ contract per order.

Summary Statistics


Strategy began
2020-12-07
Suggested Minimum Capital
$70,000
Rank at C2 %
Top 4.3%
Rank # 
#30
# Trades
300
# Profitable
107
% Profitable
35.7%
Correlation S&P500
0.292
Sharpe Ratio
1.19
Sortino Ratio
2.46
Beta
0.54
Alpha
0.11
Leverage
6.93 Average
11.65 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

Collective2 calcola la leva finanziaria massima utilizzata da una strategia in ogni giorno. Mostriamo quindi la media di queste misurazioni (cioè la media della leva finanziaria massima giornaliera) e la più grande di queste misurazioni (leva finanziaria massima giornaliera).

La leva finanziaria è il rapporto tra il valore nozionale totale controllato da una strategia e il patrimonio del Model Account. Generalmente, una leva finanziaria più alta implica un rischio maggiore.

Esempio di calcolo:
La Strategia acquista 100 azioni a $12 per azione.
Il patrimonio del Model Account durante quel giorno è di $5.000.
La leva finanziaria è: $1200 / $5.000 = 0,24

Questa è una misurazione utile, ma deve essere considerata nel contesto. Questa misurazione non tiene conto di fattori importanti, come quando si detengono più posizioni che sono inversamente correlate. Né la misurazione tiene conto della volatilità degli strumenti detenuti.

Inoltre, alcune classi di attività sono per loro natura più leveraged di altre. Ad esempio, i contratti futures sono altamente leveraged. Le posizioni Forex sono spesso ancora più leveraged dei futures.

Latest Activity

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Trade journal

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

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

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



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

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

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

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

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

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

Il trading è rischioso

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

Va bene, capito.

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