Fund Partner
- hypothetical · Annual Return (Compounded)
- 0.0%
- Max Drawdown
- 100.0%
- Trades
- 336
- Win Trades
- 69.0%
- Profit Factor
- 0.90
- Win Months
- 5.3%
About this strategy
This system only trades futures with a focus on e-mini NQ (sometimes trading e-mini ES is possible).
Trading is fully manually controlled, trading decisions are made on the basis of volume analysis.
This trading system is the result of more than 15 years of experience in the financial markets.
Trading size varies and is dynamically adjusted depending on market conditions.
The maximum position size depends on the size of the account, at a time no more than 4-6 contracts.
Trading goals vary depending on the market situation and amount to $ 100 + per contract (an average of $ 200- $ 1000 per contract).
The size of stop orders is always set automatically when entering a position. The amount of stop orders depends on the place of entry and may vary. On average: $ 100- $ 200 for 1 contract.
The trading system showed more than 200 percent of annual profit earlier.
Purpose: to get a result of at least 250 percent.
I can tell the potential investor in more detail about my system in private messages.
I will be glad to communicate!
Momentum Financials / Indexes
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 57.0 | 152.2 | 43.2 | 15.7 | -86.3 | -140.5 | 0.0 | 0.0 | -136.5 | ||||
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2023 | 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 | |
| 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 | |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 5/21/2020 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 76 months |
| What it trades | Futures |
| # Trades | 336 |
| # Profitable | 232 |
| % Profitable | 69.0% |
| Avg trade duration | 6.1 hours |
| Max peak-to-valley drawdown | 100.0% |
| drawdown period | Oct 09, 2020 - Oct 12, 2020 |
| Annual Return (Compounded) | 0.0% |
| Avg win | $2,875 |
| Avg loss | $6,912 |
Ratios
| W:L ratio | 0.93 |
|---|---|
| Sharpe Ratio | -0.88 |
| Sortino Ratio | -1.04 |
| Calmar Ratio | -1 |
CORRELATION STATISTICS
| Correlation to SP500 | -0.08 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 157.9% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -298.1% |
Return Statistics
| Ann Return (w trading costs) | 0.0% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.0% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 0.0% |
Slump
| Current Slump as Pcnt Equity | — |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Automation
| Percentage Signals Automated | 97.9% |
|---|
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? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $6,912 |
|---|---|
| Avg Win | $2,875 |
| # Winners | 232 |
| Sum Trade PL (losers) | $718,892 |
| Sum Trade PL (winners) | $667,106 |
| Num Months Winners | 4 |
| # Losers | 104 |
| % Winners | 69.1% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 6 |
|---|
Frequency
| Avg Position Time (mins) | 368.97 |
|---|---|
| Avg Position Time (hrs) | 6.15 |
| Avg Trade Length | 0.30 |
| Last Trade Ago | 2148 |
Leverage
| Daily leverage (average) | 19.30 |
|---|---|
| Daily leverage (max) | 530.44 |
Regression
| Alpha | 0 |
|---|---|
| Beta | -1.38 |
| Treynor Index | 0 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.06 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.18 |
| MAE:Equity, average, losing trades | 0.10 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.03 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -7.99 |
| MAE:PL (avg, all trades) | -0.05 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.96 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.12 |
| Hold-and-Hope Ratio | -0.12 |
RATIO STATISTICS
| Mean | 1.29 |
|---|---|
| SD | 2.38 |
| Sharpe ratio (Glass type estimate) | 0.54 |
| Sharpe ratio (Hedges UMVUE) | 0.51 |
| df | 12 |
| t | 0.56 |
| p | 0.42 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.36 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.43 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.39 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.40 |
| Sortino ratio | 1.22 |
| Upside Potential Ratio | 2.51 |
| Upside part of mean | 2.66 |
| Downside part of mean | -1.37 |
| Upside SD | 2.06 |
| Downside SD | 1.06 |
| N nonnegative terms | 3 |
| N negative terms | 10 |
| N of observations | 13 |
| Mean of predictor | 0.84 |
| Mean of criterion | 1.29 |
| SD of predictor | 0.36 |
| SD of criterion | 2.38 |
| Covariance | 0.02 |
| r | 0.03 |
| b (slope, estimate of beta) | 0.17 |
| a (intercept, estimate of alpha) | 1.15 |
| Mean Square Error | 6.16 |
| DF error | 11 |
| t(b) | 0.09 |
| p(b) | 0.47 |
| t(a) | 0.40 |
| p(a) | 0.35 |
| Lowerbound of 95% confidence interval for beta | -4.18 |
| Upperbound of 95% confidence interval for beta | 4.51 |
| Lowerbound of 95% confidence interval for alpha | -5.24 |
| Upperbound of 95% confidence interval for alpha | 7.53 |
| Treynor index (mean / b) | 7.60 |
| Jensen alpha (a) | 1.15 |
| Mean | -10.06 |
| SD | 11.75 |
| Sharpe ratio (Glass type estimate) | -0.86 |
| Sharpe ratio (Hedges UMVUE) | -0.80 |
| df | 12 |
| t | -0.89 |
| p | 0.62 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.75 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.07 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.71 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.11 |
| Sortino ratio | -0.87 |
| Upside Potential Ratio | 0.14 |
| Upside part of mean | 1.66 |
| Downside part of mean | -11.72 |
| Upside SD | 1.18 |
| Downside SD | 11.60 |
| N nonnegative terms | 3 |
| N negative terms | 10 |
| N of observations | 13 |
| Mean of predictor | 0.75 |
| Mean of criterion | -10.06 |
| SD of predictor | 0.36 |
| SD of criterion | 11.75 |
| Covariance | 0.26 |
| r | 0.06 |
| b (slope, estimate of beta) | 2.06 |
| a (intercept, estimate of alpha) | -11.60 |
| Mean Square Error | 150.00 |
| DF error | 11 |
| t(b) | 0.21 |
| p(b) | 0.42 |
| t(a) | -0.83 |
| p(a) | 0.79 |
| Lowerbound of 95% confidence interval for beta | -19.66 |
| Upperbound of 95% confidence interval for beta | 23.77 |
| Lowerbound of 95% confidence interval for alpha | -42.19 |
| Upperbound of 95% confidence interval for alpha | 18.99 |
| Treynor index (mean / b) | -4.89 |
| Jensen alpha (a) | -11.60 |
| VaR(95%) | 1.00 |
| Expected Shortfall on VaR | 1.00 |
| VaR(95%) | 0.34 |
| Expected Shortfall on VaR | 0.70 |
| Mean | -0.52 |
| SD | 1.82 |
| Sharpe ratio (Glass type estimate) | -0.28 |
| Sharpe ratio (Hedges UMVUE) | -0.28 |
| df | 297 |
| t | -0.30 |
| p | 0.62 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.12 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.55 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.12 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.56 |
| Sortino ratio | -0.39 |
| Upside Potential Ratio | 3.22 |
| Upside part of mean | 4.23 |
| Downside part of mean | -4.75 |
| Upside SD | 1.25 |
| Downside SD | 1.31 |
| N nonnegative terms | 58 |
| N negative terms | 240 |
| N of observations | 298 |
| Mean of predictor | 0.86 |
| Mean of criterion | -0.52 |
| SD of predictor | 0.37 |
| SD of criterion | 1.82 |
| Covariance | -0.04 |
| r | -0.05 |
| b (slope, estimate of beta) | -0.26 |
| a (intercept, estimate of alpha) | -0.29 |
| Mean Square Error | 3.31 |
| DF error | 296 |
| t(b) | -0.90 |
| p(b) | 0.81 |
| t(a) | -0.17 |
| p(a) | 0.57 |
| Lowerbound of 95% confidence interval for beta | -0.82 |
| Upperbound of 95% confidence interval for beta | 0.31 |
| Lowerbound of 95% confidence interval for alpha | -3.69 |
| Upperbound of 95% confidence interval for alpha | 3.10 |
| Treynor index (mean / b) | 2.02 |
| Jensen alpha (a) | -0.30 |
| Mean | -9.58 |
| SD | 9.54 |
| Sharpe ratio (Glass type estimate) | -1.00 |
| Sharpe ratio (Hedges UMVUE) | -1.00 |
| df | 297 |
| t | -1.07 |
| p | 0.86 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.84 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0.84 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.84 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0.84 |
| Sortino ratio | -1.01 |
| Upside Potential Ratio | 0.39 |
| Upside part of mean | 3.66 |
| Downside part of mean | -13.24 |
| Upside SD | 0.99 |
| Downside SD | 9.49 |
| N nonnegative terms | 58 |
| N negative terms | 240 |
| N of observations | 298 |
| Mean of predictor | 0.79 |
| Mean of criterion | -9.58 |
| SD of predictor | 0.37 |
| SD of criterion | 9.54 |
| Covariance | -0.14 |
| r | -0.04 |
| b (slope, estimate of beta) | -1.02 |
| a (intercept, estimate of alpha) | -8.77 |
| Mean Square Error | 91.17 |
| DF error | 296 |
| t(b) | -0.68 |
| p(b) | 0.75 |
| t(a) | -0.97 |
| p(a) | 0.83 |
| Lowerbound of 95% confidence interval for beta | -3.95 |
| Upperbound of 95% confidence interval for beta | 1.91 |
| Lowerbound of 95% confidence interval for alpha | -26.54 |
| Upperbound of 95% confidence interval for alpha | 9.00 |
| Treynor index (mean / b) | 9.39 |
| Jensen alpha (a) | -8.77 |
| VaR(95%) | 0.63 |
| Expected Shortfall on VaR | 0.71 |
| VaR(95%) | 0.05 |
| Expected Shortfall on VaR | 0.12 |
| 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 | 1.02 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.49 |
| 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 | 0.90 |
| Mean of criterion | -0.03 |
| SD of predictor | 0.49 |
| 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) | -6823315222036480 |
| p(a) | 1 |
| Lowerbound of 95% confidence interval for beta | 0 |
| VAR (95 Confidence Intrvl) | 0.63 |
| 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) | 3.59478970719877e+33 |
| 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 | 13 |
|---|---|
| Minimum | 0.00 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 3.05 |
| Mean of quarter 1 | 0.63 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1.96 |
| Inter Quartile Range | 0 |
| Number outliers low | 2 |
| Percentage of outliers low | 0.15 |
| Mean of outliers low | 0.27 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.23 |
| Mean of outliers high | 1.96 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | -0.77 |
| VaR(95%) (regression method) | 1.10 |
| Expected Shortfall (regression method) | 1.33 |
| Number of observations | 298 |
| Minimum | 0.00 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1.84 |
| Mean of quarter 1 | 0.93 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1.06 |
| Inter Quartile Range | 0 |
| Number outliers low | 44 |
| Percentage of outliers low | 0.15 |
| Mean of outliers low | 0.88 |
| Number of outliers high | 58 |
| Percentage of outliers high | 0.19 |
| Mean of outliers high | 1.08 |
| Extreme Value Index (moments method) | -2.74 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.00 |
| Extreme Value Index (regression method) | 0.06 |
| VaR(95%) (regression method) | 0.06 |
| Expected Shortfall (regression method) | 0.13 |
| 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 | 1 |
|---|---|
| Minimum | 1 |
| Quartile 1 | 1 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1 |
| 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 |
| Number of observations | 15 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.03 |
| Quartile 3 | 0.07 |
| Maximum | 1 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.02 |
| Mean of quarter 3 | 0.06 |
| Mean of quarter 4 | 0.43 |
| Inter Quartile Range | 0.07 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.20 |
| Mean of outliers high | 0.55 |
| Extreme Value Index (moments method) | -3.80 |
| VaR(95%) (moments method) | 0.25 |
| Expected Shortfall (moments method) | 0.25 |
| Extreme Value Index (regression method) | 0.25 |
| VaR(95%) (regression method) | 0.63 |
| Expected Shortfall (regression method) | 1.20 |
| 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? | -520125760 |
| Max Equity Drawdown (num days) | 3 |
| Last 4 Months - Pcnt Negative | 0.5% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | -0.92 |
|---|---|
| Compounded annual return (geometric extrapolation) | -1.00 |
| Calmar ratio (compounded annual return / max draw down) | -1.00 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | -1.00 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | -0.88 |
| Compounded annual return (geometric extrapolation) | -1.00 |
| Calmar ratio (compounded annual return / max draw down) | -1.00 |
| Compounded annual return / average of 25% largest draw downs | -2.31 |
| Compounded annual return / Expected Shortfall lognormal | -1.41 |
| 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 412 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| NQ Z0 | short | 21 | Sep 29, 2020 | Oct 12, 2020 | ($89,896) |
| NQ Z0 | short | 6 | Sep 28, 2020 | Sep 28, 2020 | $202 |
| NQ Z0 | short | 10 | Sep 18, 2020 | Sep 28, 2020 | ($75,609) |
| NQ Z0 | long | 12 | Sep 18, 2020 | Sep 18, 2020 | ($36,886) |
| NQ U0 | long | 10 | Sep 9, 2020 | Sep 18, 2020 | ($43,690) |
| NQ U0 | short | 12 | Sep 9, 2020 | Sep 9, 2020 | ($27,048) |
| NQ U0 | long | 8 | Sep 7, 2020 | Sep 8, 2020 | ($47,976) |
| NQ U0 | short | 8 | Sep 7, 2020 | Sep 7, 2020 | ($13,760) |
| NQ U0 | short | 8 | Sep 4, 2020 | Sep 4, 2020 | ($14,853) |
| NQ U0 | long | 8 | Sep 4, 2020 | Sep 4, 2020 | ($6,551) |
| NQ U0 | short | 4 | Sep 4, 2020 | Sep 4, 2020 | ($7,653) |
| NQ U0 | short | 8 | Sep 3, 2020 | Sep 3, 2020 | $9,971 |
| NQ U0 | long | 4 | Sep 3, 2020 | Sep 3, 2020 | ($269) |
| NQ U0 | long | 4 | Sep 3, 2020 | Sep 3, 2020 | ($8,966) |
| NQ U0 | long | 8 | Sep 2, 2020 | Sep 2, 2020 | $13,044 |
| NQ U0 | long | 4 | Sep 1, 2020 | Sep 1, 2020 | $3,912 |
| NQ U0 | long | 4 | Aug 31, 2020 | Aug 31, 2020 | $3,056 |
| NQ U0 | long | 4 | Aug 31, 2020 | Aug 31, 2020 | $2,602 |
| NQ U0 | long | 8 | Aug 27, 2020 | Aug 30, 2020 | $21,247 |
| MNQ U0 | short | 8 | Aug 28, 2020 | Aug 28, 2020 | ($196) |
| NQ U0 | short | 8 | Aug 27, 2020 | Aug 27, 2020 | ($9,616) |
| NQ U0 | long | 8 | Aug 27, 2020 | Aug 27, 2020 | ($11,752) |
| NQ U0 | long | 4 | Aug 26, 2020 | Aug 26, 2020 | $1,352 |
| NQ U0 | long | 4 | Aug 26, 2020 | Aug 26, 2020 | $9,416 |
| NQ U0 | short | 4 | Aug 26, 2020 | Aug 26, 2020 | ($1,936) |
| NQ U0 | long | 4 | Aug 26, 2020 | Aug 26, 2020 | $1,168 |
| NQ U0 | long | 4 | Aug 25, 2020 | Aug 25, 2020 | $4,184 |
| NQ U0 | long | 4 | Aug 25, 2020 | Aug 25, 2020 | $976 |
| NQ U0 | long | 4 | Aug 24, 2020 | Aug 24, 2020 | $7,944 |
| NQ U0 | long | 4 | Aug 24, 2020 | Aug 24, 2020 | ($1,916) |
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.