This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
03/23/2021
Most recent certification approved
3/24/21 9:30 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
4%
# trading signals issued by system since certification
99
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
81
Percent signals followed since 03/23/2021
81.8%
This information was last updated
5/23/22 15:46 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 03/23/2021,
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:
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.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
10 Bagger Investing
(130576078)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  03/23/2021 
Most recent certification approved  3/24/21 9:30 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  4% 
# trading signals issued by system since certification  99 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  81 
Percent signals followed since 03/23/2021  81.8% 
This information was last updated  5/23/22 15:46 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 03/23/2021, 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:
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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

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%  (8.8%) 
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.
Started  $50,000  
Buy Power  $51,661  
Cash  $1  
Equity  $1  
Cumulative $  $32,972  
Includes dividends and cashsettled expirations:  $4,316  Itemized 
Total System Equity  $82,972  
Margined  $1  
Open P/L  ($2,031)  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began8/12/2020

Suggested Minimum Cap$35,000

Strategy Age (days)652.67

Age22 months ago

What it tradesStocks, Options

# Trades105

# Profitable83

% Profitable79.00%

Avg trade duration54.0 days

Max peaktovalley drawdown26.97%

drawdown periodMay 10, 2021  May 12, 2022

Annual Return (Compounded)28.9%

Avg win$551.10

Avg loss$776.55
 Model Account Values (Raw)

Cash$46,793

Margin Used$0

Buying Power$51,661
 Ratios

W:L ratio2.93:1

Sharpe Ratio1.03

Sortino Ratio1.84

Calmar Ratio1.93
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)37.69%

Correlation to SP5000.38240

Return Percent SP500 (cumu) during strategy life20.04%
 Return Statistics

Ann Return (w trading costs)28.9%
 Slump

Current Slump as Pcnt Equity18.70%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.58%
 Return Statistics

Return Pcnt Since TOS Status11.320%
 Instruments

Short Options  Percent Covered7.32%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.289%
 Instruments

Percent Trades Options0.32%

Percent Trades Stocks0.68%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)32.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss36.00%

Chance of 20% account loss6.50%

Chance of 30% account loss0.50%

Chance of 40% account lossn/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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)882
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score720

Popularity (7 days, Percentile 1000 scale)619
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent4%
 Win / Loss

Avg Loss$777

Avg Win$551

Sum Trade PL (losers)$17,084.000
 Age

Num Months filled monthly returns table22
 Win / Loss

Sum Trade PL (winners)$45,741.000

# Winners83

Num Months Winners13
 Dividends

Dividends Received in Model Acct4317
 AUM

AUM (AutoTrader live capital)3294
 Win / Loss

# Losers22

% Winners79.0%
 Frequency

Avg Position Time (mins)77710.60

Avg Position Time (hrs)1295.18

Avg Trade Length54.0 days

Last Trade Ago3
 Leverage

Daily leverage (average)1.07

Daily leverage (max)2.03
 Regression

Alpha0.06

Beta0.47

Treynor Index0.15
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)3.34

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.829

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 strat0.03

Avg(MAE) / Avg(PL)  Winning trades0.306

Avg(MAE) / Avg(PL)  Losing trades1.421

HoldandHope Ratio0.662
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.30231

SD0.25999

Sharpe ratio (Glass type estimate)1.16279

Sharpe ratio (Hedges UMVUE)1.11617

df19.00000

t1.50115

p0.29643

Lowerbound of 95% confidence interval for Sharpe Ratio0.41351

Upperbound of 95% confidence interval for Sharpe Ratio2.71041

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44294

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.67528
 Statistics related to Sortino ratio

Sortino ratio3.42314

Upside Potential Ratio5.37855

Upside part of mean0.47500

Downside part of mean0.17269

Upside SD0.25304

Downside SD0.08831

N nonnegative terms11.00000

N negative terms9.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.12348

Mean of criterion0.30231

SD of predictor0.12828

SD of criterion0.25999

Covariance0.01083

r0.32469

b (slope, estimate of beta)0.65805

a (intercept, estimate of alpha)0.22105

Mean Square Error0.06383

DF error18.00000

t(b)1.45645

p(b)0.33765

t(a)1.08629

p(a)0.37598

Lowerbound of 95% confidence interval for beta0.29118

Upperbound of 95% confidence interval for beta1.60728

Lowerbound of 95% confidence interval for alpha0.20647

Upperbound of 95% confidence interval for alpha0.64857

Treynor index (mean / b)0.45940

Jensen alpha (a)0.22105
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26918

SD0.24246

Sharpe ratio (Glass type estimate)1.11021

Sharpe ratio (Hedges UMVUE)1.06571

df19.00000

t1.43328

p0.30443

Lowerbound of 95% confidence interval for Sharpe Ratio0.46170

Upperbound of 95% confidence interval for Sharpe Ratio2.65457

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48983

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.62124
 Statistics related to Sortino ratio

Sortino ratio2.96568

Upside Potential Ratio4.90835

Upside part of mean0.44550

Downside part of mean0.17632

Upside SD0.23161

Downside SD0.09076

N nonnegative terms11.00000

N negative terms9.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.11473

Mean of criterion0.26918

SD of predictor0.12942

SD of criterion0.24246

Covariance0.01070

r0.34095

b (slope, estimate of beta)0.63873

a (intercept, estimate of alpha)0.19590

Mean Square Error0.05484

DF error18.00000

t(b)1.53874

p(b)0.32952

t(a)1.04458

p(a)0.38046

Lowerbound of 95% confidence interval for beta0.23336

Upperbound of 95% confidence interval for beta1.51082

Lowerbound of 95% confidence interval for alpha0.19810

Upperbound of 95% confidence interval for alpha0.58990

Treynor index (mean / b)0.42142

Jensen alpha (a)0.19590
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08853

Expected Shortfall on VaR0.11450
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03153

Expected Shortfall on VaR0.05736
 ORDER STATISTICS
 Quartiles of return rates

Number of observations20.00000

Minimum0.92150

Quartile 10.97791

Median1.00938

Quartile 31.06443

Maximum1.25934

Mean of quarter 10.95685

Mean of quarter 20.99038

Mean of quarter 31.03732

Mean of quarter 41.12554

Inter Quartile Range0.08652

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05000

Mean of outliers high1.25934
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.43776

VaR(95%) (moments method)0.04998

Expected Shortfall (moments method)0.08117

Extreme Value Index (regression method)1.70560

VaR(95%) (regression method)0.04830

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.03403

Quartile 10.05357

Median0.07312

Quartile 30.10482

Maximum0.13652

Mean of quarter 10.03403

Mean of quarter 20.07312

Mean of quarter 30.00000

Mean of quarter 40.13652

Inter Quartile Range0.05125

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)0.38444

Compounded annual return (geometric extrapolation)0.34593

Calmar ratio (compounded annual return / max draw down)2.53393

Compounded annual return / average of 25% largest draw downs2.53393

Compounded annual return / Expected Shortfall lognormal3.02115

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.28539

SD0.21061

Sharpe ratio (Glass type estimate)1.35510

Sharpe ratio (Hedges UMVUE)1.35287

df456.00000

t1.78969

p0.03708

Lowerbound of 95% confidence interval for Sharpe Ratio0.13222

Upperbound of 95% confidence interval for Sharpe Ratio2.84103

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.13375

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.83948
 Statistics related to Sortino ratio

Sortino ratio2.49790

Upside Potential Ratio10.42810

Upside part of mean1.19145

Downside part of mean0.90606

Upside SD0.17753

Downside SD0.11425

N nonnegative terms242.00000

N negative terms215.00000
 Statistics related to linear regression on benchmark

N of observations457.00000

Mean of predictor0.09205

Mean of criterion0.28539

SD of predictor0.17429

SD of criterion0.21061

Covariance0.01397

r0.38070

b (slope, estimate of beta)0.46003

a (intercept, estimate of alpha)0.24300

Mean Square Error0.03801

DF error455.00000

t(b)8.78198

p(b)0.00000

t(a)1.64559

p(a)0.05027

Lowerbound of 95% confidence interval for beta0.35709

Upperbound of 95% confidence interval for beta0.56298

Lowerbound of 95% confidence interval for alpha0.04721

Upperbound of 95% confidence interval for alpha0.53331

Treynor index (mean / b)0.62038

Jensen alpha (a)0.24305
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26371

SD0.20630

Sharpe ratio (Glass type estimate)1.27830

Sharpe ratio (Hedges UMVUE)1.27620

df456.00000

t1.68826

p0.04602

Lowerbound of 95% confidence interval for Sharpe Ratio0.20873

Upperbound of 95% confidence interval for Sharpe Ratio2.76395

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21013

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.76253
 Statistics related to Sortino ratio

Sortino ratio2.28472

Upside Potential Ratio10.19120

Upside part of mean1.17628

Downside part of mean0.91258

Upside SD0.17149

Downside SD0.11542

N nonnegative terms242.00000

N negative terms215.00000
 Statistics related to linear regression on benchmark

N of observations457.00000

Mean of predictor0.07682

Mean of criterion0.26371

SD of predictor0.17473

SD of criterion0.20630

Covariance0.01393

r0.38657

b (slope, estimate of beta)0.45641

a (intercept, estimate of alpha)0.22865

Mean Square Error0.03628

DF error455.00000

t(b)8.94089

p(b)0.00000

t(a)1.58486

p(a)0.05685

Lowerbound of 95% confidence interval for beta0.35609

Upperbound of 95% confidence interval for beta0.55673

Lowerbound of 95% confidence interval for alpha0.05487

Upperbound of 95% confidence interval for alpha0.51216

Treynor index (mean / b)0.57778

Jensen alpha (a)0.22865
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01976

Expected Shortfall on VaR0.02495
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00767

Expected Shortfall on VaR0.01511
 ORDER STATISTICS
 Quartiles of return rates

Number of observations457.00000

Minimum0.95768

Quartile 10.99580

Median1.00078

Quartile 31.00597

Maximum1.14612

Mean of quarter 10.98812

Mean of quarter 20.99837

Mean of quarter 31.00308

Mean of quarter 41.01533

Inter Quartile Range0.01017

Number outliers low14.00000

Percentage of outliers low0.03063

Mean of outliers low0.97345

Number of outliers high20.00000

Percentage of outliers high0.04376

Mean of outliers high1.03731
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04182

VaR(95%) (moments method)0.01044

Expected Shortfall (moments method)0.01463

Extreme Value Index (regression method)0.04607

VaR(95%) (regression method)0.01250

Expected Shortfall (regression method)0.01723
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations25.00000

Minimum0.00093

Quartile 10.00380

Median0.01167

Quartile 30.03372

Maximum0.17545

Mean of quarter 10.00215

Mean of quarter 20.00829

Mean of quarter 30.02020

Mean of quarter 40.08804

Inter Quartile Range0.02992

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.12000

Mean of outliers high0.12078
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.31626

VaR(95%) (moments method)0.08026

Expected Shortfall (moments method)0.09768

Extreme Value Index (regression method)0.05630

VaR(95%) (regression method)0.12108

Expected Shortfall (regression method)0.17872
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.38013

Compounded annual return (geometric extrapolation)0.33859

Calmar ratio (compounded annual return / max draw down)1.92984

Compounded annual return / average of 25% largest draw downs3.84598

Compounded annual return / Expected Shortfall lognormal13.56800

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

Mean0.23327

SD0.14722

Sharpe ratio (Glass type estimate)1.58449

Sharpe ratio (Hedges UMVUE)1.57533

df130.00000

t1.12040

p0.54890

Lowerbound of 95% confidence interval for Sharpe Ratio4.35996

Upperbound of 95% confidence interval for Sharpe Ratio1.19702

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.35374

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.20308
 Statistics related to Sortino ratio

Sortino ratio2.15992

Upside Potential Ratio7.34625

Upside part of mean0.79339

Downside part of mean1.02667

Upside SD0.10026

Downside SD0.10800

N nonnegative terms55.00000

N negative terms76.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.29083

Mean of criterion0.23327

SD of predictor0.23189

SD of criterion0.14722

Covariance0.01701

r0.49838

b (slope, estimate of beta)0.31642

a (intercept, estimate of alpha)0.14125

Mean Square Error0.01642

DF error129.00000

t(b)6.52922

p(b)0.19639

t(a)0.77715

p(a)0.54343

Lowerbound of 95% confidence interval for beta0.22054

Upperbound of 95% confidence interval for beta0.41230

Lowerbound of 95% confidence interval for alpha0.50084

Upperbound of 95% confidence interval for alpha0.21835

Treynor index (mean / b)0.73722

Jensen alpha (a)0.14125
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24410

SD0.14714

Sharpe ratio (Glass type estimate)1.65898

Sharpe ratio (Hedges UMVUE)1.64939

df130.00000

t1.17308

p0.55117

Lowerbound of 95% confidence interval for Sharpe Ratio4.43497

Upperbound of 95% confidence interval for Sharpe Ratio1.12330

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.42844

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.12966
 Statistics related to Sortino ratio

Sortino ratio2.24370

Upside Potential Ratio7.24616

Upside part of mean0.78834

Downside part of mean1.03244

Upside SD0.09938

Downside SD0.10880

N nonnegative terms55.00000

N negative terms76.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.31777

Mean of criterion0.24410

SD of predictor0.23258

SD of criterion0.14714

Covariance0.01697

r0.49599

b (slope, estimate of beta)0.31378

a (intercept, estimate of alpha)0.14439

Mean Square Error0.01645

DF error129.00000

t(b)6.48766

p(b)0.19771

t(a)0.79320

p(a)0.54432

VAR (95 Confidence Intrvl)0.02000

Lowerbound of 95% confidence interval for beta0.21809

Upperbound of 95% confidence interval for beta0.40948

Lowerbound of 95% confidence interval for alpha0.50455

Upperbound of 95% confidence interval for alpha0.21577

Treynor index (mean / b)0.77793

Jensen alpha (a)0.14439
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01576

Expected Shortfall on VaR0.01948
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00994

Expected Shortfall on VaR0.01694
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97535

Quartile 10.99415

Median0.99824

Quartile 31.00489

Maximum1.02915

Mean of quarter 10.98816

Mean of quarter 20.99678

Mean of quarter 31.00125

Mean of quarter 41.01074

Inter Quartile Range0.01074

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.97646

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.02615
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.33419

VaR(95%) (moments method)0.01211

Expected Shortfall (moments method)0.01434

Extreme Value Index (regression method)0.32520

VaR(95%) (regression method)0.01200

Expected Shortfall (regression method)0.01418
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.06594

Quartile 10.09050

Median0.11506

Quartile 30.13962

Maximum0.16418

Mean of quarter 10.06594

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.16418

Inter Quartile Range0.04912

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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 Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?300794000

Max Equity Drawdown (num days)367
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.20492

Compounded annual return (geometric extrapolation)0.19442

Calmar ratio (compounded annual return / max draw down)1.18417

Compounded annual return / average of 25% largest draw downs1.18417

Compounded annual return / Expected Shortfall lognormal9.97833
Strategy Description
Frequently Asked Questions
Can I AutoTrade this with my IRA Account?
Yes, “10 Bagger Investing” is IRAfriendly. 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 longterm 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 longterm 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!
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.