Predictor Discretionary
(44880815)
Subscription terms. Subscriptions to this system cost $1.00 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.
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  

2009  +3.6%  (1.8%)  +1.7%  
2010  +0.1%  +3.5%  (0.9%)  +2.9%  (1.1%)  (1.4%)  +3.3%  +0.5%  (5.1%)  (2%)  +0.7%  +2.6%  +2.7% 
2011  +9.1%  (3.2%)  +26.4%  (9.3%)  +8.0%  +0.5%  (6.1%)  (0.1%)  +2.6%  +12.0%  +2.6%  +2.7%  +49.4% 
2012  +0.1%  (5.4%)                      (5.3%) 
2013                          0.0 
2014                          0.0 
2015                          0.0 
2016                          0.0 
2017                          0.0 
2018                          0.0 
2019                        0.0  
2020                          0.0 
2021                          0.0 
2022    0.0 
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  $22,915  
Buy Power  $50,387  
Cash  $1  
Equity  $1  
Cumulative $  $27,472  
Total System Equity  $50,387  
Margined  $1  
Open P/L  $0  
Data has been delayed by 12 hours for nonsubscribers 
System developer has asked us to delay this information by 12 hours.
Trading Record
Statistics

Strategy began11/11/2009

Suggested Minimum Cap$22,915

Strategy Age (days)4443.5

Age148 months ago

What it tradesFutures

# Trades634

# Profitable386

% Profitable60.90%

Avg trade duration9.7 hours

Max peaktovalley drawdown17.74%

drawdown periodOct 05, 2011  Oct 11, 2011

Annual Return (Compounded)3.3%

Avg win$264.22

Avg loss$300.47
 Model Account Values (Raw)

Cash$50,387

Margin Used$0

Buying Power$50,387
 Ratios

W:L ratio1.37:1

Sharpe Ratio0.15

Sortino Ratio0.23

Calmar Ratio1.407
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)275.44%

Correlation to SP5000.07290

Return Percent SP500 (cumu) during strategy life324.47%
 Return Statistics

Ann Return (w trading costs)3.3%
 Slump

Current Slump as Pcnt Equity8.00%
 Instruments

Percent Trades Futures0.97%
 Slump

Current Slump, time of slump as pcnt of strategy life0.82%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.033%
 Instruments

Percent Trades Options0.01%

Percent Trades Stocks0.02%

Percent Trades Forex0.00%
 Return Statistics

Ann Return (Compnd, No Fees)6.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

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

Chance of 100% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$302

Avg Win$264

Sum Trade PL (losers)$74,516.000
 Age

Num Months filled monthly returns table147
 Win / Loss

Sum Trade PL (winners)$101,988.000

# Winners386

Num Months Winners17
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers247

% Winners61.0%
 Frequency

Avg Position Time (mins)580.10

Avg Position Time (hrs)9.67

Avg Trade Length0.4 days

Last Trade Ago3612
 Regression

Alpha0.00

Beta0.04

Treynor Index0.12
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats16.98

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats15.07

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.12

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades5.338

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.334

Avg(MAE) / Avg(PL)  Losing trades1.107

HoldandHope Ratio0.186
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.16032

SD0.16095

Sharpe ratio (Glass type estimate)0.99610

Sharpe ratio (Hedges UMVUE)0.98400

df62.00000

t2.28235

p0.01296

Lowerbound of 95% confidence interval for Sharpe Ratio0.11913

Upperbound of 95% confidence interval for Sharpe Ratio1.86536

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11124

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.85675
 Statistics related to Sortino ratio

Sortino ratio3.90434

Upside Potential Ratio5.03344

Upside part of mean0.20669

Downside part of mean0.04636

Upside SD0.16109

Downside SD0.04106

N nonnegative terms55.00000

N negative terms8.00000
 Statistics related to linear regression on benchmark

N of observations63.00000

Mean of predictor0.30215

Mean of criterion0.16032

SD of predictor0.19678

SD of criterion0.16095

Covariance0.00198

r0.06244

b (slope, estimate of beta)0.05107

a (intercept, estimate of alpha)0.17575

Mean Square Error0.02623

DF error61.00000

t(b)0.48860

p(b)0.68656

t(a)2.27029

p(a)0.01337

Lowerbound of 95% confidence interval for beta0.26008

Upperbound of 95% confidence interval for beta0.15793

Lowerbound of 95% confidence interval for alpha0.02095

Upperbound of 95% confidence interval for alpha0.33055

Treynor index (mean / b)3.13927

Jensen alpha (a)0.17575
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14789

SD0.14880

Sharpe ratio (Glass type estimate)0.99389

Sharpe ratio (Hedges UMVUE)0.98182

df62.00000

t2.27729

p0.01311

Lowerbound of 95% confidence interval for Sharpe Ratio0.11703

Upperbound of 95% confidence interval for Sharpe Ratio1.86307

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10914

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.85450
 Statistics related to Sortino ratio

Sortino ratio3.52515

Upside Potential Ratio4.65097

Upside part of mean0.19512

Downside part of mean0.04723

Upside SD0.14783

Downside SD0.04195

N nonnegative terms55.00000

N negative terms8.00000
 Statistics related to linear regression on benchmark

N of observations63.00000

Mean of predictor0.28105

Mean of criterion0.14789

SD of predictor0.18605

SD of criterion0.14880

Covariance0.00166

r0.05986

b (slope, estimate of beta)0.04787

a (intercept, estimate of alpha)0.16134

Mean Square Error0.02242

DF error61.00000

t(b)0.46833

p(b)0.67939

t(a)2.26006

p(a)0.01370

Lowerbound of 95% confidence interval for beta0.25228

Upperbound of 95% confidence interval for beta0.15653

Lowerbound of 95% confidence interval for alpha0.01859

Upperbound of 95% confidence interval for alpha0.30410

Treynor index (mean / b)3.08922

Jensen alpha (a)0.16134
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05666

Expected Shortfall on VaR0.07333
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00249

Expected Shortfall on VaR0.00832
 ORDER STATISTICS
 Quartiles of return rates

Number of observations63.00000

Minimum0.94058

Quartile 11.00000

Median1.00000

Quartile 31.01305

Maximum1.23056

Mean of quarter 10.98479

Mean of quarter 21.00000

Mean of quarter 31.00164

Mean of quarter 41.06628

Inter Quartile Range0.01305

Number outliers low7.00000

Percentage of outliers low0.11111

Mean of outliers low0.96652

Number of outliers high12.00000

Percentage of outliers high0.19048

Mean of outliers high1.08127
 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)0.83788

VaR(95%) (regression method)0.02582

Expected Shortfall (regression method)0.03436
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.02136

Quartile 10.02688

Median0.03408

Quartile 30.03929

Maximum0.06900

Mean of quarter 10.02315

Mean of quarter 20.03272

Mean of quarter 30.03543

Mean of quarter 40.05479

Inter Quartile Range0.01241

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.16667

Mean of outliers high0.06900
 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)0.22356

Compounded annual return (geometric extrapolation)0.15939

Calmar ratio (compounded annual return / max draw down)2.30984

Compounded annual return / average of 25% largest draw downs2.90920

Compounded annual return / Expected Shortfall lognormal2.17368

0.00000

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

Mean0.16918

SD0.21231

Sharpe ratio (Glass type estimate)0.79686

Sharpe ratio (Hedges UMVUE)0.79643

df1383.00000

t1.83147

p0.46870

Lowerbound of 95% confidence interval for Sharpe Ratio0.05656

Upperbound of 95% confidence interval for Sharpe Ratio1.65001

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05685

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.64971
 Statistics related to Sortino ratio

Sortino ratio1.34238

Upside Potential Ratio5.03493

Upside part of mean0.63457

Downside part of mean0.46538

Upside SD0.17108

Downside SD0.12603

N nonnegative terms1181.00000

N negative terms203.00000
 Statistics related to linear regression on benchmark

N of observations1384.00000

Mean of predictor0.30861

Mean of criterion0.16918

SD of predictor0.24934

SD of criterion0.21231

Covariance0.00115

r0.02172

b (slope, estimate of beta)0.01849

a (intercept, estimate of alpha)0.17500

Mean Square Error0.04509

DF error1382.00000

t(b)0.80763

p(b)0.51086

t(a)1.88751

p(a)0.47465

Lowerbound of 95% confidence interval for beta0.06342

Upperbound of 95% confidence interval for beta0.02643

Lowerbound of 95% confidence interval for alpha0.00687

Upperbound of 95% confidence interval for alpha0.35665

Treynor index (mean / b)9.14774

Jensen alpha (a)0.17489
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14698

SD0.20982

Sharpe ratio (Glass type estimate)0.70053

Sharpe ratio (Hedges UMVUE)0.70015

df1383.00000

t1.61006

p0.47247

Lowerbound of 95% confidence interval for Sharpe Ratio0.15276

Upperbound of 95% confidence interval for Sharpe Ratio1.55358

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.15302

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.55331
 Statistics related to Sortino ratio

Sortino ratio1.13176

Upside Potential Ratio4.77883

Upside part of mean0.62063

Downside part of mean0.47365

Upside SD0.16495

Downside SD0.12987

N nonnegative terms1181.00000

N negative terms203.00000
 Statistics related to linear regression on benchmark

N of observations1384.00000

Mean of predictor0.27722

Mean of criterion0.14698

SD of predictor0.25037

SD of criterion0.20982

Covariance0.00112

r0.02129

b (slope, estimate of beta)0.01784

a (intercept, estimate of alpha)0.15193

Mean Square Error0.04403

DF error1382.00000

t(b)0.79152

p(b)0.51064

t(a)1.66012

p(a)0.47769

Lowerbound of 95% confidence interval for beta0.06205

Upperbound of 95% confidence interval for beta0.02637

Lowerbound of 95% confidence interval for alpha0.02760

Upperbound of 95% confidence interval for alpha0.33145

Treynor index (mean / b)8.23947

Jensen alpha (a)0.15193
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02055

Expected Shortfall on VaR0.02583
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00131

Expected Shortfall on VaR0.00427
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1384.00000

Minimum0.88980

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.15140

Mean of quarter 10.99289

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00969

Inter Quartile Range0.00000

Number outliers low203.00000

Percentage of outliers low0.14668

Mean of outliers low0.98789

Number of outliers high227.00000

Percentage of outliers high0.16402

Mean of outliers high1.01477
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.32730

VaR(95%) (moments method)0.00316

Expected Shortfall (moments method)0.00737

Extreme Value Index (regression method)0.26262

VaR(95%) (regression method)0.00676

Expected Shortfall (regression method)0.01655
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations38.00000

Minimum0.00053

Quartile 10.01411

Median0.02790

Quartile 30.06411

Maximum0.11255

Mean of quarter 10.00460

Mean of quarter 20.02058

Mean of quarter 30.04576

Mean of quarter 40.08773

Inter Quartile Range0.04999

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)0.45963

VaR(95%) (moments method)0.09751

Expected Shortfall (moments method)0.10700

Extreme Value Index (regression method)0.98857

VaR(95%) (regression method)0.08454

Expected Shortfall (regression method)0.08682
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.22219

Compounded annual return (geometric extrapolation)0.15833

Calmar ratio (compounded annual return / max draw down)1.40684

Compounded annual return / average of 25% largest draw downs1.80476

Compounded annual return / Expected Shortfall lognormal6.13076

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

Mean0.00000

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.00000

Upside SD0.00000

Downside SD0.00000

N nonnegative terms131.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.96198

Mean of criterion0.00000

SD of predictor0.37123

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00000

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.00000

Upside SD0.00000

Downside SD0.00000

N nonnegative terms131.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.89134

Mean of criterion0.00000

SD of predictor0.37408

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

VAR (95 Confidence Intrvl)0.02100

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

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 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)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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 Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?296376000

Max Equity Drawdown (num days)6
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00000

Compounded annual return (geometric extrapolation)0.00000

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal0.00000
Strategy Description
Notice: Go to http://themarketpredictor.com/ to learn more about methodology and read my commentary!
FAQ
1. I see some fractional contracts why is that?
I've been so successful that my system equity grew to a point where I felt it made sense for me to "rescale" it down. This will make it easier for those with less capital to track me. The percent changes are the same except I'm penalized because the monthly fees are applied to a lower starting capital.
2. The after commissions performance doesn't look the best. What performance is possible?
The after commission is set by default to "typical" commissions which is too high for this system. If you use MBTrading or OpenECry, you will see a much better and more realistic result. Some traders may even achieve slightly better actual results then the after cost estimates (using cheaper brokers/better deals using Gen1). I have found this to be true at least on some days.
More Info:
1. I focus on directional timing strategies. The core strategy will not hold more then 1 position at any time. I do experiment and try to find creative edges.
2. I do use some leverage. Leverage can both magnify gains and losses and the differences both positive and negative are typically strongly modulated by volatility.
I vary my position size currently on a few factors: confidence, timeinmarket consideration, perceived risk, personal goals, and type of trade.
3. I do not use or believe in martingale strategies. However, I do believe that in certain rare cases the optimal course of action may require that one opens a new position on a position that is already underwater. I always try to take the optimal action. I may at unique times average into a trade.
4. Most of my trades are executed during the regular session and closed before or shortly after the close. I may hold positions up to a few days but currently my style is day trading.
5. I use multiple risk management strategies. First, I use the C2 constraint feature which sets a large autostop on each position. This is currently set at 3% but may be reduced or increased. I anticipate the range to stay between 2% and 3.5%. However, I often will set a tighter stop of only a few points shortly after entering a position. I rarely take losses in that range but it can happen.
6. I do trade distinctly different styles, and I do experiment. In some cases, I may shoot for a high win ratio and use targets and in other cases I may try to catch big trends. I always try to win. But, I'm, also, training, practicing, and trying to hone my techniques. Be wary of extrapolating a short history of my trading style into the future. During some periods, you may see my trading style change dramatically as I work on new skills or try out new ideas. I always try to win though.
7. My market calls could prove extremely valuable and profitable to the intraday trader and do promote my service as more then a trading system. I do feel my services could be invaluable in terms of intraday decision support.
8. I have found that setting hard/inflexible rules does not bring out the best in my performance. Instead, I've found that having a general plan and guidelines to be more effective. Thus, one should view this plan as a workinprogress and as a general guidelines or blue print. This plan will be updated as time goes on and changes may be made without explicit notification.
9. My performance may vary as I change my personal goals. My current goals are to be consistently profitable, and my new goal is to produce returns in the 50% to 120% range. Higher returns require taking a higher risk. Please note that risk will be higher going forward. The previous maximum risk likely understate the future risks.
10. As noted, I do take experimental trades and vary my position size. If you autotrade either issue may be an important consideration. I advise to monitor and evaluate your risk tolerance carefully.

This system is open only to individual subscribers, retail traders, and independent professional traders. If you are a broker, hedge fund manager, or proprietary trading group please contact me for rates and/or partnership opportunities. Signals may not be reproduced without permission.
Warning:
This system, as any trading system, is host to both known and unknown risk. Significant loss including total account loss is a distinct possibility with any system. Past performance is no guarantee of future profits. I am not a financial professional and can not, and do not, offer investment advice.
No warranty is implied or guaranteed. As system is discretionary, adaptation or changes to all rules, style of trading, position sizing, and use of leverage may take place at any time without warning or notification. You agree to not hold me liable for any order entry mistakes, timing delays, or other failures. By signing up for my system you acknowledge all of these risks and unspecified risk and agree to not hold me liable for any losses. Any claims are my opinion and not the claims of my employer.
Please don't even *THINK* about trading this system unless you are prepared to lose up to 12% to 30% on a NORMAL downswing and more on a larger then anticipated downswing. I've set extremely high return goals for myself that will increase the risk going forward. Thanks!
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.