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                       
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  $50,388  
Cash  $1  
Equity  $1  
Cumulative $  $27,473  
Total System Equity  $50,388  
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)4759.93

Age159 months ago

What it tradesFutures

# Trades633

# Profitable386

% Profitable61.00%

Avg trade duration9.7 hours

Max peaktovalley drawdown17.74%

drawdown periodOct 05, 2011  Oct 11, 2011

Annual Return (Compounded)3.0%

Avg win$264.22

Avg loss$301.68
 Model Account Values (Raw)

Cash$50,388

Margin Used$0

Buying Power$50,388
 Ratios

W:L ratio1.37:1

Sharpe Ratio0.13

Sortino Ratio0.2

Calmar Ratio1.356
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)218.78%

Correlation to SP5000.06700

Return Percent SP500 (cumu) during strategy life271.42%
 Return Statistics

Ann Return (w trading costs)3.0%
 Slump

Current Slump as Pcnt Equity8.00%
 Instruments

Percent Trades Futures0.97%
 Slump

Current Slump, time of slump as pcnt of strategy life0.83%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.030%
 Instruments

Percent Trades Options0.01%

Percent Trades Stocks0.02%

Percent Trades Forex0.00%
 Return Statistics

Ann Return (Compnd, No Fees)6.3%
 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
 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 table157
 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 Ago3928
 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

Mean0.15539

SD0.15862

Sharpe ratio (Glass type estimate)0.97963

Sharpe ratio (Hedges UMVUE)0.96811

df64.00000

t2.27997

p0.01298

Lowerbound of 95% confidence interval for Sharpe Ratio0.11696

Upperbound of 95% confidence interval for Sharpe Ratio1.83495

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10943

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.82678
 Statistics related to Sortino ratio

Sortino ratio3.84380

Upside Potential Ratio4.95540

Upside part of mean0.20033

Downside part of mean0.04494

Upside SD0.15859

Downside SD0.04043

N nonnegative terms57.00000

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

N of observations65.00000

Mean of predictor0.26428

Mean of criterion0.15539

SD of predictor0.20389

SD of criterion0.15862

Covariance0.00142

r0.04383

b (slope, estimate of beta)0.03410

a (intercept, estimate of alpha)0.16440

Mean Square Error0.02551

DF error63.00000

t(b)0.34824

p(b)0.63559

t(a)2.24151

p(a)0.01426

Lowerbound of 95% confidence interval for beta0.22978

Upperbound of 95% confidence interval for beta0.16158

Lowerbound of 95% confidence interval for alpha0.01784

Upperbound of 95% confidence interval for alpha0.31097

Treynor index (mean / b)4.55696

Jensen alpha (a)0.16440
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14334

SD0.14664

Sharpe ratio (Glass type estimate)0.97747

Sharpe ratio (Hedges UMVUE)0.96597

df64.00000

t2.27493

p0.01313

Lowerbound of 95% confidence interval for Sharpe Ratio0.11489

Upperbound of 95% confidence interval for Sharpe Ratio1.83274

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10737

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.82457
 Statistics related to Sortino ratio

Sortino ratio3.47050

Upside Potential Ratio4.57886

Upside part of mean0.18912

Downside part of mean0.04578

Upside SD0.14553

Downside SD0.04130

N nonnegative terms57.00000

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

N of observations65.00000

Mean of predictor0.24252

Mean of criterion0.14334

SD of predictor0.19434

SD of criterion0.14664

Covariance0.00114

r0.03993

b (slope, estimate of beta)0.03013

a (intercept, estimate of alpha)0.15065

Mean Square Error0.02181

DF error63.00000

t(b)0.31716

p(b)0.62391

t(a)2.23152

p(a)0.01461

Lowerbound of 95% confidence interval for beta0.21995

Upperbound of 95% confidence interval for beta0.15970

Lowerbound of 95% confidence interval for alpha0.01574

Upperbound of 95% confidence interval for alpha0.28555

Treynor index (mean / b)4.75784

Jensen alpha (a)0.15065
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05605

Expected Shortfall on VaR0.07249
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00231

Expected Shortfall on VaR0.00789
 ORDER STATISTICS
 Quartiles of return rates

Number of observations65.00000

Minimum0.94058

Quartile 11.00000

Median1.00000

Quartile 31.01271

Maximum1.23056

Mean of quarter 10.98568

Mean of quarter 21.00000

Mean of quarter 31.00154

Mean of quarter 41.06628

Inter Quartile Range0.01271

Number outliers low7.00000

Percentage of outliers low0.10769

Mean of outliers low0.96652

Number of outliers high12.00000

Percentage of outliers high0.18462

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)0.02533

Expected Shortfall (regression method)0.03410
 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)0.21668

Compounded annual return (geometric extrapolation)0.15412

Calmar ratio (compounded annual return / max draw down)2.23355

Compounded annual return / average of 25% largest draw downs2.81312

Compounded annual return / Expected Shortfall lognormal2.12610

0.00000

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

Mean0.16351

SD0.20873

Sharpe ratio (Glass type estimate)0.78337

Sharpe ratio (Hedges UMVUE)0.78296

df1431.00000

t1.83142

p0.46923

Lowerbound of 95% confidence interval for Sharpe Ratio0.05561

Upperbound of 95% confidence interval for Sharpe Ratio1.62208

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05588

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.62180
 Statistics related to Sortino ratio

Sortino ratio1.31969

Upside Potential Ratio4.94983

Upside part of mean0.61330

Downside part of mean0.44978

Upside SD0.16819

Downside SD0.12390

N nonnegative terms1229.00000

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

N of observations1432.00000

Mean of predictor0.27694

Mean of criterion0.16351

SD of predictor0.26447

SD of criterion0.20873

Covariance0.00109

r0.01977

b (slope, estimate of beta)0.01560

a (intercept, estimate of alpha)0.16800

Mean Square Error0.04358

DF error1430.00000

t(b)0.74781

p(b)0.50989

t(a)1.87561

p(a)0.47523

Lowerbound of 95% confidence interval for beta0.05654

Upperbound of 95% confidence interval for beta0.02533

Lowerbound of 95% confidence interval for alpha0.00770

Upperbound of 95% confidence interval for alpha0.34336

Treynor index (mean / b)10.47860

Jensen alpha (a)0.16783
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14205

SD0.20627

Sharpe ratio (Glass type estimate)0.68867

Sharpe ratio (Hedges UMVUE)0.68831

df1431.00000

t1.61003

p0.47294

Lowerbound of 95% confidence interval for Sharpe Ratio0.15017

Upperbound of 95% confidence interval for Sharpe Ratio1.52730

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.15042

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.52704
 Statistics related to Sortino ratio

Sortino ratio1.11263

Upside Potential Ratio4.69806

Upside part of mean0.59983

Downside part of mean0.45777

Upside SD0.16216

Downside SD0.12768

N nonnegative terms1229.00000

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

N of observations1432.00000

Mean of predictor0.24164

Mean of criterion0.14205

SD of predictor0.26587

SD of criterion0.20627

Covariance0.00106

r0.01935

b (slope, estimate of beta)0.01502

a (intercept, estimate of alpha)0.14568

Mean Square Error0.04256

DF error1430.00000

t(b)0.73200

p(b)0.50968

t(a)1.64828

p(a)0.47823

Lowerbound of 95% confidence interval for beta0.05525

Upperbound of 95% confidence interval for beta0.02522

Lowerbound of 95% confidence interval for alpha0.02769

Upperbound of 95% confidence interval for alpha0.31906

Treynor index (mean / b)9.46071

Jensen alpha (a)0.14568
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02021

Expected Shortfall on VaR0.02540
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00122

Expected Shortfall on VaR0.00403
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1432.00000

Minimum0.88980

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.15140

Mean of quarter 10.99313

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00936

Inter Quartile Range0.00000

Number outliers low203.00000

Percentage of outliers low0.14176

Mean of outliers low0.98789

Number of outliers high227.00000

Percentage of outliers high0.15852

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)0.00307

Expected Shortfall (moments method)0.00723

Extreme Value Index (regression method)0.26262

VaR(95%) (regression method)0.00652

Expected Shortfall (regression method)0.01622
 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)0.21474

Compounded annual return (geometric extrapolation)0.15264

Calmar ratio (compounded annual return / max draw down)1.35626

Compounded annual return / average of 25% largest draw downs1.73987

Compounded annual return / Expected Shortfall lognormal6.00832

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 predictor0.33449

Mean of criterion0.00000

SD of predictor0.38189

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 predictor0.26119

Mean of criterion0.00000

SD of predictor0.38510

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)0.02000

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?325299000

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!
Latest Activity
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.