Collective2 Collective2
Featured Strategy Gold and Silver Followed by live capital $653.8 thousand Hypothetical

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


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ARK Futures
(150529671)

Creato da: ARK2 ARK2
Started: 01/2025
Futures
Last trade: Today
Trading style: Futures Currencies

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 $299.00 per month.

C2Star

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

Puoi leggere di più sui requisiti di certificazione C2Star qui.

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

Trading Category: Futures
Currencies
Category: Equity

Currencies

Focuses on currency futures.

144.1%
Cumul. Return

Calcolo del rendimento

Panoramica

Per conformarsi alle normative NFA, mostriamo il tasso di rendimento cumulativo per le strategie con un track record inferiore a un anno. Per le strategie con track record più lunghi, mostriamo il tasso di rendimento annuale (composto).

Come si calcola il tasso di rendimento cumulativo

= (Patrimonio_finale - Patrimonio_iniziale) / Patrimonio_iniziale

Ricorda che, in base ai requisiti NFA, i costi di abbonamento alle strategie e le commissioni stimate sono inclusi nei calcoli del patrimonio valutato a mercato.

Tutti i risultati sono ipotetici.

(12.9%)
Max Drawdown
227
Num Trades
90.3%
Win Trades
6.4 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025+34.2%+11.2%+12.7%+14.1%+5.0%+0.8%+13.8%+5.5%                        +144.1%


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.

Trading Record

This strategy has placed 1,094 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
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/7/25 3:11 @JYU5 JAPANESE YEN LONG 42 0.006808 8/28 5:47 0.006815 6.98%
Trade id #152543176
Max drawdown($5,537)
Time8/22/25 0:00
Quant open6
Worst price0.006738
Drawdown as % of equity-6.98%
 $3,229
Includes Typical Broker Commissions trade costs of $336.00
8/27/25 11:32 @BPU5 BRITISH POUND LONG 1 1.3470 8/27 13:12 1.3496 0.02%
Trade id #152724248
Max drawdown($18)
Time8/27/25 11:50
Quant open1
Worst price1.3467
Drawdown as % of equity-0.02%
 $155
Includes Typical Broker Commissions trade costs of $8.00
8/26/25 9:06 @BPU5 BRITISH POUND LONG 3 1.3460 8/27 11:20 1.3472 0.92%
Trade id #152709252
Max drawdown($742)
Time8/27/25 7:02
Quant open3
Worst price1.3420
Drawdown as % of equity-0.92%
 $209
Includes Typical Broker Commissions trade costs of $24.00
8/26/25 6:36 @BPU5 BRITISH POUND LONG 1 1.3477 8/26 7:50 1.3491 0.02%
Trade id #152708824
Max drawdown($12)
Time8/26/25 6:42
Quant open1
Worst price1.3475
Drawdown as % of equity-0.02%
 $82
Includes Typical Broker Commissions trade costs of $8.00
8/25/25 21:08 @BPU5 BRITISH POUND LONG 3 1.3471 8/26 5:57 1.3480 0.77%
Trade id #152706769
Max drawdown($632)
Time8/26/25 3:21
Quant open3
Worst price1.3437
Drawdown as % of equity-0.77%
 $148
Includes Typical Broker Commissions trade costs of $24.00
8/1/25 9:07 @JYU5 JAPANESE YEN SHORT 11 0.006807 8/7 3:08 0.006813 2.87%
Trade id #152491799
Max drawdown($2,333)
Time8/5/25 0:00
Quant open4
Worst price0.006852
Drawdown as % of equity-2.87%
 ($888)
Includes Typical Broker Commissions trade costs of $88.00
8/4/25 11:10 @BPU5 BRITISH POUND SHORT 1 1.3300 8/4 12:18 1.3289 0.03%
Trade id #152510773
Max drawdown($25)
Time8/4/25 11:16
Quant open1
Worst price1.3304
Drawdown as % of equity-0.03%
 $60
Includes Typical Broker Commissions trade costs of $8.00
8/4/25 8:16 @BPU5 BRITISH POUND SHORT 2 1.3313 8/4 11:02 1.3293 0.37%
Trade id #152507723
Max drawdown($293)
Time8/4/25 10:27
Quant open2
Worst price1.3336
Drawdown as % of equity-0.37%
 $224
Includes Typical Broker Commissions trade costs of $16.00
8/4/25 5:49 @BPU5 BRITISH POUND LONG 2 1.3292 8/4 7:21 1.3312 0.22%
Trade id #152506981
Max drawdown($175)
Time8/4/25 6:24
Quant open1
Worst price1.3277
Drawdown as % of equity-0.22%
 $243
Includes Typical Broker Commissions trade costs of $16.00
7/31/25 5:44 @JYU5 JAPANESE YEN LONG 5 0.006681 8/1 8:31 0.006693 1.29%
Trade id #152479849
Max drawdown($1,025)
Time7/31/25 20:01
Quant open3
Worst price0.006658
Drawdown as % of equity-1.29%
 $685
Includes Typical Broker Commissions trade costs of $40.00
7/30/25 14:50 @BPU5 BRITISH POUND LONG 2 1.3253 7/30 22:13 1.3263 0.3%
Trade id #152474220
Max drawdown($240)
Time7/30/25 15:28
Quant open2
Worst price1.3234
Drawdown as % of equity-0.30%
 $106
Includes Typical Broker Commissions trade costs of $16.00
7/30/25 8:31 @BPU5 BRITISH POUND SHORT 1 1.3350 7/30 8:38 1.3338 n/a $68
Includes Typical Broker Commissions trade costs of $8.00
7/30/25 6:26 @BPU5 BRITISH POUND SHORT 1 1.3377 7/30 8:20 1.3361 0.06%
Trade id #152463259
Max drawdown($50)
Time7/30/25 8:01
Quant open1
Worst price1.3385
Drawdown as % of equity-0.06%
 $92
Includes Typical Broker Commissions trade costs of $8.00
7/28/25 2:19 @BPU5 BRITISH POUND SHORT 3 1.3429 7/28 11:51 1.3408 0.41%
Trade id #152436374
Max drawdown($325)
Time7/28/25 9:02
Quant open3
Worst price1.3446
Drawdown as % of equity-0.41%
 $367
Includes Typical Broker Commissions trade costs of $24.00
7/24/25 10:23 @JYU5 JAPANESE YEN SHORT 1 0.006864 7/24 10:59 0.006851 n/a $155
Includes Typical Broker Commissions trade costs of $8.00
7/24/25 2:30 @JYU5 JAPANESE YEN SHORT 1 0.006876 7/24 5:14 0.006862 0.09%
Trade id #152403701
Max drawdown($75)
Time7/24/25 3:15
Quant open1
Worst price0.006882
Drawdown as % of equity-0.09%
 $167
Includes Typical Broker Commissions trade costs of $8.00
7/23/25 8:21 @JYU5 JAPANESE YEN LONG 3 0.006868 7/23 23:25 0.006883 0.41%
Trade id #152394097
Max drawdown($325)
Time7/23/25 9:35
Quant open2
Worst price0.006857
Drawdown as % of equity-0.41%
 $514
Includes Typical Broker Commissions trade costs of $24.00
7/22/25 20:53 @JYU5 JAPANESE YEN LONG 4 0.006858 7/23 6:21 0.006866 1.54%
Trade id #152391054
Max drawdown($1,200)
Time7/23/25 1:57
Quant open4
Worst price0.006834
Drawdown as % of equity-1.54%
 $368
Includes Typical Broker Commissions trade costs of $32.00
7/22/25 16:23 @JYU5 JAPANESE YEN LONG 2 0.006856 7/22 20:50 0.006873 0.22%
Trade id #152389403
Max drawdown($175)
Time7/22/25 19:41
Quant open1
Worst price0.006847
Drawdown as % of equity-0.22%
 $409
Includes Typical Broker Commissions trade costs of $16.00
7/22/25 6:41 @JYU5 JAPANESE YEN LONG 1 0.006820 7/22 11:14 0.006872 0.03%
Trade id #152382045
Max drawdown($25)
Time7/22/25 7:02
Quant open1
Worst price0.006818
Drawdown as % of equity-0.03%
 $642
Includes Typical Broker Commissions trade costs of $8.00
7/21/25 20:04 @JYU5 JAPANESE YEN LONG 3 0.006815 7/22 6:16 0.006821 0.66%
Trade id #152379510
Max drawdown($512)
Time7/22/25 3:13
Quant open3
Worst price0.006801
Drawdown as % of equity-0.66%
 $213
Includes Typical Broker Commissions trade costs of $24.00
7/21/25 9:05 @JYU5 JAPANESE YEN LONG 1 0.006820 7/21 10:19 0.006828 0.13%
Trade id #152371208
Max drawdown($100)
Time7/21/25 9:39
Quant open1
Worst price0.006812
Drawdown as % of equity-0.13%
 $92
Includes Typical Broker Commissions trade costs of $8.00
7/16/25 11:48 @JYU5 JAPANESE YEN LONG 11 0.006798 7/21 8:12 0.006803 3.86%
Trade id #152337190
Max drawdown($2,908)
Time7/17/25 0:00
Quant open4
Worst price0.006751
Drawdown as % of equity-3.86%
 $624
Includes Typical Broker Commissions trade costs of $88.00
7/17/25 7:54 @BPU5 BRITISH POUND LONG 1 1.3396 7/17 11:27 1.3416 0.08%
Trade id #152344007
Max drawdown($62)
Time7/17/25 8:30
Quant open1
Worst price1.3386
Drawdown as % of equity-0.08%
 $120
Includes Typical Broker Commissions trade costs of $8.00
7/15/25 1:32 @JYU5 JAPANESE YEN LONG 4 0.006789 7/16 11:16 0.006797 2.06%
Trade id #152317216
Max drawdown($1,562)
Time7/16/25 0:21
Quant open3
Worst price0.006750
Drawdown as % of equity-2.06%
 $393
Includes Typical Broker Commissions trade costs of $32.00
7/15/25 3:26 @BPU5 BRITISH POUND SHORT 2 1.3451 7/15 9:37 1.3435 0.4%
Trade id #152317775
Max drawdown($306)
Time7/15/25 8:30
Quant open2
Worst price1.3475
Drawdown as % of equity-0.40%
 $175
Includes Typical Broker Commissions trade costs of $16.00
7/14/25 6:06 @BPU5 BRITISH POUND SHORT 1 1.3498 7/14 8:47 1.3479 0.02%
Trade id #152306253
Max drawdown($18)
Time7/14/25 6:28
Quant open1
Worst price1.3501
Drawdown as % of equity-0.02%
 $113
Includes Typical Broker Commissions trade costs of $8.00
7/13/25 19:40 @BPU5 BRITISH POUND SHORT 2 1.3504 7/14 1:17 1.3485 0.12%
Trade id #152303618
Max drawdown($91)
Time7/13/25 20:31
Quant open2
Worst price1.3511
Drawdown as % of equity-0.12%
 $219
Includes Typical Broker Commissions trade costs of $16.00
7/11/25 14:01 @BPU5 BRITISH POUND SHORT 1 1.3523 7/13 18:23 1.3494 0.01%
Trade id #152296060
Max drawdown($6)
Time7/11/25 14:47
Quant open1
Worst price1.3524
Drawdown as % of equity-0.01%
 $173
Includes Typical Broker Commissions trade costs of $8.00
7/11/25 9:40 @BPU5 BRITISH POUND SHORT 1 1.3521 7/11 10:12 1.3494 0.02%
Trade id #152292576
Max drawdown($18)
Time7/11/25 9:43
Quant open1
Worst price1.3524
Drawdown as % of equity-0.02%
 $162
Includes Typical Broker Commissions trade costs of $8.00

Successivo

Statistics

  • Strategy began
    1/10/2025
  • Suggested Minimum Cap
    $80,000
  • Strategy Age (days)
    230.52
  • Age
    8 months ago
  • What it trades
    Futures
  • # Trades
    227
  • # Profitable
    205
  • % Profitable
    90.30%
  • Avg trade duration
    1.1 days
  • Max peak-to-valley drawdown
    12.87%
  • drawdown period
    May 06, 2025 - May 12, 2025
  • Cumul. Return
    144.1%
  • Avg win
    $328.73
  • Avg loss
    $480.05
  • Model Account Values (Raw)
  • Cash
    $91,254
  • Margin Used
    $0
  • Buying Power
    $91,254
  • Ratios
  • W:L ratio
    6.38:1
  • Sharpe Ratio
    4.4
  • Sortino Ratio
    8.79
  • Calmar Ratio
    39.69
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    132.50%
  • Correlation to SP500
    0.00320
  • Return Percent SP500 (cumu) during strategy life
    11.40%
  • Return Statistics
  • Ann Return (w trading costs)
    303.1%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    0.98%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • 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)
    1.441%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    0.02%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    365.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    7.50%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    984
  • Popularity (Last 6 weeks)
    999
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    917
  • Popularity (7 days, Percentile 1000 scale)
    997
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $480
  • Avg Win
    $329
  • Sum Trade PL (losers)
    $10,561.000
  • Age
  • Num Months filled monthly returns table
    8
  • Win / Loss
  • Sum Trade PL (winners)
    $67,390.000
  • # Winners
    205
  • Num Months Winners
    8
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    1690940
  • Win / Loss
  • # Losers
    22
  • % Winners
    90.3%
  • Frequency
  • Avg Position Time (mins)
    1567.82
  • Avg Position Time (hrs)
    26.13
  • Avg Trade Length
    1.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    4.72
  • Daily leverage (max)
    17.20
  • Regression
  • Alpha
    0.39
  • Beta
    0.00
  • Treynor Index
    98.41
  • 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)
    0.81
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    1.853
  • 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
    1.202
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.183
  • Hold-and-Hope Ratio
    0.540
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.73064
  • SD
    0.50038
  • Sharpe ratio (Glass type estimate)
    3.45868
  • Sharpe ratio (Hedges UMVUE)
    3.00430
  • df
    6.00000
  • t
    2.64161
  • p
    0.01923
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.17131
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.57101
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.07380
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.08240
  • Statistics related to Sortino ratio
  • Sortino ratio
    56.53380
  • Upside Potential Ratio
    57.84310
  • Upside part of mean
    1.77072
  • Downside part of mean
    -0.04008
  • Upside SD
    0.68063
  • Downside SD
    0.03061
  • N nonnegative terms
    6.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    7.00000
  • Mean of predictor
    0.16880
  • Mean of criterion
    1.73064
  • SD of predictor
    0.19692
  • SD of criterion
    0.50038
  • Covariance
    -0.01548
  • r
    -0.15713
  • b (slope, estimate of beta)
    -0.39927
  • a (intercept, estimate of alpha)
    1.79804
  • Mean Square Error
    0.29303
  • DF error
    5.00000
  • t(b)
    -0.35578
  • p(b)
    0.63174
  • t(a)
    2.45084
  • p(a)
    0.02894
  • Lowerbound of 95% confidence interval for beta
    -3.28416
  • Upperbound of 95% confidence interval for beta
    2.48563
  • Lowerbound of 95% confidence interval for alpha
    -0.08792
  • Upperbound of 95% confidence interval for alpha
    3.68399
  • Treynor index (mean / b)
    -4.33456
  • Jensen alpha (a)
    1.79804
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.53645
  • SD
    0.41692
  • Sharpe ratio (Glass type estimate)
    3.68525
  • Sharpe ratio (Hedges UMVUE)
    3.20111
  • df
    6.00000
  • t
    2.81466
  • p
    0.01528
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.32076
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.87266
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.06014
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.34207
  • Statistics related to Sortino ratio
  • Sortino ratio
    49.71810
  • Upside Potential Ratio
    51.02740
  • Upside part of mean
    1.57691
  • Downside part of mean
    -0.04046
  • Upside SD
    0.58716
  • Downside SD
    0.03090
  • N nonnegative terms
    6.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    7.00000
  • Mean of predictor
    0.15062
  • Mean of criterion
    1.53645
  • SD of predictor
    0.19856
  • SD of criterion
    0.41692
  • Covariance
    -0.01567
  • r
    -0.18933
  • b (slope, estimate of beta)
    -0.39754
  • a (intercept, estimate of alpha)
    1.59633
  • Mean Square Error
    0.20111
  • DF error
    5.00000
  • t(b)
    -0.43116
  • p(b)
    0.65784
  • t(a)
    2.64573
  • p(a)
    0.02283
  • Lowerbound of 95% confidence interval for beta
    -2.76781
  • Upperbound of 95% confidence interval for beta
    1.97273
  • Lowerbound of 95% confidence interval for alpha
    0.04527
  • Upperbound of 95% confidence interval for alpha
    3.14738
  • Treynor index (mean / b)
    -3.86488
  • Jensen alpha (a)
    1.59633
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06754
  • Expected Shortfall on VaR
    0.11241
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00257
  • Expected Shortfall on VaR
    0.00774
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    7.00000
  • Minimum
    0.97895
  • Quartile 1
    1.06481
  • Median
    1.12793
  • Quartile 3
    1.17957
  • Maximum
    1.43020
  • Mean of quarter 1
    1.01951
  • Mean of quarter 2
    1.09873
  • Mean of quarter 3
    1.16083
  • Mean of quarter 4
    1.31426
  • Inter Quartile Range
    0.11476
  • 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
    0.14286
  • Mean of outliers high
    1.43020
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.02105
  • Quartile 1
    0.02105
  • Median
    0.02105
  • Quartile 3
    0.02105
  • Maximum
    0.02105
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    2.55539
  • Compounded annual return (geometric extrapolation)
    3.77960
  • Calmar ratio (compounded annual return / max draw down)
    179.53300
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    33.62480
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.56509
  • SD
    0.27074
  • Sharpe ratio (Glass type estimate)
    5.78068
  • Sharpe ratio (Hedges UMVUE)
    5.75388
  • df
    162.00000
  • t
    4.55955
  • p
    0.33138
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    3.20912
  • Upperbound of 95% confidence interval for Sharpe Ratio
    8.33554
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.19123
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    8.31652
  • Statistics related to Sortino ratio
  • Sortino ratio
    11.77110
  • Upside Potential Ratio
    17.48240
  • Upside part of mean
    2.32447
  • Downside part of mean
    -0.75939
  • Upside SD
    0.25401
  • Downside SD
    0.13296
  • N nonnegative terms
    114.00000
  • N negative terms
    49.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    163.00000
  • Mean of predictor
    0.17184
  • Mean of criterion
    1.56509
  • SD of predictor
    0.21874
  • SD of criterion
    0.27074
  • Covariance
    -0.00096
  • r
    -0.01628
  • b (slope, estimate of beta)
    -0.02014
  • a (intercept, estimate of alpha)
    1.56900
  • Mean Square Error
    0.07374
  • DF error
    161.00000
  • t(b)
    -0.20654
  • p(b)
    0.51036
  • t(a)
    4.55072
  • p(a)
    0.28924
  • Lowerbound of 95% confidence interval for beta
    -0.21276
  • Upperbound of 95% confidence interval for beta
    0.17247
  • Lowerbound of 95% confidence interval for alpha
    0.88787
  • Upperbound of 95% confidence interval for alpha
    2.24923
  • Treynor index (mean / b)
    -77.69220
  • Jensen alpha (a)
    1.56855
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.52447
  • SD
    0.26807
  • Sharpe ratio (Glass type estimate)
    5.68685
  • Sharpe ratio (Hedges UMVUE)
    5.66048
  • df
    162.00000
  • t
    4.48554
  • p
    0.33381
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    3.11789
  • Upperbound of 95% confidence interval for Sharpe Ratio
    8.23933
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.10031
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    8.22066
  • Statistics related to Sortino ratio
  • Sortino ratio
    11.20040
  • Upside Potential Ratio
    16.84610
  • Upside part of mean
    2.29289
  • Downside part of mean
    -0.76842
  • Upside SD
    0.24853
  • Downside SD
    0.13611
  • N nonnegative terms
    114.00000
  • N negative terms
    49.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    163.00000
  • Mean of predictor
    0.14823
  • Mean of criterion
    1.52447
  • SD of predictor
    0.21721
  • SD of criterion
    0.26807
  • Covariance
    -0.00146
  • r
    -0.02505
  • b (slope, estimate of beta)
    -0.03092
  • a (intercept, estimate of alpha)
    1.52905
  • Mean Square Error
    0.07226
  • DF error
    161.00000
  • t(b)
    -0.31797
  • p(b)
    0.51595
  • t(a)
    4.48252
  • p(a)
    0.29193
  • Lowerbound of 95% confidence interval for beta
    -0.22293
  • Upperbound of 95% confidence interval for beta
    0.16110
  • Lowerbound of 95% confidence interval for alpha
    0.85542
  • Upperbound of 95% confidence interval for alpha
    2.20269
  • Treynor index (mean / b)
    -49.30960
  • Jensen alpha (a)
    1.52905
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02119
  • Expected Shortfall on VaR
    0.02793
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00447
  • Expected Shortfall on VaR
    0.01073
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    163.00000
  • Minimum
    0.92636
  • Quartile 1
    0.99855
  • Median
    1.00465
  • Quartile 3
    1.01168
  • Maximum
    1.07620
  • Mean of quarter 1
    0.98872
  • Mean of quarter 2
    1.00194
  • Mean of quarter 3
    1.00815
  • Mean of quarter 4
    1.02556
  • Inter Quartile Range
    0.01313
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.02454
  • Mean of outliers low
    0.96322
  • Number of outliers high
    10.00000
  • Percentage of outliers high
    0.06135
  • Mean of outliers high
    1.04891
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.09900
  • VaR(95%) (moments method)
    0.00640
  • Expected Shortfall (moments method)
    0.00992
  • Extreme Value Index (regression method)
    0.19412
  • VaR(95%) (regression method)
    0.00931
  • Expected Shortfall (regression method)
    0.01612
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    24.00000
  • Minimum
    0.00023
  • Quartile 1
    0.00291
  • Median
    0.00796
  • Quartile 3
    0.01696
  • Maximum
    0.09379
  • Mean of quarter 1
    0.00118
  • Mean of quarter 2
    0.00543
  • Mean of quarter 3
    0.01076
  • Mean of quarter 4
    0.04940
  • Inter Quartile Range
    0.01405
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.06028
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -2.88456
  • VaR(95%) (moments method)
    0.04525
  • Expected Shortfall (moments method)
    0.04557
  • Extreme Value Index (regression method)
    -0.40259
  • VaR(95%) (regression method)
    0.06504
  • Expected Shortfall (regression method)
    0.07978
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    2.61496
  • Compounded annual return (geometric extrapolation)
    3.72268
  • Calmar ratio (compounded annual return / max draw down)
    39.68970
  • Compounded annual return / average of 25% largest draw downs
    75.35130
  • Compounded annual return / Expected Shortfall lognormal
    133.30300
  • 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
    1.09183
  • SD
    0.24753
  • Sharpe ratio (Glass type estimate)
    4.41089
  • Sharpe ratio (Hedges UMVUE)
    4.38539
  • df
    130.00000
  • t
    3.11897
  • p
    0.36807
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.57971
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.22584
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.56279
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    7.20799
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.52089
  • Upside Potential Ratio
    13.40440
  • Upside part of mean
    1.94595
  • Downside part of mean
    -0.85412
  • Upside SD
    0.21043
  • Downside SD
    0.14517
  • N nonnegative terms
    88.00000
  • N negative terms
    43.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.17538
  • Mean of criterion
    1.09183
  • SD of predictor
    0.23702
  • SD of criterion
    0.24753
  • Covariance
    -0.00314
  • r
    -0.05351
  • b (slope, estimate of beta)
    -0.05589
  • a (intercept, estimate of alpha)
    1.10163
  • Mean Square Error
    0.06157
  • DF error
    129.00000
  • t(b)
    -0.60867
  • p(b)
    0.53405
  • t(a)
    3.13604
  • p(a)
    0.33258
  • Lowerbound of 95% confidence interval for beta
    -0.23755
  • Upperbound of 95% confidence interval for beta
    0.12578
  • Lowerbound of 95% confidence interval for alpha
    0.40661
  • Upperbound of 95% confidence interval for alpha
    1.79665
  • Treynor index (mean / b)
    -19.53670
  • Jensen alpha (a)
    1.10163
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.05923
  • SD
    0.24695
  • Sharpe ratio (Glass type estimate)
    4.28933
  • Sharpe ratio (Hedges UMVUE)
    4.26453
  • df
    130.00000
  • t
    3.03301
  • p
    0.37146
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.46105
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.10177
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.44468
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    7.08439
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.12230
  • Upside Potential Ratio
    12.93800
  • Upside part of mean
    1.92415
  • Downside part of mean
    -0.86491
  • Upside SD
    0.20660
  • Downside SD
    0.14872
  • N nonnegative terms
    88.00000
  • N negative terms
    43.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.14772
  • Mean of criterion
    1.05923
  • SD of predictor
    0.23527
  • SD of criterion
    0.24695
  • Covariance
    -0.00369
  • r
    -0.06356
  • b (slope, estimate of beta)
    -0.06671
  • a (intercept, estimate of alpha)
    1.06909
  • Mean Square Error
    0.06121
  • DF error
    129.00000
  • t(b)
    -0.72332
  • p(b)
    0.54043
  • t(a)
    3.05330
  • p(a)
    0.33660
  • VAR (95 Confidence Intrvl)
    0.02100
  • Lowerbound of 95% confidence interval for beta
    -0.24919
  • Upperbound of 95% confidence interval for beta
    0.11577
  • Lowerbound of 95% confidence interval for alpha
    0.37632
  • Upperbound of 95% confidence interval for alpha
    1.76186
  • Treynor index (mean / b)
    -15.87820
  • Jensen alpha (a)
    1.06909
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02083
  • Expected Shortfall on VaR
    0.02704
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00541
  • Expected Shortfall on VaR
    0.01264
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.92636
  • Quartile 1
    0.99818
  • Median
    1.00401
  • Quartile 3
    1.01072
  • Maximum
    1.07336
  • Mean of quarter 1
    0.98744
  • Mean of quarter 2
    1.00127
  • Mean of quarter 3
    1.00717
  • Mean of quarter 4
    1.02131
  • Inter Quartile Range
    0.01254
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.03817
  • Mean of outliers low
    0.96645
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.04292
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.42332
  • VaR(95%) (moments method)
    0.00701
  • Expected Shortfall (moments method)
    0.00860
  • Extreme Value Index (regression method)
    0.00791
  • VaR(95%) (regression method)
    0.01163
  • Expected Shortfall (regression method)
    0.01776
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    18.00000
  • Minimum
    0.00023
  • Quartile 1
    0.00224
  • Median
    0.00979
  • Quartile 3
    0.03156
  • Maximum
    0.09379
  • Mean of quarter 1
    0.00102
  • Mean of quarter 2
    0.00598
  • Mean of quarter 3
    0.01256
  • Mean of quarter 4
    0.05532
  • Inter Quartile Range
    0.02932
  • 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
    0.09379
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.34420
  • VaR(95%) (moments method)
    0.06235
  • Expected Shortfall (moments method)
    0.07260
  • Extreme Value Index (regression method)
    0.17814
  • VaR(95%) (regression method)
    0.07132
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.10167
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -404006000
  • Max Equity Drawdown (num days)
    6
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.44429
  • Compounded annual return (geometric extrapolation)
    1.96579
  • Calmar ratio (compounded annual return / max draw down)
    20.95840
  • Compounded annual return / average of 25% largest draw downs
    35.53450
  • Compounded annual return / Expected Shortfall lognormal
    72.70340

Strategy Description

1) About My Trading System: Experience, Evolution, and Philosophy

I've been involved in online trading since 2006, developing a manual trading system based on advanced mathematical algorithms. My system generates precise entry and exit signals, incorporating analysis of intraday bulletins from currency futures of the Chicago Mercantile Exchange (CME Group), including British Pound, Euro FX, Australian Dollar, Japanese Yen, Swiss Franc, and Canadian Dollar futures. I trade G10 CME Group currency futures, both trending and reversal patterns, with every trade protected by a stop loss. This system is not a martingale strategy. My long-term goal is to open my own hedge fund.

2) A Journey of Continuous Improvement

My system has undergone extensive refinement over the years. I've focused significantly on addressing past mistakes, drawing insights from psychology to enhance my decision-making processes. This meticulous work has led to the identification and correction of bugs, resulting in a more reliable and stable system. I've also optimized my algorithms, retaining only the most effective ones, and implemented robust risk management strategies. I have complete confidence in my system.

I strive to become a disciplined trader. I set strict rules for the maximum leverage, average leverage level, and maximum drawdown each month, publishing these risk management goals at least once a month. This is my commitment to all my subscribers, ensuring you can invest with peace of mind.

3) Understanding Past Performance and Lessons Learned

I want to be transparent about my trading history. This isn't my first venture here; I've had periods of significant success, including from February 2018 to July 2019, when I managed approximately $7 million USD with around 100 paid subscribers. In 2018, my system showed an impressive 88% profit. However, I observed a pattern: when profits were more moderate (10-25% per year) and drawdowns low, clients tended to leave. In 2019, despite a 16% profit, 95% of my clients departed.

I learned that strategies promising high profits often lead to larger drawdowns, creating a "vicious circle." This realization, combined with client preferences for aggressive strategies, unfortunately led me to take on more risk with my system, resulting in some setbacks.

For example, from November 2021 to October 2022, my ARK system initially saw excellent results and client growth, with over 250% profit in six months and $15 million USD under management with 100+ subscribers. However, when I shifted to a more conservative (less risky) approach, the subscriber count dropped significantly. When I resumed more aggressive trading, it led to a substantial drawdown from a highly leveraged USD/JPY short position. While the market idea was correct (selling at 145-147-150 with targets at 135-133-131), poor execution was entirely my fault, and I take full responsibility.

More recently, in 2024, my M8888 system achieved an excellent 420% profit with a 42% maximum drawdown. However, this aggressive approach predictably led to a large drawdown, with current profits at 230% and a 70% drawdown. I understand that such results are generally unattractive. I now prioritize finding an adequate balance between risk and profit.

You can review the archives of my past systems from 2018-2024 on my website.

______________________________________________________________________________________________________________

Important Recommendations for Copying My System

Every month, I establish and adhere to strict risk parameters. For your peace of mind and based on your risk preferences, I strongly recommend setting your risk limit to no more than 10-15-20% after subscribing to the system.

Please keep the following in mind when considering or copying my system, "ARK Futures":

1) Do not idealize results: Consistent monthly gains over long periods are unrealistic. Trading is not a bank deposit. Expect periods of drawdown or stagnation, as market cycles are normal.

2) Diversify your investments: Never put all your capital into a single strategy.

3)Monitor regularly: Continuously monitor the results, ideally several times a week. This will help you stay calm and informed.

4) Profitability is non-linear: Past performance does not guarantee future results.

5) Manage your emotions: There's a stop loss and risk limit for every trade. Excessive anxiety about market movements or perceived errors will only hinder your results. I do not offer psychological counseling.

6) Periods of inactivity are normal: It's common to have several trading sessions or weeks with no activity. Constant market presence doesn't equate to better profits; sometimes, a few strong trading sessions can define an entire month's performance. Patience and waiting for clear signals are key.

7) Understand the risks: There's a possibility of losing some or all of your investment. Only invest capital you can afford to lose. I advise seeking independent financial advice if you have any doubts about the risks associated with foreign exchange trading.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2025-01-10
Suggested Minimum Capital
$80,000
Rank at C2 %
Top 8.3%
Rank # 
#86
# Trades
227
# Profitable
205
% Profitable
90.3%
Correlation S&P500
0.003
Sharpe Ratio
4.40
Sortino Ratio
8.79
Beta
0.00
Alpha
0.39
Leverage
4.72 Average
17.20 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

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

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

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

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



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

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

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

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

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

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

Il trading è rischioso

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

Va bene, capito.

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