NASDAQ Momentum
Trades Own Strategy BrokerTransmit
- hypothetical · Annual Return (Compounded)
- 4.0%
- Max Drawdown
- 9.8%
- Trades
- 252
- Win Trades
- 63.5%
- Profit Factor
- 1.80
- Win Months
- 19.8%
About this strategy
Buy top trending NASDAQ stocks (10-15) then manage the trades and repeat. There are a few early exit conditions to get out of a stock if needed, but mostly stocks are bought once a month and strategy repeats. If the system exits as stock, the stock will be sold and its position will be replaced with either another stock, the QQQ ETF, or the TLT ETF based on the systems assessment of the the overall market. All decisions are made on an End of Day basis so there is not intraday trading with this system (unless a stop happens to get hit the same day as entry which is rare, but can happen). With this system all system funds are almost always invested in the market. The strategy will always trade based on a $50k account size and the trades will usually be in $2.5k, $5k, $10k or $15k bucket sizes. I will always buy shares rounded down to fit into one of the $2.5k-$15k sizes without going over the bucket size and alert subscribers to the exact percentage of the overall strategy portfolio being allocated to each position.
Of course, maybe this is obvious, but this is a strategy that trades stocks and ETFs so you want to have your commissions as low as possible. Sometimes the strategy is trading big stocks like AMZN, TSLA, etc. and we are only buying maybe 3-10 shares to keep the allocation percentages balanced correctly so low commissions are very helpful!
Of course, maybe this is obvious, but this is a strategy that trades stocks and ETFs so you want to have your commissions as low as possible. Sometimes the strategy is trading big stocks like AMZN, TSLA, etc. and we are only buying maybe 3-10 shares to keep the allocation percentages balanced correctly so low commissions are very helpful!
Non-hedged Equity Momentum
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 8.4 | 8.4 | |||||||||||
| 2020 | -0.4 | 10.9 | 2.4 | 5.1 | 0.6 | 1.8 | 4.1 | 2.0 | -6.0 | -0.9 | 3.7 | 1.6 | 27.0 |
| 2021 | -0.7 | 0.9 | -0.2 | 0.1 | 0.2 | -0.9 | -0.2 | 0.6 | -0.4 | 0.4 | -0.3 | -2.4 | -2.7 |
| 2022 | -1.8 | -0.8 | 0.6 | 0.0 | -0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -2.8 |
| 2023 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2024 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2025 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 12/9/2019 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 82 months |
| What it trades | Stocks |
| # Trades | 252 |
| # Profitable | 160 |
| % Profitable | 63.5% |
| Avg trade duration | 14.6 days |
| Max peak-to-valley drawdown | 9.8% |
| drawdown period | Sept 02, 2020 - May 04, 2022 |
| Annual Return (Compounded) | 4.0% |
| Avg win | $250 |
| Avg loss | $248 |
Ratios
| W:L ratio | 1.76 |
|---|---|
| Sharpe Ratio | 0.37 |
| Sortino Ratio | 0.57 |
| Calmar Ratio | 1.09 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.17 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 144.2% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -115.8% |
Return Statistics
| Ann Return (w trading costs) | 4.0% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.0% |
| Ann Return (Compnd, No Fees) | 4.5% |
Slump
| Current Slump as Pcnt Equity | 9.3% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 12.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 0 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 185449 |
|---|---|
| TOS percent | 100.0% |
Win / Loss
| Avg Loss | $248 |
|---|---|
| Avg Win | $250 |
| # Winners | 160 |
| Sum Trade PL (losers) | $22,790 |
| Sum Trade PL (winners) | $40,003 |
| Num Months Winners | 18 |
| # Losers | 92 |
| % Winners | 63.5% |
Dividends
| Dividends Received in Model Acct | 181 |
|---|
Age
| Num Months filled monthly returns table | 81 |
|---|
Frequency
| Avg Position Time (mins) | 20965.57 |
|---|---|
| Avg Position Time (hrs) | 349.43 |
| Avg Trade Length | 14.60 |
| Last Trade Ago | 1565 |
Leverage
| Daily leverage (average) | 0.29 |
|---|---|
| Daily leverage (max) | 0.99 |
Regression
| Alpha | 0 |
|---|---|
| Beta | 0.04 |
| Treynor Index | 0.14 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 2.84 |
| MAE:PL (avg, all trades) | -0.18 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.44 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.12 |
| Hold-and-Hope Ratio | 0.35 |
RATIO STATISTICS
| Mean | 0.07 |
|---|---|
| SD | 0.09 |
| Sharpe ratio (Glass type estimate) | 0.76 |
| Sharpe ratio (Hedges UMVUE) | 0.74 |
| df | 39 |
| t | 1.38 |
| p | 0.09 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.33 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.84 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.34 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.83 |
| Sortino ratio | 1.87 |
| Upside Potential Ratio | 3.64 |
| Upside part of mean | 0.13 |
| Downside part of mean | -0.06 |
| Upside SD | 0.08 |
| Downside SD | 0.04 |
| N nonnegative terms | 15 |
| N negative terms | 25 |
| N of observations | 40 |
| Mean of predictor | 0.24 |
| Mean of criterion | 0.07 |
| SD of predictor | 0.27 |
| SD of criterion | 0.09 |
| Covariance | -0.00 |
| r | -0.02 |
| b (slope, estimate of beta) | -0.01 |
| a (intercept, estimate of alpha) | 0.07 |
| Mean Square Error | 0.01 |
| DF error | 38 |
| t(b) | -0.11 |
| p(b) | 0.54 |
| t(a) | 1.35 |
| p(a) | 0.09 |
| Lowerbound of 95% confidence interval for beta | -0.11 |
| Upperbound of 95% confidence interval for beta | 0.10 |
| Lowerbound of 95% confidence interval for alpha | -0.03 |
| Upperbound of 95% confidence interval for alpha | 0.17 |
| Treynor index (mean / b) | -11.40 |
| Jensen alpha (a) | 0.07 |
| Mean | 0.06 |
| SD | 0.08 |
| Sharpe ratio (Glass type estimate) | 0.73 |
| Sharpe ratio (Hedges UMVUE) | 0.72 |
| df | 39 |
| t | 1.34 |
| p | 0.09 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.36 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.81 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.37 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.80 |
| Sortino ratio | 1.74 |
| Upside Potential Ratio | 3.50 |
| Upside part of mean | 0.12 |
| Downside part of mean | -0.06 |
| Upside SD | 0.08 |
| Downside SD | 0.04 |
| N nonnegative terms | 15 |
| N negative terms | 25 |
| N of observations | 40 |
| Mean of predictor | 0.21 |
| Mean of criterion | 0.06 |
| SD of predictor | 0.27 |
| SD of criterion | 0.08 |
| Covariance | -0.00 |
| r | -0.04 |
| b (slope, estimate of beta) | -0.01 |
| a (intercept, estimate of alpha) | 0.06 |
| Mean Square Error | 0.01 |
| DF error | 38 |
| t(b) | -0.22 |
| p(b) | 0.59 |
| t(a) | 1.34 |
| p(a) | 0.09 |
| Lowerbound of 95% confidence interval for beta | -0.11 |
| Upperbound of 95% confidence interval for beta | 0.09 |
| Lowerbound of 95% confidence interval for alpha | -0.03 |
| Upperbound of 95% confidence interval for alpha | 0.16 |
| Treynor index (mean / b) | -5.62 |
| Jensen alpha (a) | 0.06 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.04 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.03 |
| Mean | 0.06 |
| SD | 0.07 |
| Sharpe ratio (Glass type estimate) | 0.93 |
| Sharpe ratio (Hedges UMVUE) | 0.93 |
| df | 887 |
| t | 1.72 |
| p | 0.04 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.13 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.00 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.13 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.00 |
| Sortino ratio | 1.44 |
| Upside Potential Ratio | 6.69 |
| Upside part of mean | 0.29 |
| Downside part of mean | -0.23 |
| Upside SD | 0.05 |
| Downside SD | 0.04 |
| N nonnegative terms | 313 |
| N negative terms | 575 |
| N of observations | 888 |
| Mean of predictor | 0.28 |
| Mean of criterion | 0.06 |
| SD of predictor | 0.28 |
| SD of criterion | 0.07 |
| Covariance | 0.00 |
| r | 0.17 |
| b (slope, estimate of beta) | 0.04 |
| a (intercept, estimate of alpha) | 0.05 |
| Mean Square Error | 0.00 |
| DF error | 886 |
| t(b) | 4.99 |
| p(b) | 0 |
| t(a) | 1.44 |
| p(a) | 0.08 |
| Lowerbound of 95% confidence interval for beta | 0.02 |
| Upperbound of 95% confidence interval for beta | 0.05 |
| Lowerbound of 95% confidence interval for alpha | -0.02 |
| Upperbound of 95% confidence interval for alpha | 0.12 |
| Treynor index (mean / b) | 1.61 |
| Jensen alpha (a) | 0.05 |
| Mean | 0.06 |
| SD | 0.07 |
| Sharpe ratio (Glass type estimate) | 0.90 |
| Sharpe ratio (Hedges UMVUE) | 0.90 |
| df | 887 |
| t | 1.66 |
| p | 0.05 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.16 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.97 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.16 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.97 |
| Sortino ratio | 1.38 |
| Upside Potential Ratio | 6.60 |
| Upside part of mean | 0.29 |
| Downside part of mean | -0.23 |
| Upside SD | 0.05 |
| Downside SD | 0.04 |
| N nonnegative terms | 313 |
| N negative terms | 575 |
| N of observations | 888 |
| Mean of predictor | 0.24 |
| Mean of criterion | 0.06 |
| SD of predictor | 0.28 |
| SD of criterion | 0.07 |
| Covariance | 0.00 |
| r | 0.17 |
| b (slope, estimate of beta) | 0.04 |
| a (intercept, estimate of alpha) | 0.05 |
| Mean Square Error | 0.00 |
| DF error | 886 |
| t(b) | 5.00 |
| p(b) | 0 |
| t(a) | 1.42 |
| p(a) | 0.08 |
| Lowerbound of 95% confidence interval for beta | 0.02 |
| Upperbound of 95% confidence interval for beta | 0.05 |
| Lowerbound of 95% confidence interval for alpha | -0.02 |
| Upperbound of 95% confidence interval for alpha | 0.12 |
| Treynor index (mean / b) | 1.55 |
| Jensen alpha (a) | 0.05 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.01 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.00 |
| Mean | -0.03 |
| SD | 0 |
| Sharpe ratio (Glass type estimate) | 0 |
| Sharpe ratio (Hedges UMVUE) | 0 |
| df | 0 |
| t | 0 |
| p | 0 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 0 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0 |
| Sortino ratio | -16.19 |
| Upside Potential Ratio | 0 |
| Upside part of mean | 0 |
| Downside part of mean | -0.03 |
| Upside SD | 0 |
| Downside SD | 0.00 |
| N nonnegative terms | 0 |
| N negative terms | 131 |
| N of observations | 131 |
| Mean of predictor | 1.29 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.38 |
| SD of criterion | 0 |
| Covariance | 0 |
| r | 0 |
| b (slope, estimate of beta) | 0 |
| a (intercept, estimate of alpha) | 0 |
| Mean Square Error | 0 |
| DF error | 0 |
| t(b) | 0 |
| p(b) | 0 |
| t(a) | 0 |
| p(a) | 0 |
| Lowerbound of 95% confidence interval for beta | 0 |
| Upperbound of 95% confidence interval for beta | 0 |
| Lowerbound of 95% confidence interval for alpha | 0 |
| Upperbound of 95% confidence interval for alpha | 0 |
| Treynor index (mean / b) | 0 |
| Jensen alpha (a) | 0 |
| Mean | -0.03 |
| SD | 0 |
| Sharpe ratio (Glass type estimate) | -9.74841826823373e+15 |
| Sharpe ratio (Hedges UMVUE) | -9.69206937105203e+15 |
| df | 130 |
| t | -6893172865105920 |
| p | 1 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | 0 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.08701574255084e+16 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | -8513981316595712 |
| Sortino ratio | -16.19 |
| Upside Potential Ratio | 0 |
| Upside part of mean | 0 |
| Downside part of mean | -0.03 |
| Upside SD | 0 |
| Downside SD | 0.00 |
| N nonnegative terms | 0 |
| N negative terms | 131 |
| N of observations | 131 |
| Mean of predictor | 1.22 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.37 |
| SD of criterion | 0 |
| Covariance | 0 |
| r | 0 |
| b (slope, estimate of beta) | 0 |
| a (intercept, estimate of alpha) | -0.03 |
| Mean Square Error | 0 |
| DF error | 129 |
| t(b) | 0 |
| p(b) | 0.50 |
| t(a) | -6728733599727616 |
| p(a) | 1 |
| Lowerbound of 95% confidence interval for beta | 0 |
| VAR (95 Confidence Intrvl) | 0.01 |
| Upperbound of 95% confidence interval for beta | 0 |
| Lowerbound of 95% confidence interval for alpha | -0.03 |
| Upperbound of 95% confidence interval for alpha | -0.03 |
| Treynor index (mean / b) | -5.55711186921142e+31 |
| Jensen alpha (a) | -0.03 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.00 |
| VaR(95%) | 0 |
| Expected Shortfall on VaR | 0 |
ORDER STATISTICS
| Number of observations | 40 |
|---|---|
| Minimum | 0.96 |
| Quartile 1 | 1.00 |
| Median | 1 |
| Quartile 3 | 1.02 |
| Maximum | 1.10 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.04 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 1 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.96 |
| Number of outliers high | 4 |
| Percentage of outliers high | 0.10 |
| Mean of outliers high | 1.07 |
| Extreme Value Index (moments method) | -0.95 |
| VaR(95%) (moments method) | 0.01 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | -0.25 |
| VaR(95%) (regression method) | 0.02 |
| Expected Shortfall (regression method) | 0.03 |
| Number of observations | 888 |
| Minimum | 0.97 |
| Quartile 1 | 1.00 |
| Median | 1 |
| Quartile 3 | 1.00 |
| Maximum | 1.03 |
| Mean of quarter 1 | 1.00 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.00 |
| Inter Quartile Range | 0.00 |
| Number outliers low | 95 |
| Percentage of outliers low | 0.11 |
| Mean of outliers low | 0.99 |
| Number of outliers high | 125 |
| Percentage of outliers high | 0.14 |
| Mean of outliers high | 1.01 |
| Extreme Value Index (moments method) | 0.57 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | 0.35 |
| VaR(95%) (regression method) | 0.00 |
| Expected Shortfall (regression method) | 0.01 |
| Number of observations | 131 |
| Minimum | 1 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1 |
| Mean of quarter 1 | 1 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
DRAW DOWN STATISTICS
| Number of observations | 2 |
|---|---|
| Minimum | 0.04 |
| Quartile 1 | 0.04 |
| Median | 0.05 |
| Quartile 3 | 0.05 |
| Maximum | 0.06 |
| Mean of quarter 1 | 0.04 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0.06 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 27 |
| Minimum | 0.00 |
| Quartile 1 | 0.00 |
| Median | 0.01 |
| Quartile 3 | 0.01 |
| Maximum | 0.08 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.00 |
| Mean of quarter 3 | 0.01 |
| Mean of quarter 4 | 0.04 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.11 |
| Mean of outliers high | 0.07 |
| Extreme Value Index (moments method) | 0.40 |
| VaR(95%) (moments method) | 0.04 |
| Expected Shortfall (moments method) | 0.08 |
| Extreme Value Index (regression method) | 1.32 |
| VaR(95%) (regression method) | 0.04 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 0 |
| Minimum | 0 |
| Quartile 1 | 0 |
| Median | 0 |
| Quartile 3 | 0 |
| Maximum | 0 |
| Mean of quarter 1 | 0 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -405950624 |
| Max Equity Drawdown (num days) | 609 |
| Last 4 Months - Pcnt Negative | 0.0% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.10 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.09 |
| Calmar ratio (compounded annual return / max draw down) | 1.59 |
| Compounded annual return / average of 25% largest draw downs | 1.59 |
| Compounded annual return / Expected Shortfall lognormal | 2.13 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.10 |
| Compounded annual return (geometric extrapolation) | 0.09 |
| Calmar ratio (compounded annual return / max draw down) | 1.10 |
| Compounded annual return / average of 25% largest draw downs | 2.38 |
| Compounded annual return / Expected Shortfall lognormal | 11.18 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0 |
| Compounded annual return (geometric extrapolation) | 0 |
| Calmar ratio (compounded annual return / max draw down) | 0 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | 0 |
Trading record
Placed 483 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| MNST | long | 29 | May 12, 2022 | May 19, 2022 | $35 |
| DLTR | long | 15 | Apr 28, 2022 | May 17, 2022 | ($154) |
| VRTX | long | 9 | May 6, 2022 | May 12, 2022 | ($161) |
| CEG | long | 61 | Apr 28, 2022 | May 12, 2022 | ($413) |
| DLTR | long | 16 | Apr 8, 2022 | Apr 22, 2022 | $178 |
| CRWD | long | 11 | Apr 8, 2022 | Apr 12, 2022 | $11 |
| AAPL | long | 15 | Feb 28, 2022 | Mar 31, 2022 | $151 |
| COST | long | 4 | Mar 2, 2022 | Mar 31, 2022 | $206 |
| TSLA | long | 3 | Mar 18, 2022 | Mar 30, 2022 | $365 |
| FTNT | long | 8 | Mar 21, 2022 | Mar 24, 2022 | $40 |
| ESLT | long | 2 | Feb 10, 2022 | Mar 22, 2022 | $108 |
| VECO | long | 85 | Mar 2, 2022 | Mar 18, 2022 | $40 |
| AVGO | long | 4 | Feb 28, 2022 | Mar 18, 2022 | $54 |
| QQQ | long | 7 | Mar 3, 2022 | Mar 7, 2022 | ($162) |
| NVDA | long | 10 | Feb 28, 2022 | Mar 7, 2022 | ($309) |
| AVGO | long | 4 | Feb 9, 2022 | Feb 22, 2022 | ($137) |
| AAPL | long | 14 | Feb 2, 2022 | Feb 22, 2022 | ($162) |
| QCOM | long | 13 | Feb 9, 2022 | Feb 14, 2022 | ($195) |
| MRVL | long | 28 | Dec 23, 2021 | Jan 20, 2022 | ($383) |
| QCOM | long | 13 | Nov 29, 2021 | Jan 20, 2022 | ($145) |
| DLTR | long | 17 | Nov 29, 2021 | Jan 14, 2022 | ($192) |
| CDNS | long | 13 | Dec 23, 2021 | Jan 5, 2022 | ($138) |
| ASML | long | 3 | Dec 23, 2021 | Jan 5, 2022 | ($115) |
| ALGN | long | 4 | Dec 23, 2021 | Jan 5, 2022 | ($209) |
| FB | long | 7 | Dec 23, 2021 | Dec 28, 2021 | $86 |
| XLNX | long | 10 | Nov 29, 2021 | Dec 21, 2021 | ($306) |
| NVDA | long | 7 | Nov 29, 2021 | Dec 21, 2021 | ($316) |
| MSFT | long | 14 | Dec 1, 2021 | Dec 17, 2021 | ($228) |
| TSLA | long | 2 | Nov 29, 2021 | Dec 14, 2021 | ($353) |
| ADBE | long | 7 | Dec 1, 2021 | Dec 3, 2021 | ($446) |
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.