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Foster Capital Growth
(111648302)

Created by: FosterCapital FosterCapital
Started: 05/2017
Stocks
Last trade: 4 days ago
Trading style: Equity Sector: Technology

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 $99.00 per month.

Trading Category: Equity
Sector: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.
28.9%
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.

(24.9%)
Max Drawdown
255
Num Trades
42.4%
Win Trades
1.7 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                            +4.8%(8.6%)+10.7%+7.1%+2.8%+13.5%+4.0%+7.1%+47.8%
2018+2.8%(15.8%)(1.9%)(0.2%)+2.6%+3.4%(2.6%)+26.6%+2.2%(13.8%)            (2.4%)

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.

Trading Record

This strategy has placed 106 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/16/18 10:29 ULTA ULTA BEAUTY INC LONG 26 282.05 10/18 11:12 278.84 0.11%
Trade id #120379993
Max drawdown($83)
Time10/18/18 11:10
Quant open26
Worst price278.84
Drawdown as % of equity-0.11%
($84)
Includes Typical Broker Commissions trade costs of $0.52
10/16/18 10:09 PCTY PAYLOCITY HOLDING CORPORATION LONG 64 68.27 10/18 11:12 66.30 0.17%
Trade id #120379253
Max drawdown($129)
Time10/18/18 10:53
Quant open64
Worst price66.24
Drawdown as % of equity-0.17%
($127)
Includes Typical Broker Commissions trade costs of $1.28
10/16/18 10:13 PAYC PAYCOM SOFTWARE INC LONG 36 132.40 10/18 11:12 133.89 0.04%
Trade id #120379425
Max drawdown($29)
Time10/16/18 10:20
Quant open36
Worst price131.59
Drawdown as % of equity-0.04%
$53
Includes Typical Broker Commissions trade costs of $0.72
10/16/18 10:04 FFTY ACADEMY FUNDS INNOVATOR IBD 50 LONG 620 33.70 10/18 11:12 33.89 0.12%
Trade id #120379023
Max drawdown($86)
Time10/16/18 10:11
Quant open620
Worst price33.56
Drawdown as % of equity-0.12%
$113
Includes Typical Broker Commissions trade costs of $5.00
10/16/18 10:07 ALRM ALARM.COM HOLDINGS INC. COMMON STOCK LONG 102 47.39 10/18 11:12 46.74 0.1%
Trade id #120379209
Max drawdown($75)
Time10/16/18 10:29
Quant open102
Worst price46.65
Drawdown as % of equity-0.10%
($68)
Includes Typical Broker Commissions trade costs of $2.04
10/16/18 10:06 PAYC PAYCOM SOFTWARE INC LONG 36 133.11 10/16 10:06 132.83 0.01%
Trade id #120379178
Max drawdown($10)
Time10/16/18 10:06
Quant open0
Worst price132.83
Drawdown as % of equity-0.01%
($11)
Includes Typical Broker Commissions trade costs of $0.72
8/3/18 13:13 VNOM VIPER ENERGY PARTNERS LP COMMO LONG 112 35.49 10/5 13:03 42.29 n/a $760
Includes Typical Broker Commissions trade costs of $2.24
8/31/18 10:31 ULTI ULTIMATE SOFTWARE GROUP LONG 21 309.42 10/5 13:02 304.06 0.23%
Trade id #119681305
Max drawdown($187)
Time9/5/18 10:24
Quant open21
Worst price300.51
Drawdown as % of equity-0.23%
($113)
Includes Typical Broker Commissions trade costs of $0.42
9/25/18 12:22 TRHC TABULA RASA HEALTHCARE INC. COMMON STOCK LONG 40 82.18 10/5 13:01 74.26 0.41%
Trade id #120026047
Max drawdown($324)
Time10/3/18 11:11
Quant open40
Worst price74.06
Drawdown as % of equity-0.41%
($318)
Includes Typical Broker Commissions trade costs of $0.80
9/20/18 13:04 SPSC SPS COMMERCE LONG 50 97.00 10/5 13:01 92.56 0.3%
Trade id #119954196
Max drawdown($222)
Time10/5/18 13:01
Quant open25
Worst price91.86
Drawdown as % of equity-0.30%
($223)
Includes Typical Broker Commissions trade costs of $1.00
8/31/18 13:41 RP REALPAGE LONG 92 62.40 10/5 13:00 60.80 0.32%
Trade id #119687644
Max drawdown($262)
Time9/5/18 10:43
Quant open92
Worst price59.55
Drawdown as % of equity-0.32%
($150)
Includes Typical Broker Commissions trade costs of $1.84
8/17/18 11:16 PCTY PAYLOCITY HOLDING CORPORATION LONG 65 68.01 10/5 13:00 72.17 n/a $269
Includes Typical Broker Commissions trade costs of $1.30
8/22/18 9:48 OLLI OLLIES BARGAIN OUTLET HOLDINGS INC. COMMON STOCK LONG 61 78.90 10/5 12:59 88.98 n/a $614
Includes Typical Broker Commissions trade costs of $1.22
7/5/18 11:35 NVEE NV5 GLOBAL INC. COMMON STOC LONG 64 71.15 10/5 12:58 83.03 n/a $759
Includes Typical Broker Commissions trade costs of $1.28
8/3/18 13:15 NSP INSPERITY LONG 72 103.15 10/5 12:58 114.83 n/a $840
Includes Typical Broker Commissions trade costs of $1.44
8/8/18 12:20 MTCH MATCH GROUP INC. COMMON STOCK LONG 92 45.58 10/5 12:57 56.06 n/a $962
Includes Typical Broker Commissions trade costs of $1.84
8/31/18 10:21 MBUU MALIBU BOATS INC. CLASS A COM LONG 96 47.55 10/5 12:56 51.40 n/a $368
Includes Typical Broker Commissions trade costs of $1.92
5/24/18 12:10 LGND LIGAND PHARMACEUTICALS LONG 21 189.93 10/5 12:56 253.61 n/a $1,337
Includes Typical Broker Commissions trade costs of $0.42
8/30/18 12:45 ISRG INTUITIVE SURGICAL LONG 16 557.00 10/5 12:55 550.72 0.45%
Trade id #119667640
Max drawdown($368)
Time9/5/18 10:36
Quant open16
Worst price533.96
Drawdown as % of equity-0.45%
($101)
Includes Typical Broker Commissions trade costs of $0.32
9/19/18 10:30 IRMD IRADIMED CORP LONG 121 31.70 10/5 12:55 31.17 0.26%
Trade id #119929379
Max drawdown($205)
Time10/3/18 11:36
Quant open121
Worst price30.00
Drawdown as % of equity-0.26%
($66)
Includes Typical Broker Commissions trade costs of $2.42
9/12/18 12:48 ILMN ILLUMINA LONG 13 349.00 10/5 12:55 333.37 0.27%
Trade id #119828581
Max drawdown($203)
Time10/5/18 12:55
Quant open5
Worst price326.91
Drawdown as % of equity-0.27%
($203)
Includes Typical Broker Commissions trade costs of $0.26
8/9/18 12:26 HQY HEALTHEQUITY INC. COMMON STOC LONG 58 82.94 10/5 12:54 90.15 n/a $417
Includes Typical Broker Commissions trade costs of $1.16
9/25/18 12:06 HIIQ HEALTH INSURANCE INNOVATIONS LONG 48 58.95 10/5 12:53 54.32 0.42%
Trade id #120025752
Max drawdown($315)
Time10/4/18 13:02
Quant open48
Worst price52.38
Drawdown as % of equity-0.42%
($223)
Includes Typical Broker Commissions trade costs of $0.96
9/27/18 10:31 FIVE FIVE BELOW INC LONG 41 127.71 10/5 12:53 119.22 0.47%
Trade id #120065265
Max drawdown($352)
Time10/4/18 12:24
Quant open41
Worst price119.11
Drawdown as % of equity-0.47%
($349)
Includes Typical Broker Commissions trade costs of $0.82
8/17/18 11:07 CYBR CYBERARK SOFTWARE LTD. ORDINAR LONG 60 71.90 10/5 12:53 73.54 0.03%
Trade id #119488910
Max drawdown($21)
Time9/19/18 12:41
Quant open60
Worst price71.53
Drawdown as % of equity-0.03%
$97
Includes Typical Broker Commissions trade costs of $1.20
9/27/18 12:34 CARG CARGURUS INC. CLASS A COMMON STOCK LONG 26 55.75 10/5 12:53 50.34 0.2%
Trade id #120069473
Max drawdown($164)
Time10/2/18 12:17
Quant open26
Worst price49.42
Drawdown as % of equity-0.20%
($142)
Includes Typical Broker Commissions trade costs of $0.52
8/30/18 11:27 BEAT BIOTELEMETRY INC. COMMON STOC LONG 72 58.75 10/5 12:52 56.34 0.27%
Trade id #119665068
Max drawdown($226)
Time9/13/18 9:44
Quant open72
Worst price55.60
Drawdown as % of equity-0.27%
($175)
Includes Typical Broker Commissions trade costs of $1.44
8/9/18 9:57 ALRM ALARM.COM HOLDINGS INC. COMMON STOCK LONG 97 49.94 10/5 12:52 53.05 0.04%
Trade id #119358259
Max drawdown($32)
Time10/5/18 11:15
Quant open48
Worst price49.27
Drawdown as % of equity-0.04%
$300
Includes Typical Broker Commissions trade costs of $1.94
9/25/18 11:57 ABMD ABIOMED LONG 12 445.45 10/5 12:51 412.05 0.57%
Trade id #120025358
Max drawdown($454)
Time10/4/18 10:29
Quant open12
Worst price407.62
Drawdown as % of equity-0.57%
($401)
Includes Typical Broker Commissions trade costs of $0.24
9/27/18 10:25 NFLX NETFLIX LONG 14 380.22 10/5 11:21 354.45 0.48%
Trade id #120064992
Max drawdown($361)
Time10/5/18 11:21
Quant open7
Worst price346.40
Drawdown as % of equity-0.48%
($361)
Includes Typical Broker Commissions trade costs of $0.28

Statistics

  • Strategy began
    5/17/2017
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    522.59
  • Age
    17 months ago
  • What it trades
    Stocks
  • # Trades
    255
  • # Profitable
    108
  • % Profitable
    42.40%
  • Avg trade duration
    33.5 days
  • Max peak-to-valley drawdown
    24.92%
  • drawdown period
    Jan 22, 2018 - March 02, 2018
  • Annual Return (Compounded)
    28.9%
  • Avg win
    $584.97
  • Avg loss
    $318.80
  • Model Account Values (Raw)
  • Cash
    $71,868
  • Margin Used
    $0
  • Buying Power
    $71,712
  • Ratios
  • W:L ratio
    1.69:1
  • Sharpe Ratio
    1.163
  • Sortino Ratio
    1.563
  • Calmar Ratio
    1.562
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.38400
  • Return Statistics
  • Ann Return (w trading costs)
    28.9%
  • Ann Return (Compnd, No Fees)
    31.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    45.50%
  • Chance of 20% account loss
    10.50%
  • Chance of 30% account loss
    0.50%
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    324
  • Popularity (Last 6 weeks)
    930
  • C2 Score
    74.9
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Loss
    $319
  • Avg Win
    $585
  • # Winners
    108
  • # Losers
    147
  • % Winners
    42.4%
  • Frequency
  • Avg Position Time (mins)
    48183.70
  • Avg Position Time (hrs)
    803.06
  • Avg Trade Length
    33.5 days
  • Last Trade Ago
    4
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45646
  • SD
    0.33416
  • Sharpe ratio (Glass type estimate)
    1.36598
  • Sharpe ratio (Hedges UMVUE)
    1.29125
  • df
    14.00000
  • t
    1.52722
  • p
    0.31105
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.47962
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.16699
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.52587
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.10836
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.31800
  • Upside Potential Ratio
    3.67188
  • Upside part of mean
    0.72307
  • Downside part of mean
    -0.26661
  • Upside SD
    0.28776
  • Downside SD
    0.19692
  • N nonnegative terms
    11.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    15.00000
  • Mean of predictor
    0.14854
  • Mean of criterion
    0.45646
  • SD of predictor
    0.07536
  • SD of criterion
    0.33416
  • Covariance
    0.01271
  • r
    0.50483
  • b (slope, estimate of beta)
    2.23853
  • a (intercept, estimate of alpha)
    0.12395
  • Mean Square Error
    0.08961
  • DF error
    13.00000
  • t(b)
    2.10862
  • p(b)
    0.19284
  • t(a)
    0.39889
  • p(a)
    0.43014
  • Lowerbound of 95% confidence interval for beta
    -0.05494
  • Upperbound of 95% confidence interval for beta
    4.53200
  • Lowerbound of 95% confidence interval for alpha
    -0.54735
  • Upperbound of 95% confidence interval for alpha
    0.79524
  • Treynor index (mean / b)
    0.20391
  • Jensen alpha (a)
    0.12395
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.39614
  • SD
    0.33506
  • Sharpe ratio (Glass type estimate)
    1.18232
  • Sharpe ratio (Hedges UMVUE)
    1.11763
  • df
    14.00000
  • t
    1.32187
  • p
    0.33345
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.64331
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.96854
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.68363
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.91889
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.83710
  • Upside Potential Ratio
    3.17192
  • Upside part of mean
    0.68398
  • Downside part of mean
    -0.28783
  • Upside SD
    0.26713
  • Downside SD
    0.21563
  • N nonnegative terms
    11.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    15.00000
  • Mean of predictor
    0.14469
  • Mean of criterion
    0.39614
  • SD of predictor
    0.07472
  • SD of criterion
    0.33506
  • Covariance
    0.01324
  • r
    0.52867
  • b (slope, estimate of beta)
    2.37054
  • a (intercept, estimate of alpha)
    0.05314
  • Mean Square Error
    0.08711
  • DF error
    13.00000
  • t(b)
    2.24560
  • p(b)
    0.17985
  • t(a)
    0.17423
  • p(a)
    0.46928
  • Lowerbound of 95% confidence interval for beta
    0.08998
  • Upperbound of 95% confidence interval for beta
    4.65111
  • Lowerbound of 95% confidence interval for alpha
    -0.60575
  • Upperbound of 95% confidence interval for alpha
    0.71203
  • Treynor index (mean / b)
    0.16711
  • Jensen alpha (a)
    0.05314
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11846
  • Expected Shortfall on VaR
    0.15284
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03154
  • Expected Shortfall on VaR
    0.07566
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    15.00000
  • Minimum
    0.80836
  • Quartile 1
    1.01739
  • Median
    1.05711
  • Quartile 3
    1.08675
  • Maximum
    1.23369
  • Mean of quarter 1
    0.91901
  • Mean of quarter 2
    1.04584
  • Mean of quarter 3
    1.07547
  • Mean of quarter 4
    1.12993
  • Inter Quartile Range
    0.06936
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.13333
  • Mean of outliers low
    0.85639
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.06667
  • Mean of outliers high
    1.23369
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -5.07054
  • VaR(95%) (moments method)
    0.01897
  • Expected Shortfall (moments method)
    0.01898
  • Extreme Value Index (regression method)
    0.05249
  • VaR(95%) (regression method)
    0.16706
  • Expected Shortfall (regression method)
    0.27849
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.00411
  • Quartile 1
    0.05225
  • Median
    0.10039
  • Quartile 3
    0.14853
  • Maximum
    0.19667
  • Mean of quarter 1
    0.00411
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.19667
  • Inter Quartile Range
    0.09628
  • 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)
    0.55923
  • Compounded annual return (geometric extrapolation)
    0.52814
  • Calmar ratio (compounded annual return / max draw down)
    2.68540
  • Compounded annual return / average of 25% largest draw downs
    2.68540
  • Compounded annual return / Expected Shortfall lognormal
    3.45552
  • 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
    0.31358
  • SD
    0.26906
  • Sharpe ratio (Glass type estimate)
    1.16547
  • Sharpe ratio (Hedges UMVUE)
    1.16291
  • df
    342.00000
  • t
    1.33351
  • p
    0.09163
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.55056
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.87984
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.55228
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.87810
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.56340
  • Upside Potential Ratio
    8.69553
  • Upside part of mean
    1.74410
  • Downside part of mean
    -1.43052
  • Upside SD
    0.17980
  • Downside SD
    0.20057
  • N nonnegative terms
    191.00000
  • N negative terms
    152.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    343.00000
  • Mean of predictor
    0.10236
  • Mean of criterion
    0.31358
  • SD of predictor
    0.12260
  • SD of criterion
    0.26906
  • Covariance
    0.01302
  • r
    0.39482
  • b (slope, estimate of beta)
    0.86645
  • a (intercept, estimate of alpha)
    0.22500
  • Mean Square Error
    0.06129
  • DF error
    341.00000
  • t(b)
    7.93560
  • p(b)
    -0.00000
  • t(a)
    1.03800
  • p(a)
    0.15000
  • Lowerbound of 95% confidence interval for beta
    0.65169
  • Upperbound of 95% confidence interval for beta
    1.08121
  • Lowerbound of 95% confidence interval for alpha
    -0.20126
  • Upperbound of 95% confidence interval for alpha
    0.65103
  • Treynor index (mean / b)
    0.36191
  • Jensen alpha (a)
    0.22489
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.27698
  • SD
    0.27083
  • Sharpe ratio (Glass type estimate)
    1.02270
  • Sharpe ratio (Hedges UMVUE)
    1.02046
  • df
    342.00000
  • t
    1.17016
  • p
    0.12137
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.69273
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.73666
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.69422
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.73514
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.35326
  • Upside Potential Ratio
    8.44257
  • Upside part of mean
    1.72801
  • Downside part of mean
    -1.45103
  • Upside SD
    0.17759
  • Downside SD
    0.20468
  • N nonnegative terms
    191.00000
  • N negative terms
    152.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    343.00000
  • Mean of predictor
    0.09480
  • Mean of criterion
    0.27698
  • SD of predictor
    0.12310
  • SD of criterion
    0.27083
  • Covariance
    0.01318
  • r
    0.39547
  • b (slope, estimate of beta)
    0.87009
  • a (intercept, estimate of alpha)
    0.19450
  • Mean Square Error
    0.06206
  • DF error
    341.00000
  • t(b)
    7.95098
  • p(b)
    -0.00000
  • t(a)
    0.89230
  • p(a)
    0.18643
  • Lowerbound of 95% confidence interval for beta
    0.65484
  • Upperbound of 95% confidence interval for beta
    1.08533
  • Lowerbound of 95% confidence interval for alpha
    -0.23425
  • Upperbound of 95% confidence interval for alpha
    0.62324
  • Treynor index (mean / b)
    0.31834
  • Jensen alpha (a)
    0.19450
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02612
  • Expected Shortfall on VaR
    0.03288
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01151
  • Expected Shortfall on VaR
    0.02400
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    343.00000
  • Minimum
    0.93200
  • Quartile 1
    0.99340
  • Median
    1.00218
  • Quartile 3
    1.01214
  • Maximum
    1.06462
  • Mean of quarter 1
    0.97983
  • Mean of quarter 2
    0.99883
  • Mean of quarter 3
    1.00684
  • Mean of quarter 4
    1.01979
  • Inter Quartile Range
    0.01875
  • Number outliers low
    12.00000
  • Percentage of outliers low
    0.03499
  • Mean of outliers low
    0.95089
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.00292
  • Mean of outliers high
    1.06462
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.27699
  • VaR(95%) (moments method)
    0.01904
  • Expected Shortfall (moments method)
    0.03224
  • Extreme Value Index (regression method)
    0.04979
  • VaR(95%) (regression method)
    0.02012
  • Expected Shortfall (regression method)
    0.02925
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    22.00000
  • Minimum
    0.00043
  • Quartile 1
    0.00487
  • Median
    0.02212
  • Quartile 3
    0.03471
  • Maximum
    0.22821
  • Mean of quarter 1
    0.00208
  • Mean of quarter 2
    0.01397
  • Mean of quarter 3
    0.02671
  • Mean of quarter 4
    0.12343
  • Inter Quartile Range
    0.02984
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.18182
  • Mean of outliers high
    0.15922
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -3.41287
  • VaR(95%) (moments method)
    0.09454
  • Expected Shortfall (moments method)
    0.09481
  • Extreme Value Index (regression method)
    -0.84251
  • VaR(95%) (regression method)
    0.17799
  • Expected Shortfall (regression method)
    0.19959
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.37471
  • Compounded annual return (geometric extrapolation)
    0.35648
  • Calmar ratio (compounded annual return / max draw down)
    1.56204
  • Compounded annual return / average of 25% largest draw downs
    2.88812
  • Compounded annual return / Expected Shortfall lognormal
    10.84030
  • 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
    0.06720
  • SD
    0.27574
  • Sharpe ratio (Glass type estimate)
    0.24373
  • Sharpe ratio (Hedges UMVUE)
    0.24232
  • df
    130.00000
  • t
    0.17234
  • p
    0.49244
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.52860
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.01533
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.52964
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.01428
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.30187
  • Upside Potential Ratio
    7.12948
  • Upside part of mean
    1.58724
  • Downside part of mean
    -1.52003
  • Upside SD
    0.16095
  • Downside SD
    0.22263
  • N nonnegative terms
    68.00000
  • N negative terms
    63.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.01587
  • Mean of criterion
    0.06720
  • SD of predictor
    0.14353
  • SD of criterion
    0.27574
  • Covariance
    0.01556
  • r
    0.39316
  • b (slope, estimate of beta)
    0.75529
  • a (intercept, estimate of alpha)
    0.07919
  • Mean Square Error
    0.06478
  • DF error
    129.00000
  • t(b)
    4.85656
  • p(b)
    0.25631
  • t(a)
    0.22002
  • p(a)
    0.48767
  • Lowerbound of 95% confidence interval for beta
    0.44759
  • Upperbound of 95% confidence interval for beta
    1.06299
  • Lowerbound of 95% confidence interval for alpha
    -0.63297
  • Upperbound of 95% confidence interval for alpha
    0.79136
  • Treynor index (mean / b)
    0.08898
  • Jensen alpha (a)
    0.07919
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.02890
  • SD
    0.27889
  • Sharpe ratio (Glass type estimate)
    0.10362
  • Sharpe ratio (Hedges UMVUE)
    0.10302
  • df
    130.00000
  • t
    0.07327
  • p
    0.49679
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.66834
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.87534
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.66881
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.87486
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.12701
  • Upside Potential Ratio
    6.91899
  • Upside part of mean
    1.57428
  • Downside part of mean
    -1.54538
  • Upside SD
    0.15944
  • Downside SD
    0.22753
  • N nonnegative terms
    68.00000
  • N negative terms
    63.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02612
  • Mean of criterion
    0.02890
  • SD of predictor
    0.14381
  • SD of criterion
    0.27889
  • Covariance
    0.01579
  • r
    0.39369
  • b (slope, estimate of beta)
    0.76350
  • a (intercept, estimate of alpha)
    0.04884
  • Mean Square Error
    0.06624
  • DF error
    129.00000
  • t(b)
    4.86427
  • p(b)
    0.25600
  • t(a)
    0.13419
  • p(a)
    0.49248
  • Lowerbound of 95% confidence interval for beta
    0.45295
  • Upperbound of 95% confidence interval for beta
    1.07405
  • Lowerbound of 95% confidence interval for alpha
    -0.67132
  • Upperbound of 95% confidence interval for alpha
    0.76900
  • Treynor index (mean / b)
    0.03785
  • Jensen alpha (a)
    0.04884
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02784
  • Expected Shortfall on VaR
    0.03479
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01286
  • Expected Shortfall on VaR
    0.02694
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.93620
  • Quartile 1
    0.99642
  • Median
    1.00036
  • Quartile 3
    1.01086
  • Maximum
    1.02826
  • Mean of quarter 1
    0.97787
  • Mean of quarter 2
    0.99933
  • Mean of quarter 3
    1.00639
  • Mean of quarter 4
    1.01805
  • Inter Quartile Range
    0.01445
  • Number outliers low
    10.00000
  • Percentage of outliers low
    0.07634
  • Mean of outliers low
    0.95723
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.34021
  • VaR(95%) (moments method)
    0.01306
  • Expected Shortfall (moments method)
    0.01641
  • Extreme Value Index (regression method)
    0.05827
  • VaR(95%) (regression method)
    0.02057
  • Expected Shortfall (regression method)
    0.03229
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00143
  • Quartile 1
    0.00849
  • Median
    0.03407
  • Quartile 3
    0.11916
  • Maximum
    0.14829
  • Mean of quarter 1
    0.00421
  • Mean of quarter 2
    0.02095
  • Mean of quarter 3
    0.07612
  • Mean of quarter 4
    0.13696
  • Inter Quartile Range
    0.11067
  • 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)
    0.05762
  • Compounded annual return (geometric extrapolation)
    0.05845
  • Calmar ratio (compounded annual return / max draw down)
    0.39417
  • Compounded annual return / average of 25% largest draw downs
    0.42676
  • Compounded annual return / Expected Shortfall lognormal
    1.68007

Strategy Description

Foster Capital Management

• We trade only the very best growth stocks. Our focus is on quality.
• We look for leading companies in leading industries, the true market leaders. Each company is researched in depth before its stock is purchased.
• Our positions are typically held for 4 to 12 weeks. For the truly great stocks with big institutional demand, we'll hold for even bigger gains.
• Our proprietary position sizing strategy is a core element of our growth fund.
• Each stock is purchased at a carefully selected buy point to maximize profitability.
• We have strict sell rules which ensure losses on every trade are capped and profits are taken off the table when a stock comes under selling pressure. Losses are capped to a maximum of the predefined stop-loss, 1% of account equity.

http://www.fostercapital.co.uk/

Summary Statistics

Strategy began
2017-05-17
Suggested Minimum Capital
$15,000
# Trades
255
# Profitable
108
% Profitable
42.4%
Net Dividends
Correlation S&P500
0.384
Sharpe Ratio
1.163

Latest Activity

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

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

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

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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