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%)  (7%)  +5.8%  +26.8% 
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  $30,096  
Cash  $1  
Equity  $1  
Cumulative $  $20,568  
Total System Equity  $32,568  
Margined  $1  
Open P/L  ($2,350)  
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)567.92

Age19 months ago

What it tradesFutures, Forex

# Trades265

# Profitable209

% Profitable78.90%

Avg trade duration4.2 days

Max peaktovalley drawdown53.4%

drawdown periodJan 14, 2019  May 09, 2019

Annual Return (Compounded)75.1%

Avg win$259.00

Avg loss$599.34
 Model Account Values (Raw)

Cash$32,818

Margin Used$2,472

Buying Power$30,096
 Ratios

W:L ratio1.61:1

Sharpe Ratio1.09

Sortino Ratio1.82

Calmar Ratio2.028
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)117.74%

Correlation to SP5000.02130

Return Percent SP500 (cumu) during strategy life22.11%
 Return Statistics

Ann Return (w trading costs)75.1%
 Slump

Current Slump as Pcnt Equity0.26%
 Instruments

Percent Trades Futures0.63%
 Slump

Current Slump, time of slump as pcnt of strategy life0.15%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.751%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.05%

Percent Trades Forex0.32%
 Return Statistics

Ann Return (Compnd, No Fees)89.5%
 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)417

Popularity (Last 6 weeks)924
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score826

Popularity (7 days, Percentile 1000 scale)694
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$601

Avg Win$259

Sum Trade PL (losers)$33,638.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table20
 Win / Loss

Sum Trade PL (winners)$54,131.000

# Winners209

Num Months Winners12
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)62327
 Win / Loss

# Losers56

% Winners78.9%
 Frequency

Avg Position Time (mins)6029.40

Avg Position Time (hrs)100.49

Avg Trade Length4.2 days

Last Trade Ago21
 Leverage

Daily leverage (average)3.98

Daily leverage (max)12.80
 Regression

Alpha0.19

Beta0.04

Treynor Index4.80
 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)0.66

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades3.341

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 strat0.00

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

Avg(MAE) / Avg(PL)  Losing trades0.874

HoldandHope Ratio0.331
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.95919

SD0.79592

Sharpe ratio (Glass type estimate)1.20513

Sharpe ratio (Hedges UMVUE)1.14759

df16.00000

t1.43439

p0.33122

Lowerbound of 95% confidence interval for Sharpe Ratio0.51042

Upperbound of 95% confidence interval for Sharpe Ratio2.88557

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.54644

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.84161
 Statistics related to Sortino ratio

Sortino ratio3.05628

Upside Potential Ratio4.87039

Upside part of mean1.52853

Downside part of mean0.56934

Upside SD0.75789

Downside SD0.31384

N nonnegative terms11.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.12152

Mean of criterion0.95919

SD of predictor0.21206

SD of criterion0.79592

Covariance0.07627

r0.45189

b (slope, estimate of beta)1.69611

a (intercept, estimate of alpha)1.16531

Mean Square Error0.53774

DF error15.00000

t(b)1.96192

p(b)0.77757

t(a)1.86451

p(a)0.23278

Lowerbound of 95% confidence interval for beta3.53879

Upperbound of 95% confidence interval for beta0.14656

Lowerbound of 95% confidence interval for alpha0.16684

Upperbound of 95% confidence interval for alpha2.49745

Treynor index (mean / b)0.56552

Jensen alpha (a)1.16531
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.67931

SD0.70859

Sharpe ratio (Glass type estimate)0.95868

Sharpe ratio (Hedges UMVUE)0.91290

df16.00000

t1.14105

p0.36284

Lowerbound of 95% confidence interval for Sharpe Ratio0.73494

Upperbound of 95% confidence interval for Sharpe Ratio2.62372

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.76390

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.58970
 Statistics related to Sortino ratio

Sortino ratio1.95039

Upside Potential Ratio3.74340

Upside part of mean1.30380

Downside part of mean0.62449

Upside SD0.62427

Downside SD0.34829

N nonnegative terms11.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.09759

Mean of criterion0.67931

SD of predictor0.22758

SD of criterion0.70859

Covariance0.07163

r0.44421

b (slope, estimate of beta)1.38306

a (intercept, estimate of alpha)0.81428

Mean Square Error0.42989

DF error15.00000

t(b)1.92027

p(b)0.77319

t(a)1.46630

p(a)0.27940

Lowerbound of 95% confidence interval for beta2.91823

Upperbound of 95% confidence interval for beta0.15210

Lowerbound of 95% confidence interval for alpha0.36938

Upperbound of 95% confidence interval for alpha1.99794

Treynor index (mean / b)0.49116

Jensen alpha (a)0.81428
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.24410

Expected Shortfall on VaR0.30409
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.08791

Expected Shortfall on VaR0.17505
 ORDER STATISTICS
 Quartiles of return rates

Number of observations17.00000

Minimum0.75439

Quartile 10.90865

Median1.04662

Quartile 31.12623

Maximum1.55103

Mean of quarter 10.84374

Mean of quarter 21.02352

Mean of quarter 31.09999

Mean of quarter 41.42142

Inter Quartile Range0.21758

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.11765

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

Extreme Value Index (moments method)1.76074

VaR(95%) (moments method)0.17204

Expected Shortfall (moments method)0.17564

Extreme Value Index (regression method)0.32123

VaR(95%) (regression method)0.22192

Expected Shortfall (regression method)0.26512
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.15511

Quartile 10.17999

Median0.20488

Quartile 30.29085

Maximum0.37683

Mean of quarter 10.15511

Mean of quarter 20.20488

Mean of quarter 30.00000

Mean of quarter 40.37683

Inter Quartile Range0.11086

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)1.21653

Compounded annual return (geometric extrapolation)1.02833

Calmar ratio (compounded annual return / max draw down)2.72891

Compounded annual return / average of 25% largest draw downs2.72891

Compounded annual return / Expected Shortfall lognormal3.38164

0.00000

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

Mean0.76478

SD0.49525

Sharpe ratio (Glass type estimate)1.54423

Sharpe ratio (Hedges UMVUE)1.54123

df386.00000

t1.87680

p0.03065

Lowerbound of 95% confidence interval for Sharpe Ratio0.07309

Upperbound of 95% confidence interval for Sharpe Ratio3.15959

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.07509

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.15755
 Statistics related to Sortino ratio

Sortino ratio2.63278

Upside Potential Ratio10.95070

Upside part of mean3.18100

Downside part of mean2.41622

Upside SD0.40310

Downside SD0.29048

N nonnegative terms210.00000

N negative terms177.00000
 Statistics related to linear regression on benchmark

N of observations387.00000

Mean of predictor0.16497

Mean of criterion0.76478

SD of predictor0.29015

SD of criterion0.49525

Covariance0.00103

r0.00718

b (slope, estimate of beta)0.01226

a (intercept, estimate of alpha)0.76700

Mean Square Error0.24590

DF error385.00000

t(b)0.14097

p(b)0.55602

t(a)1.87821

p(a)0.03055

Lowerbound of 95% confidence interval for beta0.18330

Upperbound of 95% confidence interval for beta0.15877

Lowerbound of 95% confidence interval for alpha0.03590

Upperbound of 95% confidence interval for alpha1.56951

Treynor index (mean / b)62.36430

Jensen alpha (a)0.76680
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.64387

SD0.48818

Sharpe ratio (Glass type estimate)1.31892

Sharpe ratio (Hedges UMVUE)1.31635

df386.00000

t1.60296

p0.05488

Lowerbound of 95% confidence interval for Sharpe Ratio0.29724

Upperbound of 95% confidence interval for Sharpe Ratio2.93344

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29898

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.93168
 Statistics related to Sortino ratio

Sortino ratio2.16355

Upside Potential Ratio10.42810

Upside part of mean3.10341

Downside part of mean2.45953

Upside SD0.38823

Downside SD0.29760

N nonnegative terms210.00000

N negative terms177.00000
 Statistics related to linear regression on benchmark

N of observations387.00000

Mean of predictor0.12259

Mean of criterion0.64387

SD of predictor0.29207

SD of criterion0.48818

Covariance0.00133

r0.00932

b (slope, estimate of beta)0.01558

a (intercept, estimate of alpha)0.64579

Mean Square Error0.23892

DF error385.00000

t(b)0.18287

p(b)0.57250

t(a)1.60516

p(a)0.05464

Lowerbound of 95% confidence interval for beta0.18306

Upperbound of 95% confidence interval for beta0.15190

Lowerbound of 95% confidence interval for alpha0.14523

Upperbound of 95% confidence interval for alpha1.43680

Treynor index (mean / b)41.33540

Jensen alpha (a)0.64579
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04606

Expected Shortfall on VaR0.05795
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02019

Expected Shortfall on VaR0.03894
 ORDER STATISTICS
 Quartiles of return rates

Number of observations387.00000

Minimum0.90525

Quartile 10.98728

Median1.00143

Quartile 31.01509

Maximum1.16666

Mean of quarter 10.96863

Mean of quarter 20.99492

Mean of quarter 31.00751

Mean of quarter 41.04109

Inter Quartile Range0.02781

Number outliers low8.00000

Percentage of outliers low0.02067

Mean of outliers low0.93261

Number of outliers high21.00000

Percentage of outliers high0.05426

Mean of outliers high1.08267
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.14568

VaR(95%) (moments method)0.02934

Expected Shortfall (moments method)0.03737

Extreme Value Index (regression method)0.21124

VaR(95%) (regression method)0.02865

Expected Shortfall (regression method)0.03550
 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 40.25405

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)0.43271

VaR(95%) (moments method)0.26441

Expected Shortfall (moments method)0.31560

Extreme Value Index (regression method)0.09963

VaR(95%) (regression method)0.30884

Expected Shortfall (regression method)0.45004
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.14914

Compounded annual return (geometric extrapolation)0.95772

Calmar ratio (compounded annual return / max draw down)2.02774

Compounded annual return / average of 25% largest draw downs3.76983

Compounded annual return / Expected Shortfall lognormal16.52810

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

Mean0.57899

SD0.43118

Sharpe ratio (Glass type estimate)1.34279

Sharpe ratio (Hedges UMVUE)1.33503

df130.00000

t0.94950

p0.45850

Lowerbound of 95% confidence interval for Sharpe Ratio1.43635

Upperbound of 95% confidence interval for Sharpe Ratio4.11686

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.44152

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.11158
 Statistics related to Sortino ratio

Sortino ratio2.06914

Upside Potential Ratio10.04840

Upside part of mean2.81176

Downside part of mean2.23278

Upside SD0.32784

Downside SD0.27982

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.04354

Mean of criterion0.57899

SD of predictor0.45959

SD of criterion0.43118

Covariance0.01724

r0.08699

b (slope, estimate of beta)0.08161

a (intercept, estimate of alpha)0.57544

Mean Square Error0.18594

DF error129.00000

t(b)0.99179

p(b)0.44469

t(a)0.94360

p(a)0.44735

Lowerbound of 95% confidence interval for beta0.08120

Upperbound of 95% confidence interval for beta0.24443

Lowerbound of 95% confidence interval for alpha0.63113

Upperbound of 95% confidence interval for alpha1.78200

Treynor index (mean / b)7.09415

Jensen alpha (a)0.57544
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.48651

SD0.43008

Sharpe ratio (Glass type estimate)1.13123

Sharpe ratio (Hedges UMVUE)1.12469

df130.00000

t0.79990

p0.46501

Lowerbound of 95% confidence interval for Sharpe Ratio1.64605

Upperbound of 95% confidence interval for Sharpe Ratio3.90427

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.65049

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.89986
 Statistics related to Sortino ratio

Sortino ratio1.69550

Upside Potential Ratio9.61695

Upside part of mean2.75953

Downside part of mean2.27302

Upside SD0.31956

Downside SD0.28695

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.06229

Mean of criterion0.48651

SD of predictor0.46314

SD of criterion0.43008

Covariance0.01618

r0.08124

b (slope, estimate of beta)0.07544

a (intercept, estimate of alpha)0.49121

Mean Square Error0.18517

DF error129.00000

t(b)0.92575

p(b)0.44834

t(a)0.80715

p(a)0.45491

VAR (95 Confidence Intrvl)0.04600

Lowerbound of 95% confidence interval for beta0.08579

Upperbound of 95% confidence interval for beta0.23667

Lowerbound of 95% confidence interval for alpha0.71287

Upperbound of 95% confidence interval for alpha1.69530

Treynor index (mean / b)6.44920

Jensen alpha (a)0.49121
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04098

Expected Shortfall on VaR0.05153
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01918

Expected Shortfall on VaR0.03755
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91108

Quartile 10.98879

Median1.00065

Quartile 31.01550

Maximum1.08103

Mean of quarter 10.97084

Mean of quarter 20.99558

Mean of quarter 31.00790

Mean of quarter 41.03512

Inter Quartile Range0.02671

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.93344

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.07196
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.18762

VaR(95%) (moments method)0.02828

Expected Shortfall (moments method)0.04359

Extreme Value Index (regression method)0.23791

VaR(95%) (regression method)0.02631

Expected Shortfall (regression method)0.03253
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00497

Quartile 10.00764

Median0.03580

Quartile 30.14999

Maximum0.26938

Mean of quarter 10.00501

Mean of quarter 20.01080

Mean of quarter 30.09180

Mean of quarter 40.24703

Inter Quartile Range0.14234

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

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?271238000

Max Equity Drawdown (num days)115
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.58664

Compounded annual return (geometric extrapolation)0.67267

Calmar ratio (compounded annual return / max draw down)2.49709

Compounded annual return / average of 25% largest draw downs2.72302

Compounded annual return / Expected Shortfall lognormal13.05490
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.