Auto V12 Hybrid
Trades Own Strategy BrokerTransmit
- hypothetical · Cumul. Return
- 20.3%
- Max Drawdown
- 16.8%
- Trades
- 374
- Win Trades
- 51.1%
- Profit Factor
- 1.30
- Win Months
- 75.0%
About this strategy
Auto V12 Hybrid
The Auto V12 Hybrid is an advanced algorithmic "Core-Satellite" swing engine, designed to capture institutional alpha while strictly managing downside risk.
The strategy operates through two dynamic layers:
The Core: A defensive, low-volatility anchor of global ETFs focused on cash-cow dividends, option-hedged yield, and real-economy infrastructure.
The Satellite: A dynamic, high-conviction equity portfolio. While it actively targets aggressive secular growth trends (such as AI hardware and semiconductors), it systematically rotates into high-quality industrials, financials, and defensive equities. This tactical rotation ensures optimized risk-adjusted returns across shifting market cycles.
Powered by a proprietary market-breadth model, the V12 engine dynamically allocates capital based on current market conditions—securing maximum defense during macro drawdowns while aggressively scaling into momentum breakouts.
Trade Own Strategy (TOS) Notice:
This strategy is traded by the developer in a live brokerage account. While this demonstrates "skin in the game" and a commitment to the model’s signals, please be aware that your individual results may differ from the developer's results due to factors such as account size, brokerage commissions, margin requirements, and market slippage.
By subscribing to or following this strategy, you acknowledge and agree to the following:
Information Service Only: This service is provided strictly as a digital data feed and information resource. The developer is providing algorithmic signals and model portfolio data for educational and informational purposes only.
No Financial Advice: The developer is NOT a licensed financial advisor, investment manager, or broker-dealer. This service does not constitute personal investment advice, financial planning, or a recommendation to buy or sell any specific security.
No Suitability Assessment: The signals provided are generic and "as-is." The developer has not reviewed your financial situation, risk tolerance, or investment objectives. You are solely responsible for determining the suitability of any trade.
Risk of Loss: Trading in the financial markets involves significant risk. Past performance, whether simulated or real, is not a guarantee of future results. You may lose some or all of your initial investment.
No Guarantee of Returns: The developer makes no guarantees, explicit or implied, regarding the profitability or success of this strategy.
Execution & Technical Risk: The developer is not responsible for trade execution, slippage, or any technical issues arising from the Collective2 platform or your personal brokerage account.
Intellectual Property: All logic, data, and signals generated by this model are the intellectual property of the developer and may not be redistributed or resold without prior written consent.
The Auto V12 Hybrid is an advanced algorithmic "Core-Satellite" swing engine, designed to capture institutional alpha while strictly managing downside risk.
The strategy operates through two dynamic layers:
The Core: A defensive, low-volatility anchor of global ETFs focused on cash-cow dividends, option-hedged yield, and real-economy infrastructure.
The Satellite: A dynamic, high-conviction equity portfolio. While it actively targets aggressive secular growth trends (such as AI hardware and semiconductors), it systematically rotates into high-quality industrials, financials, and defensive equities. This tactical rotation ensures optimized risk-adjusted returns across shifting market cycles.
Powered by a proprietary market-breadth model, the V12 engine dynamically allocates capital based on current market conditions—securing maximum defense during macro drawdowns while aggressively scaling into momentum breakouts.
Trade Own Strategy (TOS) Notice:
This strategy is traded by the developer in a live brokerage account. While this demonstrates "skin in the game" and a commitment to the model’s signals, please be aware that your individual results may differ from the developer's results due to factors such as account size, brokerage commissions, margin requirements, and market slippage.
By subscribing to or following this strategy, you acknowledge and agree to the following:
Information Service Only: This service is provided strictly as a digital data feed and information resource. The developer is providing algorithmic signals and model portfolio data for educational and informational purposes only.
No Financial Advice: The developer is NOT a licensed financial advisor, investment manager, or broker-dealer. This service does not constitute personal investment advice, financial planning, or a recommendation to buy or sell any specific security.
No Suitability Assessment: The signals provided are generic and "as-is." The developer has not reviewed your financial situation, risk tolerance, or investment objectives. You are solely responsible for determining the suitability of any trade.
Risk of Loss: Trading in the financial markets involves significant risk. Past performance, whether simulated or real, is not a guarantee of future results. You may lose some or all of your initial investment.
No Guarantee of Returns: The developer makes no guarantees, explicit or implied, regarding the profitability or success of this strategy.
Execution & Technical Risk: The developer is not responsible for trade execution, slippage, or any technical issues arising from the Collective2 platform or your personal brokerage account.
Intellectual Property: All logic, data, and signals generated by this model are the intellectual property of the developer and may not be redistributed or resold without prior written consent.
Trend-following Momentum
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.4 | 7.1 | 1.0 | 5.8 | 17.2 | ||||||||
| 2026 | 10.6 | 1.1 | -9.0 | 2.5 | 1.6 | -0.0 | -3.8 | 0.7 | 2.6 |
Statistics
Overview
| Strategy began | 9/18/2025 |
|---|---|
| Suggested Minimum Capital | $5,000 |
| Age | 11 months |
| C2 Rank | Top 8.6% |
| What it trades | Stocks |
| # Trades | 374 |
| # Profitable | 191 |
| % Profitable | 51.1% |
| Avg trade duration | 14.7 days |
| Max peak-to-valley drawdown | 16.8% |
| drawdown period | Nov 12, 2025 - Nov 21, 2025 |
| Cumul. Return | 20.3% |
| Avg win | $149 |
| Avg loss | $119 |
Ratios
| W:L ratio | 1.34 |
|---|---|
| Sharpe Ratio | 0.82 |
| Sortino Ratio | 1.24 |
| Calmar Ratio | 2.49 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.52 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 15.7% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 4.5% |
Return Statistics
| Ann Return (w trading costs) | 21.7% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.2% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 32.0% |
Slump
| Current Slump as Pcnt Equity | 11.2% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.5% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 49.5% |
|---|---|
| Chance of 20% account loss | 16.5% |
| Chance of 30% account loss | 2.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 691 |
| C2 Score | 914 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 1 |
|---|
Trades-Own-System Certification
| Trades Own System? | 187464 |
|---|---|
| TOS percent | 100.0% |
Win / Loss
| Avg Loss | $119 |
|---|---|
| Avg Win | $149 |
| # Winners | 191 |
| Sum Trade PL (losers) | $21,823 |
| Sum Trade PL (winners) | $28,488 |
| Num Months Winners | 9 |
| # Losers | 183 |
| % Winners | 51.1% |
Dividends
| Dividends Received in Model Acct | 716 |
|---|
Age
| Num Months filled monthly returns table | 12 |
|---|
Frequency
| Avg Position Time (mins) | 21139.98 |
|---|---|
| Avg Position Time (hrs) | 352.33 |
| Avg Trade Length | 14.70 |
| Last Trade Ago | 3 |
Leverage
| Daily leverage (average) | 1.42 |
|---|---|
| Daily leverage (max) | 2.25 |
Regression
| Alpha | 0.02 |
|---|---|
| Beta | 0.82 |
| Treynor Index | 0.07 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.01 |
| MAE:Equity, average, losing trades | 0.01 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 12.47 |
| MAE:PL (avg, all trades) | -0.55 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.41 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.49 |
| Hold-and-Hope Ratio | 0.09 |
RATIO STATISTICS
| Mean | 0.27 |
|---|---|
| SD | 0.23 |
| Sharpe ratio (Glass type estimate) | 1.17 |
| Sharpe ratio (Hedges UMVUE) | 1.06 |
| df | 9 |
| t | 1.06 |
| p | 0.16 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.08 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.35 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.14 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.27 |
| Sortino ratio | 2.82 |
| Upside Potential Ratio | 4.65 |
| Upside part of mean | 0.45 |
| Downside part of mean | -0.18 |
| Upside SD | 0.22 |
| Downside SD | 0.10 |
| N nonnegative terms | 6 |
| N negative terms | 4 |
| N of observations | 10 |
| Mean of predictor | 0.11 |
| Mean of criterion | 0.27 |
| SD of predictor | 0.13 |
| SD of criterion | 0.23 |
| Covariance | 0.01 |
| r | 0.42 |
| b (slope, estimate of beta) | 0.78 |
| a (intercept, estimate of alpha) | 0.19 |
| Mean Square Error | 0.05 |
| DF error | 8 |
| t(b) | 1.30 |
| p(b) | 0.12 |
| t(a) | 0.72 |
| p(a) | 0.25 |
| Lowerbound of 95% confidence interval for beta | -0.61 |
| Upperbound of 95% confidence interval for beta | 2.17 |
| Lowerbound of 95% confidence interval for alpha | -0.41 |
| Upperbound of 95% confidence interval for alpha | 0.78 |
| Treynor index (mean / b) | 0.35 |
| Jensen alpha (a) | 0.19 |
| Mean | 0.25 |
| SD | 0.23 |
| Sharpe ratio (Glass type estimate) | 1.09 |
| Sharpe ratio (Hedges UMVUE) | 1.00 |
| df | 9 |
| t | 1.00 |
| p | 0.17 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.14 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.27 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.20 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.19 |
| Sortino ratio | 2.46 |
| Upside Potential Ratio | 4.29 |
| Upside part of mean | 0.43 |
| Downside part of mean | -0.18 |
| Upside SD | 0.20 |
| Downside SD | 0.10 |
| N nonnegative terms | 6 |
| N negative terms | 4 |
| N of observations | 10 |
| Mean of predictor | 0.11 |
| Mean of criterion | 0.25 |
| SD of predictor | 0.12 |
| SD of criterion | 0.23 |
| Covariance | 0.01 |
| r | 0.44 |
| b (slope, estimate of beta) | 0.82 |
| a (intercept, estimate of alpha) | 0.16 |
| Mean Square Error | 0.05 |
| DF error | 8 |
| t(b) | 1.39 |
| p(b) | 0.10 |
| t(a) | 0.66 |
| p(a) | 0.26 |
| Lowerbound of 95% confidence interval for beta | -0.53 |
| Upperbound of 95% confidence interval for beta | 2.17 |
| Lowerbound of 95% confidence interval for alpha | -0.40 |
| Upperbound of 95% confidence interval for alpha | 0.72 |
| Treynor index (mean / b) | 0.30 |
| Jensen alpha (a) | 0.16 |
| VaR(95%) | 0.08 |
| Expected Shortfall on VaR | 0.11 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.06 |
| Mean | 0.27 |
| SD | 0.20 |
| Sharpe ratio (Glass type estimate) | 1.37 |
| Sharpe ratio (Hedges UMVUE) | 1.36 |
| df | 237 |
| t | 1.30 |
| p | 0.10 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.69 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.43 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.70 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.42 |
| Sortino ratio | 2.16 |
| Upside Potential Ratio | 10.42 |
| Upside part of mean | 1.32 |
| Downside part of mean | -1.05 |
| Upside SD | 0.15 |
| Downside SD | 0.13 |
| N nonnegative terms | 118 |
| N negative terms | 120 |
| N of observations | 238 |
| Mean of predictor | 0.14 |
| Mean of criterion | 0.27 |
| SD of predictor | 0.13 |
| SD of criterion | 0.20 |
| Covariance | 0.01 |
| r | 0.55 |
| b (slope, estimate of beta) | 0.84 |
| a (intercept, estimate of alpha) | 0.15 |
| Mean Square Error | 0.03 |
| DF error | 236 |
| t(b) | 10.15 |
| p(b) | 0 |
| t(a) | 0.88 |
| p(a) | 0.19 |
| Lowerbound of 95% confidence interval for beta | 0.68 |
| Upperbound of 95% confidence interval for beta | 1.01 |
| Lowerbound of 95% confidence interval for alpha | -0.19 |
| Upperbound of 95% confidence interval for alpha | 0.50 |
| Treynor index (mean / b) | 0.32 |
| Jensen alpha (a) | 0.15 |
| Mean | 0.25 |
| SD | 0.20 |
| Sharpe ratio (Glass type estimate) | 1.27 |
| Sharpe ratio (Hedges UMVUE) | 1.27 |
| df | 237 |
| t | 1.21 |
| p | 0.11 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.79 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.33 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.79 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.33 |
| Sortino ratio | 1.98 |
| Upside Potential Ratio | 10.22 |
| Upside part of mean | 1.31 |
| Downside part of mean | -1.05 |
| Upside SD | 0.15 |
| Downside SD | 0.13 |
| N nonnegative terms | 118 |
| N negative terms | 120 |
| N of observations | 238 |
| Mean of predictor | 0.13 |
| Mean of criterion | 0.25 |
| SD of predictor | 0.13 |
| SD of criterion | 0.20 |
| Covariance | 0.01 |
| r | 0.55 |
| b (slope, estimate of beta) | 0.84 |
| a (intercept, estimate of alpha) | 0.14 |
| Mean Square Error | 0.03 |
| DF error | 236 |
| t(b) | 10.23 |
| p(b) | 0 |
| t(a) | 0.81 |
| p(a) | 0.21 |
| Lowerbound of 95% confidence interval for beta | 0.68 |
| Upperbound of 95% confidence interval for beta | 1.01 |
| Lowerbound of 95% confidence interval for alpha | -0.20 |
| Upperbound of 95% confidence interval for alpha | 0.48 |
| Treynor index (mean / b) | 0.30 |
| Jensen alpha (a) | 0.14 |
| VaR(95%) | 0.02 |
| Expected Shortfall on VaR | 0.02 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.02 |
| Mean | -0.06 |
| SD | 0.16 |
| Sharpe ratio (Glass type estimate) | -0.36 |
| Sharpe ratio (Hedges UMVUE) | -0.36 |
| df | 130 |
| t | -0.25 |
| p | 0.51 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -3.13 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.41 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.13 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.41 |
| Sortino ratio | -0.50 |
| Upside Potential Ratio | 8.17 |
| Upside part of mean | 0.93 |
| Downside part of mean | -0.98 |
| Upside SD | 0.11 |
| Downside SD | 0.11 |
| N nonnegative terms | 60 |
| N negative terms | 71 |
| N of observations | 131 |
| Mean of predictor | 0.21 |
| Mean of criterion | -0.06 |
| SD of predictor | 0.14 |
| SD of criterion | 0.16 |
| Covariance | 0.01 |
| r | 0.57 |
| b (slope, estimate of beta) | 0.63 |
| a (intercept, estimate of alpha) | -0.19 |
| Mean Square Error | 0.02 |
| DF error | 129 |
| t(b) | 7.83 |
| p(b) | 0.16 |
| t(a) | -1.01 |
| p(a) | 0.56 |
| Lowerbound of 95% confidence interval for beta | 0.47 |
| Upperbound of 95% confidence interval for beta | 0.79 |
| Lowerbound of 95% confidence interval for alpha | -0.55 |
| Upperbound of 95% confidence interval for alpha | 0.18 |
| Treynor index (mean / b) | -0.09 |
| Jensen alpha (a) | -0.19 |
| Mean | -0.07 |
| SD | 0.16 |
| Sharpe ratio (Glass type estimate) | -0.44 |
| Sharpe ratio (Hedges UMVUE) | -0.44 |
| df | 130 |
| t | -0.31 |
| p | 0.51 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -3.21 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.34 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.21 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.34 |
| Sortino ratio | -0.60 |
| Upside Potential Ratio | 8.05 |
| Upside part of mean | 0.92 |
| Downside part of mean | -0.99 |
| Upside SD | 0.11 |
| Downside SD | 0.11 |
| N nonnegative terms | 60 |
| N negative terms | 71 |
| N of observations | 131 |
| Mean of predictor | 0.20 |
| Mean of criterion | -0.07 |
| SD of predictor | 0.14 |
| SD of criterion | 0.16 |
| Covariance | 0.01 |
| r | 0.57 |
| b (slope, estimate of beta) | 0.63 |
| a (intercept, estimate of alpha) | -0.19 |
| Mean Square Error | 0.02 |
| DF error | 129 |
| t(b) | 7.87 |
| p(b) | 0.16 |
| t(a) | -1.05 |
| p(a) | 0.56 |
| Lowerbound of 95% confidence interval for beta | 0.47 |
| VAR (95 Confidence Intrvl) | 0.02 |
| Upperbound of 95% confidence interval for beta | 0.79 |
| Lowerbound of 95% confidence interval for alpha | -0.56 |
| Upperbound of 95% confidence interval for alpha | 0.17 |
| Treynor index (mean / b) | -0.11 |
| Jensen alpha (a) | -0.19 |
| VaR(95%) | 0.02 |
| Expected Shortfall on VaR | 0.02 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.02 |
ORDER STATISTICS
| Number of observations | 10 |
|---|---|
| Minimum | 0.93 |
| Quartile 1 | 0.98 |
| Median | 1.02 |
| Quartile 3 | 1.07 |
| Maximum | 1.16 |
| Mean of quarter 1 | 0.96 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.03 |
| Mean of quarter 4 | 1.11 |
| Inter Quartile Range | 0.09 |
| 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) | 0.35 |
| VaR(95%) (moments method) | 0.05 |
| Expected Shortfall (moments method) | 0.09 |
| Extreme Value Index (regression method) | 3.23 |
| VaR(95%) (regression method) | 0.12 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 238 |
| Minimum | 0.96 |
| Quartile 1 | 0.99 |
| Median | 1 |
| Quartile 3 | 1.01 |
| Maximum | 1.05 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.02 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 3 |
| Percentage of outliers low | 0.01 |
| Mean of outliers low | 0.97 |
| Number of outliers high | 4 |
| Percentage of outliers high | 0.02 |
| Mean of outliers high | 1.04 |
| Extreme Value Index (moments method) | 0.09 |
| VaR(95%) (moments method) | 0.01 |
| Expected Shortfall (moments method) | 0.02 |
| Extreme Value Index (regression method) | 0.10 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.02 |
| Number of observations | 131 |
| Minimum | 0.97 |
| Quartile 1 | 0.99 |
| Median | 1 |
| Quartile 3 | 1.00 |
| Maximum | 1.03 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.01 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 1 |
| Percentage of outliers low | 0.01 |
| Mean of outliers low | 0.97 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.02 |
| Mean of outliers high | 1.02 |
| Extreme Value Index (moments method) | 0.04 |
| VaR(95%) (moments method) | 0.01 |
| Expected Shortfall (moments method) | 0.02 |
| Extreme Value Index (regression method) | 0.12 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.02 |
DRAW DOWN STATISTICS
| Number of observations | 2 |
|---|---|
| Minimum | 0.03 |
| Quartile 1 | 0.04 |
| Median | 0.05 |
| Quartile 3 | 0.06 |
| Maximum | 0.07 |
| Mean of quarter 1 | 0.03 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0.07 |
| Inter Quartile Range | 0.02 |
| 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 | 0.02 |
| Quartile 3 | 0.04 |
| Maximum | 0.13 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.03 |
| Mean of quarter 4 | 0.08 |
| Inter Quartile Range | 0.04 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.13 |
| Mean of outliers high | 0.12 |
| Extreme Value Index (moments method) | -0.28 |
| VaR(95%) (moments method) | 0.09 |
| Expected Shortfall (moments method) | 0.11 |
| Extreme Value Index (regression method) | 0.04 |
| VaR(95%) (regression method) | 0.11 |
| Expected Shortfall (regression method) | 0.15 |
| Number of observations | 1 |
| Minimum | 0.10 |
| Quartile 1 | 0.10 |
| Median | 0.10 |
| Quartile 3 | 0.10 |
| Maximum | 0.10 |
| 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? | -383971872 |
| Max Equity Drawdown (num days) | 9 |
| Last 4 Months - Pcnt Negative | 0.5% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.31 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.32 |
| Calmar ratio (compounded annual return / max draw down) | 4.25 |
| Compounded annual return / average of 25% largest draw downs | 4.25 |
| Compounded annual return / Expected Shortfall lognormal | 2.94 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.32 |
| Compounded annual return (geometric extrapolation) | 0.32 |
| Calmar ratio (compounded annual return / max draw down) | 2.49 |
| Compounded annual return / average of 25% largest draw downs | 3.96 |
| Compounded annual return / Expected Shortfall lognormal | 13.46 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | -0.04 |
| Compounded annual return (geometric extrapolation) | -0.04 |
| Calmar ratio (compounded annual return / max draw down) | -0.39 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | -1.99 |
Trading record
Placed 577 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| LFTO | long | 180 | Aug 13, 2026 | Aug 14, 2026 | $150 |
| SN | short | 7 | Aug 11, 2026 | Aug 12, 2026 | $43 |
| LFTO | long | 36 | Aug 6, 2026 | Aug 7, 2026 | $43 |
| GMED | long | 3 | Aug 3, 2026 | Aug 7, 2026 | $10 |
| SPCX | long | 20 | Aug 4, 2026 | Aug 6, 2026 | ($154) |
| HWM | long | 7 | Jul 29, 2026 | Aug 6, 2026 | $113 |
| DYNF | long | 67 | Jul 9, 2026 | Aug 4, 2026 | $137 |
| CIBR | long | 60 | Jul 31, 2026 | Aug 4, 2026 | $227 |
| APH | long | 14 | Aug 3, 2026 | Aug 4, 2026 | $150 |
| ETN | long | 6 | Jul 27, 2026 | Jul 31, 2026 | $132 |
| APH | long | 19 | Jul 27, 2026 | Jul 30, 2026 | $175 |
| ALNY | long | 8 | Jul 30, 2026 | Jul 30, 2026 | ($103) |
| SOLS | long | 18 | Jul 28, 2026 | Jul 29, 2026 | $32 |
| CBRE | long | 13 | Jul 20, 2026 | Jul 28, 2026 | $94 |
| SOLV | long | 30 | Jul 23, 2026 | Jul 27, 2026 | $69 |
| L | long | 10 | Jul 9, 2026 | Jul 24, 2026 | $34 |
| AEE | long | 20 | Jul 9, 2026 | Jul 24, 2026 | $54 |
| APH | long | 10 | Jul 13, 2026 | Jul 23, 2026 | $52 |
| SOLS | long | 18 | Jul 20, 2026 | Jul 21, 2026 | $24 |
| PFG | long | 6 | Jul 16, 2026 | Jul 20, 2026 | $9 |
| ETN | long | 2 | Jul 13, 2026 | Jul 20, 2026 | $25 |
| QCOM | long | 5 | Jul 1, 2026 | Jul 20, 2026 | ($51) |
| ON | long | 10 | Jul 1, 2026 | Jul 20, 2026 | ($55) |
| PFG | long | 15 | Jul 8, 2026 | Jul 14, 2026 | $48 |
| APH | long | 12 | Jul 6, 2026 | Jul 9, 2026 | $44 |
| ETN | long | 4 | Jul 7, 2026 | Jul 9, 2026 | $84 |
| ETN | long | 2 | Jul 6, 2026 | Jul 6, 2026 | $13 |
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.