Small Ball
(122174758)
Subscription terms. Subscriptions to this system cost $49.00 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.
Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2019  +0.8%  +2.3%  +1.6%  +1.4%  (5.6%)  +6.6%  +6.9% 
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.
Started  $50,000  
Buy Power  $9,031  
Cash  $25,094  
Equity  ($5,484)  
Cumulative $  $3,815  
Includes dividends and cashsettled expirations:  $386  Itemized 
Total System Equity  $53,815  
Margined  $10,578  
Open P/L  ($5,653) 
Trading Record
Statistics

Strategy began1/25/2019

Suggested Minimum Cap$35,000

Strategy Age (days)152.41

Age152 days ago

What it tradesOptions

# Trades120

# Profitable106

% Profitable88.30%

Avg trade duration27.8 days

Max peaktovalley drawdown8.85%

drawdown periodMay 03, 2019  May 29, 2019

Cumul. Return6.7%

Avg win$93.55

Avg loss$420.00
 Model Account Values (Raw)

Cash$25,094

Margin Used$10,578

Buying Power$9,031
 Ratios

W:L ratio1.82:1

Sharpe Ratio0.83

Sortino Ratio1.37

Calmar Ratio2.628
 CORRELATION STATISTICS

Correlation to SP5000.51230
 Return Statistics

Ann Return (w trading costs)16.5%

Ann Return (Compnd, No Fees)19.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss2.50%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)615

C2 Score5.8
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$463

Avg Win$94

# Winners106

# Losers14

% Winners88.3%
 Frequency

Avg Position Time (mins)39995.20

Avg Position Time (hrs)666.59

Avg Trade Length27.8 days

Last Trade Ago1
 Leverage

Daily leverage (average)2.37

Daily leverage (max)3.96
 Unknown

Alpha0.00

Beta0.69

Treynor Index0.06
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.05953

SD0.11928

Sharpe ratio (Glass type estimate)0.49911

Sharpe ratio (Hedges UMVUE)0.36116

df3.00000

t0.28816

p0.39599

Lowerbound of 95% confidence interval for Sharpe Ratio2.95557

Upperbound of 95% confidence interval for Sharpe Ratio3.87640

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.04588

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.76819
 Statistics related to Sortino ratio

Sortino ratio0.85608

Upside Potential Ratio2.61108

Upside part of mean0.18157

Downside part of mean0.12204

Upside SD0.07829

Downside SD0.06954

N nonnegative terms2.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.11966

Mean of criterion0.05953

SD of predictor0.16477

SD of criterion0.11928

Covariance0.01912

r0.97313

b (slope, estimate of beta)0.70445

a (intercept, estimate of alpha)0.02476

Mean Square Error0.00113

DF error2.00000

t(b)5.97743

p(b)0.01343

t(a)0.41312

p(a)0.64020

Lowerbound of 95% confidence interval for beta0.19738

Upperbound of 95% confidence interval for beta1.21153

Lowerbound of 95% confidence interval for alpha0.28265

Upperbound of 95% confidence interval for alpha0.23313

Treynor index (mean / b)0.08451

Jensen alpha (a)0.02476
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.05394

SD0.11920

Sharpe ratio (Glass type estimate)0.45252

Sharpe ratio (Hedges UMVUE)0.32744

df3.00000

t0.26126

p0.40540

Lowerbound of 95% confidence interval for Sharpe Ratio2.99488

Upperbound of 95% confidence interval for Sharpe Ratio3.82964

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.07741

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.73229
 Statistics related to Sortino ratio

Sortino ratio0.76183

Upside Potential Ratio2.51638

Upside part of mean0.17817

Downside part of mean0.12423

Upside SD0.07672

Downside SD0.07081

N nonnegative terms2.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.10865

Mean of criterion0.05394

SD of predictor0.16527

SD of criterion0.11920

Covariance0.01920

r0.97452

b (slope, estimate of beta)0.70289

a (intercept, estimate of alpha)0.02243

Mean Square Error0.00107

DF error2.00000

t(b)6.14451

p(b)0.01274

t(a)0.38625

p(a)0.63174

Lowerbound of 95% confidence interval for beta0.21070

Upperbound of 95% confidence interval for beta1.19509

Lowerbound of 95% confidence interval for alpha0.27225

Upperbound of 95% confidence interval for alpha0.22740

Treynor index (mean / b)0.07674

Jensen alpha (a)0.02243
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05077

Expected Shortfall on VaR0.06425
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02351

Expected Shortfall on VaR0.04512
 ORDER STATISTICS
 Quartiles of return rates

Number of observations4.00000

Minimum0.96218

Quartile 10.99189

Median1.01205

Quartile 31.02745

Maximum1.04287

Mean of quarter 10.96218

Mean of quarter 21.00179

Mean of quarter 31.02231

Mean of quarter 41.04287

Inter Quartile Range0.03556

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations1.00000

Minimum0.03782

Quartile 10.03782

Median0.03782

Quartile 30.03782

Maximum0.03782

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.08298

Compounded annual return (geometric extrapolation)0.08529

Calmar ratio (compounded annual return / max draw down)2.25537

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

Compounded annual return / Expected Shortfall lognormal1.32755

0.00000

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

Mean0.17061

SD0.15039

Sharpe ratio (Glass type estimate)1.13443

Sharpe ratio (Hedges UMVUE)1.12631

df105.00000

t0.72157

p0.45532

Lowerbound of 95% confidence interval for Sharpe Ratio1.95338

Upperbound of 95% confidence interval for Sharpe Ratio4.21695

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.95884

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.21145
 Statistics related to Sortino ratio

Sortino ratio1.91976

Upside Potential Ratio10.69040

Upside part of mean0.95005

Downside part of mean0.77944

Upside SD0.12090

Downside SD0.08887

N nonnegative terms57.00000

N negative terms49.00000
 Statistics related to linear regression on benchmark

N of observations106.00000

Mean of predictor0.19939

Mean of criterion0.17061

SD of predictor0.11350

SD of criterion0.15039

Covariance0.00895

r0.52406

b (slope, estimate of beta)0.69441

a (intercept, estimate of alpha)0.03200

Mean Square Error0.01656

DF error104.00000

t(b)6.27514

p(b)0.23797

t(a)0.15797

p(a)0.49226

Lowerbound of 95% confidence interval for beta0.47497

Upperbound of 95% confidence interval for beta0.91385

Lowerbound of 95% confidence interval for alpha0.37147

Upperbound of 95% confidence interval for alpha0.43577

Treynor index (mean / b)0.24569

Jensen alpha (a)0.03215
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.15942

SD0.14961

Sharpe ratio (Glass type estimate)1.06554

Sharpe ratio (Hedges UMVUE)1.05791

df105.00000

t0.67776

p0.45802

Lowerbound of 95% confidence interval for Sharpe Ratio2.02167

Upperbound of 95% confidence interval for Sharpe Ratio4.14776

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.02679

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.14262
 Statistics related to Sortino ratio

Sortino ratio1.78296

Upside Potential Ratio10.54410

Upside part of mean0.94276

Downside part of mean0.78334

Upside SD0.11948

Downside SD0.08941

N nonnegative terms57.00000

N negative terms49.00000
 Statistics related to linear regression on benchmark

N of observations106.00000

Mean of predictor0.19291

Mean of criterion0.15942

SD of predictor0.11357

SD of criterion0.14961

Covariance0.00890

r0.52372

b (slope, estimate of beta)0.68993

a (intercept, estimate of alpha)0.02632

Mean Square Error0.01640

DF error104.00000

t(b)6.26949

p(b)0.23814

t(a)0.13003

p(a)0.49362

Lowerbound of 95% confidence interval for beta0.47170

Upperbound of 95% confidence interval for beta0.90815

Lowerbound of 95% confidence interval for alpha0.37515

Upperbound of 95% confidence interval for alpha0.42779

Treynor index (mean / b)0.23106

Jensen alpha (a)0.02632
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01449

Expected Shortfall on VaR0.01828
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00660

Expected Shortfall on VaR0.01229
 ORDER STATISTICS
 Quartiles of return rates

Number of observations106.00000

Minimum0.98260

Quartile 10.99549

Median1.00039

Quartile 31.00419

Maximum1.04123

Mean of quarter 10.99016

Mean of quarter 20.99833

Mean of quarter 31.00231

Mean of quarter 41.01220

Inter Quartile Range0.00869

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high5.00000

Percentage of outliers high0.04717

Mean of outliers high1.02679
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.61737

VaR(95%) (moments method)0.00992

Expected Shortfall (moments method)0.01116

Extreme Value Index (regression method)1.00675

VaR(95%) (regression method)0.01080

Expected Shortfall (regression method)0.01157
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00084

Quartile 10.00244

Median0.00477

Quartile 30.02047

Maximum0.07838

Mean of quarter 10.00140

Mean of quarter 20.00442

Mean of quarter 30.00660

Mean of quarter 40.05132

Inter Quartile Range0.01803

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.20000

Mean of outliers high0.06470
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)8.25972

VaR(95%) (moments method)0.05060

Expected Shortfall (moments method)0.05060

Extreme Value Index (regression method)0.95181

VaR(95%) (regression method)0.09008

Expected Shortfall (regression method)0.09802
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.19461

Compounded annual return (geometric extrapolation)0.20602

Calmar ratio (compounded annual return / max draw down)2.62828

Compounded annual return / average of 25% largest draw downs4.01412

Compounded annual return / Expected Shortfall lognormal11.26880
Strategy Description
 Be a conservative strategy: Rarely will a company with a market cap. of less that 1 billion USD will be targeted.
 Attempt to beat the total return of the S&P 500 on a consistent yearly basis.
 Attempt to have a consistent winning trade percentage of >90%
 Be diversified, U.S. and International stocks are in the mix
 Trading done with stocks and options.
 Fundamental and technical analysis is utilized.
 Geared more toward multiple weekly/monthly trades opposed to day trades.
 Subscribers can expect single digit option orders. This allows for more diversity in trades and greater flexibility for subscribers who wish to invest less than the recommended amount. If of course you really like a trade and/or want a larger return, just increase the number of contracts at your leisure.
Subscribers take note:
 All goals are hypothetical and while aimed at with the best intention, they can not be guaranteed.
 Anyone choosing to extend their subscription with me after 6 months, I'm happy to issue discount coupons as long as you request them and they are allowed by management.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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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.