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

TQQQ Aspire
(117734561)

Created by: NEORITHMIC-LLC NEORITHMIC-LLC
Started: 05/2018
Stocks
Last trade: 3 days ago
Trading style: Equity Momentum Sector: Technology

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $149.00 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.

Trading Category: Equity
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
Sector: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.
29.4%
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.

(24.7%)
Max Drawdown
386
Num Trades
45.3%
Win Trades
1.4 : 1
Profit Factor
59.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                            +3.6%+8.0%+5.4%+12.5%(10.5%)(12.5%)  -  (1.8%)+2.1%
2019(0.9%)+0.6%+7.7%+14.7%(4.5%)+25.8%+5.7%(12.7%)(0.7%)(0.7%)+3.3%+8.7%+51.4%
2020(4.1%)+16.2%(4.6%)(8.8%)+0.5%+0.1%(0.9%)+22.1%+14.7%+9.3%+11.0%(3.6%)+58.1%
2021+1.0%+7.0%+2.6%+16.9%(1.6%)+12.9%+3.7%+13.2%(3.3%)+14.5%+6.7%+1.4%+102.4%
2022+0.5%(6.5%)+5.3%(1%)+4.3%(3.4%)+2.6%(2.9%)(1.2%)+1.6%+0.5%(1.8%)(2.5%)
2023+3.9%+2.2%(0.1%)+1.0%+3.5%+0.7%(3%)+1.3%(4.4%)(6.9%)(0.2%)+1.5%(1.1%)
2024(3%)(0.9%)+0.4%                                                      (3.5%)

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.

System developer has asked us to delay this information by 48 hours.

Trading Record

This strategy has placed 760 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
3/25/24 10:08 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,400 61.87 3/25 13:43 62.45 n/a $808
Includes Typical Broker Commissions trade costs of $5.00
3/22/24 13:05 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,400 62.84 3/22 15:16 62.37 0.72%
Trade id #147714715
Max drawdown($657)
Time3/22/24 15:16
Quant open1,400
Worst price62.37
Drawdown as % of equity-0.72%
($661)
Includes Typical Broker Commissions trade costs of $5.00
3/20/24 14:05 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,460 60.73 3/20 14:35 59.81 1.52%
Trade id #147696460
Max drawdown($1,423)
Time3/20/24 14:35
Quant open1,460
Worst price59.76
Drawdown as % of equity-1.52%
($1,355)
Includes Typical Broker Commissions trade costs of $5.00
3/19/24 12:35 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,230 59.31 3/19 14:12 59.52 0.06%
Trade id #147686045
Max drawdown($52)
Time3/19/24 12:39
Quant open1,230
Worst price59.27
Drawdown as % of equity-0.06%
$255
Includes Typical Broker Commissions trade costs of $5.00
3/18/24 9:39 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,480 60.42 3/18 13:00 59.51 1.52%
Trade id #147661987
Max drawdown($1,420)
Time3/18/24 13:00
Quant open1,480
Worst price59.46
Drawdown as % of equity-1.52%
($1,350)
Includes Typical Broker Commissions trade costs of $5.00
3/12/24 10:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,190 61.07 3/12 14:32 61.70 0.81%
Trade id #147607525
Max drawdown($766)
Time3/12/24 12:45
Quant open1,190
Worst price60.42
Drawdown as % of equity-0.81%
$746
Includes Typical Broker Commissions trade costs of $5.00
3/8/24 9:57 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,400 63.62 3/8 11:08 62.65 1.53%
Trade id #147575469
Max drawdown($1,449)
Time3/8/24 11:08
Quant open1,400
Worst price62.58
Drawdown as % of equity-1.53%
($1,362)
Includes Typical Broker Commissions trade costs of $5.00
3/7/24 10:39 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,430 62.23 3/7 14:58 62.96 0.24%
Trade id #147565686
Max drawdown($227)
Time3/7/24 10:55
Quant open1,430
Worst price62.07
Drawdown as % of equity-0.24%
$1,047
Includes Typical Broker Commissions trade costs of $5.00
3/1/24 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,420 61.45 3/1 13:49 63.14 0.7%
Trade id #147512097
Max drawdown($645)
Time3/1/24 10:04
Quant open1,420
Worst price61.00
Drawdown as % of equity-0.70%
$2,389
Includes Typical Broker Commissions trade costs of $5.00
2/28/24 11:19 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,470 59.39 2/28 12:39 58.80 1%
Trade id #147473170
Max drawdown($929)
Time2/28/24 12:39
Quant open1,470
Worst price58.76
Drawdown as % of equity-1.00%
($873)
Includes Typical Broker Commissions trade costs of $5.00
2/23/24 9:31 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,190 61.08 2/23 10:57 59.91 1.51%
Trade id #147432961
Max drawdown($1,402)
Time2/23/24 10:57
Quant open1,190
Worst price59.90
Drawdown as % of equity-1.51%
($1,391)
Includes Typical Broker Commissions trade costs of $5.00
2/22/24 9:50 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,480 59.31 2/22 14:56 60.16 0.88%
Trade id #147409524
Max drawdown($820)
Time2/22/24 9:54
Quant open1,480
Worst price58.76
Drawdown as % of equity-0.88%
$1,247
Includes Typical Broker Commissions trade costs of $5.00
2/13/24 9:38 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,560 56.59 2/13 10:11 56.57 0.57%
Trade id #147323816
Max drawdown($533)
Time2/13/24 9:42
Quant open1,560
Worst price56.25
Drawdown as % of equity-0.57%
($34)
Includes Typical Broker Commissions trade costs of $5.00
2/12/24 11:27 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,470 60.89 2/12 13:38 60.14 1.36%
Trade id #147290025
Max drawdown($1,274)
Time2/12/24 13:38
Quant open1,470
Worst price60.02
Drawdown as % of equity-1.36%
($1,103)
Includes Typical Broker Commissions trade costs of $5.00
2/9/24 10:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,480 59.68 2/9 15:01 60.37 0.12%
Trade id #147268468
Max drawdown($114)
Time2/9/24 11:35
Quant open1,480
Worst price59.60
Drawdown as % of equity-0.12%
$1,018
Includes Typical Broker Commissions trade costs of $5.00
2/8/24 10:54 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,510 58.84 2/8 15:46 58.50 1.01%
Trade id #147257996
Max drawdown($935)
Time2/8/24 14:37
Quant open1,510
Worst price58.22
Drawdown as % of equity-1.01%
($516)
Includes Typical Broker Commissions trade costs of $5.00
2/7/24 10:24 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,530 58.22 2/7 15:33 58.34 0.77%
Trade id #147247766
Max drawdown($721)
Time2/7/24 12:41
Quant open1,530
Worst price57.75
Drawdown as % of equity-0.77%
$181
Includes Typical Broker Commissions trade costs of $5.00
2/2/24 9:40 TQQQ PROSHARES ULTRAPRO QQQ LONG 990 55.71 2/2 13:26 57.00 0.15%
Trade id #147202704
Max drawdown($137)
Time2/2/24 10:32
Quant open990
Worst price55.57
Drawdown as % of equity-0.15%
$1,277
Includes Typical Broker Commissions trade costs of $5.00
2/1/24 10:29 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,620 53.83 2/1 10:50 53.44 0.75%
Trade id #147193195
Max drawdown($696)
Time2/1/24 10:50
Quant open1,620
Worst price53.40
Drawdown as % of equity-0.75%
($633)
Includes Typical Broker Commissions trade costs of $5.00
1/31/24 14:39 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,600 54.50 1/31 14:47 54.70 n/a $315
Includes Typical Broker Commissions trade costs of $5.00
1/29/24 9:36 TQQQ PROSHARES ULTRAPRO QQQ LONG 990 55.83 1/29 14:36 56.35 0.53%
Trade id #147147821
Max drawdown($483)
Time1/29/24 11:00
Quant open990
Worst price55.34
Drawdown as % of equity-0.53%
$512
Includes Typical Broker Commissions trade costs of $5.00
1/26/24 10:50 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,570 56.25 1/26 12:32 55.83 0.76%
Trade id #147134420
Max drawdown($700)
Time1/26/24 12:32
Quant open1,570
Worst price55.80
Drawdown as % of equity-0.76%
($654)
Includes Typical Broker Commissions trade costs of $5.00
1/24/24 10:39 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,560 57.46 1/24 14:10 56.90 1.02%
Trade id #147112725
Max drawdown($949)
Time1/24/24 14:10
Quant open1,560
Worst price56.85
Drawdown as % of equity-1.02%
($882)
Includes Typical Broker Commissions trade costs of $5.00
1/22/24 9:31 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,610 55.68 1/22 10:29 55.00 1.21%
Trade id #147083366
Max drawdown($1,143)
Time1/22/24 10:29
Quant open1,610
Worst price54.97
Drawdown as % of equity-1.21%
($1,106)
Includes Typical Broker Commissions trade costs of $5.00
1/19/24 11:06 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,680 52.79 1/19 13:28 53.70 0.27%
Trade id #147066426
Max drawdown($253)
Time1/19/24 11:39
Quant open1,680
Worst price52.64
Drawdown as % of equity-0.27%
$1,527
Includes Typical Broker Commissions trade costs of $5.00
1/18/24 9:41 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,750 51.08 1/18 13:00 50.48 1.19%
Trade id #147049147
Max drawdown($1,108)
Time1/18/24 13:00
Quant open1,750
Worst price50.45
Drawdown as % of equity-1.19%
($1,068)
Includes Typical Broker Commissions trade costs of $5.00
1/16/24 10:20 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,790 50.38 1/16 12:04 50.02 0.79%
Trade id #147012761
Max drawdown($751)
Time1/16/24 12:04
Quant open1,790
Worst price49.96
Drawdown as % of equity-0.79%
($645)
Includes Typical Broker Commissions trade costs of $5.00
1/12/24 9:44 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,810 50.92 1/12 10:00 50.30 1.41%
Trade id #146985481
Max drawdown($1,355)
Time1/12/24 10:00
Quant open1,810
Worst price50.17
Drawdown as % of equity-1.41%
($1,130)
Includes Typical Broker Commissions trade costs of $5.00
1/11/24 9:35 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,810 50.90 1/11 9:48 50.14 1.45%
Trade id #146973126
Max drawdown($1,412)
Time1/11/24 9:48
Quant open1,810
Worst price50.12
Drawdown as % of equity-1.45%
($1,388)
Includes Typical Broker Commissions trade costs of $5.00
1/10/24 10:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,840 49.61 1/10 15:19 50.14 0.6%
Trade id #146963455
Max drawdown($573)
Time1/10/24 11:13
Quant open1,840
Worst price49.30
Drawdown as % of equity-0.60%
$973
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    5/1/2018
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    2158.01
  • Age
    72 months ago
  • What it trades
    Stocks
  • # Trades
    386
  • # Profitable
    175
  • % Profitable
    45.30%
  • Avg trade duration
    1.7 days
  • Max peak-to-valley drawdown
    24.67%
  • drawdown period
    Aug 30, 2018 - Feb 12, 2019
  • Annual Return (Compounded)
    29.4%
  • Avg win
    $1,630
  • Avg loss
    $939.04
  • Model Account Values (Raw)
  • Cash
    $107,297
  • Margin Used
    $0
  • Buying Power
    $107,297
  • Ratios
  • W:L ratio
    1.44:1
  • Sharpe Ratio
    1.03
  • Sortino Ratio
    1.8
  • Calmar Ratio
    1.786
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    262.85%
  • Correlation to SP500
    0.23930
  • Return Percent SP500 (cumu) during strategy life
    97.70%
  • Return Statistics
  • Ann Return (w trading costs)
    29.4%
  • Slump
  • Current Slump as Pcnt Equity
    18.20%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.12%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.294%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    32.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    28.50%
  • Chance of 20% account loss
    8.50%
  • Chance of 30% account loss
    2.00%
  • 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)
    898
  • Popularity (Last 6 weeks)
    971
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    939
  • Popularity (7 days, Percentile 1000 scale)
    936
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $939
  • Avg Win
    $1,631
  • Sum Trade PL (losers)
    $198,137.000
  • Age
  • Num Months filled monthly returns table
    71
  • Win / Loss
  • Sum Trade PL (winners)
    $285,412.000
  • # Winners
    175
  • Num Months Winners
    42
  • Dividends
  • Dividends Received in Model Acct
    22
  • AUM
  • AUM (AutoTrader live capital)
    1283200
  • Win / Loss
  • # Losers
    211
  • % Winners
    45.3%
  • Frequency
  • Avg Position Time (mins)
    2475.30
  • Avg Position Time (hrs)
    41.26
  • Avg Trade Length
    1.7 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.77
  • Daily leverage (max)
    4.28
  • Regression
  • Alpha
    0.06
  • Beta
    0.26
  • Treynor Index
    0.28
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    7.66
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    54.88
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.11
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    17.890
  • 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
    0.272
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.142
  • Hold-and-Hope Ratio
    0.056
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.31232
  • SD
    0.24477
  • Sharpe ratio (Glass type estimate)
    1.27594
  • Sharpe ratio (Hedges UMVUE)
    1.26116
  • df
    65.00000
  • t
    2.99235
  • p
    0.00195
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.40743
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.13528
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.39777
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.12455
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.15046
  • Upside Potential Ratio
    4.78017
  • Upside part of mean
    0.47388
  • Downside part of mean
    -0.16156
  • Upside SD
    0.23939
  • Downside SD
    0.09913
  • N nonnegative terms
    39.00000
  • N negative terms
    27.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    66.00000
  • Mean of predictor
    0.11066
  • Mean of criterion
    0.31232
  • SD of predictor
    0.19232
  • SD of criterion
    0.24477
  • Covariance
    0.01641
  • r
    0.34858
  • b (slope, estimate of beta)
    0.44366
  • a (intercept, estimate of alpha)
    0.26322
  • Mean Square Error
    0.05346
  • DF error
    64.00000
  • t(b)
    2.97527
  • p(b)
    0.00206
  • t(a)
    2.63329
  • p(a)
    0.00529
  • Lowerbound of 95% confidence interval for beta
    0.14577
  • Upperbound of 95% confidence interval for beta
    0.74156
  • Lowerbound of 95% confidence interval for alpha
    0.06353
  • Upperbound of 95% confidence interval for alpha
    0.46291
  • Treynor index (mean / b)
    0.70396
  • Jensen alpha (a)
    0.26322
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.28059
  • SD
    0.23254
  • Sharpe ratio (Glass type estimate)
    1.20665
  • Sharpe ratio (Hedges UMVUE)
    1.19267
  • df
    65.00000
  • t
    2.82984
  • p
    0.00309
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.34128
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.06327
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.33216
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.05318
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.72048
  • Upside Potential Ratio
    4.33337
  • Upside part of mean
    0.44695
  • Downside part of mean
    -0.16636
  • Upside SD
    0.22176
  • Downside SD
    0.10314
  • N nonnegative terms
    39.00000
  • N negative terms
    27.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    66.00000
  • Mean of predictor
    0.09097
  • Mean of criterion
    0.28059
  • SD of predictor
    0.19939
  • SD of criterion
    0.23254
  • Covariance
    0.01642
  • r
    0.35418
  • b (slope, estimate of beta)
    0.41306
  • a (intercept, estimate of alpha)
    0.24302
  • Mean Square Error
    0.04803
  • DF error
    64.00000
  • t(b)
    3.02986
  • p(b)
    0.00176
  • t(a)
    2.57794
  • p(a)
    0.00613
  • Lowerbound of 95% confidence interval for beta
    0.14071
  • Upperbound of 95% confidence interval for beta
    0.68541
  • Lowerbound of 95% confidence interval for alpha
    0.05470
  • Upperbound of 95% confidence interval for alpha
    0.43134
  • Treynor index (mean / b)
    0.67931
  • Jensen alpha (a)
    0.24302
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.08335
  • Expected Shortfall on VaR
    0.10844
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02710
  • Expected Shortfall on VaR
    0.05566
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    66.00000
  • Minimum
    0.87773
  • Quartile 1
    0.98651
  • Median
    1.01254
  • Quartile 3
    1.06326
  • Maximum
    1.24362
  • Mean of quarter 1
    0.95406
  • Mean of quarter 2
    1.00029
  • Mean of quarter 3
    1.03546
  • Mean of quarter 4
    1.12237
  • Inter Quartile Range
    0.07675
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.04545
  • Mean of outliers high
    1.22265
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.22784
  • VaR(95%) (moments method)
    0.03814
  • Expected Shortfall (moments method)
    0.04857
  • Extreme Value Index (regression method)
    0.04997
  • VaR(95%) (regression method)
    0.04791
  • Expected Shortfall (regression method)
    0.07091
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    11.00000
  • Minimum
    0.00695
  • Quartile 1
    0.02053
  • Median
    0.03575
  • Quartile 3
    0.10403
  • Maximum
    0.19605
  • Mean of quarter 1
    0.01319
  • Mean of quarter 2
    0.02789
  • Mean of quarter 3
    0.08435
  • Mean of quarter 4
    0.13851
  • Inter Quartile Range
    0.08349
  • 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)
    0.03909
  • VaR(95%) (moments method)
    0.15408
  • Expected Shortfall (moments method)
    0.19406
  • Extreme Value Index (regression method)
    2.35181
  • VaR(95%) (regression method)
    0.21938
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.81023
  • Compounded annual return (geometric extrapolation)
    0.36138
  • Calmar ratio (compounded annual return / max draw down)
    1.84333
  • Compounded annual return / average of 25% largest draw downs
    2.60910
  • Compounded annual return / Expected Shortfall lognormal
    3.33272
  • 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
    0.29371
  • SD
    0.19801
  • Sharpe ratio (Glass type estimate)
    1.48333
  • Sharpe ratio (Hedges UMVUE)
    1.48256
  • df
    1456.00000
  • t
    3.49797
  • p
    0.45436
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.65021
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.31596
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.64969
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.31544
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.63801
  • Upside Potential Ratio
    9.95280
  • Upside part of mean
    1.10814
  • Downside part of mean
    -0.81442
  • Upside SD
    0.16466
  • Downside SD
    0.11134
  • N nonnegative terms
    506.00000
  • N negative terms
    951.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1457.00000
  • Mean of predictor
    0.11685
  • Mean of criterion
    0.29371
  • SD of predictor
    0.21013
  • SD of criterion
    0.19801
  • Covariance
    0.00944
  • r
    0.22685
  • b (slope, estimate of beta)
    0.21377
  • a (intercept, estimate of alpha)
    0.26900
  • Mean Square Error
    0.03722
  • DF error
    1455.00000
  • t(b)
    8.88461
  • p(b)
    0.35683
  • t(a)
    3.28309
  • p(a)
    0.44548
  • Lowerbound of 95% confidence interval for beta
    0.16657
  • Upperbound of 95% confidence interval for beta
    0.26096
  • Lowerbound of 95% confidence interval for alpha
    0.10817
  • Upperbound of 95% confidence interval for alpha
    0.42930
  • Treynor index (mean / b)
    1.37400
  • Jensen alpha (a)
    0.26874
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.27416
  • SD
    0.19634
  • Sharpe ratio (Glass type estimate)
    1.39636
  • Sharpe ratio (Hedges UMVUE)
    1.39564
  • df
    1456.00000
  • t
    3.29289
  • p
    0.45701
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.56347
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.22882
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.56297
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.22831
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.43551
  • Upside Potential Ratio
    9.72543
  • Upside part of mean
    1.09479
  • Downside part of mean
    -0.82063
  • Upside SD
    0.16168
  • Downside SD
    0.11257
  • N nonnegative terms
    506.00000
  • N negative terms
    951.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1457.00000
  • Mean of predictor
    0.09465
  • Mean of criterion
    0.27416
  • SD of predictor
    0.21093
  • SD of criterion
    0.19634
  • Covariance
    0.00936
  • r
    0.22594
  • b (slope, estimate of beta)
    0.21032
  • a (intercept, estimate of alpha)
    0.25426
  • Mean Square Error
    0.03661
  • DF error
    1455.00000
  • t(b)
    8.84709
  • p(b)
    0.35740
  • t(a)
    3.13257
  • p(a)
    0.44795
  • Lowerbound of 95% confidence interval for beta
    0.16368
  • Upperbound of 95% confidence interval for beta
    0.25695
  • Lowerbound of 95% confidence interval for alpha
    0.09504
  • Upperbound of 95% confidence interval for alpha
    0.41347
  • Treynor index (mean / b)
    1.30359
  • Jensen alpha (a)
    0.25426
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01873
  • Expected Shortfall on VaR
    0.02368
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00840
  • Expected Shortfall on VaR
    0.01648
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1457.00000
  • Minimum
    0.95459
  • Quartile 1
    0.99648
  • Median
    1.00000
  • Quartile 3
    1.00400
  • Maximum
    1.08753
  • Mean of quarter 1
    0.98860
  • Mean of quarter 2
    0.99927
  • Mean of quarter 3
    1.00084
  • Mean of quarter 4
    1.01624
  • Inter Quartile Range
    0.00751
  • Number outliers low
    89.00000
  • Percentage of outliers low
    0.06108
  • Mean of outliers low
    0.97804
  • Number of outliers high
    146.00000
  • Percentage of outliers high
    0.10021
  • Mean of outliers high
    1.02718
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.08458
  • VaR(95%) (moments method)
    0.00930
  • Expected Shortfall (moments method)
    0.01240
  • Extreme Value Index (regression method)
    0.00185
  • VaR(95%) (regression method)
    0.01111
  • Expected Shortfall (regression method)
    0.01584
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    54.00000
  • Minimum
    0.00035
  • Quartile 1
    0.00921
  • Median
    0.03303
  • Quartile 3
    0.06628
  • Maximum
    0.19750
  • Mean of quarter 1
    0.00409
  • Mean of quarter 2
    0.02033
  • Mean of quarter 3
    0.04781
  • Mean of quarter 4
    0.10693
  • Inter Quartile Range
    0.05708
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.05556
  • Mean of outliers high
    0.17816
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.15104
  • VaR(95%) (moments method)
    0.11852
  • Expected Shortfall (moments method)
    0.16141
  • Extreme Value Index (regression method)
    0.18584
  • VaR(95%) (regression method)
    0.12166
  • Expected Shortfall (regression method)
    0.16897
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.78487
  • Compounded annual return (geometric extrapolation)
    0.35266
  • Calmar ratio (compounded annual return / max draw down)
    1.78557
  • Compounded annual return / average of 25% largest draw downs
    3.29816
  • Compounded annual return / Expected Shortfall lognormal
    14.89300
  • 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
    -0.16153
  • SD
    0.07943
  • Sharpe ratio (Glass type estimate)
    -2.03358
  • Sharpe ratio (Hedges UMVUE)
    -2.02182
  • df
    130.00000
  • t
    -1.43796
  • p
    0.56256
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.81251
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.75299
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.80450
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.76086
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.73133
  • Upside Potential Ratio
    6.43085
  • Upside part of mean
    0.38032
  • Downside part of mean
    -0.54185
  • Upside SD
    0.05351
  • Downside SD
    0.05914
  • N nonnegative terms
    46.00000
  • N negative terms
    85.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.36048
  • Mean of criterion
    -0.16153
  • SD of predictor
    0.11714
  • SD of criterion
    0.07943
  • Covariance
    0.00154
  • r
    0.16546
  • b (slope, estimate of beta)
    0.11220
  • a (intercept, estimate of alpha)
    -0.20198
  • Mean Square Error
    0.00618
  • DF error
    129.00000
  • t(b)
    1.90557
  • p(b)
    0.39515
  • t(a)
    -1.78392
  • p(a)
    0.59838
  • Lowerbound of 95% confidence interval for beta
    -0.00430
  • Upperbound of 95% confidence interval for beta
    0.22870
  • Lowerbound of 95% confidence interval for alpha
    -0.42599
  • Upperbound of 95% confidence interval for alpha
    0.02203
  • Treynor index (mean / b)
    -1.43967
  • Jensen alpha (a)
    -0.20198
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.16469
  • SD
    0.07940
  • Sharpe ratio (Glass type estimate)
    -2.07435
  • Sharpe ratio (Hedges UMVUE)
    -2.06236
  • df
    130.00000
  • t
    -1.46679
  • p
    0.56380
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.85372
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.71278
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.84548
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.72076
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.77364
  • Upside Potential Ratio
    6.38046
  • Upside part of mean
    0.37886
  • Downside part of mean
    -0.54356
  • Upside SD
    0.05323
  • Downside SD
    0.05938
  • N nonnegative terms
    46.00000
  • N negative terms
    85.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.35341
  • Mean of criterion
    -0.16469
  • SD of predictor
    0.11700
  • SD of criterion
    0.07940
  • Covariance
    0.00153
  • r
    0.16505
  • b (slope, estimate of beta)
    0.11200
  • a (intercept, estimate of alpha)
    -0.20428
  • Mean Square Error
    0.00618
  • DF error
    129.00000
  • t(b)
    1.90071
  • p(b)
    0.39540
  • t(a)
    -1.80608
  • p(a)
    0.59957
  • VAR (95 Confidence Intrvl)
    0.01900
  • Lowerbound of 95% confidence interval for beta
    -0.00459
  • Upperbound of 95% confidence interval for beta
    0.22859
  • Lowerbound of 95% confidence interval for alpha
    -0.42806
  • Upperbound of 95% confidence interval for alpha
    0.01950
  • Treynor index (mean / b)
    -1.47047
  • Jensen alpha (a)
    -0.20428
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00866
  • Expected Shortfall on VaR
    0.01069
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00558
  • Expected Shortfall on VaR
    0.00965
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.98443
  • Quartile 1
    0.99678
  • Median
    1.00000
  • Quartile 3
    1.00166
  • Maximum
    1.01714
  • Mean of quarter 1
    0.99350
  • Mean of quarter 2
    0.99856
  • Mean of quarter 3
    1.00035
  • Mean of quarter 4
    1.00558
  • Inter Quartile Range
    0.00487
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.98688
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.01226
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.73520
  • VaR(95%) (moments method)
    0.00674
  • Expected Shortfall (moments method)
    0.00739
  • Extreme Value Index (regression method)
    -0.22528
  • VaR(95%) (regression method)
    0.00676
  • Expected Shortfall (regression method)
    0.00819
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.07384
  • Quartile 1
    0.07384
  • Median
    0.07384
  • Quartile 3
    0.07384
  • Maximum
    0.07384
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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
    0.50%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -383547000
  • Max Equity Drawdown (num days)
    166
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.13221
  • Compounded annual return (geometric extrapolation)
    -0.12784
  • Calmar ratio (compounded annual return / max draw down)
    -1.73131
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -11.96240

Strategy Description

About TQQQ Aspire
The TQQQ Aspire Strategy is based on a statistical computer model whose signals are designed to be efficiently traded utilizing C2’s Auto-Trading technology. This Strategy uses the leveraged ETF TQQQ which is highly correlated to the Nasdaq 100 Index (NDX). This is one of the Top Ten popular ETFs for traders with a substantial trading volume on a daily basis.

White Papers and Video
If you would like to review a white paper that compares TQQQ Aspire relative to other Strategies using the C2 Grid as an evaluation tool, please copy this link into your browser:

https://docsend.com/view/5nd6v3w85wc2xiem

In addition to the White Paper, here is a link to the Collective2 video interview of the Strategy Leader for “TQQQ Aspire”.

https://www.youtube.com/watch?v=tN6bNJwc1EA

Strategy Philosophy
1. Alternative Investment Strategy – As an Alternative Investment Strategy, TQQQ Aspire is built to be a small portion of your investable assets. Due to the inherent leveraged price movement (3X the Nasdaq price movement), We encourage investors to limit this to less than 10% of their portfolio.

2. Substantial Returns - The intent of this Strategy is to provide substantial returns as part of a larger investor portfolio. In other words, diversification is the responsibility of the investor subscribing to this Strategy.

3. “Windows of Momentum” – TQQQ Aspire seeks to limit exposure to brief periods of time as the Strategy constantly seeks momentum. During low volatility periods, a swing strategy is applied and our algorithm may signal positions can be held overnight. The Stop-Loss calculation on Day 1 of a swing trade and all subsequent days in the trade is part of the “Secret Sauce” and is calculated on a daily basis for each day’s trading. However, when volatility is high, like 2022 and intraday 2023, our algorithm has been modified where entries and exits are likely to occur in the same day.

4. Lost Crystal Ball – We still haven’t seen a Strategy with a Crystal Ball for predicting when to close a position at the peak. Believe us, if someone had a reliable method of making this decision, we would all be living in luxury. Depending on volatility levels, exits occur either in the same day (high volatility) or positions can be held overnight when volatility is low and our algorithm calculates a statistical probability for doing so.

5. Risk Mitigation – TQQQ Aspire never leaves a trade position “exposed.” This means there is a Stop-Loss in effect at the point of the trade entry and there is one in place until the closing of the trade.

6. Trading Adjustment - Prior to 2022, the swing trade strategy often held positions overnight. During low volatility and when higher probability calculations to hold overnight occur, the average length of a position is 5+ days according to backtesting. Some trades have lasted as long as in excess of 20 days...it simply depends on the strength of the momentum. A trade to enter a position can also occur with a Stop-Loss on the same day should the market turn downward. At higher volatility levels, we adjusted our algorithm to accommodate this volatility by exiting a trade typically on the same day as the entry utilizes a "Profit Taker" or limit order to sell should a calculated profit be reached. However, when volatility is low and a calculated decision occurs to hold overnight, a trade to enter and a trade to close a position can occur on separate days.

7. Trade Entry – Recently, we have adjusted our entries to occur shortly after the open. Subsequently, we may adjust our Stop-Loss and Profit-Taker sell orders based on mathematical adjustments during the trading day. This is why we recommend Auto-Trading so you do not miss the trading signals early in the day or the order adjustments throughout the day.

8. Pursuit of Simplicity – This Strategy in its earliest form was more complex than today’s Strategy. We put a great deal of energy into simplifying the Strategy and through exhaustive backtesting. The “Secret Sauce” for this Strategy is partly due to identifying a unique advantage and then using simplicity to make the Strategy more efficient.

9. Strategy Leader Discretion - This Strategy, albeit based mostly on a quantitative strategy is not 100% mechanical. If market circumstances or geo-political conditions arise that could impact performance of a trade in the opinion of the strategy leader, discretion may be exercised by overriding the calculated signal.

On November 1, 2019, we enhanced this model to improve the entry decision and Stop-Loss calculation. The performance during rising and falling markets has made a substantial improvement during this time-period. The current C2 Max Drawdown reported on this Strategy occurred prior to this model update.

On January 1, 2023, we added adjustments to our algorithm that accommodate increased trading volatility. While 2022 was a difficult year, the "silver lining" to this extended downturn was the market's provision of substantial data for similar volatile periods in the future.

In December 2023 we executed additional adjustments to the algorithm to accommodate the market volatility of 2022 and intraday volatility in 2023.

The main inventor of this Strategy has been building statistical models for many years. His initial work was for the Department of Defense during the 1980's. We have been working on the key elements of this financial model's technique for over 8 years. v.1-15-2024 linkv.1-15-2024

Summary Statistics

Strategy began
2018-05-01
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.1%
Rank # 
#49
# Trades
386
# Profitable
175
% Profitable
45.3%
Net Dividends
Correlation S&P500
0.239
Sharpe Ratio
1.03
Sortino Ratio
1.80
Beta
0.26
Alpha
0.06
Leverage
2.77 Average
4.28 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.