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C2Star Strategy TRADE FUTURES NOW C2Star Certified Hypothetical

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RisingStar

By MicroWolf

Stocks · Started Feb 2015

hypothetical · Annual Return (Compounded)
-27.8%
Max Drawdown
100.0%
Trades
31
Win Trades
93.5%
Profit Factor
0.20
Win Months
20.0%

About this strategy

Hi there, thanks for checking out my system 'Rising Star'.

Before I invest in a stock I take everything into consideration. Such as;

Earning reports, news, hedge fund interest, technical indicators, public opinion,
support & resistance, trend lines, chart patterns, moving averages and
everything else you can think of.

A lot of research goes into every trade.

I recommend auto-trading to make sure that you get the same results
as me.

I only trade S&P100, NASDAQ100 and the best of the S&P500 stocks.

Trades can last from 1-30 days. Usually around 5.

There will probably be around 4-6 trades per month.

I will always keep subscribers updated on trades and what I'm doing in
a trade.

I'm online most of the time so feel free to send me a message.

I look forward to hearing from you!

Thanks for reading.

Will Cooper

NOTE: Right now membership to 'Rising Star' is limited to just 50 people.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20152.00.93.01.90.5-0.7-58.220.446.7-8.1-35.2-52.6
201626.7-49.167.4-2.03.14.720.1-26.4-36.89.37.6-10.2-32.6
201774.915.017.2-19.8-49.65.75.9-69.1-58.4-263.3-203.5133.9-45.9
201848.312.1-36.1-2.3-86.0521.7-15.127.678.8-9.9-27.1-100.5-100.6
2019-13028.6-6.1-42.985.5-13.134.556.7-101.9-743.3-170.7-65.8-2395.8
20200.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began2/2/2015
Suggested Minimum Capital$50,000
Age141 months
What it tradesStocks
# Trades31
# Profitable29
% Profitable93.5%
Avg trade duration139.4 days
Max peak-to-valley drawdown100.0%
drawdown periodAug 06, 2015 - Aug 17, 2015
Annual Return (Compounded)-27.8%
Avg win$326
Avg loss$57,557

Ratios

W:L ratio0.16
Sharpe Ratio-0.11
Sortino Ratio-0.15
Calmar Ratio-0.99

CORRELATION STATISTICS

Correlation to SP5000.14
Return Percent SP500 (cumu) during strategy life278.9%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-40.5%

Return Statistics

Ann Return (w trading costs)-27.8%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.3%
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 life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

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 loss100.0%
Chance of 60% account loss (Monte Carlo)100.0%
Chance of 70% account loss (Monte Carlo)100.0%
Chance of 80% account loss (Monte Carlo)100.0%
Chance of 90% account loss (Monte Carlo)100.0%
Chance of 100% account loss (Monte Carlo)100.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)356
Popularity (Last 6 weeks)764
Popularity (7 days, Percentile 1000 scale)556

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$57,556
Avg Win$326
# Winners29
Sum Trade PL (losers)$115,113
Sum Trade PL (winners)$9,447
Num Months Winners19
# Losers2
% Winners93.6%

Dividends

Dividends Received in Model Acct8500

Age

Num Months filled monthly returns table33

Frequency

Avg Position Time (mins)200790.30
Avg Position Time (hrs)3346.50
Avg Trade Length139.40
Last Trade Ago4062

Regression

Alpha0
Beta2.09
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-1.33
MAE:PL (avg, all trades)2.53
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats3.56
MAE:PL - Winning Trades - this strat Percentile of All Strats52.11
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.62
Avg(MAE) / Avg(PL) - Losing trades-1.07
Hold-and-Hope Ratio-1.65

RATIO STATISTICS

Mean-0.28
SD1.24
Sharpe ratio (Glass type estimate)-0.22
Sharpe ratio (Hedges UMVUE)-0.21
df10
t-0.22
p0.58
Lowerbound of 95% confidence interval for Sharpe Ratio-2.27
Upperbound of 95% confidence interval for Sharpe Ratio1.83
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.26
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.84
Sortino ratio-0.29
Upside Potential Ratio1.22
Upside part of mean1.19
Downside part of mean-1.47
Upside SD0.68
Downside SD0.97
N nonnegative terms8
N negative terms3
N of observations11
Mean of predictor-0.06
Mean of criterion-0.28
SD of predictor0.16
SD of criterion1.24
Covariance0.18
r0.91
b (slope, estimate of beta)7.23
a (intercept, estimate of alpha)0.12
Mean Square Error0.29
DF error9
t(b)6.58
p(b)0.00
t(a)0.22
p(a)0.42
Lowerbound of 95% confidence interval for beta4.74
Upperbound of 95% confidence interval for beta9.71
Lowerbound of 95% confidence interval for alpha-1.17
Upperbound of 95% confidence interval for alpha1.41
Treynor index (mean / b)-0.04
Jensen alpha (a)0.12
Mean-1.36
SD1.72
Sharpe ratio (Glass type estimate)-0.79
Sharpe ratio (Hedges UMVUE)-0.73
df10
t-0.76
p0.77
Lowerbound of 95% confidence interval for Sharpe Ratio-2.85
Upperbound of 95% confidence interval for Sharpe Ratio1.30
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.80
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.34
Sortino ratio-0.86
Upside Potential Ratio0.63
Upside part of mean1.01
Downside part of mean-2.38
Upside SD0.55
Downside SD1.59
N nonnegative terms8
N negative terms3
N of observations11
Mean of predictor-0.07
Mean of criterion-1.36
SD of predictor0.16
SD of criterion1.72
Covariance0.26
r0.93
b (slope, estimate of beta)10.00
a (intercept, estimate of alpha)-0.69
Mean Square Error0.45
DF error9
t(b)7.58
p(b)0.00
t(a)-0.99
p(a)0.83
Lowerbound of 95% confidence interval for beta7.01
Upperbound of 95% confidence interval for beta12.98
Lowerbound of 95% confidence interval for alpha-2.28
Upperbound of 95% confidence interval for alpha0.90
Treynor index (mean / b)-0.14
Jensen alpha (a)-0.69
VaR(95%)0.61
Expected Shortfall on VaR0.67
VaR(95%)0.18
Expected Shortfall on VaR0.41
Mean0.74
SD1.53
Sharpe ratio (Glass type estimate)0.49
Sharpe ratio (Hedges UMVUE)0.48
df339
t0.48
p0.31
Lowerbound of 95% confidence interval for Sharpe Ratio-1.49
Upperbound of 95% confidence interval for Sharpe Ratio2.46
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.49
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.46
Sortino ratio0.76
Upside Potential Ratio5.71
Upside part of mean5.61
Downside part of mean-4.86
Upside SD1.17
Downside SD0.98
N nonnegative terms152
N negative terms188
N of observations340
Mean of predictor0.05
Mean of criterion0.74
SD of predictor0.18
SD of criterion1.53
Covariance0.05
r0.18
b (slope, estimate of beta)1.56
a (intercept, estimate of alpha)314.32
Mean Square Error2.26
DF error338
t(b)3.44
p(b)0.00
t(a)0.44
p(a)0.33
Lowerbound of 95% confidence interval for beta0.67
Upperbound of 95% confidence interval for beta2.45
Lowerbound of 95% confidence interval for alpha-2.31
Upperbound of 95% confidence interval for alpha3.63
Treynor index (mean / b)0.48
Jensen alpha (a)0.66
Mean-0.43
SD1.57
Sharpe ratio (Glass type estimate)-0.28
Sharpe ratio (Hedges UMVUE)-0.28
df339
t-0.27
p0.61
Lowerbound of 95% confidence interval for Sharpe Ratio-2.25
Upperbound of 95% confidence interval for Sharpe Ratio1.70
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.25
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.70
Sortino ratio-0.35
Upside Potential Ratio4.09
Upside part of mean5.09
Downside part of mean-5.52
Upside SD0.96
Downside SD1.25
N nonnegative terms152
N negative terms188
N of observations340
Mean of predictor0.04
Mean of criterion-0.43
SD of predictor0.18
SD of criterion1.57
Covariance0.04
r0.16
b (slope, estimate of beta)1.36
a (intercept, estimate of alpha)-0.48
Mean Square Error2.42
DF error338
t(b)2.91
p(b)0.00
t(a)-0.31
p(a)0.62
Lowerbound of 95% confidence interval for beta0.44
Upperbound of 95% confidence interval for beta2.28
Lowerbound of 95% confidence interval for alpha-3.56
Upperbound of 95% confidence interval for alpha2.59
Treynor index (mean / b)-0.32
Jensen alpha (a)-0.48
VaR(95%)0.13
Expected Shortfall on VaR0.16
VaR(95%)0.03
Expected Shortfall on VaR0.08
Mean1.18
SD2.15
Sharpe ratio (Glass type estimate)0.55
Sharpe ratio (Hedges UMVUE)0.55
df171
t0.39
p0.48
Lowerbound of 95% confidence interval for Sharpe Ratio-2.22
Upperbound of 95% confidence interval for Sharpe Ratio3.32
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.22
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.32
Sortino ratio0.86
Upside Potential Ratio7.66
Upside part of mean10.57
Downside part of mean-9.39
Upside SD1.64
Downside SD1.38
N nonnegative terms82
N negative terms90
N of observations172
Mean of predictor0.02
Mean of criterion1.18
SD of predictor0.23
SD of criterion2.15
Covariance0.10
r0.20
b (slope, estimate of beta)1.82
a (intercept, estimate of alpha)1.15
Mean Square Error4.45
DF error170
t(b)2.61
p(b)0.40
t(a)0.39
p(a)0.49
Lowerbound of 95% confidence interval for beta0.44
Upperbound of 95% confidence interval for beta3.20
Lowerbound of 95% confidence interval for alpha-4.74
Upperbound of 95% confidence interval for alpha7.04
Treynor index (mean / b)0.65
Jensen alpha (a)1.15
Mean-1.14
SD2.21
Sharpe ratio (Glass type estimate)-0.51
Sharpe ratio (Hedges UMVUE)-0.51
df171
t-0.36
p0.52
Lowerbound of 95% confidence interval for Sharpe Ratio-3.29
Upperbound of 95% confidence interval for Sharpe Ratio2.26
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-3.28
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.26
Sortino ratio-0.65
Upside Potential Ratio5.46
Upside part of mean9.55
Downside part of mean-10.69
Upside SD1.34
Downside SD1.75
N nonnegative terms82
N negative terms90
N of observations172
Mean of predictor-0.01
Mean of criterion-1.14
SD of predictor0.23
SD of criterion2.21
Covariance0.08
r0.17
b (slope, estimate of beta)1.58
a (intercept, estimate of alpha)-1.12
Mean Square Error4.77
DF error170
t(b)2.19
p(b)0.42
t(a)-0.36
p(a)0.51
Lowerbound of 95% confidence interval for beta0.15
VAR (95 Confidence Intrvl)0.66
Upperbound of 95% confidence interval for beta3.00
Lowerbound of 95% confidence interval for alpha-7.22
Upperbound of 95% confidence interval for alpha4.98
Treynor index (mean / b)-0.72
Jensen alpha (a)-1.12
VaR(95%)0.18
Expected Shortfall on VaR0.22
VaR(95%)0.06
Expected Shortfall on VaR0.14

ORDER STATISTICS

Number of observations11
Minimum0.31
Quartile 10.99
Median1.02
Quartile 31.09
Maximum1.56
Mean of quarter 10.55
Mean of quarter 21.02
Mean of quarter 31.03
Mean of quarter 41.33
Inter Quartile Range0.10
Number outliers low2
Percentage of outliers low0.18
Mean of outliers low0.34
Number of outliers high2
Percentage of outliers high0.18
Mean of outliers high1.42
Extreme Value Index (moments method)-1858.50
VaR(95%) (moments method)0.12
Expected Shortfall (moments method)0
Extreme Value Index (regression method)-4.14
VaR(95%) (regression method)1.56
Expected Shortfall (regression method)1.57
Number of observations340
Minimum0.47
Quartile 11.00
Median1
Quartile 31.01
Maximum1.82
Mean of quarter 10.94
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.06
Inter Quartile Range0.01
Number outliers low60
Percentage of outliers low0.18
Mean of outliers low0.92
Number of outliers high51
Percentage of outliers high0.15
Mean of outliers high1.10
Extreme Value Index (moments method)1.11
VaR(95%) (moments method)0.03
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0.59
VaR(95%) (regression method)0.04
Expected Shortfall (regression method)0.13
Number of observations172
Minimum0.47
Quartile 10.97
Median1
Quartile 31.03
Maximum1.82
Mean of quarter 10.90
Mean of quarter 20.99
Mean of quarter 31.01
Mean of quarter 41.11
Inter Quartile Range0.06
Number outliers low11
Percentage of outliers low0.06
Mean of outliers low0.76
Number of outliers high10
Percentage of outliers high0.06
Mean of outliers high1.28
Extreme Value Index (moments method)0.68
VaR(95%) (moments method)0.10
Expected Shortfall (moments method)0.34
Extreme Value Index (regression method)0.51
VaR(95%) (regression method)0.09
Expected Shortfall (regression method)0.20

DRAW DOWN STATISTICS

Number of observations1
Minimum0.74
Quartile 10.74
Median0.74
Quartile 30.74
Maximum0.74
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
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 observations20
Minimum0.00
Quartile 10.00
Median0.00
Quartile 30.01
Maximum0.79
Mean of quarter 10.00
Mean of quarter 20.00
Mean of quarter 30.00
Mean of quarter 40.17
Inter Quartile Range0.01
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high2
Percentage of outliers high0.10
Mean of outliers high0.41
Extreme Value Index (moments method)1.82
VaR(95%) (moments method)0.07
Expected Shortfall (moments method)0
Extreme Value Index (regression method)3.98
VaR(95%) (regression method)0.13
Expected Shortfall (regression method)0
Number of observations1
Minimum0.78
Quartile 10.78
Median0.78
Quartile 30.78
Maximum0.78
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
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
Max Equity Drawdown (num days)11
Last 4 Months - Pcnt Negative0.8%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)-0.78
Compounded annual return (geometric extrapolation)-0.74
Calmar ratio (compounded annual return / max draw down)-1.00
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal-1.10
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)-0.35
Compounded annual return (geometric extrapolation)-0.35
Calmar ratio (compounded annual return / max draw down)-0.44
Compounded annual return / average of 25% largest draw downs-2.07
Compounded annual return / Expected Shortfall lognormal-2.15
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)-0.86
Compounded annual return (geometric extrapolation)-0.68
Calmar ratio (compounded annual return / max draw down)-0.86
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal-3.08

Trading record

Placed 36 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EMR long520Jul 15, 2015Jul 22, 2015($629)
MU long1818Jun 29, 2015Jul 14, 2015$3,329
SNDK long502Jul 7, 2015Jul 14, 2015$450
DD long466Jul 6, 2015Jul 14, 2015$6
EXC long528Jun 29, 2015Jul 7, 2015$518
HPQ long183Jun 29, 2015Jul 6, 2015$51
VZ long863Jun 5, 2015Jun 19, 2015$257
MO long328Jun 9, 2015Jun 18, 2015$399
VIAB long155May 12, 2015May 19, 2015$183
CHRW long155Apr 29, 2015May 18, 2015$115
BA long175May 4, 2015May 8, 2015$594
URBN long250May 5, 2015May 7, 2015$55
URBN long250Apr 29, 2015May 4, 2015$113
WFM long205Apr 17, 2015Apr 24, 2015$162
WMT long127Apr 23, 2015Apr 24, 2015$293
UPS long262Apr 2, 2015Apr 20, 2015$316
ACN long54Apr 14, 2015Apr 14, 2015$34
CME long56Apr 8, 2015Apr 10, 2015$79
CSCO long184Mar 27, 2015Apr 9, 2015$88
UNP long140Mar 26, 2015Apr 9, 2015$390
MO long296Mar 19, 2015Apr 2, 2015$133
BMY long77Mar 25, 2015Mar 31, 2015$4
KO long372Mar 11, 2015Mar 23, 2015$203
WYNN long41Mar 18, 2015Mar 19, 2015$309
WYNN long41Mar 18, 2015Mar 18, 2015$6
XOM long177Mar 9, 2015Mar 16, 2015$26
FAST long126Mar 5, 2015Mar 9, 2015$89
KLAC long164Feb 2, 2015Feb 26, 2015$362
ABBV long89Feb 9, 2015Feb 20, 2015$482
VIAB long78Feb 2, 2015Feb 6, 2015$262

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.