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  (0.7%)  (0.7%)  
2019  (4.6%)  (25%)  (4.8%)  (10.1%)  +9.1%  +36.2%  +18.6%  +35.8%  +1.1%  +33.0%  (1.4%)  +0.7%  +95.4% 
2020  (10.9%)  +24.5%  +22.1%  +3.2%  +39.8% 
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  $30,000  
Buy Power  $86,122  
Cash  $1  
Equity  $1  
Cumulative $  $56,122  
Total System Equity  $86,122  
Margined  $1  
Open P/L  $0  
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$80,000

Strategy Age (days)472.96

Age16 months ago

What it tradesFutures, Forex

# Trades214

# Profitable178

% Profitable83.20%

Avg trade duration4.9 days

Max peaktovalley drawdown51.01%

drawdown periodJan 14, 2019  May 09, 2019

Annual Return (Compounded)116.6%

Avg win$610.75

Avg loss$1,460
 Model Account Values (Raw)

Cash$86,122

Margin Used$0

Buying Power$86,122
 Ratios

W:L ratio2.07:1

Sharpe Ratio1.43

Sortino Ratio2.44

Calmar Ratio2.909
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)176.55%

Correlation to SP5000.02730

Return Percent SP500 (cumu) during strategy life3.20%
 Return Statistics

Ann Return (w trading costs)116.6%
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futures0.57%
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.166%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.06%

Percent Trades Forex0.37%
 Return Statistics

Ann Return (Compnd, No Fees)125.3%
 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)897

Popularity (Last 6 weeks)948
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score954

Popularity (7 days, Percentile 1000 scale)933
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,461

Avg Win$611

Sum Trade PL (losers)$52,591.000
 Age

Num Months filled monthly returns table17
 Win / Loss

Sum Trade PL (winners)$108,713.000

# Winners178

Num Months Winners11
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers36

% Winners83.2%
 Frequency

Avg Position Time (mins)7022.27

Avg Position Time (hrs)117.04

Avg Trade Length4.9 days

Last Trade Ago0
 Leverage

Daily leverage (average)4.16

Daily leverage (max)12.80
 Regression

Alpha0.25

Beta0.05

Treynor Index4.83
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

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)0.79

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades2.719

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.723

Avg(MAE) / Avg(PL)  Losing trades1.132

HoldandHope Ratio0.365
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.11665

SD0.83906

Sharpe ratio (Glass type estimate)1.33083

Sharpe ratio (Hedges UMVUE)1.25229

df13.00000

t1.43746

p0.26974

Lowerbound of 95% confidence interval for Sharpe Ratio0.57656

Upperbound of 95% confidence interval for Sharpe Ratio3.19127

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.62505

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.12962
 Statistics related to Sortino ratio

Sortino ratio3.51828

Upside Potential Ratio5.26064

Upside part of mean1.66965

Downside part of mean0.55300

Upside SD0.81051

Downside SD0.31739

N nonnegative terms10.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations14.00000

Mean of predictor0.05144

Mean of criterion1.11665

SD of predictor0.22172

SD of criterion0.83906

Covariance0.08562

r0.46021

b (slope, estimate of beta)1.74155

a (intercept, estimate of alpha)1.20623

Mean Square Error0.60117

DF error12.00000

t(b)1.79565

p(b)0.73010

t(a)1.67634

p(a)0.28220

Lowerbound of 95% confidence interval for beta3.85472

Upperbound of 95% confidence interval for beta0.37161

Lowerbound of 95% confidence interval for alpha0.36157

Upperbound of 95% confidence interval for alpha2.77403

Treynor index (mean / b)0.64118

Jensen alpha (a)1.20623
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.80500

SD0.74219

Sharpe ratio (Glass type estimate)1.08463

Sharpe ratio (Hedges UMVUE)1.02062

df13.00000

t1.17154

p0.30645

Lowerbound of 95% confidence interval for Sharpe Ratio0.79587

Upperbound of 95% confidence interval for Sharpe Ratio2.92597

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.83588

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.87712
 Statistics related to Sortino ratio

Sortino ratio2.27374

Upside Potential Ratio3.99633

Upside part of mean1.41487

Downside part of mean0.60987

Upside SD0.66344

Downside SD0.35404

N nonnegative terms10.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations14.00000

Mean of predictor0.02594

Mean of criterion0.80500

SD of predictor0.24015

SD of criterion0.74219

Covariance0.08057

r0.45205

b (slope, estimate of beta)1.39703

a (intercept, estimate of alpha)0.84124

Mean Square Error0.47480

DF error12.00000

t(b)1.75554

p(b)0.72602

t(a)1.31799

p(a)0.32220

Lowerbound of 95% confidence interval for beta3.13089

Upperbound of 95% confidence interval for beta0.33683

Lowerbound of 95% confidence interval for alpha0.54944

Upperbound of 95% confidence interval for alpha2.23193

Treynor index (mean / b)0.57622

Jensen alpha (a)0.84124
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.24823

Expected Shortfall on VaR0.31051
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.07271

Expected Shortfall on VaR0.15472
 ORDER STATISTICS
 Quartiles of return rates

Number of observations14.00000

Minimum0.75438

Quartile 10.93476

Median1.04925

Quartile 31.12494

Maximum1.55100

Mean of quarter 10.84104

Mean of quarter 21.03514

Mean of quarter 31.09125

Mean of quarter 41.39801

Inter Quartile Range0.19018

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.14286

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

Extreme Value Index (moments method)1.61547

VaR(95%) (moments method)0.17816

Expected Shortfall (moments method)0.18380

Extreme Value Index (regression method)0.32560

VaR(95%) (regression method)0.24006

Expected Shortfall (regression method)0.29046
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.20488

Quartile 10.24787

Median0.29086

Quartile 30.33385

Maximum0.37684

Mean of quarter 10.20488

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.37684

Inter Quartile Range0.08598

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)1.40786

Compounded annual return (geometric extrapolation)1.30000

Calmar ratio (compounded annual return / max draw down)3.44977

Compounded annual return / average of 25% largest draw downs3.44977

Compounded annual return / Expected Shortfall lognormal4.18664

0.00000

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

Mean0.96984

SD0.51967

Sharpe ratio (Glass type estimate)1.86625

Sharpe ratio (Hedges UMVUE)1.86186

df319.00000

t2.06251

p0.01998

Lowerbound of 95% confidence interval for Sharpe Ratio0.08544

Upperbound of 95% confidence interval for Sharpe Ratio3.64419

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08252

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64121
 Statistics related to Sortino ratio

Sortino ratio3.27902

Upside Potential Ratio11.77570

Upside part of mean3.48292

Downside part of mean2.51308

Upside SD0.43050

Downside SD0.29577

N nonnegative terms179.00000

N negative terms141.00000
 Statistics related to linear regression on benchmark

N of observations320.00000

Mean of predictor0.00768

Mean of criterion0.96984

SD of predictor0.28775

SD of criterion0.51967

Covariance0.00076

r0.00509

b (slope, estimate of beta)0.00919

a (intercept, estimate of alpha)0.97000

Mean Square Error0.27090

DF error318.00000

t(b)0.09077

p(b)0.53613

t(a)2.05944

p(a)0.02013

Lowerbound of 95% confidence interval for beta0.20844

Upperbound of 95% confidence interval for beta0.19006

Lowerbound of 95% confidence interval for alpha0.04332

Upperbound of 95% confidence interval for alpha1.89651

Treynor index (mean / b)105.50400

Jensen alpha (a)0.96992
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.83663

SD0.51125

Sharpe ratio (Glass type estimate)1.63642

Sharpe ratio (Hedges UMVUE)1.63257

df319.00000

t1.80851

p0.03573

Lowerbound of 95% confidence interval for Sharpe Ratio0.14283

Upperbound of 95% confidence interval for Sharpe Ratio3.41319

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14541

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.41056
 Statistics related to Sortino ratio

Sortino ratio2.76387

Upside Potential Ratio11.21420

Upside part of mean3.39454

Downside part of mean2.55792

Upside SD0.41425

Downside SD0.30270

N nonnegative terms179.00000

N negative terms141.00000
 Statistics related to linear regression on benchmark

N of observations320.00000

Mean of predictor0.03405

Mean of criterion0.83663

SD of predictor0.29028

SD of criterion0.51125

Covariance0.00101

r0.00682

b (slope, estimate of beta)0.01200

a (intercept, estimate of alpha)0.83622

Mean Square Error0.26219

DF error318.00000

t(b)0.12155

p(b)0.54834

t(a)1.80478

p(a)0.03603

Lowerbound of 95% confidence interval for beta0.20631

Upperbound of 95% confidence interval for beta0.18230

Lowerbound of 95% confidence interval for alpha0.07537

Upperbound of 95% confidence interval for alpha1.74781

Treynor index (mean / b)69.69080

Jensen alpha (a)0.83622
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04759

Expected Shortfall on VaR0.06001
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02057

Expected Shortfall on VaR0.03939
 ORDER STATISTICS
 Quartiles of return rates

Number of observations320.00000

Minimum0.90526

Quartile 10.98712

Median1.00196

Quartile 31.01751

Maximum1.16665

Mean of quarter 10.96736

Mean of quarter 20.99470

Mean of quarter 31.00869

Mean of quarter 41.04447

Inter Quartile Range0.03039

Number outliers low2.00000

Percentage of outliers low0.00625

Mean of outliers low0.91436

Number of outliers high15.00000

Percentage of outliers high0.04688

Mean of outliers high1.09050
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.58740

VaR(95%) (moments method)0.03098

Expected Shortfall (moments method)0.03524

Extreme Value Index (regression method)0.36498

VaR(95%) (regression method)0.03098

Expected Shortfall (regression method)0.03698
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00086

Quartile 10.01205

Median0.02995

Quartile 30.11103

Maximum0.47233

Mean of quarter 10.00588

Mean of quarter 20.01796

Mean of quarter 30.06701

Mean of quarter 40.22299

Inter Quartile Range0.09898

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05556

Mean of outliers high0.47233
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.36656

VaR(95%) (moments method)0.26037

Expected Shortfall (moments method)0.46138

Extreme Value Index (regression method)1.17408

VaR(95%) (regression method)0.33153

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.53484

Compounded annual return (geometric extrapolation)1.37390

Calmar ratio (compounded annual return / max draw down)2.90876

Compounded annual return / average of 25% largest draw downs6.16136

Compounded annual return / Expected Shortfall lognormal22.89310

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

Mean1.24154

SD0.40673

Sharpe ratio (Glass type estimate)3.05248

Sharpe ratio (Hedges UMVUE)3.03483

df130.00000

t2.15843

p0.40700

Lowerbound of 95% confidence interval for Sharpe Ratio0.25035

Upperbound of 95% confidence interval for Sharpe Ratio5.84329

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.23859

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.83108
 Statistics related to Sortino ratio

Sortino ratio5.43413

Upside Potential Ratio12.90590

Upside part of mean2.94862

Downside part of mean1.70709

Upside SD0.34330

Downside SD0.22847

N nonnegative terms83.00000

N negative terms48.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.27059

Mean of criterion1.24154

SD of predictor0.41078

SD of criterion0.40673

Covariance0.01363

r0.08155

b (slope, estimate of beta)0.08075

a (intercept, estimate of alpha)1.26339

Mean Square Error0.16560

DF error129.00000

t(b)0.92935

p(b)0.44814

t(a)2.19343

p(a)0.38001

Lowerbound of 95% confidence interval for beta0.09116

Upperbound of 95% confidence interval for beta0.25266

Lowerbound of 95% confidence interval for alpha0.12378

Upperbound of 95% confidence interval for alpha2.40299

Treynor index (mean / b)15.37540

Jensen alpha (a)1.26339
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.15783

SD0.40239

Sharpe ratio (Glass type estimate)2.87740

Sharpe ratio (Hedges UMVUE)2.86076

df130.00000

t2.03463

p0.41216

Lowerbound of 95% confidence interval for Sharpe Ratio0.07826

Upperbound of 95% confidence interval for Sharpe Ratio5.66571

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.06723

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.65430
 Statistics related to Sortino ratio

Sortino ratio4.96923

Upside Potential Ratio12.41000

Upside part of mean2.89152

Downside part of mean1.73369

Upside SD0.33393

Downside SD0.23300

N nonnegative terms83.00000

N negative terms48.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.35558

Mean of criterion1.15783

SD of predictor0.41501

SD of criterion0.40239

Covariance0.01322

r0.07915

b (slope, estimate of beta)0.07674

a (intercept, estimate of alpha)1.18512

Mean Square Error0.16215

DF error129.00000

t(b)0.90178

p(b)0.44966

t(a)2.07815

p(a)0.38604

VAR (95 Confidence Intrvl)0.04800

Lowerbound of 95% confidence interval for beta0.09163

Upperbound of 95% confidence interval for beta0.24511

Lowerbound of 95% confidence interval for alpha0.05681

Upperbound of 95% confidence interval for alpha2.31342

Treynor index (mean / b)15.08740

Jensen alpha (a)1.18512
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03581

Expected Shortfall on VaR0.04574
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01212

Expected Shortfall on VaR0.02559
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94393

Quartile 10.99185

Median1.00338

Quartile 31.01402

Maximum1.08930

Mean of quarter 10.97611

Mean of quarter 20.99902

Mean of quarter 31.00834

Mean of quarter 41.03602

Inter Quartile Range0.02217

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.95505

Number of outliers high8.00000

Percentage of outliers high0.06107

Mean of outliers high1.06820
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.30501

VaR(95%) (moments method)0.02370

Expected Shortfall (moments method)0.04110

Extreme Value Index (regression method)0.74683

VaR(95%) (regression method)0.02164

Expected Shortfall (regression method)0.02406
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00086

Quartile 10.00666

Median0.01358

Quartile 30.04815

Maximum0.25380

Mean of quarter 10.00313

Mean of quarter 20.01165

Mean of quarter 30.02475

Mean of quarter 40.14770

Inter Quartile Range0.04149

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.18182

Mean of outliers high0.18945
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)2.64339

VaR(95%) (moments method)0.15154

Expected Shortfall (moments method)0.15370

Extreme Value Index (regression method)0.07966

VaR(95%) (regression method)0.26669

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.41236

Strat Max DD how much worse than SP500 max DD during strat life?241124000

Max Equity Drawdown (num days)115
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.61834

Compounded annual return (geometric extrapolation)2.27310

Calmar ratio (compounded annual return / max draw down)8.95611

Compounded annual return / average of 25% largest draw downs15.39040

Compounded annual return / Expected Shortfall lognormal49.69870
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
This feature isn't available under your current Trade Leader Plan.
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.
Continue to designate your strategy as Private?
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.
You can restore public visibility at any time.
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.