HistoryRepeatsItself
(121517646)
Subscription terms. Subscriptions to this system cost $120.00 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.
Commodities
Focuses on nonfinancial futures such as "softs" and grains, or metals and energy.Financials / Indexes
Focuses on market indexes or interest rates futures.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2018  (0.2%)  (0.2%)  
2019  (4.6%)  (25.2%)  (5.4%)  (10.8%)  +8.4%  +36.2%  +18.4%  +36.0%  +0.7%  +33.2%  (1.8%)  +0.5%  +89.6% 
2020  (11.4%)  +24.9%  +22.2%  +10.0%  (13.3%)  +28.9% 
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  $12,000  
Buy Power  $32,818  
Cash  $1  
Equity  $1  
Cumulative $  $20,818  
Total System Equity  $32,818  
Margined  $1  
Open P/L  ($4,548)  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began12/16/2018

Suggested Minimum Cap$30,000

Strategy Age (days)530.69

Age18 months ago

What it tradesFutures, Forex

# Trades264

# Profitable209

% Profitable79.20%

Avg trade duration4.1 days

Max peaktovalley drawdown53.4%

drawdown periodJan 14, 2019  May 09, 2019

Annual Return (Compounded)84.0%

Avg win$259.00

Avg loss$605.69
 Model Account Values (Raw)

Cash$32,818

Margin Used$0

Buying Power$32,818
 Ratios

W:L ratio1.62:1

Sharpe Ratio1.18

Sortino Ratio1.98

Calmar Ratio2.3
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)126.86%

Correlation to SP5000.02470

Return Percent SP500 (cumu) during strategy life17.09%
 Return Statistics

Ann Return (w trading costs)84.0%
 Slump

Current Slump as Pcnt Equity0.22%
 Instruments

Percent Trades Futures0.63%
 Slump

Current Slump, time of slump as pcnt of strategy life0.09%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.840%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.05%

Percent Trades Forex0.32%
 Return Statistics

Ann Return (Compnd, No Fees)99.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss66.00%

Chance of 20% account loss35.50%

Chance of 30% account loss14.00%

Chance of 40% account loss8.00%

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 60% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 90% account loss (Monte Carlo)n/a

Chance of 50% account loss1.00%
 Popularity

Popularity (Today)627

Popularity (Last 6 weeks)975
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score855

Popularity (7 days, Percentile 1000 scale)886
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$606

Avg Win$259

Sum Trade PL (losers)$33,313.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table18
 Win / Loss

Sum Trade PL (winners)$54,131.000

# Winners209

Num Months Winners11
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)94360
 Win / Loss

# Losers55

% Winners79.2%
 Frequency

Avg Position Time (mins)5896.58

Avg Position Time (hrs)98.28

Avg Trade Length4.1 days

Last Trade Ago1
 Leverage

Daily leverage (average)4.07

Daily leverage (max)12.80
 Regression

Alpha0.21

Beta0.05

Treynor Index4.48
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats62.31

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats90.79

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.67

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades2.659

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.384

Avg(MAE) / Avg(PL)  Losing trades0.777

HoldandHope Ratio0.375
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.12995

SD0.79477

Sharpe ratio (Glass type estimate)1.42174

Sharpe ratio (Hedges UMVUE)1.34924

df15.00000

t1.64168

p0.25801

Lowerbound of 95% confidence interval for Sharpe Ratio0.37055

Upperbound of 95% confidence interval for Sharpe Ratio3.17087

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.41547

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.11395
 Statistics related to Sortino ratio

Sortino ratio3.80305

Upside Potential Ratio5.46607

Upside part of mean1.62407

Downside part of mean0.49411

Upside SD0.78122

Downside SD0.29712

N nonnegative terms11.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations16.00000

Mean of predictor0.07201

Mean of criterion1.12995

SD of predictor0.21038

SD of criterion0.79477

Covariance0.06858

r0.41014

b (slope, estimate of beta)1.54940

a (intercept, estimate of alpha)1.24152

Mean Square Error0.56293

DF error14.00000

t(b)1.68264

p(b)0.70507

t(a)1.90084

p(a)0.27354

Lowerbound of 95% confidence interval for beta3.52436

Upperbound of 95% confidence interval for beta0.42556

Lowerbound of 95% confidence interval for alpha0.15933

Upperbound of 95% confidence interval for alpha2.64238

Treynor index (mean / b)0.72928

Jensen alpha (a)1.24152
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.84137

SD0.70419

Sharpe ratio (Glass type estimate)1.19481

Sharpe ratio (Hedges UMVUE)1.13389

df15.00000

t1.37965

p0.29045

Lowerbound of 95% confidence interval for Sharpe Ratio0.57325

Upperbound of 95% confidence interval for Sharpe Ratio2.92575

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.61131

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.87909
 Statistics related to Sortino ratio

Sortino ratio2.53898

Upside Potential Ratio4.18033

Upside part of mean1.38529

Downside part of mean0.54392

Upside SD0.64348

Downside SD0.33138

N nonnegative terms11.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations16.00000

Mean of predictor0.04877

Mean of criterion0.84137

SD of predictor0.22726

SD of criterion0.70419

Covariance0.06445

r0.40276

b (slope, estimate of beta)1.24801

a (intercept, estimate of alpha)0.90224

Mean Square Error0.44512

DF error14.00000

t(b)1.64642

p(b)0.70138

t(a)1.55836

p(a)0.30776

Lowerbound of 95% confidence interval for beta2.87379

Upperbound of 95% confidence interval for beta0.37777

Lowerbound of 95% confidence interval for alpha0.33952

Upperbound of 95% confidence interval for alpha2.14400

Treynor index (mean / b)0.67417

Jensen alpha (a)0.90224
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.23222

Expected Shortfall on VaR0.29280
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.06875

Expected Shortfall on VaR0.14698
 ORDER STATISTICS
 Quartiles of return rates

Number of observations16.00000

Minimum0.75439

Quartile 10.96867

Median1.04922

Quartile 31.14963

Maximum1.55103

Mean of quarter 10.84104

Mean of quarter 21.02352

Mean of quarter 31.09999

Mean of quarter 41.42142

Inter Quartile Range0.18096

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.12500

Mean of outliers high1.53070
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.61449

VaR(95%) (moments method)0.17596

Expected Shortfall (moments method)0.18297

Extreme Value Index (regression method)0.32532

VaR(95%) (regression method)0.23151

Expected Shortfall (regression method)0.28403
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.01133

Quartile 10.10811

Median0.20488

Quartile 30.29085

Maximum0.37683

Mean of quarter 10.01133

Mean of quarter 20.20488

Mean of quarter 30.00000

Mean of quarter 40.37683

Inter Quartile Range0.18275

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)1.64016

Compounded annual return (geometric extrapolation)1.38519

Calmar ratio (compounded annual return / max draw down)3.67592

Compounded annual return / average of 25% largest draw downs3.67592

Compounded annual return / Expected Shortfall lognormal4.73080

0.00000

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

Mean0.83239

SD0.50326

Sharpe ratio (Glass type estimate)1.65400

Sharpe ratio (Hedges UMVUE)1.65055

df360.00000

t1.94151

p0.02649

Lowerbound of 95% confidence interval for Sharpe Ratio0.02119

Upperbound of 95% confidence interval for Sharpe Ratio3.32695

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02352

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.32462
 Statistics related to Sortino ratio

Sortino ratio2.83065

Upside Potential Ratio11.16610

Upside part of mean3.28354

Downside part of mean2.45114

Upside SD0.41078

Downside SD0.29406

N nonnegative terms200.00000

N negative terms161.00000
 Statistics related to linear regression on benchmark

N of observations361.00000

Mean of predictor0.14450

Mean of criterion0.83239

SD of predictor0.29127

SD of criterion0.50326

Covariance0.00169

r0.01154

b (slope, estimate of beta)0.01994

a (intercept, estimate of alpha)0.83500

Mean Square Error0.25394

DF error359.00000

t(b)0.21868

p(b)0.58649

t(a)1.94473

p(a)0.02629

Lowerbound of 95% confidence interval for beta0.19926

Upperbound of 95% confidence interval for beta0.15938

Lowerbound of 95% confidence interval for alpha0.00939

Upperbound of 95% confidence interval for alpha1.67994

Treynor index (mean / b)41.74530

Jensen alpha (a)0.83527
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70745

SD0.49599

Sharpe ratio (Glass type estimate)1.42633

Sharpe ratio (Hedges UMVUE)1.42335

df360.00000

t1.67426

p0.04747

Lowerbound of 95% confidence interval for Sharpe Ratio0.24761

Upperbound of 95% confidence interval for Sharpe Ratio3.09834

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24960

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.09631
 Statistics related to Sortino ratio

Sortino ratio2.34780

Upside Potential Ratio10.62970

Upside part of mean3.20299

Downside part of mean2.49554

Upside SD0.39553

Downside SD0.30132

N nonnegative terms200.00000

N negative terms161.00000
 Statistics related to linear regression on benchmark

N of observations361.00000

Mean of predictor0.10184

Mean of criterion0.70745

SD of predictor0.29306

SD of criterion0.49599

Covariance0.00196

r0.01349

b (slope, estimate of beta)0.02283

a (intercept, estimate of alpha)0.70977

Mean Square Error0.24665

DF error359.00000

t(b)0.25566

p(b)0.60082

t(a)1.67719

p(a)0.04719

Lowerbound of 95% confidence interval for beta0.19848

Upperbound of 95% confidence interval for beta0.15282

Lowerbound of 95% confidence interval for alpha0.12247

Upperbound of 95% confidence interval for alpha1.54202

Treynor index (mean / b)30.98120

Jensen alpha (a)0.70977
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04658

Expected Shortfall on VaR0.05865
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02017

Expected Shortfall on VaR0.03899
 ORDER STATISTICS
 Quartiles of return rates

Number of observations361.00000

Minimum0.90525

Quartile 10.98726

Median1.00170

Quartile 31.01632

Maximum1.16666

Mean of quarter 10.96830

Mean of quarter 20.99494

Mean of quarter 31.00817

Mean of quarter 41.04212

Inter Quartile Range0.02906

Number outliers low4.00000

Percentage of outliers low0.01108

Mean of outliers low0.92059

Number of outliers high19.00000

Percentage of outliers high0.05263

Mean of outliers high1.08444
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.17845

VaR(95%) (moments method)0.02968

Expected Shortfall (moments method)0.03740

Extreme Value Index (regression method)0.24539

VaR(95%) (regression method)0.02967

Expected Shortfall (regression method)0.03653
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations20.00000

Minimum0.00086

Quartile 10.01274

Median0.04531

Quartile 30.11682

Maximum0.47231

Mean of quarter 10.00617

Mean of quarter 20.02079

Mean of quarter 30.08170

Mean of quarter 40.23496

Inter Quartile Range0.10408

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05000

Mean of outliers high0.47231
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.10786

VaR(95%) (moments method)0.24410

Expected Shortfall (moments method)0.34770

Extreme Value Index (regression method)0.71518

VaR(95%) (regression method)0.32658

Expected Shortfall (regression method)1.07896
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.27331

Compounded annual return (geometric extrapolation)1.08622

Calmar ratio (compounded annual return / max draw down)2.29979

Compounded annual return / average of 25% largest draw downs4.62303

Compounded annual return / Expected Shortfall lognormal18.51990

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

Mean0.59969

SD0.40748

Sharpe ratio (Glass type estimate)1.47170

Sharpe ratio (Hedges UMVUE)1.46319

df130.00000

t1.04065

p0.45455

Lowerbound of 95% confidence interval for Sharpe Ratio1.30866

Upperbound of 95% confidence interval for Sharpe Ratio4.24649

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.31432

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.24070
 Statistics related to Sortino ratio

Sortino ratio2.25445

Upside Potential Ratio10.07360

Upside part of mean2.67961

Downside part of mean2.07991

Upside SD0.30885

Downside SD0.26600

N nonnegative terms74.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00870

Mean of criterion0.59969

SD of predictor0.44433

SD of criterion0.40748

Covariance0.01463

r0.08078

b (slope, estimate of beta)0.07408

a (intercept, estimate of alpha)0.59905

Mean Square Error0.16624

DF error129.00000

t(b)0.92048

p(b)0.44863

t(a)1.03892

p(a)0.44209

Lowerbound of 95% confidence interval for beta0.08515

Upperbound of 95% confidence interval for beta0.23331

Lowerbound of 95% confidence interval for alpha0.54179

Upperbound of 95% confidence interval for alpha1.73988

Treynor index (mean / b)8.09510

Jensen alpha (a)0.59905
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.51689

SD0.40680

Sharpe ratio (Glass type estimate)1.27063

Sharpe ratio (Hedges UMVUE)1.26328

df130.00000

t0.89847

p0.46072

Lowerbound of 95% confidence interval for Sharpe Ratio1.50790

Upperbound of 95% confidence interval for Sharpe Ratio4.04432

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.51277

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.03934
 Statistics related to Sortino ratio

Sortino ratio1.89499

Upside Potential Ratio9.65353

Upside part of mean2.63316

Downside part of mean2.11627

Upside SD0.30140

Downside SD0.27277

N nonnegative terms74.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.09014

Mean of criterion0.51689

SD of predictor0.44751

SD of criterion0.40680

Covariance0.01371

r0.07533

b (slope, estimate of beta)0.06848

a (intercept, estimate of alpha)0.52306

Mean Square Error0.16582

DF error129.00000

t(b)0.85802

p(b)0.45209

t(a)0.90820

p(a)0.44931

VAR (95 Confidence Intrvl)0.04700

Lowerbound of 95% confidence interval for beta0.08942

Upperbound of 95% confidence interval for beta0.22638

Lowerbound of 95% confidence interval for alpha0.61643

Upperbound of 95% confidence interval for alpha1.66256

Treynor index (mean / b)7.54840

Jensen alpha (a)0.52306
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03860

Expected Shortfall on VaR0.04860
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01671

Expected Shortfall on VaR0.03356
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91108

Quartile 10.98923

Median1.00196

Quartile 31.01401

Maximum1.08103

Mean of quarter 10.97275

Mean of quarter 20.99626

Mean of quarter 31.00790

Mean of quarter 41.03284

Inter Quartile Range0.02478

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.92751

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.06774
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.35797

VaR(95%) (moments method)0.02894

Expected Shortfall (moments method)0.05187

Extreme Value Index (regression method)0.08373

VaR(95%) (regression method)0.02478

Expected Shortfall (regression method)0.03210
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00497

Quartile 10.01308

Median0.01840

Quartile 30.12509

Maximum0.25381

Mean of quarter 10.00770

Mean of quarter 20.01790

Mean of quarter 30.09180

Mean of quarter 40.21387

Inter Quartile Range0.11201

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)2.74667

VaR(95%) (moments method)0.21210

Expected Shortfall (moments method)0.21318

Extreme Value Index (regression method)0.29011

VaR(95%) (regression method)0.27860

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.32924

Strat Max DD how much worse than SP500 max DD during strat life?255509000

Max Equity Drawdown (num days)115
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.62622

Compounded annual return (geometric extrapolation)0.72426

Calmar ratio (compounded annual return / max draw down)2.85359

Compounded annual return / average of 25% largest draw downs3.38650

Compounded annual return / Expected Shortfall lognormal14.90140
Strategy Description
=============
(Important Update: HRI system has been declared as futuresonly strategy starting with March 21, 2020)
Futures:
I have a broad interest in index and commodity futures. Dow Jones, S&P and DAX are the main indexes I usually follow along with a few more European indices plus Russia, Japan and of course China. As to the commodities side, I'm interested in trading both agrocommodities (mainly COFFEE, COCOA and WHEAT) as well as precious & industrial metals (GOLD, SILVER, PLATINUM, COPPER, ZINC, ALUMINIUM etc.). I'm not very much into oil markets but if my system detects a "winnertrade", sometimes I trade oil futures.
How I trade?
============
The style can be summarized as fairly classic and TA (technical analysis) oriented, although feedback from global and local economic sources are always being taken into account during the decision process. The system is very opportunistic (based on multitimeframe level TA) so that positions can be closed and reopened frequently. I usually try to compose a portfolio that has a variety among the instruments in various levels and usually carry positions which can be divided into short, midterm and longterm positions. While waiting for more advantageous prices for longterm positions system can exploit some intraday opportunities.
When I trade?
============
I have a fulltime academic position in a state university in Turkey, I'm a Turkish citizen and I live in Turkey . I have some advantages in this regard, as I usually get already out of office and be at my home office when markets open in US. Usually, I'm onandoff online during the whole trading day. You can reach me at any time of the day for questions and I always try my best to return as quickly as possible.
Where I trade?
==============
I have also some disadvantages because I live in Turkey. I can't open an US brokerage account and as a result I can't apply for TOS certificate for my system. I have an account at an European brokerage firm's London branch, where Turkish authorities used to allow Turkish citizens to open account at foreign brokers back then. I'm sorry for not providing TOS but alas, things got worse here :(
FAQ
==============
Q1) "Why has that big drawdown occurred during the first months of your system?"
A1) I'm totally aware that my system shows an nonnegligible DD during the first months of its life. The main reason for such a big DD occurred that I wasn't maintaining the system back then, at all. I had no subscribers and my perspective at trading on C2 has changed dramatically since I realized that I need to keep a good record of trades compared to the first times I started this strategy. If I had the chance to go back in time I would totally close my account during the times when I had no time to maintaining it and reopen when I found that time. Currently, I have developed the selfdetermination in the favor of being a disciplined and wellfocused C2 strategy provider so that I can easily assure you that it won't happen again.
Q2) "Was it a onetime thing or can it occur again?"
A2) Yes it was only a one time thing. No, it can't happen again as I'm actively maintaining my system and even in the worst case scenarios there are stoplosses points for every position I open which were not existing back then.
Q3) "Was it due to your system's dynamics or nature?/ Can this system cause this big DDs all the time?"
A3) No, it was not caused by my system's nature. As I have stated above, it was just because I wasn't actively maintaining the system. Moreover, the system currently running under this same brand name is not the same one running back then.
Q4) "Is your system completely auto or manual or what?"
A4) The "HistoryRepeatsItself" system is manual as it depends on signals generated by a combination of TA indicators in a platform of my choice. I manually enter the orders here once I take signals from my custom combination of indicators.
Q5) "Are you a fundamental or technical trader?"
A5) One would call me technical even a quant sort of trader as I'm an academics on quantitative methods myself and very much related with computer programming and trading interrelation for long years even before the hype started on algorithmic and HFC trading. But my current system here is an uncomplicated one which merely depends on technical analysis patterns although I'm constantly refreshing my decision paradigms with macroeconomic and financial news.
Q6) "What are your purposes as a trader?"
A6) My current purpose as a trader is to make enough money to make a living on trading without need for an academic full time position in my case. I'm taking my C2 trading record very seriously since I made this decision.
Q7) "If your system is so great why are you on C2?"
A7) Unfortunately, I haven't got enough capital like most of the traders on this platform. Otherwise, most probably I wouldn't be here and just minding my own business.
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.
Not available
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Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
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Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
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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.