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ARK Micro

Futures · Started Mar 2025

hypothetical · Annual Return (Compounded)
0.0%
Max Drawdown
100.0%
Trades
186
Win Trades
82.8%
Profit Factor
0.10
Win Months
41.2%

About this strategy

Hello,

I have done a lot of work on my mistakes. This is more from the field of psychology. Bugs have been fixed. The system has become more reliable and stable. During this time, I have optimized my system, leaving only the best algorithms there and optimized risk management. I believe in my system.

Attention! Depending on your risk preferences, after subscribing to the system, I definitely recommend setting a risk limit of no more than 5-10-15-20%. This is a must!

1) ARK Micro (micro fx futures CME) + 5.8%*, max dd - 8.8% | https://collective2.com/details/151021571 | Maximum monthly loss no more than 10%. Trading according to the system of currency futures micro GBP/USD, micro EUR/USD, micro AUD/USD, micro JPY/USD, micro CAD/USD, micro CHF/USD. Suggested Minimum Capital 7,500 - 15,000 USD

2) Internet trading experience since 2006. Manual trading system, based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday bulletins of currency futures of the Chicago Mercantile Exchange (CME Group) - British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Swiss Franc Futures, Canadian Dollar Futures. Trading is carried out both on the trend and on reversals, on currency futures G10 CME Group. Each trade is protected by a stop loss. Not martingale. The plan and goal for the future is to open my own hedge fund.

3) My public verified trading results myfxbook | 2011 + 12.11% | 2012 + 105.51% | 2013 + 272.49% | 2014 + 182.49% | 2015 + 121.17% | 2016 + 65.57% | 2017 + 18.24% | 2018 + 88.6% | 2019 +16.5%

4) Attention! To be honest, this is not my first profile here. I had great periods here when the number of paid subscribers was about 100, and the amount under management was about 7 million US dollars (this is the period from February 2018 to July 2019). In 2018, a profit of 88% was shown, but then 95% of clients left due to a profit of 16% per year!!! From experience, I can say that low drawdowns and moderate profits (10-25% per year) are of little interest to anyone here, and when you start showing such a result, 80-90 percent of clients leave. Strategies with high profits are very popular, which subsequently lead to large drawdowns. This is a pattern and a vicious circle. The more profit, the greater the drawdown awaits you in the future. That's why I started using my system with aggressive risks, which led to a series of failures.

5) From November 2021 to October 2022, I had the ARK system here, until May 2022 there was a stable increase in clients, excellent results for six months, profit over 250%, the number of paid subscribers is just over 100, funds are 15 million USD. Then I started trading more conservatively (less risky) and the number of subscribers decreased by 9 times in 3 months!!! I started trading again, but more aggressively and this eventually led to a mistake, there was a big drawdown when selling USD / JPY due to high leverage, the idea was correct to sell 145-147-150 take profit 135-133 -131, but very poor execution led to a loss. I am the only one to blame for this and there is no excuse for this.

6) In 2024, at the moment, my M8888 system managed to show excellent results of 420% with a maximum drawdown of 42%. But the bet on aggressive trading eventually led to a large drawdown. It was obvious and a matter of time. Now there is a profit of 230% with a drawdown of 70%. I understand that such results are of no interest to anyone. An adequate balance of risk and profit is needed.

7) You can see the archive of my systems for 2018-2024 on my website.

Useful recommendations when copying my system “ARK Micro” (micro FX futures CME):

1) Do not idealize the results of my trading. Stable every month for a long period of time, at least over a period of several years, you are unlikely to receive a plus every month, this is not a bank deposit. There will be periods of subsidence, since everything in this world is cyclical and the results in trading are no exception, after growth always follows a decline or for some time there is a stagnation in growth and this should be perceived normally.

2) Diversify your savings - do not put all your eggs in one basket.

3) Constantly and continuously monitor the results, it is desirable to do this several times a week, so you will be calmer.

4) Understand that profitability is not linear, it is not a bank deposit, that income received in the past cannot serve as a guarantee of receiving such income in the future.

5) Do not worry and don’t share your feelings with me about where the market will go or what you think is wrong at the moment (I don’t have a psychological session service), because there is a stop loss for every deal , there is a risk limit. Excessive anxiety only ruins the result.

6) There are periods, several trading sessions, several trading weeks when there is no trading activity, this is normal. Permanent presence in the market and constant trading in no way affects the better profit, does not make it anymore, sometimes just a few trading sessions make the result for a whole month. You need to be able to wait, work out only clear signals and then the result will be much better.

7) There is a possibility that you may lose some or all of your investments and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.


Michael
April 1, 2025

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20255.813.810.42.013.9-1.6-8.7-66.314.839.1-25.4
2026-2603.60.00.00.00.00.00.0-2603.6

Statistics

Overview

Strategy began3/5/2025
Suggested Minimum Capital$15,000
Age18 months
What it tradesFutures
# Trades186
# Profitable154
% Profitable82.8%
Avg trade duration5.3 days
Max peak-to-valley drawdown100.0%
drawdown periodNov 30, 2025 - Jan 24, 2026
Annual Return (Compounded)0.0%
Avg win$114
Avg loss$9,701

Ratios

W:L ratio0.06
Sharpe Ratio-0.89
Sortino Ratio-0.89
Calmar Ratio-1

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life31.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-2001.0%

Return Statistics

Ann Return (w trading costs)0.0%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.0%

Slump

Current Slump as Pcnt Equity
Current Slump, time of slump as pcnt of strategy life0.6%

Instruments

Percent Trades Forex0.1%
Percent Trades Futures0.9%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss100.0%
Chance of 50% account loss69.5%
Chance of 60% account loss (Monte Carlo)13.0%
Chance of 70% account loss (Monte Carlo)0.5%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)446
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$9,701
Avg Win$114
# Winners154
Sum Trade PL (losers)$310,446
Sum Trade PL (winners)$17,625
Num Months Winners7
# Losers32
% Winners82.8%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table11

Frequency

Avg Position Time (mins)7612.70
Avg Position Time (hrs)126.88
Avg Trade Length5.30
Last Trade Ago306

Leverage

Daily leverage (average)6.97
Daily leverage (max)35.96

Regression

Alpha0
Beta-0.15
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02
MAE:Equity, 95th Percentile Value for this strat1.07
MAE:Equity, average, losing trades0.10
MAE:Equity, losing trades only, 95th Percentile Value for this strat
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat
Avg(MAE) / Avg(PL) - All trades-18.42
MAE:PL (avg, all trades)-0.06
MAE:PL (avg, losing trades)
MAE:PL (avg, winning trades)
MAE:PL - worst single value for strategy
Avg(MAE) / Avg(PL) - Winning trades1.23
Avg(MAE) / Avg(PL) - Losing trades-1.73
Hold-and-Hope Ratio-5.78

RATIO STATISTICS

Mean0.28
SD0.92
Sharpe ratio (Glass type estimate)0.30
Sharpe ratio (Hedges UMVUE)0.28
df8
t0.26
p0.40
Lowerbound of 95% confidence interval for Sharpe Ratio-1.97
Upperbound of 95% confidence interval for Sharpe Ratio2.56
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.99
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54
Sortino ratio0.45
Upside Potential Ratio2.16
Upside part of mean1.36
Downside part of mean-1.08
Upside SD0.61
Downside SD0.63
N nonnegative terms6
N negative terms3
N of observations9
Mean of predictor0.21
Mean of criterion0.28
SD of predictor0.16
SD of criterion0.92
Covariance-0.02
r-0.14
b (slope, estimate of beta)-0.83
a (intercept, estimate of alpha)0.46
Mean Square Error0.96
DF error7
t(b)-0.38
p(b)0.64
t(a)0.38
p(a)0.36
Lowerbound of 95% confidence interval for beta-5.94
Upperbound of 95% confidence interval for beta4.29
Lowerbound of 95% confidence interval for alpha-2.43
Upperbound of 95% confidence interval for alpha3.34
Treynor index (mean / b)-0.34
Jensen alpha (a)0.46
Mean-0.15
SD1.02
Sharpe ratio (Glass type estimate)-0.14
Sharpe ratio (Hedges UMVUE)-0.13
df8
t-0.12
p0.55
Lowerbound of 95% confidence interval for Sharpe Ratio-2.40
Upperbound of 95% confidence interval for Sharpe Ratio2.12
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.39
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.13
Sortino ratio-0.18
Upside Potential Ratio1.49
Upside part of mean1.20
Downside part of mean-1.35
Upside SD0.53
Downside SD0.81
N nonnegative terms6
N negative terms3
N of observations9
Mean of predictor0.20
Mean of criterion-0.15
SD of predictor0.16
SD of criterion1.02
Covariance-0.02
r-0.11
b (slope, estimate of beta)-0.71
a (intercept, estimate of alpha)-0.01
Mean Square Error1.18
DF error7
t(b)-0.30
p(b)0.61
t(a)-0.00
p(a)0.50
Lowerbound of 95% confidence interval for beta-6.39
Upperbound of 95% confidence interval for beta4.97
Lowerbound of 95% confidence interval for alpha-3.18
Upperbound of 95% confidence interval for alpha3.17
Treynor index (mean / b)0.21
Jensen alpha (a)-0.01
VaR(95%)0.39
Expected Shortfall on VaR0.46
VaR(95%)0.16
Expected Shortfall on VaR0.33
Mean-1.21
SD1.28
Sharpe ratio (Glass type estimate)-0.94
Sharpe ratio (Hedges UMVUE)-0.94
df208
t-0.84
p0.80
Lowerbound of 95% confidence interval for Sharpe Ratio-3.14
Upperbound of 95% confidence interval for Sharpe Ratio1.25
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-3.14
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26
Sortino ratio-1.01
Upside Potential Ratio2.38
Upside part of mean2.86
Downside part of mean-4.06
Upside SD0.44
Downside SD1.20
N nonnegative terms111
N negative terms98
N of observations209
Mean of predictor0.20
Mean of criterion-1.21
SD of predictor0.20
SD of criterion1.28
Covariance-0.01
r-0.05
b (slope, estimate of beta)-0.36
a (intercept, estimate of alpha)-1.14
Mean Square Error1.63
DF error207
t(b)-0.79
p(b)0.78
t(a)-0.79
p(a)0.79
Lowerbound of 95% confidence interval for beta-1.24
Upperbound of 95% confidence interval for beta0.53
Lowerbound of 95% confidence interval for alpha-3.96
Upperbound of 95% confidence interval for alpha1.69
Treynor index (mean / b)3.39
Jensen alpha (a)-1.14
Mean-12.08
SD10.68
Sharpe ratio (Glass type estimate)-1.13
Sharpe ratio (Hedges UMVUE)-1.13
df208
t-1.01
p0.84
Lowerbound of 95% confidence interval for Sharpe Ratio-3.33
Upperbound of 95% confidence interval for Sharpe Ratio1.07
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-3.32
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.07
Sortino ratio-1.13
Upside Potential Ratio0.26
Upside part of mean2.77
Downside part of mean-14.85
Upside SD0.41
Downside SD10.67
N nonnegative terms111
N negative terms98
N of observations209
Mean of predictor0.18
Mean of criterion-12.08
SD of predictor0.20
SD of criterion10.68
Covariance-0.07
r-0.03
b (slope, estimate of beta)-1.88
a (intercept, estimate of alpha)-11.75
Mean Square Error114.53
DF error207
t(b)-0.49
p(b)0.69
t(a)-0.98
p(a)0.84
Lowerbound of 95% confidence interval for beta-9.37
Upperbound of 95% confidence interval for beta5.62
Lowerbound of 95% confidence interval for alpha-35.41
Upperbound of 95% confidence interval for alpha11.91
Treynor index (mean / b)6.44
Jensen alpha (a)-11.75
VaR(95%)0.68
Expected Shortfall on VaR0.75
VaR(95%)0.03
Expected Shortfall on VaR0.08
Mean-2.66
SD1.59
Sharpe ratio (Glass type estimate)-1.68
Sharpe ratio (Hedges UMVUE)-1.67
df130
t-1.18
p0.55
Lowerbound of 95% confidence interval for Sharpe Ratio-4.45
Upperbound of 95% confidence interval for Sharpe Ratio1.11
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-4.45
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.11
Sortino ratio-1.77
Upside Potential Ratio2.04
Upside part of mean3.07
Downside part of mean-5.73
Upside SD0.51
Downside SD1.51
N nonnegative terms60
N negative terms71
N of observations131
Mean of predictor0.19
Mean of criterion-2.66
SD of predictor0.11
SD of criterion1.59
Covariance-0.01
r-0.05
b (slope, estimate of beta)-0.70
a (intercept, estimate of alpha)-2.53
Mean Square Error2.53
DF error129
t(b)-0.57
p(b)0.53
t(a)-1.12
p(a)0.56
Lowerbound of 95% confidence interval for beta-3.12
Upperbound of 95% confidence interval for beta1.72
Lowerbound of 95% confidence interval for alpha-7.00
Upperbound of 95% confidence interval for alpha1.94
Treynor index (mean / b)3.82
Jensen alpha (a)-2.53
Mean-19.97
SD13.49
Sharpe ratio (Glass type estimate)-1.48
Sharpe ratio (Hedges UMVUE)-1.47
df130
t-1.05
p0.55
Lowerbound of 95% confidence interval for Sharpe Ratio-4.26
Upperbound of 95% confidence interval for Sharpe Ratio1.30
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-4.25
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.31
Sortino ratio-1.48
Upside Potential Ratio0.22
Upside part of mean2.95
Downside part of mean-22.92
Upside SD0.48
Downside SD13.48
N nonnegative terms60
N negative terms71
N of observations131
Mean of predictor0.18
Mean of criterion-19.97
SD of predictor0.11
SD of criterion13.49
Covariance-0.10
r-0.07
b (slope, estimate of beta)-7.76
a (intercept, estimate of alpha)-18.58
Mean Square Error182.48
DF error129
t(b)-0.75
p(b)0.54
t(a)-0.97
p(a)0.55
Lowerbound of 95% confidence interval for beta-28.32
VAR (95 Confidence Intrvl)0.68
Upperbound of 95% confidence interval for beta12.81
Lowerbound of 95% confidence interval for alpha-56.56
Upperbound of 95% confidence interval for alpha19.40
Treynor index (mean / b)2.57
Jensen alpha (a)-18.58
VaR(95%)0.76
Expected Shortfall on VaR0.83
VaR(95%)0.05
Expected Shortfall on VaR0.12

ORDER STATISTICS

Number of observations9
Minimum0.55
Quartile 10.94
Median1.06
Quartile 31.22
Maximum1.40
Mean of quarter 10.73
Mean of quarter 21.04
Mean of quarter 31.16
Mean of quarter 41.32
Inter Quartile Range0.27
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)-37.99
VaR(95%) (moments method)0.16
Expected Shortfall (moments method)0
Extreme Value Index (regression method)-1.64
VaR(95%) (regression method)0.60
Expected Shortfall (regression method)0.62
Number of observations209
Minimum0.00
Quartile 10.99
Median1.00
Quartile 31.01
Maximum1.19
Mean of quarter 10.94
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.04
Inter Quartile Range0.02
Number outliers low22
Percentage of outliers low0.11
Mean of outliers low0.89
Number of outliers high19
Percentage of outliers high0.09
Mean of outliers high1.07
Extreme Value Index (moments method)0.68
VaR(95%) (moments method)0.04
Expected Shortfall (moments method)0.16
Extreme Value Index (regression method)0.39
VaR(95%) (regression method)0.04
Expected Shortfall (regression method)0.09
Number of observations131
Minimum0.00
Quartile 10.98
Median1
Quartile 31.01
Maximum1.19
Mean of quarter 10.92
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.04
Inter Quartile Range0.03
Number outliers low11
Percentage of outliers low0.08
Mean of outliers low0.82
Number of outliers high10
Percentage of outliers high0.08
Mean of outliers high1.10
Extreme Value Index (moments method)0.63
VaR(95%) (moments method)0.07
Expected Shortfall (moments method)0.21
Extreme Value Index (regression method)0.51
VaR(95%) (regression method)0.06
Expected Shortfall (regression method)0.14

DRAW DOWN STATISTICS

Number of observations2
Minimum0.06
Quartile 10.19
Median0.33
Quartile 30.47
Maximum0.61
Mean of quarter 10.06
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40.61
Inter Quartile Range0.28
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
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 observations17
Minimum0.00
Quartile 10.00
Median0.01
Quartile 30.06
Maximum1.00
Mean of quarter 10.00
Mean of quarter 20.01
Mean of quarter 30.04
Mean of quarter 40.31
Inter Quartile Range0.05
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.06
Mean of outliers high1.00
Extreme Value Index (moments method)1.09
VaR(95%) (moments method)0.28
Expected Shortfall (moments method)0
Extreme Value Index (regression method)2.75
VaR(95%) (regression method)0.37
Expected Shortfall (regression method)0
Number of observations8
Minimum0.00
Quartile 10.00
Median0.01
Quartile 30.04
Maximum1.00
Mean of quarter 10.00
Mean of quarter 20.00
Mean of quarter 30.02
Mean of quarter 40.53
Inter Quartile Range0.04
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.12
Mean of outliers high1.00
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?-406734944
Max Equity Drawdown (num days)55
Last 4 Months - Pcnt Negative0.5%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)-0.11
Compounded annual return (geometric extrapolation)-0.11
Calmar ratio (compounded annual return / max draw down)-0.18
Compounded annual return / average of 25% largest draw downs-0.18
Compounded annual return / Expected Shortfall lognormal-0.24
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)-1.25
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-3.22
Compounded annual return / Expected Shortfall lognormal-1.34
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)-2.00
Compounded annual return (geometric extrapolation)-1
Calmar ratio (compounded annual return / max draw down)-1.00
Compounded annual return / average of 25% largest draw downs-1.88
Compounded annual return / Expected Shortfall lognormal-1.21

Trading record

Placed 562 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
JE Z5long1Oct 28, 2025Oct 28, 2025$67
JY Z5long4Oct 17, 2025Oct 26, 2025($5,707)
JE Z5short1Oct 16, 2025Oct 19, 2025($8)
JY Z5long2Oct 15, 2025Oct 16, 2025$197
JE Z5long1Oct 16, 2025Oct 16, 2025$105
JE Z5short1Oct 15, 2025Oct 16, 2025$142
JY Z5long2Oct 15, 2025Oct 15, 2025$409
JE Z5long1Oct 15, 2025Oct 15, 2025$92
BP Z5long1Oct 15, 2025Oct 15, 2025$148
JE Z5short1Oct 15, 2025Oct 15, 2025$48
JE Z5long1Oct 10, 2025Oct 15, 2025$267
BP Z5long1Oct 14, 2025Oct 15, 2025$98
JY Z5long2Oct 10, 2025Oct 14, 2025$947
JY Z5long1Oct 7, 2025Oct 10, 2025$367
BP Z5long6Sep 17, 2025Oct 9, 2025($6,353)
MJY Z5long2Sep 18, 2025Oct 7, 2025($655)
JE Z5long1Sep 17, 2025Oct 7, 2025($1,889)
M6B Z5long1Oct 3, 2025Oct 5, 2025($12)
M6B Z5long1Oct 2, 2025Oct 3, 2025$27
M6B Z5long1Sep 30, 2025Oct 1, 2025$17
BP Z5long1Sep 17, 2025Sep 17, 2025$67
JE Z5long1Sep 17, 2025Sep 17, 2025$80
JE Z5long1Sep 16, 2025Sep 16, 2025$111
JE Z5short2Sep 16, 2025Sep 16, 2025($122)
JY Z5long1Sep 9, 2025Sep 16, 2025$230
JE Z5long1Sep 12, 2025Sep 12, 2025$73
JE Z5long2Sep 9, 2025Sep 11, 2025$122
JE Z5long1Sep 9, 2025Sep 9, 2025$211
MJY U5long3Sep 7, 2025Sep 8, 2025$103
M6B U5long6Sep 4, 2025Sep 4, 2025$94

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.