Smart Money Trends
(107358486)
Subscription terms. Subscriptions to this system cost $100.00 per month.
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  

2017  +5.9%  +3.2%  +0.7%  +3.8%  +6.6%  (0.7%)  +2.9%  (3.9%)  +3.6%  +2.6%  +27.1%  
2018  +10.4%  (17.6%)  +18.3%  (3.6%)  +5.3%  +0.2%  +3.4%  +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.
Started  $25,000  
Buy Power  $26,748  
Cash  $22,373  
Equity  $4,375  
Cumulative $  $12,861  
Includes dividends and cashsettled expirations:  $411  Itemized 
Total System Equity  $37,861  
Margined  $0  
Open P/L  $4,375 
Trading Record
Statistics

Strategy began3/7/2017

Suggested Minimum Cap$25,000

Strategy Age (days)500

Age17 months ago

What it tradesStocks

# Trades39

# Profitable30

% Profitable76.90%

Avg trade duration90.6 days

Max peaktovalley drawdown23.07%

drawdown periodJan 24, 2018  March 02, 2018

Annual Return (Compounded)30.3%

Avg win$575.17

Avg loss$709.44
 Model Account Values (Raw)

Cash$22,373

Margin Used$0

Buying Power$26,748
 Ratios

W:L ratio2.83:1

Sharpe Ratio1.285

Sortino Ratio1.891

Calmar Ratio1.829
 CORRELATION STATISTICS

Correlation to SP5000.44900
 Return Statistics

Ann Return (w trading costs)30.3%

Ann Return (Compnd, No Fees)35.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss23.00%

Chance of 20% account loss1.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)612
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days10
 Win / Loss

Avg Loss$709

Avg Win$628

# Winners30

# Losers9

% Winners76.9%
 Frequency

Avg Position Time (mins)130482.00

Avg Position Time (hrs)2174.70

Avg Trade Length90.6 days

Last Trade Ago108
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.31113

SD0.24182

Sharpe ratio (Glass type estimate)1.28662

Sharpe ratio (Hedges UMVUE)1.21622

df14.00000

t1.43848

p0.32058

Lowerbound of 95% confidence interval for Sharpe Ratio0.55009

Upperbound of 95% confidence interval for Sharpe Ratio3.08091

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59378

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.02622
 Statistics related to Sortino ratio

Sortino ratio2.01427

Upside Potential Ratio3.14398

Upside part of mean0.48563

Downside part of mean0.17450

Upside SD0.19695

Downside SD0.15446

N nonnegative terms10.00000

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

N of observations15.00000

Mean of predictor0.09094

Mean of criterion0.31113

SD of predictor0.07619

SD of criterion0.24182

Covariance0.00537

r0.29131

b (slope, estimate of beta)0.92466

a (intercept, estimate of alpha)0.22705

Mean Square Error0.05763

DF error13.00000

t(b)1.09796

p(b)0.31720

t(a)0.99596

p(a)0.33252

Lowerbound of 95% confidence interval for beta0.89472

Upperbound of 95% confidence interval for beta2.74403

Lowerbound of 95% confidence interval for alpha0.26545

Upperbound of 95% confidence interval for alpha0.71955

Treynor index (mean / b)0.33649

Jensen alpha (a)0.22705
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27901

SD0.24660

Sharpe ratio (Glass type estimate)1.13139

Sharpe ratio (Hedges UMVUE)1.06949

df14.00000

t1.26494

p0.33987

Lowerbound of 95% confidence interval for Sharpe Ratio0.68907

Upperbound of 95% confidence interval for Sharpe Ratio2.91401

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.72775

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.86674
 Statistics related to Sortino ratio

Sortino ratio1.65916

Upside Potential Ratio2.77377

Upside part of mean0.46644

Downside part of mean0.18743

Upside SD0.18700

Downside SD0.16816

N nonnegative terms10.00000

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

N of observations15.00000

Mean of predictor0.08770

Mean of criterion0.27901

SD of predictor0.07601

SD of criterion0.24660

Covariance0.00624

r0.33308

b (slope, estimate of beta)1.08067

a (intercept, estimate of alpha)0.18423

Mean Square Error0.05823

DF error13.00000

t(b)1.27365

p(b)0.29195

t(a)0.80699

p(a)0.36207

Lowerbound of 95% confidence interval for beta0.75236

Upperbound of 95% confidence interval for beta2.91371

Lowerbound of 95% confidence interval for alpha0.30897

Upperbound of 95% confidence interval for alpha0.67743

Treynor index (mean / b)0.25818

Jensen alpha (a)0.18423
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08958

Expected Shortfall on VaR0.11595
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02413

Expected Shortfall on VaR0.05767
 ORDER STATISTICS
 Quartiles of return rates

Number of observations15.00000

Minimum0.83386

Quartile 11.00135

Median1.04988

Quartile 31.05515

Maximum1.15671

Mean of quarter 10.94784

Mean of quarter 21.02953

Mean of quarter 31.05282

Mean of quarter 41.08897

Inter Quartile Range0.05380

Number outliers low1.00000

Percentage of outliers low0.06667

Mean of outliers low0.83386

Number of outliers high1.00000

Percentage of outliers high0.06667

Mean of outliers high1.15671
 Risk estimates for a oneperiod 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)1.37646

VaR(95%) (regression method)0.11473

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00925

Quartile 10.02152

Median0.03379

Quartile 30.09997

Maximum0.16614

Mean of quarter 10.00925

Mean of quarter 20.03379

Mean of quarter 30.00000

Mean of quarter 40.16614

Inter Quartile Range0.07845

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)0.37410

Compounded annual return (geometric extrapolation)0.35922

Calmar ratio (compounded annual return / max draw down)2.16216

Compounded annual return / average of 25% largest draw downs2.16216

Compounded annual return / Expected Shortfall lognormal3.09800

0.00000

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

Mean0.32433

SD0.25181

Sharpe ratio (Glass type estimate)1.28797

Sharpe ratio (Hedges UMVUE)1.28511

df338.00000

t1.46506

p0.07192

Lowerbound of 95% confidence interval for Sharpe Ratio0.43875

Upperbound of 95% confidence interval for Sharpe Ratio3.01282

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44066

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.01088
 Statistics related to Sortino ratio

Sortino ratio1.89070

Upside Potential Ratio6.67773

Upside part of mean1.14549

Downside part of mean0.82117

Upside SD0.18493

Downside SD0.17154

N nonnegative terms199.00000

N negative terms140.00000
 Statistics related to linear regression on benchmark

N of observations339.00000

Mean of predictor0.10950

Mean of criterion0.32433

SD of predictor0.11607

SD of criterion0.25181

Covariance0.01286

r0.44011

b (slope, estimate of beta)0.95483

a (intercept, estimate of alpha)0.22000

Mean Square Error0.05128

DF error337.00000

t(b)8.99769

p(b)0.00000

t(a)1.10209

p(a)0.13561

Lowerbound of 95% confidence interval for beta0.74609

Upperbound of 95% confidence interval for beta1.16358

Lowerbound of 95% confidence interval for alpha0.17248

Upperbound of 95% confidence interval for alpha0.61203

Treynor index (mean / b)0.33967

Jensen alpha (a)0.21977
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29235

SD0.25302

Sharpe ratio (Glass type estimate)1.15546

Sharpe ratio (Hedges UMVUE)1.15289

df338.00000

t1.31432

p0.09481

Lowerbound of 95% confidence interval for Sharpe Ratio0.57064

Upperbound of 95% confidence interval for Sharpe Ratio2.87987

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.57235

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.87813
 Statistics related to Sortino ratio

Sortino ratio1.61500

Upside Potential Ratio6.23801

Upside part of mean1.12923

Downside part of mean0.83688

Upside SD0.17716

Downside SD0.18102

N nonnegative terms199.00000

N negative terms140.00000
 Statistics related to linear regression on benchmark

N of observations339.00000

Mean of predictor0.10272

Mean of criterion0.29235

SD of predictor0.11654

SD of criterion0.25302

Covariance0.01295

r0.43911

b (slope, estimate of beta)0.95336

a (intercept, estimate of alpha)0.19443

Mean Square Error0.05183

DF error337.00000

t(b)8.97237

p(b)0.00000

t(a)0.97002

p(a)0.16637

Lowerbound of 95% confidence interval for beta0.74436

Upperbound of 95% confidence interval for beta1.16237

Lowerbound of 95% confidence interval for alpha0.19984

Upperbound of 95% confidence interval for alpha0.58870

Treynor index (mean / b)0.30666

Jensen alpha (a)0.19443
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02430

Expected Shortfall on VaR0.03063
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00607

Expected Shortfall on VaR0.01421
 ORDER STATISTICS
 Quartiles of return rates

Number of observations339.00000

Minimum0.85049

Quartile 10.99751

Median1.00118

Quartile 31.00538

Maximum1.15047

Mean of quarter 10.98841

Mean of quarter 20.99948

Mean of quarter 31.00302

Mean of quarter 41.01448

Inter Quartile Range0.00788

Number outliers low17.00000

Percentage of outliers low0.05015

Mean of outliers low0.96732

Number of outliers high15.00000

Percentage of outliers high0.04425

Mean of outliers high1.03646
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.64540

VaR(95%) (moments method)0.01046

Expected Shortfall (moments method)0.03280

Extreme Value Index (regression method)0.57459

VaR(95%) (regression method)0.00981

Expected Shortfall (regression method)0.02606
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations22.00000

Minimum0.00010

Quartile 10.00094

Median0.00677

Quartile 30.02484

Maximum0.20637

Mean of quarter 10.00031

Mean of quarter 20.00287

Mean of quarter 30.01348

Mean of quarter 40.07776

Inter Quartile Range0.02390

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.13636

Mean of outliers high0.12089
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.22289

VaR(95%) (moments method)0.07268

Expected Shortfall (moments method)0.11984

Extreme Value Index (regression method)0.63014

VaR(95%) (regression method)0.12554

Expected Shortfall (regression method)0.38878
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.39682

Compounded annual return (geometric extrapolation)0.37749

Calmar ratio (compounded annual return / max draw down)1.82920

Compounded annual return / average of 25% largest draw downs4.85478

Compounded annual return / Expected Shortfall lognormal12.32330

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

Mean0.08558

SD0.37295

Sharpe ratio (Glass type estimate)0.22946

Sharpe ratio (Hedges UMVUE)0.22813

df130.00000

t0.16225

p0.49289

Lowerbound of 95% confidence interval for Sharpe Ratio2.54285

Upperbound of 95% confidence interval for Sharpe Ratio3.00105

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54381

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.00008
 Statistics related to Sortino ratio

Sortino ratio0.32614

Upside Potential Ratio5.47530

Upside part of mean1.43670

Downside part of mean1.35112

Upside SD0.26307

Downside SD0.26240

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00986

Mean of criterion0.08558

SD of predictor0.16400

SD of criterion0.37295

Covariance0.02657

r0.43446

b (slope, estimate of beta)0.98800

a (intercept, estimate of alpha)0.09532

Mean Square Error0.11371

DF error129.00000

t(b)5.47864

p(b)0.23238

t(a)0.19987

p(a)0.48880

Lowerbound of 95% confidence interval for beta0.63120

Upperbound of 95% confidence interval for beta1.34480

Lowerbound of 95% confidence interval for alpha0.84823

Upperbound of 95% confidence interval for alpha1.03887

Treynor index (mean / b)0.08662

Jensen alpha (a)0.09532
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.01612

SD0.37520

Sharpe ratio (Glass type estimate)0.04296

Sharpe ratio (Hedges UMVUE)0.04271

df130.00000

t0.03038

p0.49867

Lowerbound of 95% confidence interval for Sharpe Ratio2.72885

Upperbound of 95% confidence interval for Sharpe Ratio2.81477

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.72910

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.81452
 Statistics related to Sortino ratio

Sortino ratio0.05793

Upside Potential Ratio5.04734

Upside part of mean1.40430

Downside part of mean1.38818

Upside SD0.24958

Downside SD0.27823

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.02329

Mean of criterion0.01612

SD of predictor0.16484

SD of criterion0.37520

Covariance0.02679

r0.43317

b (slope, estimate of beta)0.98597

a (intercept, estimate of alpha)0.03909

Mean Square Error0.11524

DF error129.00000

t(b)5.45863

p(b)0.23312

t(a)0.08141

p(a)0.49544

Lowerbound of 95% confidence interval for beta0.62860

Upperbound of 95% confidence interval for beta1.34334

Lowerbound of 95% confidence interval for alpha0.91082

Upperbound of 95% confidence interval for alpha0.98899

Treynor index (mean / b)0.01635

Jensen alpha (a)0.03909
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03735

Expected Shortfall on VaR0.04659
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01068

Expected Shortfall on VaR0.02436
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.85049

Quartile 10.99653

Median1.00099

Quartile 31.00563

Maximum1.15047

Mean of quarter 10.98108

Mean of quarter 20.99876

Mean of quarter 31.00299

Mean of quarter 41.01899

Inter Quartile Range0.00910

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.95870

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.05031
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.76373

VaR(95%) (moments method)0.01692

Expected Shortfall (moments method)0.07880

Extreme Value Index (regression method)0.64559

VaR(95%) (regression method)0.01738

Expected Shortfall (regression method)0.05657
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00180

Quartile 10.04742

Median0.09304

Quartile 30.14970

Maximum0.20637

Mean of quarter 10.00180

Mean of quarter 20.09304

Mean of quarter 30.00000

Mean of quarter 40.20637

Inter Quartile Range0.10229

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)0.04451

Compounded annual return (geometric extrapolation)0.04501

Calmar ratio (compounded annual return / max draw down)0.21810

Compounded annual return / average of 25% largest draw downs0.21810

Compounded annual return / Expected Shortfall lognormal0.96597
Strategy Description
Smart Money Trends considers fundamental data, quantitative price indicators and sentiment in each specific position. Trade decisiones are ultimately discretional, and the strategy can trade individual stocks, ETFs and options. Smart Money Trends can make both trend following and mean reversal trades depending on the particular market environment and available opportunities.
Summary Statistics
Latest Activity
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.
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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.