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C2Star Strategy Momentum Mastery RTS C2Star: in evaluation Hypothetical

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Magellan Atlas Navigator
(151472571)

Created by: CameronMitchell2000 CameronMitchell2000
Started: 04/2025
Stocks
Last trade: Yesterday
Trading style: Equity Hedged Equity Trend-following

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $40.00 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.

Trading Category: Equity
Hedged Equity
Category: Equity

Hedged Equity

Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
35.1%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(9.8%)
Max Drawdown
794
Num Trades
45.1%
Win Trades
1.5 : 1
Profit Factor
40.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025                     (2.5%)+6.3%+9.3%+1.8%(4.3%)+15.4%(0.2%)(0.2%)(0.3%)+26.3%
2026(0.6%)(0.2%)(1.5%)+1.3%+15.3%(0.7%)                                    +13.3%

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.

LiveSignal

Live broadcasts, recordings, and community highlights.
Open LiveSignal

Live Chat

Breadth is oversold, credit model is bullish and loose, overnight bias into the mid-week strech, and buyign assets in an uptrend that my system deems as current buys, while closing...
Staying patient after recent volatility. I’m prioritizing capital preservation until fresh signals appear. Credit markets remain stable, but if conditions worsen I’ll shift defensi...
Closing all remaining longs at the NYSE open and staying in cash until new signals emerge.
C2 Magellan $1,000/Position for stocks 35 positions= $35k 3x Futures Index model 0.2 lots 4x Forex Model 0.2 lots 4x Forex NFIC 0.2 lots 2x Futures indexes NFIC 0.2 4x Big Cap RS 4...
This is the position size unit guide im using. If the Credit models are still loose, i'll be following these models of Tactical Asset Allocation timing models, and also Credit Mode...
The fund has strengthened its risk?management framework by reducing position sizes by 50%, lowering trading frequency, and initiating new positions only when credit conditions and ...
Open LiveSignal

Trading Record

This strategy has placed 180 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/25/26 9:55 ILMN ILLUMINA LONG 6 179.23 6/26 11:05 176.06 0.07%
Trade id #156701822
Max drawdown($24)
Time6/26/26 9:30
Quant open6
Worst price175.09
Drawdown as % of equity-0.07%
 ($19)
Includes Typical Broker Commissions trade costs of $0.12
6/24/26 9:30 WDC WESTERN DIGITAL LONG 2 654.01 6/26 9:49 611.94 0.24%
Trade id #156684064
Max drawdown($84)
Time6/26/26 9:49
Quant open2
Worst price611.53
Drawdown as % of equity-0.24%
 ($84)
Includes Typical Broker Commissions trade costs of $0.04
6/24/26 9:30 AMKR AMKOR TECHNOLOGY LONG 12 86.99 6/26 9:30 81.69 0.24%
Trade id #156684034
Max drawdown($85)
Time6/26/26 9:30
Quant open12
Worst price79.86
Drawdown as % of equity-0.24%
 ($64)
Includes Typical Broker Commissions trade costs of $0.24
6/24/26 9:30 CAT CATERPILLAR LONG 1 981.61 6/26 9:30 1029.59 0.03%
Trade id #156684068
Max drawdown($11)
Time6/24/26 9:43
Quant open1
Worst price970.05
Drawdown as % of equity-0.03%
 $48
Includes Typical Broker Commissions trade costs of $0.02
6/25/26 9:30 IWM ISHARES RUSSELL 2000 INDEX LONG 4 299.54 6/26 9:30 296.60 0.03%
Trade id #156700265
Max drawdown($12)
Time6/26/26 9:30
Quant open4
Worst price296.40
Drawdown as % of equity-0.03%
 ($12)
Includes Typical Broker Commissions trade costs of $0.08
6/25/26 9:30 DIA STATE ST SPDR DOW JONES INDUSTRIAL AVER LONG 2 521.42 6/26 9:30 517.06 0.02%
Trade id #156700218
Max drawdown($9)
Time6/26/26 9:30
Quant open2
Worst price516.91
Drawdown as % of equity-0.02%
 ($9)
Includes Typical Broker Commissions trade costs of $0.04
6/25/26 9:47 FLEX FLEX LTD LONG 6 159.49 6/26 9:30 156.62 0.07%
Trade id #156701497
Max drawdown($24)
Time6/26/26 9:30
Quant open6
Worst price155.37
Drawdown as % of equity-0.07%
 ($17)
Includes Typical Broker Commissions trade costs of $0.12
6/25/26 9:35 RSP INVESCO S&P 500 EQUAL WEIGH LONG 5 212.31 6/25 14:03 211.47 0.01%
Trade id #156700860
Max drawdown($4)
Time6/25/26 14:03
Quant open5
Worst price211.45
Drawdown as % of equity-0.01%
 ($4)
Includes Typical Broker Commissions trade costs of $0.10
6/24/26 9:30 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 386 28.54 6/25 9:30 28.49 0.05%
Trade id #156684009
Max drawdown($19)
Time6/24/26 12:38
Quant open386
Worst price28.49
Drawdown as % of equity-0.05%
 ($27)
Includes Typical Broker Commissions trade costs of $7.72
6/22/26 14:16 KORU DIREXION DAILY MSCI SOUTH KOREA BULL 3X ETF LONG 2 1091.70 6/23 9:30 715.90 2.03%
Trade id #156661018
Max drawdown($781)
Time6/23/26 9:30
Quant open2
Worst price701.00
Drawdown as % of equity-2.03%
 ($752)
Includes Typical Broker Commissions trade costs of $0.04
6/22/26 14:18 ALGM ALLEGRO MICROSYSTEMS INC. COMMON STOCK LONG 27 60.85 6/23 9:30 56.80 0.32%
Trade id #156661035
Max drawdown($121)
Time6/23/26 9:30
Quant open27
Worst price56.35
Drawdown as % of equity-0.32%
 ($110)
Includes Typical Broker Commissions trade costs of $0.54
6/22/26 14:21 SNDK SANDISK CORPORATION LONG 1 2313.99 6/23 9:30 2005.00 0.85%
Trade id #156661086
Max drawdown($325)
Time6/23/26 9:30
Quant open1
Worst price1988.42
Drawdown as % of equity-0.85%
 ($309)
Includes Typical Broker Commissions trade costs of $0.02
6/22/26 14:22 MU MICRON TECHNOLOGY LONG 2 1197.18 6/23 9:30 1078.00 0.71%
Trade id #156661091
Max drawdown($272)
Time6/23/26 9:30
Quant open2
Worst price1061.00
Drawdown as % of equity-0.71%
 ($238)
Includes Typical Broker Commissions trade costs of $0.04
6/22/26 14:56 ETHA ISHARES ETHEREUM TRUST ETF LONG 124 13.06 6/23 9:30 12.44 0.21%
Trade id #156661839
Max drawdown($81)
Time6/23/26 9:30
Quant open124
Worst price12.41
Drawdown as % of equity-0.21%
 ($80)
Includes Typical Broker Commissions trade costs of $2.48
6/22/26 14:58 SOLZ SOLANA ETF LONG 220 7.29 6/23 9:30 6.88 0.24%
Trade id #156661879
Max drawdown($91)
Time6/23/26 9:30
Quant open220
Worst price6.87
Drawdown as % of equity-0.24%
 ($93)
Includes Typical Broker Commissions trade costs of $4.40
6/22/26 14:23 BE BLOOM ENERGY CORP LONG 4 341.97 6/23 9:30 306.83 0.37%
Trade id #156661102
Max drawdown($143)
Time6/23/26 9:30
Quant open4
Worst price306.02
Drawdown as % of equity-0.37%
 ($141)
Includes Typical Broker Commissions trade costs of $0.08
6/22/26 14:57 GBTC GRAYSCALE BITCOIN TRUST (BTC) LONG 32 49.89 6/23 9:30 48.08 0.15%
Trade id #156661844
Max drawdown($59)
Time6/23/26 9:30
Quant open32
Worst price48.05
Drawdown as % of equity-0.15%
 ($59)
Includes Typical Broker Commissions trade costs of $0.64
6/22/26 14:17 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 5 295.88 6/23 9:30 236.04 0.81%
Trade id #156661027
Max drawdown($309)
Time6/23/26 9:30
Quant open5
Worst price234.00
Drawdown as % of equity-0.81%
 ($299)
Includes Typical Broker Commissions trade costs of $0.10
6/22/26 14:23 VICR VICOR LONG 4 368.60 6/23 9:30 330.00 0.45%
Trade id #156661105
Max drawdown($174)
Time6/23/26 9:30
Quant open4
Worst price325.00
Drawdown as % of equity-0.45%
 ($154)
Includes Typical Broker Commissions trade costs of $0.08
6/22/26 14:26 GFS GLOBALFOUNDRIES INC. ORDINARY SHARES LONG 17 90.33 6/23 9:30 83.50 0.31%
Trade id #156661118
Max drawdown($119)
Time6/23/26 9:30
Quant open17
Worst price83.30
Drawdown as % of equity-0.31%
 ($116)
Includes Typical Broker Commissions trade costs of $0.34
6/22/26 14:20 DXJ WISDOMTREE JAPAN HEDGED EQUITY LONG 9 179.77 6/23 9:30 173.31 0.18%
Trade id #156661070
Max drawdown($67)
Time6/23/26 9:30
Quant open9
Worst price172.26
Drawdown as % of equity-0.18%
 ($58)
Includes Typical Broker Commissions trade costs of $0.18
6/22/26 14:25 MKSI MKS INC. LONG 4 419.25 6/23 9:30 388.38 0.36%
Trade id #156661112
Max drawdown($139)
Time6/23/26 9:30
Quant open4
Worst price384.31
Drawdown as % of equity-0.36%
 ($123)
Includes Typical Broker Commissions trade costs of $0.08
6/18/26 10:04 NAIL MARKET VECTORS HOMEBUILDR & SPS BULL 3X SHORT 35 45.59 6/22 14:05 43.76 0.15%
Trade id #156623563
Max drawdown($57)
Time6/18/26 11:27
Quant open35
Worst price47.23
Drawdown as % of equity-0.15%
 $63
Includes Typical Broker Commissions trade costs of $0.70
6/18/26 10:05 RETL DIREXION DAILY RETAIL BULL 3X ETF SHORT 186 8.57 6/22 14:05 8.62 0.17%
Trade id #156623605
Max drawdown($66)
Time6/22/26 10:00
Quant open186
Worst price8.93
Drawdown as % of equity-0.17%
 ($11)
Includes Typical Broker Commissions trade costs of $3.72
6/18/26 10:05 YINN DIREXION DAILY FTSE CHINA BULL 3X ETF SHORT 61 25.64 6/22 14:05 25.88 0.1%
Trade id #156623631
Max drawdown($37)
Time6/22/26 11:41
Quant open61
Worst price26.25
Drawdown as % of equity-0.10%
 ($15)
Includes Typical Broker Commissions trade costs of $1.22
6/18/26 10:06 WDAY WORKDAY LONG 13 121.05 6/22 14:05 112.89 0.28%
Trade id #156623649
Max drawdown($109)
Time6/22/26 13:37
Quant open13
Worst price112.65
Drawdown as % of equity-0.28%
 ($106)
Includes Typical Broker Commissions trade costs of $0.26
6/18/26 10:07 ZM ZOOM COMMUNICATIONS INC. CLASS A SHORT 18 85.69 6/22 14:05 83.86 0.09%
Trade id #156623653
Max drawdown($36)
Time6/22/26 9:46
Quant open18
Worst price87.72
Drawdown as % of equity-0.09%
 $33
Includes Typical Broker Commissions trade costs of $0.36
6/18/26 10:07 DOCU DOCUSIGN INC. COMMON STOCK SHORT 38 42.09 6/22 14:05 42.62 0.21%
Trade id #156623663
Max drawdown($80)
Time6/22/26 10:01
Quant open38
Worst price44.21
Drawdown as % of equity-0.21%
 ($21)
Includes Typical Broker Commissions trade costs of $0.76
6/18/26 10:08 MPWR MONOLITHIC POWER SYSTEMS SHORT 1 1548.09 6/22 14:05 1532.98 0.13%
Trade id #156623692
Max drawdown($49)
Time6/22/26 9:30
Quant open1
Worst price1597.12
Drawdown as % of equity-0.13%
 $15
Includes Typical Broker Commissions trade costs of $0.02
6/18/26 10:06 EDZ DIREXION DAILY MSCI EMERGING MARKETS BEAR 3X ETF LONG 114 13.82 6/18 14:45 13.56 0.1%
Trade id #156623642
Max drawdown($38)
Time6/18/26 13:45
Quant open114
Worst price13.49
Drawdown as % of equity-0.10%
 ($32)
Includes Typical Broker Commissions trade costs of $2.28

Statistics

  • Strategy began
    4/21/2025
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    431.94
  • Age
    14 months ago
  • What it trades
    Stocks
  • # Trades
    794
  • # Profitable
    358
  • % Profitable
    45.10%
  • Avg trade duration
    4.4 days
  • Max peak-to-valley drawdown
    9.81%
  • drawdown period
    July 18, 2025 - Sept 02, 2025
  • Annual Return (Compounded)
    35.1%
  • Avg win
    $111.56
  • Avg loss
    $62.75
  • Model Account Values (Raw)
  • Cash
    $46,920
  • Margin Used
    $17,255
  • Buying Power
    $29,786
  • Ratios
  • W:L ratio
    1.47:1
  • Sharpe Ratio
    1.5
  • Sortino Ratio
    2.36
  • Calmar Ratio
    9.033
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    0.55%
  • Correlation to SP500
    0.18900
  • Return Percent SP500 (cumu) during strategy life
    42.57%
  • Return Statistics
  • Ann Return (w trading costs)
    35.1%
  • Slump
  • Current Slump as Pcnt Equity
    8.20%
  • Instruments
  • Percent Trades Futures
    0.07%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.02%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.351%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    0.78%
  • Percent Trades Forex
    0.14%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    41.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    15.00%
  • Chance of 20% account loss
    0.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    100.00%
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    753
  • Popularity (Last 6 weeks)
    966
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    937
  • Popularity (7 days, Percentile 1000 scale)
    938
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $63
  • Avg Win
    $112
  • Sum Trade PL (losers)
    $27,361.000
  • Age
  • Num Months filled monthly returns table
    15
  • Win / Loss
  • Sum Trade PL (winners)
    $39,938.000
  • # Winners
    358
  • Num Months Winners
    6
  • Dividends
  • Dividends Received in Model Acct
    136
  • AUM
  • AUM (AutoTrader live capital)
    110633
  • Win / Loss
  • # Losers
    436
  • % Winners
    45.1%
  • Frequency
  • Avg Position Time (mins)
    6328.93
  • Avg Position Time (hrs)
    105.48
  • Avg Trade Length
    4.4 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.28
  • Daily leverage (max)
    10.32
  • Regression
  • Alpha
    0.06
  • Beta
    0.24
  • Treynor Index
    0.35
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.77
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    4.723
  • 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 strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.324
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.422
  • Hold-and-Hope Ratio
    0.213
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.58737
  • SD
    0.20375
  • Sharpe ratio (Glass type estimate)
    2.88279
  • Sharpe ratio (Hedges UMVUE)
    2.60230
  • df
    8.00000
  • t
    2.49657
  • p
    0.01857
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.16402
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.47450
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00464
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.19996
  • Statistics related to Sortino ratio
  • Sortino ratio
    18.75940
  • Upside Potential Ratio
    20.36960
  • Upside part of mean
    0.63778
  • Downside part of mean
    -0.05042
  • Upside SD
    0.25431
  • Downside SD
    0.03131
  • N nonnegative terms
    7.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    9.00000
  • Mean of predictor
    0.54262
  • Mean of criterion
    0.58737
  • SD of predictor
    0.17378
  • SD of criterion
    0.20375
  • Covariance
    0.00967
  • r
    0.27315
  • b (slope, estimate of beta)
    0.32025
  • a (intercept, estimate of alpha)
    0.41359
  • Mean Square Error
    0.04390
  • DF error
    7.00000
  • t(b)
    0.75125
  • p(b)
    0.23850
  • t(a)
    1.23557
  • p(a)
    0.12824
  • Lowerbound of 95% confidence interval for beta
    -0.68778
  • Upperbound of 95% confidence interval for beta
    1.32828
  • Lowerbound of 95% confidence interval for alpha
    -0.37794
  • Upperbound of 95% confidence interval for alpha
    1.20511
  • Treynor index (mean / b)
    1.83406
  • Jensen alpha (a)
    0.41359
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.55683
  • SD
    0.19289
  • Sharpe ratio (Glass type estimate)
    2.88681
  • Sharpe ratio (Hedges UMVUE)
    2.60593
  • df
    8.00000
  • t
    2.50005
  • p
    0.01847
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.16698
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.47942
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00740
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.20446
  • Statistics related to Sortino ratio
  • Sortino ratio
    17.60610
  • Upside Potential Ratio
    19.21580
  • Upside part of mean
    0.60774
  • Downside part of mean
    -0.05091
  • Upside SD
    0.24064
  • Downside SD
    0.03163
  • N nonnegative terms
    7.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    9.00000
  • Mean of predictor
    0.51846
  • Mean of criterion
    0.55683
  • SD of predictor
    0.16594
  • SD of criterion
    0.19289
  • Covariance
    0.00961
  • r
    0.30036
  • b (slope, estimate of beta)
    0.34913
  • a (intercept, estimate of alpha)
    0.37582
  • Mean Square Error
    0.03869
  • DF error
    7.00000
  • t(b)
    0.83314
  • p(b)
    0.21613
  • t(a)
    1.19574
  • p(a)
    0.13537
  • Lowerbound of 95% confidence interval for beta
    -0.64179
  • Upperbound of 95% confidence interval for beta
    1.34005
  • Lowerbound of 95% confidence interval for alpha
    -0.36739
  • Upperbound of 95% confidence interval for alpha
    1.11902
  • Treynor index (mean / b)
    1.59490
  • Jensen alpha (a)
    0.37582
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04418
  • Expected Shortfall on VaR
    0.06597
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00530
  • Expected Shortfall on VaR
    0.01251
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    9.00000
  • Minimum
    0.97790
  • Quartile 1
    1.00226
  • Median
    1.03943
  • Quartile 3
    1.09606
  • Maximum
    1.14403
  • Mean of quarter 1
    0.98815
  • Mean of quarter 2
    1.03315
  • Mean of quarter 3
    1.07524
  • Mean of quarter 4
    1.12965
  • Inter Quartile Range
    0.09380
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -2.49280
  • VaR(95%) (regression method)
    0.03691
  • Expected Shortfall (regression method)
    0.03723
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.01571
  • Quartile 1
    0.01731
  • Median
    0.01891
  • Quartile 3
    0.02050
  • Maximum
    0.02210
  • Mean of quarter 1
    0.01571
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.02210
  • Inter Quartile Range
    0.00319
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.69113
  • Compounded annual return (geometric extrapolation)
    0.74513
  • Calmar ratio (compounded annual return / max draw down)
    33.71790
  • Compounded annual return / average of 25% largest draw downs
    33.71790
  • Compounded annual return / Expected Shortfall lognormal
    11.29590
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.52529
  • SD
    0.19651
  • Sharpe ratio (Glass type estimate)
    2.67308
  • Sharpe ratio (Hedges UMVUE)
    2.66370
  • df
    214.00000
  • t
    2.42148
  • p
    0.00815
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.49166
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.84843
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.48542
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.84198
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.47482
  • Upside Potential Ratio
    11.75590
  • Upside part of mean
    1.38000
  • Downside part of mean
    -0.85471
  • Upside SD
    0.16034
  • Downside SD
    0.11739
  • N nonnegative terms
    130.00000
  • N negative terms
    85.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    215.00000
  • Mean of predictor
    0.44557
  • Mean of criterion
    0.52529
  • SD of predictor
    0.16138
  • SD of criterion
    0.19651
  • Covariance
    0.00503
  • r
    0.15849
  • b (slope, estimate of beta)
    0.19299
  • a (intercept, estimate of alpha)
    0.43900
  • Mean Square Error
    0.03782
  • DF error
    213.00000
  • t(b)
    2.34270
  • p(b)
    0.01003
  • t(a)
    2.01694
  • p(a)
    0.02248
  • Lowerbound of 95% confidence interval for beta
    0.03061
  • Upperbound of 95% confidence interval for beta
    0.35537
  • Lowerbound of 95% confidence interval for alpha
    0.00997
  • Upperbound of 95% confidence interval for alpha
    0.86863
  • Treynor index (mean / b)
    2.72189
  • Jensen alpha (a)
    0.43930
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.50565
  • SD
    0.19590
  • Sharpe ratio (Glass type estimate)
    2.58120
  • Sharpe ratio (Hedges UMVUE)
    2.57214
  • df
    214.00000
  • t
    2.33825
  • p
    0.01015
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.40085
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.75563
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.39485
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.74943
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.25791
  • Upside Potential Ratio
    11.51410
  • Upside part of mean
    1.36736
  • Downside part of mean
    -0.86171
  • Upside SD
    0.15834
  • Downside SD
    0.11876
  • N nonnegative terms
    130.00000
  • N negative terms
    85.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    215.00000
  • Mean of predictor
    0.43219
  • Mean of criterion
    0.50565
  • SD of predictor
    0.16196
  • SD of criterion
    0.19590
  • Covariance
    0.00502
  • r
    0.15807
  • b (slope, estimate of beta)
    0.19120
  • a (intercept, estimate of alpha)
    0.42302
  • Mean Square Error
    0.03759
  • DF error
    213.00000
  • t(b)
    2.33634
  • p(b)
    0.01020
  • t(a)
    1.94996
  • p(a)
    0.02625
  • Lowerbound of 95% confidence interval for beta
    0.02988
  • Upperbound of 95% confidence interval for beta
    0.35251
  • Lowerbound of 95% confidence interval for alpha
    -0.00460
  • Upperbound of 95% confidence interval for alpha
    0.85064
  • Treynor index (mean / b)
    2.64468
  • Jensen alpha (a)
    0.42302
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01782
  • Expected Shortfall on VaR
    0.02276
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00637
  • Expected Shortfall on VaR
    0.01343
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    215.00000
  • Minimum
    0.96446
  • Quartile 1
    0.99618
  • Median
    1.00037
  • Quartile 3
    1.00812
  • Maximum
    1.04842
  • Mean of quarter 1
    0.98812
  • Mean of quarter 2
    0.99891
  • Mean of quarter 3
    1.00358
  • Mean of quarter 4
    1.01744
  • Inter Quartile Range
    0.01194
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.03256
  • Mean of outliers low
    0.97021
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.02791
  • Mean of outliers high
    1.03625
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.16458
  • VaR(95%) (moments method)
    0.01062
  • Expected Shortfall (moments method)
    0.01633
  • Extreme Value Index (regression method)
    -0.03324
  • VaR(95%) (regression method)
    0.01156
  • Expected Shortfall (regression method)
    0.01603
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    21.00000
  • Minimum
    0.00079
  • Quartile 1
    0.00516
  • Median
    0.01457
  • Quartile 3
    0.03485
  • Maximum
    0.07285
  • Mean of quarter 1
    0.00261
  • Mean of quarter 2
    0.00924
  • Mean of quarter 3
    0.02366
  • Mean of quarter 4
    0.05925
  • Inter Quartile Range
    0.02969
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -2.35139
  • VaR(95%) (moments method)
    0.05962
  • Expected Shortfall (moments method)
    0.06008
  • Extreme Value Index (regression method)
    -1.31295
  • VaR(95%) (regression method)
    0.06180
  • Expected Shortfall (regression method)
    0.06365
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.62671
  • Compounded annual return (geometric extrapolation)
    0.65806
  • Calmar ratio (compounded annual return / max draw down)
    9.03303
  • Compounded annual return / average of 25% largest draw downs
    11.10690
  • Compounded annual return / Expected Shortfall lognormal
    28.91180
  • 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
  • Mean
    0.51290
  • SD
    0.20193
  • Sharpe ratio (Glass type estimate)
    2.54000
  • Sharpe ratio (Hedges UMVUE)
    2.52532
  • df
    130.00000
  • t
    1.79605
  • p
    0.42220
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.25368
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.32410
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.26343
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.31407
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.29193
  • Upside Potential Ratio
    11.27270
  • Upside part of mean
    1.34713
  • Downside part of mean
    -0.83422
  • Upside SD
    0.16489
  • Downside SD
    0.11950
  • N nonnegative terms
    84.00000
  • N negative terms
    47.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.27863
  • Mean of criterion
    0.51290
  • SD of predictor
    0.17936
  • SD of criterion
    0.20193
  • Covariance
    0.00414
  • r
    0.11428
  • b (slope, estimate of beta)
    0.12865
  • a (intercept, estimate of alpha)
    0.47706
  • Mean Square Error
    0.04056
  • DF error
    129.00000
  • t(b)
    1.30648
  • p(b)
    0.42741
  • t(a)
    1.66734
  • p(a)
    0.40786
  • Lowerbound of 95% confidence interval for beta
    -0.06618
  • Upperbound of 95% confidence interval for beta
    0.32348
  • Lowerbound of 95% confidence interval for alpha
    -0.08903
  • Upperbound of 95% confidence interval for alpha
    1.04314
  • Treynor index (mean / b)
    3.98673
  • Jensen alpha (a)
    0.47706
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.49230
  • SD
    0.20118
  • Sharpe ratio (Glass type estimate)
    2.44705
  • Sharpe ratio (Hedges UMVUE)
    2.43291
  • df
    130.00000
  • t
    1.73033
  • p
    0.42498
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.34528
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.23016
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.35463
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.22044
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.07157
  • Upside Potential Ratio
    11.03110
  • Upside part of mean
    1.33377
  • Downside part of mean
    -0.84148
  • Upside SD
    0.16270
  • Downside SD
    0.12091
  • N nonnegative terms
    84.00000
  • N negative terms
    47.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.26240
  • Mean of criterion
    0.49230
  • SD of predictor
    0.18052
  • SD of criterion
    0.20118
  • Covariance
    0.00412
  • r
    0.11349
  • b (slope, estimate of beta)
    0.12647
  • a (intercept, estimate of alpha)
    0.45911
  • Mean Square Error
    0.04026
  • DF error
    129.00000
  • t(b)
    1.29733
  • p(b)
    0.42791
  • t(a)
    1.61139
  • p(a)
    0.41087
  • VAR (95 Confidence Intrvl)
    0.01800
  • Lowerbound of 95% confidence interval for beta
    -0.06641
  • Upperbound of 95% confidence interval for beta
    0.31935
  • Lowerbound of 95% confidence interval for alpha
    -0.10460
  • Upperbound of 95% confidence interval for alpha
    1.02282
  • Treynor index (mean / b)
    3.89256
  • Jensen alpha (a)
    0.45911
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01839
  • Expected Shortfall on VaR
    0.02347
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00577
  • Expected Shortfall on VaR
    0.01258
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.96594
  • Quartile 1
    0.99662
  • Median
    1.00000
  • Quartile 3
    1.00613
  • Maximum
    1.04842
  • Mean of quarter 1
    0.98802
  • Mean of quarter 2
    0.99934
  • Mean of quarter 3
    1.00256
  • Mean of quarter 4
    1.01792
  • Inter Quartile Range
    0.00951
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.97359
  • Number of outliers high
    11.00000
  • Percentage of outliers high
    0.08397
  • Mean of outliers high
    1.02752
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.30071
  • VaR(95%) (moments method)
    0.01113
  • Expected Shortfall (moments method)
    0.01952
  • Extreme Value Index (regression method)
    -0.01000
  • VaR(95%) (regression method)
    0.01320
  • Expected Shortfall (regression method)
    0.01898
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00278
  • Quartile 1
    0.00678
  • Median
    0.02182
  • Quartile 3
    0.04485
  • Maximum
    0.06630
  • Mean of quarter 1
    0.00389
  • Mean of quarter 2
    0.01310
  • Mean of quarter 3
    0.03196
  • Mean of quarter 4
    0.05990
  • Inter Quartile Range
    0.03807
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -712.53300
  • VaR(95%) (moments method)
    0.06319
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -4.97582
  • VaR(95%) (regression method)
    0.09965
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.09966
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -346164000
  • Max Equity Drawdown (num days)
    46
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.55818
  • Compounded annual return (geometric extrapolation)
    0.63607
  • Calmar ratio (compounded annual return / max draw down)
    9.59366
  • Compounded annual return / average of 25% largest draw downs
    10.61840
  • Compounded annual return / Expected Shortfall lognormal
    27.10380

Strategy Description

Magellan Atlas Navigator – Tactical Asset Allocation (TAA) Models+ Fund
Investor Prospectus (Draft)
Fund Overview
The Magellan Atlas Navigator Tactical Asset Allocation (TAA) Models+ Fund is a multi‑model, multi‑asset investment program engineered for capital preservation, stable compounding, and disciplined risk control. The fund operates without leverage, reflecting its mandate as a wealth‑preservation vehicle rather than an aggressive return‑seeking strategy.

At the core of the fund is a proprietary AI‑driven credit and technical analysis engine, developed and refined over the past year. This system integrates macro‑credit conditions, cross‑asset flows, and technical market structure to guide allocation decisions with consistency and objectivity. The result is a portfolio that adapts dynamically to changing market regimes while maintaining structural stability and low drawdowns.

The fund’s objective is to deliver steady, risk‑adjusted alpha across market cycles through diversified exposure, systematic execution, and a robust quantitative foundation.

Investment Strategy
The strategy employs a stacked tactical asset allocation framework, combining multiple independent models to create a smoother, more resilient return profile. Each model contributes a distinct edge—momentum, relative strength, macro‑credit sensitivity, volatility normalization, and trend stability—while the AI engine synthesizes these signals into unified, risk‑aware positioning.

Key Strategy Pillars
AI‑Enhanced Credit & Technical Analysis
A proprietary machine‑learning model evaluates credit conditions, liquidity flows, and technical market structure to determine risk‑on/risk‑off posture and asset‑level conviction.

Multi‑Asset Diversification
Exposure spans large‑cap equities, Bitcoin, currency ETFs, commodities, fixed income, real estate, and index ETFs.

Systematic Risk Controls
All positions are cash‑funded. No leverage, no margin, no structural amplification of volatility.

Adaptive Rebalancing
Models adjust exposure based on quantitative signals, ensuring the portfolio remains aligned with prevailing market conditions.

Defensive Bias
The strategy prioritizes capital preservation, measured exposure, and controlled drawdowns.

Capital Structure & Allocations
Principal Capital
$35,000 total capital

Maximum of 35 diversified positions

All positions are fully cash‑funded

No leverage or margin employed

Model Allocation Breakdown
Equities & Relative Strength Models

C2 Magellan: $1,000 per position, 35 positions = $35,000

4× Big Cap Relative Strength

4× NFIC Stocks

1× MaxList

1× Alpha Index Model ETF (NFIC)

Futures & Index Models

3× Futures Index Model (0.2 lots each)

2× Futures Index NFIC (0.2 lots each)

Forex Models

4× Forex Model (0.2 lots each)

4× Forex NFIC (0.2 lots each)

Commodities Models

4× Commodities Model

4× Commodities NFIC

Digital Asset Models

2× Bitcoin Model + NFIC

2× Ethereum Model + NFIC

This diversified model stack ensures broad exposure while maintaining strict position‑level risk controls.

Performance & Validation
The fund’s structural framework has been forward‑tested since 2019, with approximately 90% of the original design remaining intact. This long‑term consistency demonstrates:

Durability of the methodology

Robustness across multiple market regimes

Effectiveness of the no‑leverage structure

Stability of the AI‑driven signal engine

The fund’s evolution has focused on refining signal quality, improving risk dispersion, and enhancing the AI credit‑technical model to better anticipate shifts in market conditions.

Risk Management & Disclosures
Risk management is embedded at every level of the strategy:

Position‑level diversification across 30–35 uncorrelated exposures

Systematic hedging through model‑driven risk‑off signals

Fully cash‑funded structure eliminating leverage‑related drawdown amplification

AI‑based credit stress detection to reduce exposure during deteriorating macro conditions

Strict model governance to mitigate drift and degradation

Investor Considerations
Investors should understand that all market exposure carries inherent risk, including:

Model obsolescence or degradation

Unexpected volatility

Drawdowns exceeding historical norms

Structural shifts in macroeconomic conditions

Past performance is not indicative of future results. This document does not constitute financial advice.

Investor Outlook
The Magellan Atlas Navigator TAA Models+ Fund is designed for investors seeking:

Long‑term capital preservation

Stable, risk‑adjusted returns

A transparent, rules‑based investment process

Exposure to a diversified, multi‑asset portfolio

A disciplined, AI‑enhanced tactical allocation framework

The fund’s conservative posture, systematic methodology, and multi‑model architecture position it as a compelling option for investors prioritizing stability, discipline, and data‑driven decision‑making.

Prospective investors are encouraged to conduct thorough due diligence to ensure alignment with their financial goals and risk tolerance.
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Breadth is oversold, credit model is bullish and loose, overnight bias into the mid-week strech, and buyign assets in an uptrend that my system deems as current buys, while closing...
Staying patient after recent volatility. I’m prioritizing capital preservation until fresh signals appear. Credit markets remain stable, but if conditions worsen I’ll shift defensi...
Closing all remaining longs at the NYSE open and staying in cash until new signals emerge.
C2 Magellan $1,000/Position for stocks 35 positions= $35k 3x Futures Index model 0.2 lots 4x Forex Model 0.2 lots 4x Forex NFIC 0.2 lots 2x Futures indexes NFIC 0.2 4x Big Cap RS 4...
This is the position size unit guide im using. If the Credit models are still loose, i'll be following these models of Tactical Asset Allocation timing models, and also Credit Mode...
The fund has strengthened its risk?management framework by reducing position sizes by 50%, lowering trading frequency, and initiating new positions only when credit conditions and ...
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Summary Statistics

Strategy began
2025-04-21
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.3%
Rank # 
#42
# Trades
794
# Profitable
358
% Profitable
45.1%
Net Dividends
$135
Correlation S&P500
0.189
Sharpe Ratio
1.50
Sortino Ratio
2.36
Beta
0.24
Alpha
0.06
Leverage
2.28 Average
10.32 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

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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 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.

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 re-scaled downward to make current go-forward 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 per-trade 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.

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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.