SuperBands by BWO
(132135910)
Subscription terms. Subscriptions to this system cost $175.00 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.
Sector: Technology
Focuses primarily on stocks of technology companies.Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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  (0.4%)  (0.4%)  (0.8%)  
2021  +2.8%  +7.1%  +12.3%  (0.2%)  +1.7%  (0.3%)  +0.1%  (0.3%)  (0.3%)  +0.3%  (0.6%)  (0.4%)  +23.5% 
2022  (0.2%)  +6.9%  (0.1%)  (1.1%)  (0.3%)  (0.2%)  (0.3%)  (0.7%)    +3.7% 
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  $68,437  
Cash  $68,437  
Equity  $0  
Cumulative $  $18,437  
Includes dividends and cashsettled expirations:  $18  Itemized 
Total System Equity  $68,437  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began11/8/2020

Suggested Minimum Cap$15,000

Strategy Age (days)682.85

Age23 months ago

What it tradesStocks

# Trades165

# Profitable122

% Profitable73.90%

Avg trade duration2.2 days

Max peaktovalley drawdown11.72%

drawdown periodMarch 08, 2021  March 08, 2021

Annual Return (Compounded)13.6%

Avg win$220.11

Avg loss$196.09
 Model Account Values (Raw)

Cash$68,437

Margin Used$0

Buying Power$68,437
 Ratios

W:L ratio3.19:1

Sharpe Ratio0.83

Sortino Ratio1.66

Calmar Ratio3.067
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)19.92%

Correlation to SP5000.07190

Return Percent SP500 (cumu) during strategy life3.73%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)13.6%
 Slump

Current Slump as Pcnt Equity3.90%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.81%
 Return Statistics

Return Pcnt Since TOS Status32.300%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.136%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)18.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss20.00%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

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 Automated65.62%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)416
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score1

Popularity (7 days, Percentile 1000 scale)302
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$196

Avg Win$220

Sum Trade PL (losers)$8,432.000
 Age

Num Months filled monthly returns table23
 Win / Loss

Sum Trade PL (winners)$26,854.000

# Winners122

Num Months Winners7
 Dividends

Dividends Received in Model Acct18
 AUM

AUM (AutoTrader live capital)68292
 Win / Loss

# Losers43

% Winners73.9%
 Frequency

Avg Position Time (mins)3206.17

Avg Position Time (hrs)53.44

Avg Trade Length2.2 days

Last Trade Ago98
 Leverage

Daily leverage (average)0.54

Daily leverage (max)3.62
 Regression

Alpha0.03

Beta0.05

Treynor Index0.69
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.21

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades1.930

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.579

Avg(MAE) / Avg(PL)  Losing trades1.607

HoldandHope Ratio0.518
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.17406

SD0.16968

Sharpe ratio (Glass type estimate)1.02579

Sharpe ratio (Hedges UMVUE)0.98467

df19.00000

t1.32430

p0.31758

Lowerbound of 95% confidence interval for Sharpe Ratio0.53939

Upperbound of 95% confidence interval for Sharpe Ratio2.56534

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.56545

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.53480
 Statistics related to Sortino ratio

Sortino ratio16.00190

Upside Potential Ratio18.24460

Upside part of mean0.19845

Downside part of mean0.02440

Upside SD0.17251

Downside SD0.01088

N nonnegative terms8.00000

N negative terms12.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.04030

Mean of criterion0.17406

SD of predictor0.18245

SD of criterion0.16968

Covariance0.00354

r0.11436

b (slope, estimate of beta)0.10636

a (intercept, estimate of alpha)0.16977

Mean Square Error0.02999

DF error18.00000

t(b)0.48841

p(b)0.44282

t(a)1.26284

p(a)0.35736

Lowerbound of 95% confidence interval for beta0.35117

Upperbound of 95% confidence interval for beta0.56389

Lowerbound of 95% confidence interval for alpha0.11267

Upperbound of 95% confidence interval for alpha0.45222

Treynor index (mean / b)1.63646

Jensen alpha (a)0.16977
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16044

SD0.15489

Sharpe ratio (Glass type estimate)1.03581

Sharpe ratio (Hedges UMVUE)0.99428

df19.00000

t1.33722

p0.31600

Lowerbound of 95% confidence interval for Sharpe Ratio0.53014

Upperbound of 95% confidence interval for Sharpe Ratio2.57589

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.55646

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54503
 Statistics related to Sortino ratio

Sortino ratio14.73340

Upside Potential Ratio16.97400

Upside part of mean0.18483

Downside part of mean0.02440

Upside SD0.15754

Downside SD0.01089

N nonnegative terms8.00000

N negative terms12.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.02431

Mean of criterion0.16044

SD of predictor0.18316

SD of criterion0.15489

Covariance0.00361

r0.12732

b (slope, estimate of beta)0.10767

a (intercept, estimate of alpha)0.15782

Mean Square Error0.02491

DF error18.00000

t(b)0.54460

p(b)0.43634

t(a)1.28983

p(a)0.35456

Lowerbound of 95% confidence interval for beta0.30769

Upperbound of 95% confidence interval for beta0.52303

Lowerbound of 95% confidence interval for alpha0.09924

Upperbound of 95% confidence interval for alpha0.41488

Treynor index (mean / b)1.49008

Jensen alpha (a)0.15782
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05840

Expected Shortfall on VaR0.07570
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00520

Expected Shortfall on VaR0.00807
 ORDER STATISTICS
 Quartiles of return rates

Number of observations20.00000

Minimum0.99238

Quartile 11.00000

Median1.00009

Quartile 31.00578

Maximum1.21212

Mean of quarter 10.99723

Mean of quarter 21.00000

Mean of quarter 31.00301

Mean of quarter 41.06709

Inter Quartile Range0.00578

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.20000

Mean of outliers high1.08233
 Risk estimates for a oneperiod 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)0.04944

VaR(95%) (regression method)0.00434

Expected Shortfall (regression method)0.00689
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00128

Quartile 10.00203

Median0.00247

Quartile 30.00391

Maximum0.00762

Mean of quarter 10.00128

Mean of quarter 20.00228

Mean of quarter 30.00267

Mean of quarter 40.00762

Inter Quartile Range0.00188

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.00762
 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)0.22126

Compounded annual return (geometric extrapolation)0.20725

Calmar ratio (compounded annual return / max draw down)27.19840

Compounded annual return / average of 25% largest draw downs27.19840

Compounded annual return / Expected Shortfall lognormal2.73760

0.00000

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

Mean0.16503

SD0.11437

Sharpe ratio (Glass type estimate)1.44291

Sharpe ratio (Hedges UMVUE)1.44045

df440.00000

t1.87201

p0.03093

Lowerbound of 95% confidence interval for Sharpe Ratio0.07159

Upperbound of 95% confidence interval for Sharpe Ratio2.95583

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.07325

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.95415
 Statistics related to Sortino ratio

Sortino ratio3.51721

Upside Potential Ratio6.32248

Upside part of mean0.29665

Downside part of mean0.13162

Upside SD0.10466

Downside SD0.04692

N nonnegative terms55.00000

N negative terms386.00000
 Statistics related to linear regression on benchmark

N of observations441.00000

Mean of predictor0.02390

Mean of criterion0.16503

SD of predictor0.18980

SD of criterion0.11437

Covariance0.00164

r0.07578

b (slope, estimate of beta)0.04566

a (intercept, estimate of alpha)0.16400

Mean Square Error0.01303

DF error439.00000

t(b)1.59232

p(b)0.05602

t(a)1.86281

p(a)0.03158

Lowerbound of 95% confidence interval for beta0.01070

Upperbound of 95% confidence interval for beta0.10202

Lowerbound of 95% confidence interval for alpha0.00903

Upperbound of 95% confidence interval for alpha0.33690

Treynor index (mean / b)3.61405

Jensen alpha (a)0.16393
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.15859

SD0.11238

Sharpe ratio (Glass type estimate)1.41114

Sharpe ratio (Hedges UMVUE)1.40873

df440.00000

t1.83079

p0.03390

Lowerbound of 95% confidence interval for Sharpe Ratio0.10323

Upperbound of 95% confidence interval for Sharpe Ratio2.92393

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10484

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.92230
 Statistics related to Sortino ratio

Sortino ratio3.32083

Upside Potential Ratio6.10034

Upside part of mean0.29132

Downside part of mean0.13273

Upside SD0.10206

Downside SD0.04775

N nonnegative terms55.00000

N negative terms386.00000
 Statistics related to linear regression on benchmark

N of observations441.00000

Mean of predictor0.00589

Mean of criterion0.15859

SD of predictor0.19015

SD of criterion0.11238

Covariance0.00160

r0.07507

b (slope, estimate of beta)0.04437

a (intercept, estimate of alpha)0.15832

Mean Square Error0.01259

DF error439.00000

t(b)1.57727

p(b)0.05773

t(a)1.83086

p(a)0.03390

Lowerbound of 95% confidence interval for beta0.01092

Upperbound of 95% confidence interval for beta0.09965

Lowerbound of 95% confidence interval for alpha0.01163

Upperbound of 95% confidence interval for alpha0.32828

Treynor index (mean / b)3.57447

Jensen alpha (a)0.15832
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01076

Expected Shortfall on VaR0.01362
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00160

Expected Shortfall on VaR0.00362
 ORDER STATISTICS
 Quartiles of return rates

Number of observations441.00000

Minimum0.95323

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.06698

Mean of quarter 10.99837

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00460

Inter Quartile Range0.00000

Number outliers low45.00000

Percentage of outliers low0.10204

Mean of outliers low0.99598

Number of outliers high64.00000

Percentage of outliers high0.14513

Mean of outliers high1.00790
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.75728

VaR(95%) (moments method)0.00103

Expected Shortfall (moments method)0.00714

Extreme Value Index (regression method)0.85147

VaR(95%) (regression method)0.00110

Expected Shortfall (regression method)0.01253
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00003

Quartile 10.00086

Median0.01108

Quartile 30.02489

Maximum0.06684

Mean of quarter 10.00028

Mean of quarter 20.00614

Mean of quarter 30.01675

Mean of quarter 40.04994

Inter Quartile Range0.02403

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.14286

Mean of outliers high0.06684
 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)0.21908

Compounded annual return (geometric extrapolation)0.20502

Calmar ratio (compounded annual return / max draw down)3.06723

Compounded annual return / average of 25% largest draw downs4.10547

Compounded annual return / Expected Shortfall lognormal15.05360

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

Mean0.01711

SD0.01687

Sharpe ratio (Glass type estimate)1.01408

Sharpe ratio (Hedges UMVUE)1.00822

df130.00000

t0.71707

p0.53138

Lowerbound of 95% confidence interval for Sharpe Ratio3.78670

Upperbound of 95% confidence interval for Sharpe Ratio1.76240

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.78274

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.76629
 Statistics related to Sortino ratio

Sortino ratio1.45114

Upside Potential Ratio2.66731

Upside part of mean0.03145

Downside part of mean0.04856

Upside SD0.01202

Downside SD0.01179

N nonnegative terms6.00000

N negative terms125.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.30139

Mean of criterion0.01711

SD of predictor0.26368

SD of criterion0.01687

Covariance0.00014

r0.03116

b (slope, estimate of beta)0.00199

a (intercept, estimate of alpha)0.01651

Mean Square Error0.00029

DF error129.00000

t(b)0.35405

p(b)0.48017

t(a)0.68783

p(a)0.53846

Lowerbound of 95% confidence interval for beta0.00915

Upperbound of 95% confidence interval for beta0.01313

Lowerbound of 95% confidence interval for alpha0.06399

Upperbound of 95% confidence interval for alpha0.03098

Treynor index (mean / b)8.58202

Jensen alpha (a)0.01651
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.01725

SD0.01687

Sharpe ratio (Glass type estimate)1.02215

Sharpe ratio (Hedges UMVUE)1.01624

df130.00000

t0.72277

p0.53163

Lowerbound of 95% confidence interval for Sharpe Ratio3.79481

Upperbound of 95% confidence interval for Sharpe Ratio1.75437

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.79080

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.75832
 Statistics related to Sortino ratio

Sortino ratio1.45822

Upside Potential Ratio2.65219

Upside part of mean0.03137

Downside part of mean0.04862

Upside SD0.01199

Downside SD0.01183

N nonnegative terms6.00000

N negative terms125.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.33619

Mean of criterion0.01725

SD of predictor0.26445

SD of criterion0.01687

Covariance0.00014

r0.03172

b (slope, estimate of beta)0.00202

a (intercept, estimate of alpha)0.01657

Mean Square Error0.00029

DF error129.00000

t(b)0.36044

p(b)0.47981

t(a)0.68979

p(a)0.53857

VAR (95 Confidence Intrvl)0.01100

Lowerbound of 95% confidence interval for beta0.00909

Upperbound of 95% confidence interval for beta0.01313

Lowerbound of 95% confidence interval for alpha0.06409

Upperbound of 95% confidence interval for alpha0.03095

Treynor index (mean / b)8.52205

Jensen alpha (a)0.01657
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00178

Expected Shortfall on VaR0.00221
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00063

Expected Shortfall on VaR0.00136
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.99251

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00585

Mean of quarter 10.99966

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00050

Inter Quartile Range0.00000

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.99630

Number of outliers high9.00000

Percentage of outliers high0.06870

Mean of outliers high1.00183
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)8.96997

VaR(95%) (moments method)55.68820

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.18258

VaR(95%) (regression method)0.00402

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

Number of observations1.00000

Minimum0.01108

Quartile 10.01108

Median0.01108

Quartile 30.01108

Maximum0.01108

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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?307880000

Max Equity Drawdown (num days)10
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.01069

Compounded annual return (geometric extrapolation)0.01072

Calmar ratio (compounded annual return / max draw down)0.96725

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal4.84041
Strategy Description
Allocation:
ETF Pairs Arbitrage 40% of capital is recommended $100 monthly 80125% APR's over any 23 year period with less than 70% drawdown at 3:1
SuperBands 60% on when not price physique pair trading ($175 monthly 95% APR and 15% drawdown when using SuperBands by BWO to put on trades only when a price physique pairs arbitrage trade isn't on) You dip buy NASDAQ100 stocks with 60%.
60% Power Professional Price Physics Pairs Arbitrage ($250 monthly for 250% APR and 40% drawdown) is on with the last 2 of the 212 pyramid and that's at a cost of $350 per month.And finally power professional's price is being raised to $250 and the scale is allowable to $400,000 before you must subscribe with additional subscription money.
Sound good?
Here are the links boys:
40% of equity no more than 60% in a short trend
Subscription to ETF Pairs Arbitrage @$100 monthly at https://www.wealthsignals.com/Strategy/Detail/ETFPairsArbitrage9IP7Vx
60% of equity on when no Price Physics Pairs Trade is on in Power Professional with the remaining 60% actually going in 60%*4/3 or 1.6^(4/3)1 is the exact percentage your sizing should be and note the 60% can use 2:1 margin up to 6:1 since we exit on the next day and do not day trade.
Finally, the key to most of my research was the combination of ETF Pairs Arbitrage and its Trend Follower Price Physics such that Power Professional puts on 4:1 TQQQ or SQQQ positions by purchasing only when they are in agreement and the first one to say sell exits so
60% of Equity Power Professional on collective2.com at [url]https://collective2.com/details/136764442[/ur]
Subscription to SuperBands by BWO @$175 monthly 2:1 margin 95% apr with 15% drawdown when using SuperBands as SuperBands Pairs Arbitrage such that trades only occur when the power professional position is not on or will come on in the next day and this drawdown is uncorrelated with any strategy Price Physics or Pairs Arbitrage available
SuperBands by BWO is available at https://collective2.com/details/132135910
Power Professional is Price Physics Pairs Arbitrage and when one of these trades happens you go all in at 4:3's equity the only time when 4:1 leveraged trading should ever be encountered or engaged in.
Will be adding this final description of how to use every one of my strategies and the proper allocation is 40% EPA, 60% SuperBands, 60% Power Professional where 60% of SuperBands and Power Professional can use margin up to 2:1 in SuperBands and 4/3's of equity for a 4:1 delta hedged leverage factor when positions in Pairs Arbitrage Price Physics Agree. See description above for APR's and drawdowns of strategies and note, no backtest has been correspondended with to compute except for Power Professional that this algorithm earns 250% APR with 40% Drawdown and that is superb combinatorial options trading strategy but because it uses two algoriothms can never be a Strategic Fund since a Strategic Fund like StratusPairs Strategic Fund is a managed account only for placing 100% of equity positions on in TQQQ or SQQQ following ETF Pairs Arbitrage by BWO.
Thank You for asking these questions guys, no, I'm not a one trick pony, and I used Stanford Topological Economics Economicists Empiricial Analysis to determine the 2:1:2 pyramid is properly scaled so that's what you guys need to do to be able to follow all of the strategy WealthSignals and Collective2 automated trades.
Thus, please consider subscribing to all of my strategies for $450 monthly gets you a $100 subscription to ETF Pairs Arbitrage, a $175 monthly subscription allocating 60% at 2:1 margin to SuperBands on collective2 as C2Star App SuperBands a top 100 c2 strategy at the moment and eligible for its first c2 star what I had started the strategy for in the first place. And finally the Power Professional gets 250% APR's with 40% drawdowns typically 1520% draws every trade for 4060% wins possible when in place allocating 60% of equity up to 4:3 of equity is how to size this $250 monthly subscription and will hammer away the losses you may have had you not followed the recession warning advice to only use 40% of equity and I will let all of you know particularly a day after once either the trend changes or a TQQQ or an SQQQ position has been put on in Power Professioonal using Price Physics Pairs Arbitrage for a 2:1:2 pyramid allocated first as 40% to EPA, 20% to any price physics trade but only the final 2 in the pyrmaid are available to put on for significant margin of safety and risk management such that the Price Physics signal on collective2 usually follows the Pairs Arbitrage signal so it happens in the middle of the day and both of my collective2 strategies require automation and thats both systems at 60% so you'll have 40% trading in ETF Pairs Arbitrage and when not in a Power Professional Trade you should trade 60% of your account in SuperBands simulatenously with C2Star Power Professional such that when Price Physics Pairs Trades are on you'll have the only time I'd ever recommend a 4:1 position and that's all trading based on a benchmark of TQQQ and inverse SQQQ.
Good luck everyone!
Happy Trading!
Beau Wolinsky
Beau WorldOmnimedia
BWO
B.W.O.
StratusPairs Strategic Fund Roboadvisor
ETF Pairs Arbitrage(40% of equity recommended when following the other two strategies I offer)
SuperBands by BWO (60% of equity recommended to trade when not in a position in Power Professional 2:1 margin on that 60% for a 120% exposure )
Power Prof PPPA by BWO(60% of equity is used on 4:3 of equity of 60% for a position that should be 4:1 leverage in either TQQQ or SQQQ with trades occuring either on the open the same as EPA at the same time, or with a middle of the day automated signal from collective2 sent by my Trading Station where all of my strategies are operated)
Software Packages Used
An IQFeed datafeed is used across the Wealth Lab 7 executing SuperBands and EPA has been automated and hard coded forever to be on WealthSignals.com such that the Price Physics portion of Pairs Arbitrage Price Physics uses Multicharts OpenBeta 64 to push trades done in my Multicharts platform to Collective2 trading only TQQQ and SQQQ at a size of 60% times 4/3's is 80% of your portfolio)
Thus, the way a maximal allocation looks is
40% EPA, 20% PP, 80% PPPA Triple PA is Price Physics Pairs Arbitrage and is the trading style which only executes a trade when Price Physics and Pairs Arbitrage agree exiting when one of them does not agree so you'll have 140% or up to 133% of equity when using all of my trading algorithms allocated the way they were meant to be in a 2:1:2 pyramid developed as Quant Master earning 225% in less than 2.5 years on worldcupadvisor.com and where performance summaries up to September 2014 before leaving in October 2014 for wealthsignals.com is how my career progressed passed covestor, thank you all very much.
So, that's how to use every one of my algorithms for $525 monthly, $100 monthly on WealthSignals.com follows ETF Pairs Arbitrage, and $175 monthly on SuperBands by BWO, and $250 monthly for Power Prof PPPA by BWO
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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.
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