C2 slow steady
- hypothetical · Annual Return (Compounded)
- 14.5%
- Max Drawdown
- 12.8%
- Trades
- 299
- Win Trades
- 87.0%
- Profit Factor
- 2.90
- Win Months
- 58.3%
About this strategy
Long-term Approach: The strategy is designed for long-term investors who are willing to hold positions for extended periods. It emphasizes the importance of giving the selected companies ample time to fulfill their potential.
Daily Order Placement: The strategy typically places orders on a daily basis to take advantage of short-term fluctuations while maintaining a long-term investment horizon. However, the overarching philosophy remains focused on the big picture.
Limited Diversification: The strategy typically maintains a manageable number of positions, with a maximum of 20 different companies in the portfolio at any given time. This approach allows for better monitoring and analysis of each investment.
No Short Positions: The strategy does not engage in short selling, thereby avoiding potential higher risks associated with short positions.
Fundamental Belief in Companies: Investments are made in companies that the strategy's creator firmly believes in, based on thorough fundamental analysis. The focus is on selecting strong, well-established companies with solid growth prospects.
Patient Risk Management: Emphasizing patience and discipline, the strategy avoids making impulsive decisions during market downturns or euphoria. Losses are managed carefully, and exits are only executed when there is a strong conviction that a company's potential has diminished.
Scaling Possibility: Investors have the option to scale their accounts, but the strategy creator suggests a minimum account size of 3K to ensure the timely execution of signals.
Risk and Reward:
The C2 Slow and Steady strategy aims for steady, consistent growth over time, rather than chasing quick gains. By focusing on fundamentally strong companies and exercising patience, the strategy seeks to limit downside risk while participating in potential long-term upsides. Investors should be prepared for moderate volatility in the short term but can expect a smoother equity curve over the long run.
Pairs Trading / Relative Value
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 5.4 | -3.7 | -5.9 | -4.5 | |||||||||
| 2023 | 15.4 | -3.6 | 7.8 | 2.9 | 1.1 | 2.3 | 9.1 | -3.3 | -5.1 | -2.0 | 14.6 | 6.8 | 53.1 |
| 2024 | -3.0 | 11.1 | 0.5 | -3.6 | 3.5 | 1.3 | 2.7 | -1.3 | 1.0 | -0.7 | 2.7 | -2.6 | 11.2 |
| 2025 | 0.6 | 0.1 | -0.7 | -1.1 | 0.8 | 1.1 | -1.0 | 0.6 | 0.6 | 0.6 | 0.8 | -0.3 | 2.2 |
| 2026 | -0.2 | -0.8 | -0.7 | 1.3 | 2.8 | 1.0 | -1.2 | -0.1 | 1.2 | 3.3 |
Statistics
Overview
| Strategy began | 10/3/2022 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 48 months |
| C2 Rank | 234 |
| What it trades | Stocks |
| # Trades | 299 |
| # Profitable | 260 |
| % Profitable | 87.0% |
| Avg trade duration | 51.5 days |
| Max peak-to-valley drawdown | 12.8% |
| drawdown period | Aug 01, 2023 - Oct 26, 2023 |
| Annual Return (Compounded) | 14.5% |
| Avg win | $231 |
| Avg loss | $573 |
Ratios
| W:L ratio | 2.87 |
|---|---|
| Sharpe Ratio | 0.94 |
| Sortino Ratio | 1.57 |
| Calmar Ratio | 2.05 |
Verified
| C2Star | 0 |
|---|
CORRELATION STATISTICS
| Correlation to SP500 | 0.45 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 110.3% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -38.2% |
Return Statistics
| Ann Return (w trading costs) | 14.5% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.1% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 16.0% |
Slump
| Current Slump as Pcnt Equity | 0.2% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.1% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 9.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 646 |
| C2 Score | 234 |
| Popularity (7 days, Percentile 1000 scale) | 437 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $598 |
|---|---|
| Avg Win | $237 |
| # Winners | 260 |
| Sum Trade PL (losers) | $23,308 |
| Sum Trade PL (winners) | $61,621 |
| Num Months Winners | 28 |
| # Losers | 39 |
| % Winners | 87.0% |
Dividends
| Dividends Received in Model Acct | 1980 |
|---|
Age
| Num Months filled monthly returns table | 48 |
|---|
Frequency
| Avg Position Time (mins) | 74133.62 |
|---|---|
| Avg Position Time (hrs) | 1235.56 |
| Avg Trade Length | 51.50 |
| Last Trade Ago | 440 |
Leverage
| Daily leverage (average) | 0.49 |
|---|---|
| Daily leverage (max) | 1.81 |
Regression
| Alpha | 0.02 |
|---|---|
| Beta | 0.36 |
| Treynor Index | 0.09 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.01 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.02 |
| MAE:Equity, average, losing trades | 0.01 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 2.70 |
| MAE:PL (avg, all trades) | 1.41 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 1.27 |
| Avg(MAE) / Avg(PL) - Losing trades | -0.90 |
| Hold-and-Hope Ratio | 0.37 |
RATIO STATISTICS
| Mean | 0.18 |
|---|---|
| SD | 0.16 |
| Sharpe ratio (Glass type estimate) | 1.15 |
| Sharpe ratio (Hedges UMVUE) | 1.12 |
| df | 33 |
| t | 1.93 |
| p | 0.03 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.06 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.33 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.08 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.32 |
| Sortino ratio | 2.47 |
| Upside Potential Ratio | 3.86 |
| Upside part of mean | 0.28 |
| Downside part of mean | -0.10 |
| Upside SD | 0.14 |
| Downside SD | 0.07 |
| N nonnegative terms | 21 |
| N negative terms | 13 |
| N of observations | 34 |
| Mean of predictor | 0.20 |
| Mean of criterion | 0.18 |
| SD of predictor | 0.12 |
| SD of criterion | 0.16 |
| Covariance | 0.01 |
| r | 0.61 |
| b (slope, estimate of beta) | 0.82 |
| a (intercept, estimate of alpha) | 0.01 |
| Mean Square Error | 0.02 |
| DF error | 32 |
| t(b) | 4.37 |
| p(b) | 0.00 |
| t(a) | 0.18 |
| p(a) | 0.43 |
| Lowerbound of 95% confidence interval for beta | 0.44 |
| Upperbound of 95% confidence interval for beta | 1.21 |
| Lowerbound of 95% confidence interval for alpha | -0.15 |
| Upperbound of 95% confidence interval for alpha | 0.18 |
| Treynor index (mean / b) | 0.22 |
| Jensen alpha (a) | 0.01 |
| Mean | 0.17 |
| SD | 0.15 |
| Sharpe ratio (Glass type estimate) | 1.09 |
| Sharpe ratio (Hedges UMVUE) | 1.07 |
| df | 33 |
| t | 1.84 |
| p | 0.04 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.11 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.28 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.12 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.26 |
| Sortino ratio | 2.21 |
| Upside Potential Ratio | 3.60 |
| Upside part of mean | 0.27 |
| Downside part of mean | -0.10 |
| Upside SD | 0.14 |
| Downside SD | 0.07 |
| N nonnegative terms | 21 |
| N negative terms | 13 |
| N of observations | 34 |
| Mean of predictor | 0.19 |
| Mean of criterion | 0.17 |
| SD of predictor | 0.11 |
| SD of criterion | 0.15 |
| Covariance | 0.01 |
| r | 0.63 |
| b (slope, estimate of beta) | 0.83 |
| a (intercept, estimate of alpha) | 0.01 |
| Mean Square Error | 0.01 |
| DF error | 32 |
| t(b) | 4.53 |
| p(b) | 0.00 |
| t(a) | 0.10 |
| p(a) | 0.46 |
| Lowerbound of 95% confidence interval for beta | 0.45 |
| Upperbound of 95% confidence interval for beta | 1.20 |
| Lowerbound of 95% confidence interval for alpha | -0.15 |
| Upperbound of 95% confidence interval for alpha | 0.17 |
| Treynor index (mean / b) | 0.20 |
| Jensen alpha (a) | 0.01 |
| VaR(95%) | 0.06 |
| Expected Shortfall on VaR | 0.07 |
| VaR(95%) | 0.02 |
| Expected Shortfall on VaR | 0.03 |
| Mean | 0.18 |
| SD | 0.13 |
| Sharpe ratio (Glass type estimate) | 1.46 |
| Sharpe ratio (Hedges UMVUE) | 1.46 |
| df | 757 |
| t | 2.49 |
| p | 0.01 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 0.31 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.62 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0.31 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.62 |
| Sortino ratio | 2.52 |
| Upside Potential Ratio | 9.88 |
| Upside part of mean | 0.72 |
| Downside part of mean | -0.54 |
| Upside SD | 0.10 |
| Downside SD | 0.07 |
| N nonnegative terms | 392 |
| N negative terms | 366 |
| N of observations | 758 |
| Mean of predictor | 0.24 |
| Mean of criterion | 0.18 |
| SD of predictor | 0.16 |
| SD of criterion | 0.13 |
| Covariance | 0.01 |
| r | 0.44 |
| b (slope, estimate of beta) | 0.34 |
| a (intercept, estimate of alpha) | 0.10 |
| Mean Square Error | 0.01 |
| DF error | 756 |
| t(b) | 13.52 |
| p(b) | 0 |
| t(a) | 1.52 |
| p(a) | 0.06 |
| Lowerbound of 95% confidence interval for beta | 0.29 |
| Upperbound of 95% confidence interval for beta | 0.39 |
| Lowerbound of 95% confidence interval for alpha | -0.03 |
| Upperbound of 95% confidence interval for alpha | 0.23 |
| Treynor index (mean / b) | 0.54 |
| Jensen alpha (a) | 0.10 |
| Mean | 0.18 |
| SD | 0.13 |
| Sharpe ratio (Glass type estimate) | 1.41 |
| Sharpe ratio (Hedges UMVUE) | 1.41 |
| df | 757 |
| t | 2.39 |
| p | 0.01 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 0.25 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.56 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0.25 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.56 |
| Sortino ratio | 2.39 |
| Upside Potential Ratio | 9.73 |
| Upside part of mean | 0.72 |
| Downside part of mean | -0.54 |
| Upside SD | 0.10 |
| Downside SD | 0.07 |
| N nonnegative terms | 392 |
| N negative terms | 366 |
| N of observations | 758 |
| Mean of predictor | 0.23 |
| Mean of criterion | 0.18 |
| SD of predictor | 0.16 |
| SD of criterion | 0.13 |
| Covariance | 0.01 |
| r | 0.44 |
| b (slope, estimate of beta) | 0.34 |
| a (intercept, estimate of alpha) | 0.10 |
| Mean Square Error | 0.01 |
| DF error | 756 |
| t(b) | 13.60 |
| p(b) | 0 |
| t(a) | 1.48 |
| p(a) | 0.07 |
| Lowerbound of 95% confidence interval for beta | 0.29 |
| Upperbound of 95% confidence interval for beta | 0.39 |
| Lowerbound of 95% confidence interval for alpha | -0.03 |
| Upperbound of 95% confidence interval for alpha | 0.23 |
| Treynor index (mean / b) | 0.52 |
| Jensen alpha (a) | 0.10 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.02 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.01 |
| Mean | 0.11 |
| SD | 0.06 |
| Sharpe ratio (Glass type estimate) | 1.66 |
| Sharpe ratio (Hedges UMVUE) | 1.65 |
| df | 130 |
| t | 1.18 |
| p | 0.45 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.12 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.44 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.13 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.43 |
| Sortino ratio | 2.97 |
| Upside Potential Ratio | 9.27 |
| Upside part of mean | 0.33 |
| Downside part of mean | -0.23 |
| Upside SD | 0.05 |
| Downside SD | 0.04 |
| N nonnegative terms | 63 |
| N negative terms | 68 |
| N of observations | 131 |
| Mean of predictor | 0.60 |
| Mean of criterion | 0.11 |
| SD of predictor | 0.22 |
| SD of criterion | 0.06 |
| Covariance | 0.01 |
| r | 0.62 |
| b (slope, estimate of beta) | 0.18 |
| a (intercept, estimate of alpha) | -0.00 |
| Mean Square Error | 0.00 |
| DF error | 129 |
| t(b) | 9.05 |
| p(b) | 0.13 |
| t(a) | -0.04 |
| p(a) | 0.50 |
| Lowerbound of 95% confidence interval for beta | 0.14 |
| Upperbound of 95% confidence interval for beta | 0.22 |
| Lowerbound of 95% confidence interval for alpha | -0.15 |
| Upperbound of 95% confidence interval for alpha | 0.14 |
| Treynor index (mean / b) | 0.58 |
| Jensen alpha (a) | -0.00 |
| Mean | 0.11 |
| SD | 0.06 |
| Sharpe ratio (Glass type estimate) | 1.63 |
| Sharpe ratio (Hedges UMVUE) | 1.63 |
| df | 130 |
| t | 1.16 |
| p | 0.45 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.15 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.41 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.15 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.40 |
| Sortino ratio | 2.89 |
| Upside Potential Ratio | 9.18 |
| Upside part of mean | 0.33 |
| Downside part of mean | -0.23 |
| Upside SD | 0.05 |
| Downside SD | 0.04 |
| N nonnegative terms | 63 |
| N negative terms | 68 |
| N of observations | 131 |
| Mean of predictor | 0.57 |
| Mean of criterion | 0.11 |
| SD of predictor | 0.22 |
| SD of criterion | 0.06 |
| Covariance | 0.01 |
| r | 0.63 |
| b (slope, estimate of beta) | 0.18 |
| a (intercept, estimate of alpha) | -0.00 |
| Mean Square Error | 0.00 |
| DF error | 129 |
| t(b) | 9.11 |
| p(b) | 0.13 |
| t(a) | -0.01 |
| p(a) | 0.50 |
| Lowerbound of 95% confidence interval for beta | 0.14 |
| VAR (95 Confidence Intrvl) | 0.01 |
| Upperbound of 95% confidence interval for beta | 0.22 |
| Lowerbound of 95% confidence interval for alpha | -0.14 |
| Upperbound of 95% confidence interval for alpha | 0.14 |
| Treynor index (mean / b) | 0.57 |
| Jensen alpha (a) | -0.00 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.01 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.00 |
ORDER STATISTICS
| Number of observations | 34 |
|---|---|
| Minimum | 0.91 |
| Quartile 1 | 1.00 |
| Median | 1.01 |
| Quartile 3 | 1.05 |
| Maximum | 1.16 |
| Mean of quarter 1 | 0.97 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.02 |
| Mean of quarter 4 | 1.07 |
| Inter Quartile Range | 0.05 |
| Number outliers low | 1 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.91 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.03 |
| Mean of outliers high | 1.16 |
| Extreme Value Index (moments method) | 0.50 |
| VaR(95%) (moments method) | 0.02 |
| Expected Shortfall (moments method) | 0.04 |
| Extreme Value Index (regression method) | 0.23 |
| VaR(95%) (regression method) | 0.04 |
| Expected Shortfall (regression method) | 0.07 |
| Number of observations | 758 |
| Minimum | 0.97 |
| Quartile 1 | 1.00 |
| Median | 1.00 |
| Quartile 3 | 1.00 |
| Maximum | 1.05 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.01 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 40 |
| Percentage of outliers low | 0.05 |
| Mean of outliers low | 0.98 |
| Number of outliers high | 59 |
| Percentage of outliers high | 0.08 |
| Mean of outliers high | 1.02 |
| Extreme Value Index (moments method) | 0.27 |
| VaR(95%) (moments method) | 0.01 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | -0.02 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.01 |
| Number of observations | 131 |
| Minimum | 0.98 |
| Quartile 1 | 1.00 |
| Median | 1.00 |
| Quartile 3 | 1.00 |
| Maximum | 1.02 |
| Mean of quarter 1 | 1.00 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.00 |
| Inter Quartile Range | 0.00 |
| Number outliers low | 9 |
| Percentage of outliers low | 0.07 |
| Mean of outliers low | 0.99 |
| Number of outliers high | 12 |
| Percentage of outliers high | 0.09 |
| Mean of outliers high | 1.01 |
| Extreme Value Index (moments method) | 0.66 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | 0.79 |
| VaR(95%) (regression method) | 0.00 |
| Expected Shortfall (regression method) | 0.01 |
DRAW DOWN STATISTICS
| Number of observations | 8 |
|---|---|
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.02 |
| Quartile 3 | 0.04 |
| Maximum | 0.09 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.02 |
| Mean of quarter 4 | 0.09 |
| Inter Quartile Range | 0.04 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 43 |
| Minimum | 0.00 |
| Quartile 1 | 0.00 |
| Median | 0.01 |
| Quartile 3 | 0.02 |
| Maximum | 0.11 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.02 |
| Mean of quarter 4 | 0.06 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 4 |
| Percentage of outliers high | 0.09 |
| Mean of outliers high | 0.08 |
| Extreme Value Index (moments method) | -0.35 |
| VaR(95%) (moments method) | 0.05 |
| Expected Shortfall (moments method) | 0.07 |
| Extreme Value Index (regression method) | -1.35 |
| VaR(95%) (regression method) | 0.05 |
| Expected Shortfall (regression method) | 0.05 |
| Number of observations | 11 |
| Minimum | 0.00 |
| Quartile 1 | 0.00 |
| Median | 0.00 |
| Quartile 3 | 0.01 |
| Maximum | 0.02 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.00 |
| Mean of quarter 3 | 0.01 |
| Mean of quarter 4 | 0.02 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0.05 |
| VaR(95%) (moments method) | 0.02 |
| Expected Shortfall (moments method) | 0.02 |
| Extreme Value Index (regression method) | 4.19 |
| VaR(95%) (regression method) | 0.03 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -398829312 |
| Max Equity Drawdown (num days) | 86 |
| Last 4 Months - Pcnt Negative | 0.5% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.26 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.21 |
| Calmar ratio (compounded annual return / max draw down) | 2.41 |
| Compounded annual return / average of 25% largest draw downs | 2.43 |
| Compounded annual return / Expected Shortfall lognormal | 2.91 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.28 |
| Compounded annual return (geometric extrapolation) | 0.23 |
| Calmar ratio (compounded annual return / max draw down) | 2.05 |
| Compounded annual return / average of 25% largest draw downs | 4.12 |
| Compounded annual return / Expected Shortfall lognormal | 14.93 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.14 |
| Compounded annual return (geometric extrapolation) | 0.14 |
| Calmar ratio (compounded annual return / max draw down) | 6.37 |
| Compounded annual return / average of 25% largest draw downs | 7.33 |
| Compounded annual return / Expected Shortfall lognormal | 18.33 |
Trading record
Placed 471 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| NVDA | long | 6 | Dec 9, 2024 | Jul 11, 2025 | $148 |
| COIN | long | 4 | Dec 9, 2024 | Jul 11, 2025 | $247 |
| AMD | long | 10 | Dec 9, 2024 | Jul 11, 2025 | $86 |
| F | long | 400 | Dec 9, 2024 | May 16, 2025 | $297 |
| APP | long | 3 | Dec 9, 2024 | May 16, 2025 | $41 |
| BTM | long | 150 | Dec 9, 2024 | May 16, 2025 | $53 |
| SNOW | long | 14 | Mar 4, 2024 | Dec 9, 2024 | $77 |
| LLY | long | 2 | Nov 18, 2024 | Nov 26, 2024 | $148 |
| COIN | long | 10 | Jul 31, 2024 | Nov 6, 2024 | $129 |
| DIS | long | 14 | Sep 23, 2024 | Nov 6, 2024 | $83 |
| AAL | long | 60 | May 29, 2024 | Nov 5, 2024 | $121 |
| NVDA | long | 10 | Sep 23, 2024 | Oct 14, 2024 | $236 |
| MSFT | long | 5 | Jul 31, 2024 | Sep 23, 2024 | $88 |
| ABNB | long | 29 | Feb 14, 2024 | Sep 23, 2024 | $429 |
| CRWD | long | 10 | Sep 6, 2024 | Sep 12, 2024 | $120 |
| F | long | 200 | Aug 5, 2024 | Aug 16, 2024 | $166 |
| META | long | 5 | Jul 31, 2024 | Aug 16, 2024 | $272 |
| CRWD | long | 10 | Jul 31, 2024 | Aug 16, 2024 | $244 |
| ZS | long | 5 | Mar 13, 2024 | Jul 15, 2024 | $22 |
| MPX | long | 200 | Jul 1, 2024 | Jul 12, 2024 | $92 |
| MSFT | long | 8 | Feb 13, 2024 | Jun 24, 2024 | $223 |
| PANW | long | 30 | Feb 22, 2024 | Jun 24, 2024 | $760 |
| FL | long | 200 | Apr 3, 2024 | Jun 24, 2024 | $560 |
| AI | long | 200 | Feb 13, 2024 | Jun 7, 2024 | $755 |
| LLY | long | 3 | Apr 1, 2024 | May 23, 2024 | $166 |
| FL | long | 120 | Mar 6, 2024 | Mar 28, 2024 | $340 |
| MPX | long | 100 | Feb 13, 2024 | Mar 28, 2024 | $113 |
| NVDA | long | 5 | Mar 11, 2024 | Mar 12, 2024 | $128 |
| NVDA | long | 4 | Feb 6, 2024 | Mar 8, 2024 | $513 |
| AMD | long | 15 | Feb 6, 2024 | Mar 1, 2024 | $445 |
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.