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

10 Bagger Investing
(130576078)

Created by: CzarFredrikReyes CzarFredrikReyes
Started: 08/2020
Stocks, Options
Last trade: 318 days ago
Trading style: Equity Non-hedged Equity Event-driven

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 $125.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

Trading Category: Equity
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
Event-driven
Category: Equity

Event-driven

Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.
13.7%
Annual Return (Compounded)

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(30.3%)
Max Drawdown
124
Num Trades
70.2%
Win Trades
2.2 : 1
Profit Factor
52.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                 (3.2%)(2.7%)+8.5%+25.8%+8.2%+39.2%
2021+3.5%+11.4%+10.5%+3.1%+1.3%(3.9%)(3.6%)+0.1%(0.3%)+4.3%(4%)+1.2%+24.7%
2022+1.3%(0.2%)(6.3%)(5%)+1.4%(5.5%)+5.0%(4.4%)(9.1%)+8.9%+5.6%(3.5%)(12.7%)
2023+11.8%(1.3%)(7.6%)(5.4%)(8.1%)+5.6%+6.2%(0.5%)(3.3%)(6.4%)+8.6%+8.6%+5.8%
2024(3.3%)+1.3%+1.5%                                                      (0.5%)

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 128 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/21/21 9:30 HWBK HAWTHORN BANCSHARES LONG 416 21.52 5/16/23 10:09 18.31 2.15%
Trade id #136139236
Max drawdown($1,458)
Time5/5/23 0:00
Quant open416
Worst price18.01
Drawdown as % of equity-2.15%
($1,341)
Includes Typical Broker Commissions trade costs of $8.32
3/21/23 9:49 MPW MEDICAL PROPERTIES TRUST LONG 900 7.89 5/15 9:30 7.68 0.96%
Trade id #143976822
Max drawdown($715)
Time3/24/23 0:00
Quant open900
Worst price7.10
Drawdown as % of equity-0.96%
($199)
Includes Typical Broker Commissions trade costs of $5.00
4/23/21 10:00 CIBEY COMMERCIAL INTL BK A LONG 6,916 1.64 5/15/23 8:48 1.16 5.51%
Trade id #135287937
Max drawdown($3,928)
Time10/5/22 0:00
Quant open6,916
Worst price1.07
Drawdown as % of equity-5.51%
($3,335)
Includes Typical Broker Commissions trade costs of $28.52
4/14/23 9:31 CDZI2319E5 CDZI May19'23 5 call LONG 15 0.50 4/24 9:51 0.35 0.6%
Trade id #144297070
Max drawdown($450)
Time4/20/23 0:00
Quant open15
Worst price0.20
Drawdown as % of equity-0.60%
($246)
Includes Typical Broker Commissions trade costs of $21.00
4/14/23 11:19 CLSK2319E2.5 CLSK May19'23 2.5 call LONG 4 1.55 4/21 9:44 1.55 0.08%
Trade id #144301095
Max drawdown($60)
Time4/14/23 12:11
Quant open4
Worst price1.40
Drawdown as % of equity-0.08%
($6)
Includes Typical Broker Commissions trade costs of $5.60
4/12/23 9:31 TGTX2321D22 TGTX Apr21'23 22 call LONG 5 1.40 4/21 9:30 0.10 0.87%
Trade id #144267832
Max drawdown($650)
Time4/20/23 0:00
Quant open5
Worst price0.10
Drawdown as % of equity-0.87%
($657)
Includes Typical Broker Commissions trade costs of $7.00
4/14/23 9:32 BITF2319E1 BITF May19'23 1 call LONG 18 0.40 4/21 9:30 0.18 0.55%
Trade id #144297193
Max drawdown($414)
Time4/20/23 0:00
Quant open18
Worst price0.17
Drawdown as % of equity-0.55%
($421)
Includes Typical Broker Commissions trade costs of $25.20
8/15/22 9:30 ATVI ACTIVISION BLIZZARD LONG 100 80.60 4/18/23 9:30 85.50 1.29%
Trade id #141416389
Max drawdown($966)
Time11/7/22 0:00
Quant open100
Worst price70.94
Drawdown as % of equity-1.29%
$488
Includes Typical Broker Commissions trade costs of $2.00
4/4/23 9:30 VTSI2321D5 VTSI Apr21'23 5 call LONG 12 0.60 4/13 9:32 0.50 0.43%
Trade id #144170100
Max drawdown($324)
Time4/4/23 15:48
Quant open12
Worst price0.33
Drawdown as % of equity-0.43%
($137)
Includes Typical Broker Commissions trade costs of $16.80
1/3/23 10:21 CIH CHINA INDEX HOLDINGS LTD ADS LONG 8,100 0.92 4/11 9:30 0.66 2.83%
Trade id #143073494
Max drawdown($2,134)
Time4/11/23 9:30
Quant open8,100
Worst price0.66
Drawdown as % of equity-2.83%
($2,140)
Includes Typical Broker Commissions trade costs of $5.00
4/4/23 9:30 CRVS2321D1 CRVS Apr21'23 1 call LONG 38 0.19 4/11 9:30 0.35 0.25%
Trade id #144170079
Max drawdown($190)
Time4/6/23 0:00
Quant open38
Worst price0.14
Drawdown as % of equity-0.25%
$555
Includes Typical Broker Commissions trade costs of $53.20
4/3/23 9:30 YMAB2321D5 YMAB Apr21'23 5 call LONG 15 0.40 4/10 13:50 1.10 0%
Trade id #144152586
Max drawdown($0)
Time4/3/23 9:39
Quant open15
Worst price0.40
Drawdown as % of equity-0.00%
$1,029
Includes Typical Broker Commissions trade costs of $21.00
3/31/23 9:58 ACHV2321D5 ACHV Apr21'23 5 call LONG 5 1.50 4/6 12:18 2.00 0.2%
Trade id #144127879
Max drawdown($150)
Time3/31/23 10:30
Quant open5
Worst price1.20
Drawdown as % of equity-0.20%
$243
Includes Typical Broker Commissions trade costs of $7.00
3/31/23 9:30 GATO2321D5 GATO Apr21'23 5 call LONG 4 1.65 4/6 9:35 1.67 0.2%
Trade id #144126908
Max drawdown($156)
Time4/4/23 0:00
Quant open4
Worst price1.26
Drawdown as % of equity-0.20%
$2
Includes Typical Broker Commissions trade costs of $5.60
4/3/23 9:31 BCLI2321D3 BCLI Apr21'23 3 call LONG 12 0.60 4/5 10:02 0.25 0.55%
Trade id #144152738
Max drawdown($420)
Time4/5/23 10:02
Quant open12
Worst price0.25
Drawdown as % of equity-0.55%
($437)
Includes Typical Broker Commissions trade costs of $16.80
4/3/23 9:30 EVGO2321D7 EVGO Apr21'23 7 call LONG 6 1.05 4/5 9:30 0.50 0.47%
Trade id #144152514
Max drawdown($360)
Time4/3/23 15:17
Quant open6
Worst price0.45
Drawdown as % of equity-0.47%
($338)
Includes Typical Broker Commissions trade costs of $8.40
8/24/20 9:36 BSRR SIERRA LONG 338 21.30 3/14/23 9:37 22.14 1.01%
Trade id #130755713
Max drawdown($800)
Time3/13/23 0:00
Quant open200
Worst price17.30
Drawdown as % of equity-1.01%
$275
Includes Typical Broker Commissions trade costs of $6.76
3/22/21 9:31 FAF FIRST AMERICAN FINANCIAL LONG 100 53.66 2/22/23 9:41 58.51 1.45%
Trade id #134761312
Max drawdown($1,012)
Time10/21/22 0:00
Quant open100
Worst price43.54
Drawdown as % of equity-1.45%
$483
Includes Typical Broker Commissions trade costs of $2.00
8/22/22 9:30 HR HEALTHCARE REALTY TRUST INC LONG 200 26.52 1/9/23 9:30 20.76 2.24%
Trade id #141492576
Max drawdown($1,672)
Time12/20/22 0:00
Quant open200
Worst price18.16
Drawdown as % of equity-2.24%
($1,156)
Includes Typical Broker Commissions trade costs of $4.00
7/5/22 9:30 MNAT MARQUETTE NATL CP LONG 200 27.75 8/22 15:04 28.25 0.1%
Trade id #140957721
Max drawdown($78)
Time8/15/22 0:00
Quant open200
Worst price27.36
Drawdown as % of equity-0.10%
$96
Includes Typical Broker Commissions trade costs of $4.00
6/21/21 8:00 PNGAY PING AN INS CO ADR LONG 600 18.24 5/23/22 15:45 12.10 5.29%
Trade id #136136910
Max drawdown($4,041)
Time5/12/22 0:00
Quant open600
Worst price11.50
Drawdown as % of equity-5.29%
($3,690)
Includes Typical Broker Commissions trade costs of $8.50
8/25/21 13:06 ATHM AUTOHOME INC LONG 300 35.20 5/23/22 9:30 29.22 5.43%
Trade id #137121114
Max drawdown($4,412)
Time3/14/22 0:00
Quant open300
Worst price20.49
Drawdown as % of equity-5.43%
($1,799)
Includes Typical Broker Commissions trade costs of $6.00
6/21/21 9:38 GTN GRAY TELEVISION LONG 400 22.16 5/23/22 9:30 20.46 2.05%
Trade id #136140383
Max drawdown($1,606)
Time5/9/22 0:00
Quant open400
Worst price18.14
Drawdown as % of equity-2.05%
($687)
Includes Typical Broker Commissions trade costs of $8.00
2/22/22 13:16 MMP2218O42.5 MMP Mar18'22 42.5 put SHORT 1 0.20 3/19 9:35 0.00 0.02%
Trade id #139494622
Max drawdown($15)
Time2/24/22 0:00
Quant open1
Worst price0.35
Drawdown as % of equity-0.02%
$19
Includes Typical Broker Commissions trade costs of $1.00
2/25/22 9:38 ATHM2218O20 ATHM Mar18'22 20 put SHORT 1 0.45 3/19 9:35 0.00 0.02%
Trade id #139545269
Max drawdown($15)
Time3/14/22 0:00
Quant open1
Worst price0.60
Drawdown as % of equity-0.02%
$44
Includes Typical Broker Commissions trade costs of $1.00
3/18/22 11:02 BSRR2218O25 BSRR Mar18'22 25 put SHORT 1 0.70 3/19 9:35 0.00 n/a $69
Includes Typical Broker Commissions trade costs of $1.00
2/14/22 9:30 XOM2204C79 XOM Mar4'22 79 call LONG 2 3.15 3/4 10:10 2.80 0.65%
Trade id #139377716
Max drawdown($550)
Time2/24/22 0:00
Quant open2
Worst price0.40
Drawdown as % of equity-0.65%
($73)
Includes Typical Broker Commissions trade costs of $2.80
2/14/22 9:48 RBLX2204O74 RBLX Mar4'22 74 put LONG 1 11.45 3/4 10:05 28.75 0.29%
Trade id #139378861
Max drawdown($247)
Time2/15/22 0:00
Quant open1
Worst price8.98
Drawdown as % of equity-0.29%
$1,728
Includes Typical Broker Commissions trade costs of $2.00
8/13/20 11:25 PLBC PLUMAS BANCORP LONG 400 22.05 11/23/21 9:30 29.90 1.32%
Trade id #130603541
Max drawdown($600)
Time9/24/20 0:00
Quant open200
Worst price18.70
Drawdown as % of equity-1.32%
$3,131
Includes Typical Broker Commissions trade costs of $8.00
8/13/20 9:30 VZ VERIZON COMMUNICATIONS LONG 173 57.52 9/20/21 9:35 55.00 0.55%
Trade id #130600459
Max drawdown($426)
Time2/16/21 0:00
Quant open100
Worst price53.83
Drawdown as % of equity-0.55%
($439)
Includes Typical Broker Commissions trade costs of $3.46

Statistics

  • Strategy began
    8/12/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    1317.93
  • Age
    44 months ago
  • What it trades
    Stocks, Options
  • # Trades
    124
  • # Profitable
    87
  • % Profitable
    70.20%
  • Avg trade duration
    95.8 days
  • Max peak-to-valley drawdown
    30.31%
  • drawdown period
    May 10, 2021 - May 12, 2023
  • Annual Return (Compounded)
    13.7%
  • Avg win
    $664.53
  • Avg loss
    $821.11
  • Model Account Values (Raw)
  • Cash
    $52,766
  • Margin Used
    $0
  • Buying Power
    $63,399
  • Ratios
  • W:L ratio
    2.18:1
  • Sharpe Ratio
    0.59
  • Sortino Ratio
    0.95
  • Calmar Ratio
    0.827
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    3.89%
  • Correlation to SP500
    0.44330
  • Return Percent SP500 (cumu) during strategy life
    55.44%
  • Return Statistics
  • Ann Return (w trading costs)
    13.7%
  • Slump
  • Current Slump as Pcnt Equity
    17.80%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.79%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    7.32%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.137%
  • Instruments
  • Percent Trades Options
    0.35%
  • Percent Trades Stocks
    0.65%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    16.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    50.50%
  • Chance of 20% account loss
    18.50%
  • Chance of 30% account loss
    2.50%
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    338
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    329
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $821
  • Avg Win
    $665
  • Sum Trade PL (losers)
    $30,381.000
  • Age
  • Num Months filled monthly returns table
    44
  • Win / Loss
  • Sum Trade PL (winners)
    $57,814.000
  • # Winners
    87
  • Num Months Winners
    23
  • Dividends
  • Dividends Received in Model Acct
    8272
  • Win / Loss
  • # Losers
    37
  • % Winners
    70.2%
  • Frequency
  • Avg Position Time (mins)
    137928.00
  • Avg Position Time (hrs)
    2298.80
  • Avg Trade Length
    95.8 days
  • Last Trade Ago
    314
  • Leverage
  • Daily leverage (average)
    1.05
  • Daily leverage (max)
    2.03
  • Regression
  • Alpha
    0.02
  • Beta
    0.45
  • Treynor Index
    0.08
  • 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)
    -1.98
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    2.678
  • 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
    0.293
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.442
  • Hold-and-Hope Ratio
    0.400
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.16115
  • SD
    0.24475
  • Sharpe ratio (Glass type estimate)
    0.65842
  • Sharpe ratio (Hedges UMVUE)
    0.64332
  • df
    33.00000
  • t
    1.10828
  • p
    0.13788
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.52153
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.82867
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.53137
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.81801
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.29346
  • Upside Potential Ratio
    3.16339
  • Upside part of mean
    0.39411
  • Downside part of mean
    -0.23297
  • Upside SD
    0.21162
  • Downside SD
    0.12459
  • N nonnegative terms
    19.00000
  • N negative terms
    15.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    34.00000
  • Mean of predictor
    0.07072
  • Mean of criterion
    0.16115
  • SD of predictor
    0.14518
  • SD of criterion
    0.24475
  • Covariance
    0.01598
  • r
    0.44978
  • b (slope, estimate of beta)
    0.75825
  • a (intercept, estimate of alpha)
    0.10752
  • Mean Square Error
    0.04928
  • DF error
    32.00000
  • t(b)
    2.84878
  • p(b)
    0.00381
  • t(a)
    0.80715
  • p(a)
    0.21277
  • Lowerbound of 95% confidence interval for beta
    0.21609
  • Upperbound of 95% confidence interval for beta
    1.30041
  • Lowerbound of 95% confidence interval for alpha
    -0.16382
  • Upperbound of 95% confidence interval for alpha
    0.37887
  • Treynor index (mean / b)
    0.21252
  • Jensen alpha (a)
    0.10752
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.13251
  • SD
    0.23483
  • Sharpe ratio (Glass type estimate)
    0.56431
  • Sharpe ratio (Hedges UMVUE)
    0.55137
  • df
    33.00000
  • t
    0.94988
  • p
    0.17454
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.61212
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.73238
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.62059
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.72334
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.02151
  • Upside Potential Ratio
    2.87621
  • Upside part of mean
    0.37311
  • Downside part of mean
    -0.24060
  • Upside SD
    0.19534
  • Downside SD
    0.12973
  • N nonnegative terms
    19.00000
  • N negative terms
    15.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    34.00000
  • Mean of predictor
    0.06008
  • Mean of criterion
    0.13251
  • SD of predictor
    0.14618
  • SD of criterion
    0.23483
  • Covariance
    0.01586
  • r
    0.46214
  • b (slope, estimate of beta)
    0.74236
  • a (intercept, estimate of alpha)
    0.08791
  • Mean Square Error
    0.04472
  • DF error
    32.00000
  • t(b)
    2.94791
  • p(b)
    0.00297
  • t(a)
    0.69472
  • p(a)
    0.24612
  • Lowerbound of 95% confidence interval for beta
    0.22941
  • Upperbound of 95% confidence interval for beta
    1.25532
  • Lowerbound of 95% confidence interval for alpha
    -0.16985
  • Upperbound of 95% confidence interval for alpha
    0.34567
  • Treynor index (mean / b)
    0.17850
  • Jensen alpha (a)
    0.08791
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.09558
  • Expected Shortfall on VaR
    0.12056
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04180
  • Expected Shortfall on VaR
    0.07866
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    34.00000
  • Minimum
    0.89928
  • Quartile 1
    0.97029
  • Median
    1.00938
  • Quartile 3
    1.05346
  • Maximum
    1.25934
  • Mean of quarter 1
    0.93985
  • Mean of quarter 2
    0.99026
  • Mean of quarter 3
    1.03064
  • Mean of quarter 4
    1.10110
  • Inter Quartile Range
    0.08317
  • 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
    0.02941
  • Mean of outliers high
    1.25934
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.23928
  • VaR(95%) (moments method)
    0.06721
  • Expected Shortfall (moments method)
    0.10323
  • Extreme Value Index (regression method)
    -0.75848
  • VaR(95%) (regression method)
    0.05949
  • Expected Shortfall (regression method)
    0.06434
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.03403
  • Quartile 1
    0.05357
  • Median
    0.07312
  • Quartile 3
    0.15110
  • Maximum
    0.22909
  • Mean of quarter 1
    0.03403
  • Mean of quarter 2
    0.07312
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.22909
  • Inter Quartile Range
    0.09753
  • 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)
    0.20309
  • Compounded annual return (geometric extrapolation)
    0.17401
  • Calmar ratio (compounded annual return / max draw down)
    0.75957
  • Compounded annual return / average of 25% largest draw downs
    0.75957
  • Compounded annual return / Expected Shortfall lognormal
    1.44330
  • 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
    0.17748
  • SD
    0.19445
  • Sharpe ratio (Glass type estimate)
    0.91271
  • Sharpe ratio (Hedges UMVUE)
    0.91181
  • df
    760.00000
  • t
    1.55552
  • p
    0.06012
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.23852
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.06336
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.23913
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.06275
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.53291
  • Upside Potential Ratio
    9.40816
  • Upside part of mean
    1.08927
  • Downside part of mean
    -0.91179
  • Upside SD
    0.15645
  • Downside SD
    0.11578
  • N nonnegative terms
    398.00000
  • N negative terms
    363.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    761.00000
  • Mean of predictor
    0.13631
  • Mean of criterion
    0.17748
  • SD of predictor
    0.19087
  • SD of criterion
    0.19445
  • Covariance
    0.01615
  • r
    0.43512
  • b (slope, estimate of beta)
    0.44327
  • a (intercept, estimate of alpha)
    0.11700
  • Mean Square Error
    0.03069
  • DF error
    759.00000
  • t(b)
    13.31390
  • p(b)
    -0.00000
  • t(a)
    1.13761
  • p(a)
    0.12782
  • Lowerbound of 95% confidence interval for beta
    0.37791
  • Upperbound of 95% confidence interval for beta
    0.50863
  • Lowerbound of 95% confidence interval for alpha
    -0.08494
  • Upperbound of 95% confidence interval for alpha
    0.31905
  • Treynor index (mean / b)
    0.40038
  • Jensen alpha (a)
    0.11706
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.15890
  • SD
    0.19164
  • Sharpe ratio (Glass type estimate)
    0.82918
  • Sharpe ratio (Hedges UMVUE)
    0.82836
  • df
    760.00000
  • t
    1.41315
  • p
    0.07901
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.32185
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.97971
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.32242
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.97913
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.35690
  • Upside Potential Ratio
    9.20027
  • Upside part of mean
    1.07740
  • Downside part of mean
    -0.91850
  • Upside SD
    0.15185
  • Downside SD
    0.11711
  • N nonnegative terms
    398.00000
  • N negative terms
    363.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    761.00000
  • Mean of predictor
    0.11807
  • Mean of criterion
    0.15890
  • SD of predictor
    0.19097
  • SD of criterion
    0.19164
  • Covariance
    0.01609
  • r
    0.43971
  • b (slope, estimate of beta)
    0.44125
  • a (intercept, estimate of alpha)
    0.10680
  • Mean Square Error
    0.02966
  • DF error
    759.00000
  • t(b)
    13.48790
  • p(b)
    -0.00000
  • t(a)
    1.05610
  • p(a)
    0.14563
  • Lowerbound of 95% confidence interval for beta
    0.37703
  • Upperbound of 95% confidence interval for beta
    0.50547
  • Lowerbound of 95% confidence interval for alpha
    -0.09172
  • Upperbound of 95% confidence interval for alpha
    0.30533
  • Treynor index (mean / b)
    0.36011
  • Jensen alpha (a)
    0.10680
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01869
  • Expected Shortfall on VaR
    0.02352
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00778
  • Expected Shortfall on VaR
    0.01536
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    761.00000
  • Minimum
    0.94407
  • Quartile 1
    0.99562
  • Median
    1.00059
  • Quartile 3
    1.00575
  • Maximum
    1.14612
  • Mean of quarter 1
    0.98817
  • Mean of quarter 2
    0.99819
  • Mean of quarter 3
    1.00304
  • Mean of quarter 4
    1.01381
  • Inter Quartile Range
    0.01013
  • Number outliers low
    21.00000
  • Percentage of outliers low
    0.02760
  • Mean of outliers low
    0.97163
  • Number of outliers high
    25.00000
  • Percentage of outliers high
    0.03285
  • Mean of outliers high
    1.03747
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.09456
  • VaR(95%) (moments method)
    0.01080
  • Expected Shortfall (moments method)
    0.01555
  • Extreme Value Index (regression method)
    0.07220
  • VaR(95%) (regression method)
    0.01186
  • Expected Shortfall (regression method)
    0.01716
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    25.00000
  • Minimum
    0.00093
  • Quartile 1
    0.00380
  • Median
    0.01167
  • Quartile 3
    0.03372
  • Maximum
    0.24829
  • Mean of quarter 1
    0.00215
  • Mean of quarter 2
    0.00829
  • Mean of quarter 3
    0.02020
  • Mean of quarter 4
    0.10018
  • Inter Quartile Range
    0.02992
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.12000
  • Mean of outliers high
    0.14506
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.14547
  • VaR(95%) (moments method)
    0.08754
  • Expected Shortfall (moments method)
    0.13245
  • Extreme Value Index (regression method)
    0.39834
  • VaR(95%) (regression method)
    0.13320
  • Expected Shortfall (regression method)
    0.26798
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.24804
  • Compounded annual return (geometric extrapolation)
    0.20539
  • Calmar ratio (compounded annual return / max draw down)
    0.82723
  • Compounded annual return / average of 25% largest draw downs
    2.05031
  • Compounded annual return / Expected Shortfall lognormal
    8.73134
  • 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
    -0.10404
  • SD
    0.20861
  • Sharpe ratio (Glass type estimate)
    -0.49874
  • Sharpe ratio (Hedges UMVUE)
    -0.49586
  • df
    130.00000
  • t
    -0.35267
  • p
    0.51546
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.27037
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.27457
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.26832
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.27660
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.69724
  • Upside Potential Ratio
    6.82575
  • Upside part of mean
    1.01856
  • Downside part of mean
    -1.12260
  • Upside SD
    0.14478
  • Downside SD
    0.14922
  • N nonnegative terms
    64.00000
  • N negative terms
    67.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.44084
  • Mean of criterion
    -0.10404
  • SD of predictor
    0.17848
  • SD of criterion
    0.20861
  • Covariance
    0.02009
  • r
    0.53961
  • b (slope, estimate of beta)
    0.63072
  • a (intercept, estimate of alpha)
    -0.38209
  • Mean Square Error
    0.03109
  • DF error
    129.00000
  • t(b)
    7.27966
  • p(b)
    0.17396
  • t(a)
    -1.51472
  • p(a)
    0.58391
  • Lowerbound of 95% confidence interval for beta
    0.45930
  • Upperbound of 95% confidence interval for beta
    0.80214
  • Lowerbound of 95% confidence interval for alpha
    -0.88118
  • Upperbound of 95% confidence interval for alpha
    0.11700
  • Treynor index (mean / b)
    -0.16496
  • Jensen alpha (a)
    -0.38209
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.12564
  • SD
    0.20853
  • Sharpe ratio (Glass type estimate)
    -0.60248
  • Sharpe ratio (Hedges UMVUE)
    -0.59900
  • df
    130.00000
  • t
    -0.42602
  • p
    0.51867
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.37417
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.17138
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.37176
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.17377
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.82841
  • Upside Potential Ratio
    6.64789
  • Upside part of mean
    1.00822
  • Downside part of mean
    -1.13386
  • Upside SD
    0.14217
  • Downside SD
    0.15166
  • N nonnegative terms
    64.00000
  • N negative terms
    67.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.42470
  • Mean of criterion
    -0.12564
  • SD of predictor
    0.17796
  • SD of criterion
    0.20853
  • Covariance
    0.01993
  • r
    0.53702
  • b (slope, estimate of beta)
    0.62929
  • a (intercept, estimate of alpha)
    -0.39290
  • Mean Square Error
    0.03119
  • DF error
    129.00000
  • t(b)
    7.23043
  • p(b)
    0.17535
  • t(a)
    -1.55626
  • p(a)
    0.58616
  • VAR (95 Confidence Intrvl)
    0.01900
  • Lowerbound of 95% confidence interval for beta
    0.45709
  • Upperbound of 95% confidence interval for beta
    0.80148
  • Lowerbound of 95% confidence interval for alpha
    -0.89240
  • Upperbound of 95% confidence interval for alpha
    0.10661
  • Treynor index (mean / b)
    -0.19965
  • Jensen alpha (a)
    -0.39290
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02144
  • Expected Shortfall on VaR
    0.02668
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00997
  • Expected Shortfall on VaR
    0.01992
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.94407
  • Quartile 1
    0.99506
  • Median
    0.99990
  • Quartile 3
    1.00496
  • Maximum
    1.05704
  • Mean of quarter 1
    0.98554
  • Mean of quarter 2
    0.99767
  • Mean of quarter 3
    1.00268
  • Mean of quarter 4
    1.01304
  • Inter Quartile Range
    0.00990
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04580
  • Mean of outliers low
    0.96606
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.03053
  • Mean of outliers high
    1.04204
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.36024
  • VaR(95%) (moments method)
    0.01443
  • Expected Shortfall (moments method)
    0.02654
  • Extreme Value Index (regression method)
    0.19872
  • VaR(95%) (regression method)
    0.01407
  • Expected Shortfall (regression method)
    0.02223
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.00623
  • Quartile 1
    0.05798
  • Median
    0.10973
  • Quartile 3
    0.16148
  • Maximum
    0.21322
  • Mean of quarter 1
    0.00623
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.21322
  • Inter Quartile Range
    0.10350
  • 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
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -430002000
  • Max Equity Drawdown (num days)
    732
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.09538
  • Compounded annual return (geometric extrapolation)
    -0.09311
  • Calmar ratio (compounded annual return / max draw down)
    -0.43666
  • Compounded annual return / average of 25% largest draw downs
    -0.43666
  • Compounded annual return / Expected Shortfall lognormal
    -3.48972

Strategy Description

"10 Bagger Investing" is based on my real money account with Interactive Brokers. My wife and I invest all our available funds into this IB account since 2008. “10 Bagger Investing” is composed of 2 strategies working together to give maximum return to investors. These 2 strategies are core long-term stock positions and risk arbitrage. The core long-term strategy consists of deep value growth stocks that are potential 10-baggers. 10-bagger simply refers to any stock that will run 10 times higher than what you paid for it. While risk arbitrage strategy consists of stocks undergoing merger/acquisition or corporate restructuring.

Frequently Asked Questions

Can I AutoTrade this with my IRA Account?

Yes, “10 Bagger Investing” is IRA-friendly. Just make sure to turn off options. We don’t short stocks. We use margin though but up to 1.30 leverage only. Make sure your AutoTrade Scaling is adjusted accordingly so your IRA account doesn’t go over allowed leverage.

Can I AutoTrade this with less than $25,000 in my brokerage account?

Yes, we welcome all investors, big or small accounts. We don’t day trading so you don’t have to worry about pattern day trading (PDT) restrictions. The only issue we can think of with small accounts is fees might eat up profits.

Can I AutoTrade this even if my account doesn’t have permission to trade options?

Yes, “10 Bagger Investing” still works without options trading. In fact, the majority of the gains enjoyed by the strategy are linked to our core long-term stock positions.

Do I have to "Join trades in progress"?

We strongly recommend joining trades in progress when subscribing to "10 Bagger Investing". This will allow you to participate in the potential upside and dividends of our core long-term positions.

Do you use Martingale?

No.

Do you use stop loss in your trades?

We don't do traditional stop loss. We see our stock positions as investments in a real profitable business. We only invest in consistently profitable enterprises that we think are trading at a discount. We stop loss or sell our position when we think the underlining fundamental business has changed. We protect our investment by only buying stocks that are trading at a significant discount compared to what we estimate as to their intrinsic value.

Have you done any backtesting of the strategy?

No.

Do you time your buying and selling of stock position?

We don't attempt to time the market. Anyone who tells you they can time the market is lying. We base our investment solely on the business fundamentals of companies. We buy when the stock price is below our computed intrinsic value and we sell when we think the company's underlining business stopped growing or declining.

I like what I’m seeing and would like to subscribe to “10 Bagger Investing”. Do you offer free trials or coupons?

Yes, we do give out personalized discount coupons. Just give us a message and we'll gladly give you free trials and coupons.

While we want you to subscribe to our strategy, we don’t want to encourage strategy jumping. We have seen so many times people subscribing and unsubscribing to “10 Bagger Investing” at the worst time possible. They join at peaks then leave after a drawdown. By jumping in and out they decrease their odds of success dramatically.

If you have any other questions or concerns about the “10 Bagger Investing” Strategy, please don’t hesitate to message me. Happy Investing!

Summary Statistics

Strategy began
2020-08-12
Suggested Minimum Capital
$25,000
# Trades
124
# Profitable
87
% Profitable
70.2%
Net Dividends
Correlation S&P500
0.443
Sharpe Ratio
0.59
Sortino Ratio
0.95
Beta
0.45
Alpha
0.02
Leverage
1.05 Average
2.03 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

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subscribed on started simulation #SUBSCRIBEDDATE#

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.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

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