Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it
These are hypothetical performance results that have certain inherent limitations. Learn more

PRO Jumpers 1
(118523119)

Created by: DaneSpotts3 DaneSpotts3
Started: 06/2018
Stocks
Last trade: 1,826 days ago
Trading style: Equity Event-driven

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

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.

Trading Category: Equity
Event-driven
Category: Equity

Event-driven

Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.
12.3%
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.

(40.8%)
Max Drawdown
54
Num Trades
94.4%
Win Trades
18.6 : 1
Profit Factor
58.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                                   +8.2%+8.2%+3.5%(3.3%)(1.6%)+9.9%(7.6%)+17.0%
2019+7.8%+13.9%(1.2%)+1.3%(2.3%)  -  (5.8%)+1.3%+0.8%+1.0%+4.0%+29.5%
2020(1.6%)+1.1%(13.1%)+2.2%+15.4%(1.1%)+3.4%+12.3%+1.2%(5.1%)+15.1%+6.4%+37.8%
2021+3.8%+13.4%(6.6%)+1.7%(3.4%)+1.4%(4.9%)(4.1%)  -  +2.0%(13.6%)+3.5%(9%)
2022(5.4%)+3.7%  -  (6%)(4.6%)(5.3%)+3.5%(1.1%)(6.1%)+5.8%+5.5%(1.7%)(12%)
2023+3.6%(1.1%)(4.5%)+0.5%+5.5%+3.2%+1.2%+0.5%(5.1%)  -  +3.8%+7.8%+15.6%
2024+0.3%+1.1%(0.4%)                                                      +0.9%

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 86 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/27/18 15:54 PRGS PROGRESS SOFTWARE LONG 237 42.54 3/29/19 9:30 46.40 2.3%
Trade id #120075247
Max drawdown($1,624)
Time3/25/19 9:52
Quant open237
Worst price35.68
Drawdown as % of equity-2.30%
$911
Includes Typical Broker Commissions trade costs of $4.74
8/7/18 15:47 SNAP SNAP INC LONG 1,564 9.86 2/25/19 9:31 10.00 9.28%
Trade id #119327472
Max drawdown($5,722)
Time1/28/19 9:39
Quant open1,564
Worst price6.20
Drawdown as % of equity-9.28%
$213
Includes Typical Broker Commissions trade costs of $7.50
10/24/18 15:52 AMD ADVANCED MICRO DEVICES INC. C LONG 434 22.91 12/3 9:43 23.00 4.23%
Trade id #120521631
Max drawdown($2,486)
Time11/20/18 9:31
Quant open434
Worst price17.18
Drawdown as % of equity-4.23%
$30
Includes Typical Broker Commissions trade costs of $8.68
8/16/18 15:54 JWN NORDSTROM SHORT 189 52.14 11/16 9:30 52.00 4.81%
Trade id #119476967
Max drawdown($2,997)
Time11/7/18 7:31
Quant open-189
Worst price68.00
Drawdown as % of equity-4.81%
$23
Includes Typical Broker Commissions trade costs of $3.78
11/1/18 15:57 GPRO GOPRO INC. CLASS A COMMON STO SHORT 1,388 7.16 11/2 9:42 5.75 0.09%
Trade id #120678771
Max drawdown($54)
Time11/1/18 16:02
Quant open-1,388
Worst price7.20
Drawdown as % of equity-0.09%
$1,953
Includes Typical Broker Commissions trade costs of $5.00
10/30/18 15:56 EA ELECTRONIC ARTS LONG 106 94.28 11/1 10:31 94.49 1.55%
Trade id #120629884
Max drawdown($877)
Time10/30/18 16:04
Quant open106
Worst price86.00
Drawdown as % of equity-1.55%
$20
Includes Typical Broker Commissions trade costs of $2.12
9/5/18 15:58 AVAV AEROVIRONMENT SHORT 115 87.40 10/29 12:35 87.00 5.12%
Trade id #119737157
Max drawdown($3,016)
Time10/1/18 9:31
Quant open-115
Worst price113.63
Drawdown as % of equity-5.12%
$44
Includes Typical Broker Commissions trade costs of $2.30
10/23/18 15:59 IRBT IROBOT SHORT 107 91.58 10/24 9:30 83.64 2.19%
Trade id #120498025
Max drawdown($1,316)
Time10/23/18 16:02
Quant open-107
Worst price103.88
Drawdown as % of equity-2.19%
$848
Includes Typical Broker Commissions trade costs of $2.14
10/22/18 15:54 LOGI LOGITECH INTERNATIONAL SHORT 250 39.99 10/23 9:31 36.21 0.13%
Trade id #120474339
Max drawdown($79)
Time10/22/18 16:02
Quant open-250
Worst price40.31
Drawdown as % of equity-0.13%
$941
Includes Typical Broker Commissions trade costs of $5.00
10/18/18 15:59 SKX SKECHERS USA LONG 385 26.06 10/19 9:35 30.50 n/a $1,701
Includes Typical Broker Commissions trade costs of $7.70
8/20/18 15:53 FN FABRINET SHORT 225 43.99 10/10 9:30 43.82 1.27%
Trade id #119520840
Max drawdown($742)
Time10/3/18 14:31
Quant open-225
Worst price47.29
Drawdown as % of equity-1.27%
$35
Includes Typical Broker Commissions trade costs of $4.50
9/26/18 15:59 BBBY BED BATH & BEYOND SHORT 526 18.80 9/27 9:31 15.10 0.26%
Trade id #120053216
Max drawdown($151)
Time9/26/18 16:10
Quant open-526
Worst price19.09
Drawdown as % of equity-0.26%
$1,941
Includes Typical Broker Commissions trade costs of $5.00
9/25/18 15:59 KBH KB HOME LONG 400 25.35 9/26 9:35 25.67 0.56%
Trade id #120031438
Max drawdown($331)
Time9/25/18 16:12
Quant open400
Worst price24.52
Drawdown as % of equity-0.56%
$119
Includes Typical Broker Commissions trade costs of $8.00
9/17/18 15:58 ORCL ORACLE CORP SHORT 202 49.19 9/18 12:45 49.00 0.04%
Trade id #119897335
Max drawdown($22)
Time9/17/18 16:01
Quant open-202
Worst price49.30
Drawdown as % of equity-0.04%
$35
Includes Typical Broker Commissions trade costs of $4.04
8/22/18 15:57 WSM WILLIAMS-SONOMA SHORT 318 66.80 9/17 10:46 66.70 3.67%
Trade id #119558748
Max drawdown($2,285)
Time8/24/18 9:38
Quant open-318
Worst price73.99
Drawdown as % of equity-3.67%
$26
Includes Typical Broker Commissions trade costs of $6.36
7/13/18 9:31 INFY INFOSYS SHORT 1,010 9.59 9/12 9:30 10.57 17.74%
Trade id #118912670
Max drawdown($11,665)
Time8/17/18 11:59
Quant open-1,010
Worst price21.14
Drawdown as % of equity-17.74%
($995)
Includes Typical Broker Commissions trade costs of $5.00
8/29/18 15:59 GES GUESS SHORT 425 22.86 9/7 12:15 22.80 2.77%
Trade id #119654417
Max drawdown($1,736)
Time8/30/18 9:34
Quant open-425
Worst price26.95
Drawdown as % of equity-2.77%
$19
Includes Typical Broker Commissions trade costs of $8.50
8/28/18 15:59 HPE HEWLETT PACKARD ENTERPRISE CO SHORT 597 16.76 8/31 9:48 16.53 0.79%
Trade id #119633770
Max drawdown($494)
Time8/29/18 10:20
Quant open-597
Worst price17.59
Drawdown as % of equity-0.79%
$134
Includes Typical Broker Commissions trade costs of $5.00
8/23/18 15:53 GPS GAP LONG 572 30.70 8/27 9:32 30.77 1.98%
Trade id #119576209
Max drawdown($1,218)
Time8/24/18 11:20
Quant open572
Worst price28.57
Drawdown as % of equity-1.98%
$30
Includes Typical Broker Commissions trade costs of $8.22
8/21/18 15:58 URBN URBAN OUTFITTERS SHORT 208 47.74 8/22 13:00 47.60 1.53%
Trade id #119540882
Max drawdown($990)
Time8/22/18 9:41
Quant open-208
Worst price52.50
Drawdown as % of equity-1.53%
$25
Includes Typical Broker Commissions trade costs of $4.16
8/20/18 15:58 NDSN NORDSON LONG 74 134.72 8/21 13:06 134.79 1.39%
Trade id #119520974
Max drawdown($912)
Time8/20/18 16:44
Quant open74
Worst price122.39
Drawdown as % of equity-1.39%
$4
Includes Typical Broker Commissions trade costs of $1.48
8/1/18 15:57 FIT FITBIT INC LONG 1,694 5.90 8/20 11:27 5.92 1.91%
Trade id #119235775
Max drawdown($1,252)
Time8/15/18 11:06
Quant open1,694
Worst price5.16
Drawdown as % of equity-1.91%
$31
Includes Typical Broker Commissions trade costs of $5.00
7/5/18 15:57 PSMT PRICESMART LONG 430 88.90 8/17 11:49 84.90 8.57%
Trade id #118792485
Max drawdown($4,644)
Time7/18/18 9:49
Quant open430
Worst price78.10
Drawdown as % of equity-8.57%
($1,729)
Includes Typical Broker Commissions trade costs of $8.60
8/15/18 15:56 NTAP NETAPP SHORT 121 82.60 8/16 9:33 80.00 0.76%
Trade id #119459277
Max drawdown($496)
Time8/15/18 16:04
Quant open-121
Worst price86.70
Drawdown as % of equity-0.76%
$313
Includes Typical Broker Commissions trade costs of $2.42
8/14/18 15:58 CREE CREE LONG 200 50.16 8/15 9:52 49.95 0.77%
Trade id #119439608
Max drawdown($511)
Time8/14/18 16:04
Quant open200
Worst price47.60
Drawdown as % of equity-0.77%
($45)
Includes Typical Broker Commissions trade costs of $4.00
8/2/18 15:51 GPRO GOPRO INC. CLASS A COMMON STO SHORT 1,666 5.98 8/10 15:53 5.96 3.69%
Trade id #119256806
Max drawdown($2,212)
Time8/3/18 11:44
Quant open-1,666
Worst price7.31
Drawdown as % of equity-3.69%
$32
Includes Typical Broker Commissions trade costs of $5.00
8/8/18 15:54 YELP YELP LONG 265 38.50 8/9 9:31 44.19 0.21%
Trade id #119349428
Max drawdown($133)
Time8/8/18 16:07
Quant open265
Worst price38.00
Drawdown as % of equity-0.21%
$1,503
Includes Typical Broker Commissions trade costs of $5.30
8/7/18 15:39 FOSL FOSSIL GROUP INC. COMMON STOC LONG 385 26.00 8/8 9:35 28.02 1.02%
Trade id #119327124
Max drawdown($659)
Time8/7/18 16:06
Quant open385
Worst price24.29
Drawdown as % of equity-1.02%
$769
Includes Typical Broker Commissions trade costs of $7.70
8/6/18 15:56 ZG ZILLOW GROUP INC. CLASS A COMMON STOCK SHORT 166 58.95 8/7 9:35 48.60 0.04%
Trade id #119307848
Max drawdown($23)
Time8/6/18 16:00
Quant open-166
Worst price59.09
Drawdown as % of equity-0.04%
$1,715
Includes Typical Broker Commissions trade costs of $3.32
8/6/18 15:59 TWLO TWILIO INC LONG 161 63.34 8/7 9:30 75.00 0.02%
Trade id #119307918
Max drawdown($10)
Time8/6/18 16:01
Quant open161
Worst price63.27
Drawdown as % of equity-0.02%
$1,875
Includes Typical Broker Commissions trade costs of $3.22

Statistics

  • Strategy began
    6/19/2018
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    2104.12
  • Age
    70 months ago
  • What it trades
    Stocks
  • # Trades
    54
  • # Profitable
    51
  • % Profitable
    94.40%
  • Avg trade duration
    128.1 days
  • Max peak-to-valley drawdown
    40.85%
  • drawdown period
    Feb 13, 2021 - Sept 30, 2022
  • Annual Return (Compounded)
    12.3%
  • Avg win
    $969.76
  • Avg loss
    $917.00
  • Model Account Values (Raw)
  • Cash
    $60,387
  • Margin Used
    $0
  • Buying Power
    $78,486
  • Ratios
  • W:L ratio
    18.55:1
  • Sharpe Ratio
    0.5
  • Sortino Ratio
    0.76
  • Calmar Ratio
    1.557
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    6.23%
  • Correlation to SP500
    0.54340
  • Return Percent SP500 (cumu) during strategy life
    90.20%
  • Return Statistics
  • Ann Return (w trading costs)
    12.3%
  • Slump
  • Current Slump as Pcnt Equity
    32.10%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.53%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.123%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    12.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    51.50%
  • Chance of 20% account loss
    14.50%
  • Chance of 30% account loss
    0.50%
  • Chance of 40% account loss
    n/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
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $917
  • Avg Win
    $970
  • Sum Trade PL (losers)
    $2,751.000
  • Age
  • Num Months filled monthly returns table
    70
  • Win / Loss
  • Sum Trade PL (winners)
    $49,458.000
  • # Winners
    51
  • Num Months Winners
    41
  • Dividends
  • Dividends Received in Model Acct
    1577
  • Win / Loss
  • # Losers
    3
  • % Winners
    94.4%
  • Frequency
  • Avg Position Time (mins)
    184448.00
  • Avg Position Time (hrs)
    3074.13
  • Avg Trade Length
    128.1 days
  • Last Trade Ago
    1964
  • Regression
  • Alpha
    0.02
  • Beta
    0.59
  • Treynor Index
    0.05
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    98.51
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    90.28
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    35.07
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.09
  • Avg(MAE) / Avg(PL) - All trades
    1.925
  • 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 strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    1.460
  • Avg(MAE) / Avg(PL) - Losing trades
    -6.115
  • Hold-and-Hope Ratio
    0.413
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.52039
  • SD
    0.49321
  • Sharpe ratio (Glass type estimate)
    1.05512
  • Sharpe ratio (Hedges UMVUE)
    1.00132
  • df
    15.00000
  • t
    1.21835
  • p
    0.31187
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.69966
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.77666
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.73347
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.73610
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.30403
  • Upside Potential Ratio
    3.79990
  • Upside part of mean
    0.85825
  • Downside part of mean
    -0.33786
  • Upside SD
    0.44677
  • Downside SD
    0.22586
  • N nonnegative terms
    12.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    16.00000
  • Mean of predictor
    0.40046
  • Mean of criterion
    0.52039
  • SD of predictor
    0.32359
  • SD of criterion
    0.49321
  • Covariance
    0.09184
  • r
    0.57546
  • b (slope, estimate of beta)
    0.87711
  • a (intercept, estimate of alpha)
    0.16914
  • Mean Square Error
    0.17432
  • DF error
    14.00000
  • t(b)
    2.63280
  • p(b)
    0.21227
  • t(a)
    0.43888
  • p(a)
    0.44175
  • Lowerbound of 95% confidence interval for beta
    0.16258
  • Upperbound of 95% confidence interval for beta
    1.59163
  • Lowerbound of 95% confidence interval for alpha
    -0.65747
  • Upperbound of 95% confidence interval for alpha
    0.99576
  • Treynor index (mean / b)
    0.59330
  • Jensen alpha (a)
    0.16914
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.40896
  • SD
    0.45597
  • Sharpe ratio (Glass type estimate)
    0.89692
  • Sharpe ratio (Hedges UMVUE)
    0.85118
  • df
    15.00000
  • t
    1.03567
  • p
    0.33739
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.84431
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.60958
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.87330
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.57567
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.67271
  • Upside Potential Ratio
    3.16716
  • Upside part of mean
    0.77435
  • Downside part of mean
    -0.36538
  • Upside SD
    0.38610
  • Downside SD
    0.24449
  • N nonnegative terms
    12.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    16.00000
  • Mean of predictor
    0.34621
  • Mean of criterion
    0.40896
  • SD of predictor
    0.31818
  • SD of criterion
    0.45597
  • Covariance
    0.07886
  • r
    0.54355
  • b (slope, estimate of beta)
    0.77894
  • a (intercept, estimate of alpha)
    0.13929
  • Mean Square Error
    0.15694
  • DF error
    14.00000
  • t(b)
    2.42298
  • p(b)
    0.22822
  • t(a)
    0.38618
  • p(a)
    0.44867
  • Lowerbound of 95% confidence interval for beta
    0.08943
  • Upperbound of 95% confidence interval for beta
    1.46844
  • Lowerbound of 95% confidence interval for alpha
    -0.63430
  • Upperbound of 95% confidence interval for alpha
    0.91288
  • Treynor index (mean / b)
    0.52503
  • Jensen alpha (a)
    0.13929
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.16675
  • Expected Shortfall on VaR
    0.21042
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03859
  • Expected Shortfall on VaR
    0.09094
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    16.00000
  • Minimum
    0.83327
  • Quartile 1
    1.00241
  • Median
    1.02505
  • Quartile 3
    1.08976
  • Maximum
    1.42978
  • Mean of quarter 1
    0.88971
  • Mean of quarter 2
    1.01764
  • Mean of quarter 3
    1.05401
  • Mean of quarter 4
    1.22142
  • Inter Quartile Range
    0.08735
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.18750
  • Mean of outliers low
    0.85242
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.06250
  • Mean of outliers high
    1.42978
  • Risk estimates for a one-period 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)
    -2.28788
  • VaR(95%) (regression method)
    0.14872
  • Expected Shortfall (regression method)
    0.15183
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.13280
  • Quartile 1
    0.17111
  • Median
    0.20943
  • Quartile 3
    0.24774
  • Maximum
    0.28605
  • Mean of quarter 1
    0.13280
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.28605
  • Inter Quartile Range
    0.07663
  • 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)
    0.59288
  • Compounded annual return (geometric extrapolation)
    0.54786
  • Calmar ratio (compounded annual return / max draw down)
    1.91523
  • Compounded annual return / average of 25% largest draw downs
    1.91523
  • Compounded annual return / Expected Shortfall lognormal
    2.60360
  • 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
    0.54095
  • SD
    0.39398
  • Sharpe ratio (Glass type estimate)
    1.37301
  • Sharpe ratio (Hedges UMVUE)
    1.37013
  • df
    358.00000
  • t
    1.60720
  • p
    0.05445
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.30530
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.04947
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.30724
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.04751
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.06951
  • Upside Potential Ratio
    9.43036
  • Upside part of mean
    2.46498
  • Downside part of mean
    -1.92403
  • Upside SD
    0.29595
  • Downside SD
    0.26139
  • N nonnegative terms
    188.00000
  • N negative terms
    171.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    359.00000
  • Mean of predictor
    0.48070
  • Mean of criterion
    0.54095
  • SD of predictor
    0.33986
  • SD of criterion
    0.39398
  • Covariance
    0.07006
  • r
    0.52319
  • b (slope, estimate of beta)
    0.60651
  • a (intercept, estimate of alpha)
    0.24900
  • Mean Square Error
    0.11305
  • DF error
    357.00000
  • t(b)
    11.59970
  • p(b)
    -0.00000
  • t(a)
    0.86495
  • p(a)
    0.19382
  • Lowerbound of 95% confidence interval for beta
    0.50368
  • Upperbound of 95% confidence interval for beta
    0.70934
  • Lowerbound of 95% confidence interval for alpha
    -0.31765
  • Upperbound of 95% confidence interval for alpha
    0.81644
  • Treynor index (mean / b)
    0.89189
  • Jensen alpha (a)
    0.24939
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.46308
  • SD
    0.39397
  • Sharpe ratio (Glass type estimate)
    1.17542
  • Sharpe ratio (Hedges UMVUE)
    1.17296
  • df
    358.00000
  • t
    1.37591
  • p
    0.08485
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.50195
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.85121
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.50361
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.84953
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.72049
  • Upside Potential Ratio
    9.00013
  • Upside part of mean
    2.42242
  • Downside part of mean
    -1.95935
  • Upside SD
    0.28836
  • Downside SD
    0.26915
  • N nonnegative terms
    188.00000
  • N negative terms
    171.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    359.00000
  • Mean of predictor
    0.42196
  • Mean of criterion
    0.46308
  • SD of predictor
    0.34319
  • SD of criterion
    0.39397
  • Covariance
    0.07120
  • r
    0.52663
  • b (slope, estimate of beta)
    0.60455
  • a (intercept, estimate of alpha)
    0.20798
  • Mean Square Error
    0.11248
  • DF error
    357.00000
  • t(b)
    11.70490
  • p(b)
    -0.00000
  • t(a)
    0.72382
  • p(a)
    0.23483
  • Lowerbound of 95% confidence interval for beta
    0.50298
  • Upperbound of 95% confidence interval for beta
    0.70613
  • Lowerbound of 95% confidence interval for alpha
    -0.35711
  • Upperbound of 95% confidence interval for alpha
    0.77306
  • Treynor index (mean / b)
    0.76599
  • Jensen alpha (a)
    0.20798
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03754
  • Expected Shortfall on VaR
    0.04724
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01629
  • Expected Shortfall on VaR
    0.03318
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    359.00000
  • Minimum
    0.89489
  • Quartile 1
    0.99096
  • Median
    1.00123
  • Quartile 3
    1.01397
  • Maximum
    1.09455
  • Mean of quarter 1
    0.97422
  • Mean of quarter 2
    0.99677
  • Mean of quarter 3
    1.00701
  • Mean of quarter 4
    1.03075
  • Inter Quartile Range
    0.02301
  • Number outliers low
    12.00000
  • Percentage of outliers low
    0.03343
  • Mean of outliers low
    0.93260
  • Number of outliers high
    10.00000
  • Percentage of outliers high
    0.02786
  • Mean of outliers high
    1.07386
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.17291
  • VaR(95%) (moments method)
    0.02363
  • Expected Shortfall (moments method)
    0.03621
  • Extreme Value Index (regression method)
    0.09574
  • VaR(95%) (regression method)
    0.02383
  • Expected Shortfall (regression method)
    0.03477
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    18.00000
  • Minimum
    0.00176
  • Quartile 1
    0.01238
  • Median
    0.02014
  • Quartile 3
    0.07206
  • Maximum
    0.40712
  • Mean of quarter 1
    0.00666
  • Mean of quarter 2
    0.01677
  • Mean of quarter 3
    0.04195
  • Mean of quarter 4
    0.18255
  • Inter Quartile Range
    0.05968
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.11111
  • Mean of outliers high
    0.30162
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.16867
  • VaR(95%) (moments method)
    0.18391
  • Expected Shortfall (moments method)
    0.28485
  • Extreme Value Index (regression method)
    0.83860
  • VaR(95%) (regression method)
    0.27424
  • Expected Shortfall (regression method)
    1.66377
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.70035
  • Compounded annual return (geometric extrapolation)
    0.63392
  • Calmar ratio (compounded annual return / max draw down)
    1.55710
  • Compounded annual return / average of 25% largest draw downs
    3.47260
  • Compounded annual return / Expected Shortfall lognormal
    13.41800
  • 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
    0.35679
  • SD
    0.48606
  • Sharpe ratio (Glass type estimate)
    0.73405
  • Sharpe ratio (Hedges UMVUE)
    0.72981
  • df
    130.00000
  • t
    0.51905
  • p
    0.47726
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.04052
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.50596
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.04342
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.50303
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.05472
  • Upside Potential Ratio
    8.66709
  • Upside part of mean
    2.93190
  • Downside part of mean
    -2.57511
  • Upside SD
    0.34714
  • Downside SD
    0.33828
  • N nonnegative terms
    67.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.92340
  • Mean of criterion
    0.35679
  • SD of predictor
    0.39830
  • SD of criterion
    0.48606
  • Covariance
    0.09987
  • r
    0.51585
  • b (slope, estimate of beta)
    0.62951
  • a (intercept, estimate of alpha)
    -0.22450
  • Mean Square Error
    0.17473
  • DF error
    129.00000
  • t(b)
    6.83908
  • p(b)
    0.18681
  • t(a)
    -0.37590
  • p(a)
    0.52106
  • Lowerbound of 95% confidence interval for beta
    0.44740
  • Upperbound of 95% confidence interval for beta
    0.81163
  • Lowerbound of 95% confidence interval for alpha
    -1.40614
  • Upperbound of 95% confidence interval for alpha
    0.95714
  • Treynor index (mean / b)
    0.56677
  • Jensen alpha (a)
    -0.22450
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.23919
  • SD
    0.48685
  • Sharpe ratio (Glass type estimate)
    0.49129
  • Sharpe ratio (Hedges UMVUE)
    0.48845
  • df
    130.00000
  • t
    0.34740
  • p
    0.48477
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.28200
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.26290
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.28399
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.26090
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.68552
  • Upside Potential Ratio
    8.23603
  • Upside part of mean
    2.87364
  • Downside part of mean
    -2.63446
  • Upside SD
    0.33718
  • Downside SD
    0.34891
  • N nonnegative terms
    67.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.84322
  • Mean of criterion
    0.23919
  • SD of predictor
    0.39810
  • SD of criterion
    0.48685
  • Covariance
    0.10014
  • r
    0.51669
  • b (slope, estimate of beta)
    0.63187
  • a (intercept, estimate of alpha)
    -0.29362
  • Mean Square Error
    0.17509
  • DF error
    129.00000
  • t(b)
    6.85426
  • p(b)
    0.18635
  • t(a)
    -0.49195
  • p(a)
    0.52754
  • VAR (95 Confidence Intrvl)
    0.03800
  • Lowerbound of 95% confidence interval for beta
    0.44947
  • Upperbound of 95% confidence interval for beta
    0.81426
  • Lowerbound of 95% confidence interval for alpha
    -1.47449
  • Upperbound of 95% confidence interval for alpha
    0.88725
  • Treynor index (mean / b)
    0.37854
  • Jensen alpha (a)
    -0.29362
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04740
  • Expected Shortfall on VaR
    0.05924
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02223
  • Expected Shortfall on VaR
    0.04446
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.90759
  • Quartile 1
    0.98712
  • Median
    1.00109
  • Quartile 3
    1.01613
  • Maximum
    1.09084
  • Mean of quarter 1
    0.96518
  • Mean of quarter 2
    0.99606
  • Mean of quarter 3
    1.00912
  • Mean of quarter 4
    1.03575
  • Inter Quartile Range
    0.02901
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04580
  • Mean of outliers low
    0.92594
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.03053
  • Mean of outliers high
    1.08619
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.28519
  • VaR(95%) (moments method)
    0.03461
  • Expected Shortfall (moments method)
    0.05840
  • Extreme Value Index (regression method)
    -0.18712
  • VaR(95%) (regression method)
    0.03489
  • Expected Shortfall (regression method)
    0.04476
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.01582
  • Quartile 1
    0.01837
  • Median
    0.02093
  • Quartile 3
    0.21402
  • Maximum
    0.40712
  • Mean of quarter 1
    0.01582
  • Mean of quarter 2
    0.02093
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.40712
  • Inter Quartile Range
    0.19565
  • 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
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -465995000
  • Max Equity Drawdown (num days)
    594
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.28575
  • Compounded annual return (geometric extrapolation)
    0.30616
  • Calmar ratio (compounded annual return / max draw down)
    0.75202
  • Compounded annual return / average of 25% largest draw downs
    0.75202
  • Compounded annual return / Expected Shortfall lognormal
    5.16823

Strategy Description

The PRO Jumpers Fund is a high-reward wealth acceleration strategy that trades catalyst events such as stocks about to release quarterly earnings, that jump (up or down) in price 5-20% within 24 hours after an announcement. Using a proprietary predictive intelligence technology the stock’s trajectory is mapped, and a position entered prior to the event. The fund is able to profit by trading the delta in price post release. The strategy is accurate in the direction calls at least 80% of the time. This is the magic sauce.

These fund trades events both long and short, and exits positions often within 24 hours. Losers are cut quickly while the winners are run to maximize profits. The capital is back to cash and recycled into the next event. The strategy has been trading since 2015 and the performance speaks for itself.
Note: This strategy is exclusive to StockJumpers members. If you got to this page and have not yet registered YOU MUST DO SO BEFORE YOU CAN AUTO-TRADE. Sometimes members end up here without having first officially registered up on the StockJumpers site. If that you – please go here now and formalize your registration first. Bypassing registration will only delay your set-up or get you tossed out of the club.
Join here ---- https://stockjumpers.com/s/join/

Summary Statistics

Strategy began
2018-06-19
Suggested Minimum Capital
$15,000
# Trades
54
# Profitable
51
% Profitable
94.4%
Net Dividends
Correlation S&P500
0.543
Sharpe Ratio
0.50
Sortino Ratio
0.76
Beta
0.59
Alpha
0.02

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

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.