Swing Trader TQQQ IRA
(117745728)
Subscription terms. Subscriptions to this system cost $49.00 per month.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
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  

2018  +4.9%  +4.6%  (0.6%)  (0.4%)  +2.6%  +1.9%  +1.5%  (2%)  +12.7%  
2019  +0.5%  (1%)  +4.9%  +4.4% 
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.
Started  $50,000  
Buy Power  $59,610  
Cash  $59,610  
Equity  $0  
Cumulative $  $9,610  
Total System Equity  $59,610  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began5/1/2018

Suggested Minimum Cap$15,000

Strategy Age (days)323.02

Age11 months ago

What it tradesStocks

# Trades39

# Profitable14

% Profitable35.90%

Avg trade duration18.3 hours

Max peaktovalley drawdown6.03%

drawdown periodNov 07, 2018  March 11, 2019

Cumul. Return17.7%

Avg win$1,270

Avg loss$326.84
 Model Account Values (Raw)

Cash$59,610

Margin Used$0

Buying Power$59,610
 Ratios

W:L ratio2.18:1

Sharpe Ratio2.068

Sortino Ratio5.408

Calmar Ratio4.804
 CORRELATION STATISTICS

Correlation to SP5000.15400
 Return Statistics

Ann Return (w trading costs)20.0%

Ann Return (Compnd, No Fees)21.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)402

Popularity (Last 6 weeks)803

C2 Score79.0
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$327

Avg Win$1,270

# Winners14

# Losers25

% Winners35.9%
 Frequency

Avg Position Time (mins)1099.85

Avg Position Time (hrs)18.33

Avg Trade Length0.8 days

Last Trade Ago5
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.12639

SD0.08048

Sharpe ratio (Glass type estimate)1.57051

Sharpe ratio (Hedges UMVUE)1.43525

df9.00000

t1.43367

p0.09274

Lowerbound of 95% confidence interval for Sharpe Ratio0.73097

Upperbound of 95% confidence interval for Sharpe Ratio3.79486

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81183

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.68233
 Statistics related to Sortino ratio

Sortino ratio4.76931

Upside Potential Ratio6.69925

Upside part of mean0.17753

Downside part of mean0.05114

Upside SD0.08036

Downside SD0.02650

N nonnegative terms5.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.05230

Mean of criterion0.12639

SD of predictor0.21232

SD of criterion0.08048

Covariance0.00110

r0.06447

b (slope, estimate of beta)0.02444

a (intercept, estimate of alpha)0.12511

Mean Square Error0.00726

DF error8.00000

t(b)0.18274

p(b)0.42977

t(a)1.33705

p(a)0.10899

Lowerbound of 95% confidence interval for beta0.28395

Upperbound of 95% confidence interval for beta0.33282

Lowerbound of 95% confidence interval for alpha0.09067

Upperbound of 95% confidence interval for alpha0.34089

Treynor index (mean / b)5.17177

Jensen alpha (a)0.12511
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12261

SD0.07911

Sharpe ratio (Glass type estimate)1.54999

Sharpe ratio (Hedges UMVUE)1.41649

df9.00000

t1.41494

p0.09537

Lowerbound of 95% confidence interval for Sharpe Ratio0.74816

Upperbound of 95% confidence interval for Sharpe Ratio3.77182

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.82804

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.66103
 Statistics related to Sortino ratio

Sortino ratio4.59546

Upside Potential Ratio6.52113

Upside part of mean0.17399

Downside part of mean0.05138

Upside SD0.07857

Downside SD0.02668

N nonnegative terms5.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.03155

Mean of criterion0.12261

SD of predictor0.21491

SD of criterion0.07911

Covariance0.00154

r0.09083

b (slope, estimate of beta)0.03343

a (intercept, estimate of alpha)0.12156

Mean Square Error0.00698

DF error8.00000

t(b)0.25796

p(b)0.40147

t(a)1.32671

p(a)0.11061

Lowerbound of 95% confidence interval for beta0.26543

Upperbound of 95% confidence interval for beta0.33230

Lowerbound of 95% confidence interval for alpha0.08973

Upperbound of 95% confidence interval for alpha0.33285

Treynor index (mean / b)3.66749

Jensen alpha (a)0.12156
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02697

Expected Shortfall on VaR0.03618
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00993

Expected Shortfall on VaR0.01796
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.98094

Quartile 10.99607

Median1.00785

Quartile 31.02442

Maximum1.05010

Mean of quarter 10.99058

Mean of quarter 20.99865

Mean of quarter 31.01817

Mean of quarter 41.04108

Inter Quartile Range0.02835

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 for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.60121

VaR(95%) (moments method)0.01184

Expected Shortfall (moments method)0.03193

Extreme Value Index (regression method)3.58727

VaR(95%) (regression method)0.03795

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

Number of observations2.00000

Minimum0.00709

Quartile 10.01129

Median0.01548

Quartile 30.01968

Maximum0.02387

Mean of quarter 10.00709

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.02387

Inter Quartile Range0.00839

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)0.16037

Compounded annual return (geometric extrapolation)0.16244

Calmar ratio (compounded annual return / max draw down)6.80498

Compounded annual return / average of 25% largest draw downs6.80498

Compounded annual return / Expected Shortfall lognormal4.48978

0.00000

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

Mean0.17693

SD0.08527

Sharpe ratio (Glass type estimate)2.07482

Sharpe ratio (Hedges UMVUE)2.06799

df228.00000

t1.93976

p0.02682

Lowerbound of 95% confidence interval for Sharpe Ratio0.03246

Upperbound of 95% confidence interval for Sharpe Ratio4.17767

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.03702

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.17299
 Statistics related to Sortino ratio

Sortino ratio5.40784

Upside Potential Ratio12.25350

Upside part of mean0.40089

Downside part of mean0.22397

Upside SD0.07930

Downside SD0.03272

N nonnegative terms36.00000

N negative terms193.00000
 Statistics related to linear regression on benchmark

N of observations229.00000

Mean of predictor0.05496

Mean of criterion0.17693

SD of predictor0.15578

SD of criterion0.08527

Covariance0.00204

r0.15371

b (slope, estimate of beta)0.08414

a (intercept, estimate of alpha)0.17200

Mean Square Error0.00713

DF error227.00000

t(b)2.34371

p(b)0.00998

t(a)1.90712

p(a)0.02888

Lowerbound of 95% confidence interval for beta0.01340

Upperbound of 95% confidence interval for beta0.15488

Lowerbound of 95% confidence interval for alpha0.00572

Upperbound of 95% confidence interval for alpha0.35033

Treynor index (mean / b)2.10283

Jensen alpha (a)0.17230
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17327

SD0.08464

Sharpe ratio (Glass type estimate)2.04714

Sharpe ratio (Hedges UMVUE)2.04040

df228.00000

t1.91388

p0.02844

Lowerbound of 95% confidence interval for Sharpe Ratio0.05991

Upperbound of 95% confidence interval for Sharpe Ratio4.14976

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.06438

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.14518
 Statistics related to Sortino ratio

Sortino ratio5.27903

Upside Potential Ratio12.11850

Upside part of mean0.39775

Downside part of mean0.22448

Upside SD0.07855

Downside SD0.03282

N nonnegative terms36.00000

N negative terms193.00000
 Statistics related to linear regression on benchmark

N of observations229.00000

Mean of predictor0.04287

Mean of criterion0.17327

SD of predictor0.15578

SD of criterion0.08464

Covariance0.00202

r0.15315

b (slope, estimate of beta)0.08321

a (intercept, estimate of alpha)0.16970

Mean Square Error0.00703

DF error227.00000

t(b)2.33503

p(b)0.01021

t(a)1.89241

p(a)0.02985

Lowerbound of 95% confidence interval for beta0.01299

Upperbound of 95% confidence interval for beta0.15343

Lowerbound of 95% confidence interval for alpha0.00700

Upperbound of 95% confidence interval for alpha0.34640

Treynor index (mean / b)2.08222

Jensen alpha (a)0.16970
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00791

Expected Shortfall on VaR0.01007
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00269

Expected Shortfall on VaR0.00527
 ORDER STATISTICS
 Quartiles of return rates

Number of observations229.00000

Minimum0.98945

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.02835

Mean of quarter 10.99698

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00621

Inter Quartile Range0.00000

Number outliers low53.00000

Percentage of outliers low0.23144

Mean of outliers low0.99669

Number of outliers high36.00000

Percentage of outliers high0.15721

Mean of outliers high1.00984
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.14574

VaR(95%) (moments method)0.00260

Expected Shortfall (moments method)0.00354

Extreme Value Index (regression method)0.20066

VaR(95%) (regression method)0.00337

Expected Shortfall (regression method)0.00462
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00060

Quartile 10.00754

Median0.01781

Quartile 30.02333

Maximum0.04639

Mean of quarter 10.00332

Mean of quarter 20.01343

Mean of quarter 30.01997

Mean of quarter 40.03654

Inter Quartile Range0.01579

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)0.21994

Compounded annual return (geometric extrapolation)0.22284

Calmar ratio (compounded annual return / max draw down)4.80378

Compounded annual return / average of 25% largest draw downs6.09778

Compounded annual return / Expected Shortfall lognormal22.12530

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

Mean0.11070

SD0.08165

Sharpe ratio (Glass type estimate)1.35572

Sharpe ratio (Hedges UMVUE)1.34788

df130.00000

t0.95864

p0.45811

Lowerbound of 95% confidence interval for Sharpe Ratio1.42352

Upperbound of 95% confidence interval for Sharpe Ratio4.12988

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.42876

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.12453
 Statistics related to Sortino ratio

Sortino ratio3.06893

Upside Potential Ratio9.87009

Upside part of mean0.35601

Downside part of mean0.24531

Upside SD0.07322

Downside SD0.03607

N nonnegative terms19.00000

N negative terms112.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.06589

Mean of criterion0.11070

SD of predictor0.19257

SD of criterion0.08165

Covariance0.00238

r0.15118

b (slope, estimate of beta)0.06410

a (intercept, estimate of alpha)0.11492

Mean Square Error0.00656

DF error129.00000

t(b)1.73698

p(b)0.40413

t(a)1.00268

p(a)0.44409

Lowerbound of 95% confidence interval for beta0.00891

Upperbound of 95% confidence interval for beta0.13711

Lowerbound of 95% confidence interval for alpha0.11184

Upperbound of 95% confidence interval for alpha0.34168

Treynor index (mean / b)1.72699

Jensen alpha (a)0.11492
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10738

SD0.08115

Sharpe ratio (Glass type estimate)1.32328

Sharpe ratio (Hedges UMVUE)1.31563

df130.00000

t0.93570

p0.45910

Lowerbound of 95% confidence interval for Sharpe Ratio1.45561

Upperbound of 95% confidence interval for Sharpe Ratio4.09722

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.46078

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.09205
 Statistics related to Sortino ratio

Sortino ratio2.96653

Upside Potential Ratio9.76102

Upside part of mean0.35332

Downside part of mean0.24594

Upside SD0.07258

Downside SD0.03620

N nonnegative terms19.00000

N negative terms112.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.08429

Mean of criterion0.10738

SD of predictor0.19255

SD of criterion0.08115

Covariance0.00235

r0.15024

b (slope, estimate of beta)0.06331

a (intercept, estimate of alpha)0.11272

Mean Square Error0.00649

DF error129.00000

t(b)1.72593

p(b)0.40472

t(a)0.98929

p(a)0.44483

Lowerbound of 95% confidence interval for beta0.00927

Upperbound of 95% confidence interval for beta0.13589

Lowerbound of 95% confidence interval for alpha0.11271

Upperbound of 95% confidence interval for alpha0.33814

Treynor index (mean / b)1.69598

Jensen alpha (a)0.11272
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00781

Expected Shortfall on VaR0.00988
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00297

Expected Shortfall on VaR0.00582
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98945

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.02304

Mean of quarter 10.99665

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00546

Inter Quartile Range0.00000

Number outliers low30.00000

Percentage of outliers low0.22901

Mean of outliers low0.99631

Number of outliers high19.00000

Percentage of outliers high0.14504

Mean of outliers high1.00948
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.39023

VaR(95%) (moments method)0.00281

Expected Shortfall (moments method)0.00353

Extreme Value Index (regression method)0.20239

VaR(95%) (regression method)0.00407

Expected Shortfall (regression method)0.00566
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00604

Quartile 10.01193

Median0.01781

Quartile 30.03210

Maximum0.04639

Mean of quarter 10.00604

Mean of quarter 20.01781

Mean of quarter 30.00000

Mean of quarter 40.04639

Inter Quartile Range0.02017

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)0.13997

Compounded annual return (geometric extrapolation)0.14486

Calmar ratio (compounded annual return / max draw down)3.12293

Compounded annual return / average of 25% largest draw downs3.12293

Compounded annual return / Expected Shortfall lognormal14.66220
Strategy Description
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.