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GooTrader

Created by:
User Removed
User Removed
Started: 05/2013
Stocks
Last trade: 259 days ago
Followers: 0

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Free AutoTrade
23.0%
Annual Return (Compounded)
73.6%
Max Drawdown
53
Num Trades
66.0%
Win Trades
3.2 : 1
Profit Factor
25.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2013                            +4.7%(4.6%)+10.6%(8.6%)+20.0%(56.8%)(64.1%)(46.3%)(90.2%)
2014(3%)(3.1%)(6.2%)(3.5%)(24.2%)(4.7%)+2047.3%  -                          +1218.5%

Model Account Details

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Closed Trades

CSV
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Opened ETB/S#Symbol PriceClosedPriceDDP/L
9/27/13 11:44 BUY 0 NEWL NEWLEAD HOLDINGS 0.00 12/6 10:35 0.00 164.61%
Trade id #83200438
Max drawdown($16,763)
Time10/16/13 15:25
Quant open2,514
Worst price0.08
Drawdown as % of equity-164.61%
($3)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $3.00
9/26/13 15:51 SELL 1,850 FU FAB UNIVERSAL 8.90 9/26 15:59 8.68 0.46%
Trade id #83186584
Max drawdown($73)
Time9/26/13 15:53
Quant open-1,850
Worst price8.94
Drawdown as % of equity-0.46%
$370
Includes Typical Broker Commission and AutoTrade Fees trade costs of $37.00
9/26/13 15:45 BUY 1,841 FU FAB UNIVERSAL 9.12 9/26 15:48 9.00 1.98%
Trade id #83186460
Max drawdown($312)
Time9/26/13 15:48
Quant open1,841
Worst price8.95
Drawdown as % of equity-1.98%
($258)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $36.82
9/26/13 14:51 SELL 1,560 FU FAB UNIVERSAL 9.90 9/26 15:19 9.50 1.28%
Trade id #83185564
Max drawdown($202)
Time9/26/13 15:03
Quant open-1,560
Worst price10.03
Drawdown as % of equity-1.28%
$593
Includes Typical Broker Commission and AutoTrade Fees trade costs of $31.20
9/26/13 13:46 SELL 2,147 FU FAB UNIVERSAL 10.85 9/26 14:06 10.65 3.66%
Trade id #83184415
Max drawdown($579)
Time9/26/13 13:56
Quant open-2,147
Worst price11.12
Drawdown as % of equity-3.66%
$391
Includes Typical Broker Commission and AutoTrade Fees trade costs of $42.94
9/26/13 12:04 SELL 1,300 FU FAB UNIVERSAL 11.05 9/26 13:40 10.71 3.99%
Trade id #83182959
Max drawdown($560)
Time9/26/13 12:28
Quant open-1,300
Worst price11.48
Drawdown as % of equity-3.99%
$415
Includes Typical Broker Commission and AutoTrade Fees trade costs of $26.00
9/25/13 12:42 BUY 10,500 LLEN L&L ENERGY 1.29 9/26 9:30 1.40 1.45%
Trade id #83146520
Max drawdown($210)
Time9/25/13 12:45
Quant open10,500
Worst price1.27
Drawdown as % of equity-1.45%
$945
Includes Typical Broker Commission and AutoTrade Fees trade costs of $210.00
9/24/13 10:56 BUY 1,540 CY CYPRESS SEMICONDUCTOR CP 9.98 9/25 12:31 9.20 8.4%
Trade id #83108408
Max drawdown($1,216)
Time9/25/13 12:31
Quant open1,540
Worst price9.19
Drawdown as % of equity-8.40%
($1,232)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $30.80
9/23/13 13:57 BUY 1,850 TWGP TOWER GROUP 8.63 9/24 10:35 8.57 1.45%
Trade id #83092161
Max drawdown($222)
Time9/24/13 10:33
Quant open1,850
Worst price8.51
Drawdown as % of equity-1.45%
($148)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $37.00
9/23/13 12:33 BUY 1,800 TWGP TOWER GROUP 8.42 9/23 13:22 8.56 n/a $216
Includes Typical Broker Commission and AutoTrade Fees trade costs of $36.00
9/23/13 11:56 BUY 622 P PANDORA MEDIA 24.10 9/23 12:31 24.31 1.27%
Trade id #83089901
Max drawdown($186)
Time9/23/13 12:16
Quant open622
Worst price23.80
Drawdown as % of equity-1.27%
$119
Includes Typical Broker Commission and AutoTrade Fees trade costs of $12.44
9/23/13 11:06 BUY 1,764 TWGP TOWER GROUP 8.41 9/23 11:18 8.55 0.36%
Trade id #83088825
Max drawdown($52)
Time9/23/13 11:11
Quant open1,764
Worst price8.38
Drawdown as % of equity-0.36%
$212
Includes Typical Broker Commission and AutoTrade Fees trade costs of $35.28
9/23/13 10:23 BUY 1,666 TWGP TOWER GROUP 8.40 9/23 10:49 8.50 0.51%
Trade id #83087587
Max drawdown($74)
Time9/23/13 10:31
Quant open1,666
Worst price8.36
Drawdown as % of equity-0.51%
$134
Includes Typical Broker Commission and AutoTrade Fees trade costs of $33.32
9/23/13 10:17 BUY 562 P PANDORA MEDIA 24.90 9/23 10:18 24.88 0.08%
Trade id #83087330
Max drawdown($11)
Time9/23/13 10:18
Quant open0
Worst price24.88
Drawdown as % of equity-0.08%
($22)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $11.24
8/13/13 15:32 BUY 2,000 CPST CAPSTONE TURBINE CORP 1.17 9/19 12:53 1.18 1.87%
Trade id #82506546
Max drawdown($200)
Time9/4/13 13:55
Quant open2,000
Worst price1.07
Drawdown as % of equity-1.87%
($20)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $40.00
9/19/13 9:34 BUY 5,693 BPZ BPZ RESOURCES INC 2.10 9/19 11:10 2.16 2%
Trade id #83044793
Max drawdown($285)
Time9/19/13 9:36
Quant open4,761
Worst price2.04
Drawdown as % of equity-2.00%
$256
Includes Typical Broker Commission and AutoTrade Fees trade costs of $113.86
9/18/13 9:44 BUY 19,558 DECN DECISION DIAGNOSTICS 0.58 9/18 10:50 0.61 11.29%
Trade id #83023913
Max drawdown($1,545)
Time9/18/13 10:11
Quant open19,558
Worst price0.50
Drawdown as % of equity-11.29%
$196
Includes Typical Broker Commission and AutoTrade Fees trade costs of $391.16
9/17/13 10:33 BUY 6,300 NBY NOVABAY PHARMACEUTICALS 1.58 9/17 14:57 1.62 1.83%
Trade id #83008451
Max drawdown($233)
Time9/17/13 14:15
Quant open6,300
Worst price1.54
Drawdown as % of equity-1.83%
$127
Includes Typical Broker Commission and AutoTrade Fees trade costs of $126.00
9/17/13 14:04 BUY 11,217 GNVC GENVEC 0.94 9/17 14:04 0.98 n/a $281
Includes Typical Broker Commission and AutoTrade Fees trade costs of $224.34
9/17/13 9:58 BUY 1,557 GORO GOLD RESOURCE 6.39 9/17 10:08 6.50 0%
Trade id #83007612
Max drawdown$0
Time9/17/13 10:00
Quant open1,557
Worst price6.39
Drawdown as % of equity0.00%
$140
Includes Typical Broker Commission and AutoTrade Fees trade costs of $31.14
8/13/13 15:35 BUY 5,500 STP SUNTECH POWER HOLDINGS 1.15 9/13 15:54 1.31 13.8%
Trade id #82506629
Max drawdown($1,490)
Time9/3/13 9:44
Quant open5,500
Worst price0.88
Drawdown as % of equity-13.80%
$785
Includes Typical Broker Commission and AutoTrade Fees trade costs of $110.00
8/14/13 15:31 BUY 2,000 PPHM PEREGRINE PHARMACEUTICLS 1.42 9/9 11:30 1.51 1.76%
Trade id #82530171
Max drawdown($200)
Time8/20/13 9:55
Quant open2,000
Worst price1.32
Drawdown as % of equity-1.76%
$140
Includes Typical Broker Commission and AutoTrade Fees trade costs of $40.00
7/17/13 9:50 BUY 885 ASTI ASCENT SOLAR TECH INC 1.13 8/13 15:07 0.77 3.23%
Trade id #82036074
Max drawdown($362)
Time8/9/13 9:31
Quant open885
Worst price0.72
Drawdown as % of equity-3.23%
($336)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $17.70
6/10/13 9:30 BUY 455 MTSN MATTSON TECHNOLOGY INC 2.36 8/13 15:05 2.27 1.14%
Trade id #81388922
Max drawdown($131)
Time7/29/13 11:22
Quant open455
Worst price2.07
Drawdown as % of equity-1.14%
($50)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.10
6/4/13 9:30 BUY 100 OMX OFFICEMAX INCORPORATED 13.08 8/13 15:05 11.44 1.98%
Trade id #81276336
Max drawdown($228)
Time7/30/13 9:38
Quant open100
Worst price10.80
Drawdown as % of equity-1.98%
($166)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
5/28/13 14:28 BUY 78 ZAZA ZAZA ENERGY CORP 14.20 8/13 15:05 10.90 2.22%
Trade id #81135089
Max drawdown($256)
Time8/13/13 15:05
Quant open0
Worst price1.09
Drawdown as % of equity-2.22%
($259)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
7/17/13 11:55 BUY 250 ENPH ENPHASE ENERGY 7.23 8/13 15:05 6.46 2.71%
Trade id #82039936
Max drawdown($307)
Time8/7/13 9:31
Quant open125
Worst price5.50
Drawdown as % of equity-2.71%
($198)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $5.00
6/14/13 9:56 BUY 9,645 PPHM PEREGRINE PHARMACEUTICLS 1.41 8/13 10:39 1.52 5.85%
Trade id #81499156
Max drawdown($634)
Time6/27/13 9:36
Quant open1,760
Worst price1.11
Drawdown as % of equity-5.85%
$855
Includes Typical Broker Commission and AutoTrade Fees trade costs of $192.90
8/12/13 9:38 BUY 250 MOBI SKY-MOBI ADR 3.63 8/12 9:44 3.88 n/a $58
Includes Typical Broker Commission and AutoTrade Fees trade costs of $5.00
5/28/13 13:49 BUY 883 CECO CAREER EDUCATION CORP 3.00 7/8 10:08 3.27 3.92%
Trade id #81134131
Max drawdown($396)
Time6/25/13 9:39
Quant open883
Worst price2.55
Drawdown as % of equity-3.92%
$222
Includes Typical Broker Commission and AutoTrade Fees trade costs of $17.66

Statistics

  • Strategy began
    5/23/2013
  • Age
    15 months ago
  • What it trades
    Stocks
  • # Trades
    53
  • # Profitable
    35
  • % Profitable
    66.00%
  • Avg trade duration
    10.9 days
  • Max peak-to-valley drawdown
    73.61%
  • drawdown period
    Sept 27, 2013 - May 15, 2014
  • Annual Return (Compounded)
    23.0%
  • Avg win
    $289.20
  • Avg loss
    $183.51
  • W:L ratio
    3.16:1
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    $6,818
  • Closed PL (start day)
    $6,971
  • Closed PL Change $
    ($152.2)
  • Closed PL Change %
    -2.18%
  • Equity
    $16,970
  • Equity (start day)
    $16,971
  • Equity Change $
    ($0.2)
  • Equity Change %
    n/a
  • GENERAL STATISTICS
  • Age
    456
  • # Trades
    54
  • Avg Trade Length
    10.9
  • PROFIT
  • Profit Factor
    3.1
  • SORTINO STATISTICS
  • Sortino Ratio
    1.396
  • CALMAR STATISTICS
  • Calmar Ratio
    1.438
  • Ann Return (w trading costs)
    23.0%
  • SHARPE STATISTICS
  • Sharpe Ratio
    0.428
  • Ann Return (Compnd, No Fees)
    52.5%
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 50% account loss
    100.00%
  • PROFIT STATISTICS
  • APD
    0.20
  • DRAW DOWN STATISTICS
  • Max Drawdown
    73.6%
  • POPULARITY STATISTICS
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • TOS STATISTICS
  • Trades Own System?
    0
  • TOS percent
    n/a
  • BILLING STATISTICS
  • Subscription Price
    $30
  • Billing Period (days)
    30
  • Trial Days
    7
  • WIN STATISTICS
  • Avg Loss
    $184
  • Avg Win
    $289
  • # Winners
    35
  • # Losers
    18
  • % Winners
    66.0%
  • TIME STATISTICS
  • Avg Position Time (mins)
    15682.00
  • Avg Position Time (hrs)
    261.37
  • OWNER STATISTICS
  • Developer
    -
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.73204
  • SD
    0.77368
  • Sharpe ratio (Glass type estimate)
    -0.94617
  • Sharpe ratio (Hedges UMVUE)
    -0.84039
  • df
    7.00000
  • t
    -0.77255
  • p
    0.76746
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.36369
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.53471
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.28088
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.60009
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.01731
  • Upside Potential Ratio
    0.54258
  • Upside part of mean
    0.39043
  • Downside part of mean
    -1.12247
  • Upside SD
    0.22499
  • Downside SD
    0.71959
  • N nonnegative terms
    3.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    8.00000
  • Mean of predictor
    0.27955
  • Mean of criterion
    -0.73204
  • SD of predictor
    0.15287
  • SD of criterion
    0.77368
  • Covariance
    -0.02563
  • r
    -0.21671
  • b (slope, estimate of beta)
    -1.09680
  • a (intercept, estimate of alpha)
    -0.42543
  • Mean Square Error
    0.66556
  • DF error
    6.00000
  • t(b)
    -0.54375
  • p(b)
    0.69690
  • t(a)
    -0.37081
  • p(a)
    0.63824
  • Lowerbound of 95% confidence interval for beta
    -6.03247
  • Upperbound of 95% confidence interval for beta
    3.83888
  • Lowerbound of 95% confidence interval for alpha
    -3.23280
  • Upperbound of 95% confidence interval for alpha
    2.38194
  • Treynor index (mean / b)
    0.66743
  • Jensen alpha (a)
    -0.42543
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -1.18390
  • SD
    1.08919
  • Sharpe ratio (Glass type estimate)
    -1.08696
  • Sharpe ratio (Hedges UMVUE)
    -0.96544
  • df
    7.00000
  • t
    -0.88750
  • p
    0.79786
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.51555
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.41356
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.41859
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.48771
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.12339
  • Upside Potential Ratio
    0.34824
  • Upside part of mean
    0.36700
  • Downside part of mean
    -1.55090
  • Upside SD
    0.21025
  • Downside SD
    1.05387
  • N nonnegative terms
    3.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    8.00000
  • Mean of predictor
    0.26641
  • Mean of criterion
    -1.18390
  • SD of predictor
    0.14885
  • SD of criterion
    1.08919
  • Covariance
    -0.04192
  • r
    -0.25858
  • b (slope, estimate of beta)
    -1.89206
  • a (intercept, estimate of alpha)
    -0.67985
  • Mean Square Error
    1.29151
  • DF error
    6.00000
  • t(b)
    -0.65568
  • p(b)
    0.73183
  • t(a)
    -0.42756
  • p(a)
    0.65806
  • Lowerbound of 95% confidence interval for beta
    -8.95305
  • Upperbound of 95% confidence interval for beta
    5.16893
  • Lowerbound of 95% confidence interval for alpha
    -4.57060
  • Upperbound of 95% confidence interval for alpha
    3.21091
  • Treynor index (mean / b)
    0.62572
  • Jensen alpha (a)
    -0.67985
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.45981
  • Expected Shortfall on VaR
    0.52325
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.24614
  • Expected Shortfall on VaR
    0.48599
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    8.00000
  • Minimum
    0.42817
  • Quartile 1
    0.94144
  • Median
    0.99449
  • Quartile 3
    1.03117
  • Maximum
    1.16050
  • Mean of quarter 1
    0.65166
  • Mean of quarter 2
    0.97894
  • Mean of quarter 3
    1.00292
  • Mean of quarter 4
    1.12579
  • Inter Quartile Range
    0.08973
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.12500
  • Mean of outliers low
    0.42817
  • 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)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.00537
  • Quartile 1
    0.16427
  • Median
    0.32318
  • Quartile 3
    0.48208
  • Maximum
    0.64099
  • Mean of quarter 1
    0.00537
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.64099
  • Inter Quartile Range
    0.31781
  • 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)
    -0.81420
  • Compounded annual return (geometric extrapolation)
    -0.69086
  • Calmar ratio (compounded annual return / max draw down)
    -1.07780
  • Compounded annual return / average of 25% largest draw downs
    -1.07780
  • Compounded annual return / Expected Shortfall lognormal
    -1.32032
  • 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
    2.81870
  • SD
    3.23075
  • Sharpe ratio (Glass type estimate)
    0.87246
  • Sharpe ratio (Hedges UMVUE)
    0.86985
  • df
    251.00000
  • t
    0.74674
  • p
    0.22796
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.41963
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.16283
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.42137
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.16107
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.95388
  • Upside Potential Ratio
    12.23160
  • Upside part of mean
    5.79072
  • Downside part of mean
    -2.97201
  • Upside SD
    3.19300
  • Downside SD
    0.47342
  • N nonnegative terms
    66.00000
  • N negative terms
    186.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    252.00000
  • Mean of predictor
    0.25326
  • Mean of criterion
    2.81870
  • SD of predictor
    0.13849
  • SD of criterion
    3.23075
  • Covariance
    -0.01097
  • r
    -0.02452
  • b (slope, estimate of beta)
    -0.57197
  • a (intercept, estimate of alpha)
    2.96356
  • Mean Square Error
    10.47320
  • DF error
    250.00000
  • t(b)
    -0.38779
  • p(b)
    0.65075
  • t(a)
    0.77999
  • p(a)
    0.21807
  • Lowerbound of 95% confidence interval for beta
    -3.47683
  • Upperbound of 95% confidence interval for beta
    2.33290
  • Lowerbound of 95% confidence interval for alpha
    -4.51956
  • Upperbound of 95% confidence interval for alpha
    10.44670
  • Treynor index (mean / b)
    -4.92809
  • Jensen alpha (a)
    2.96356
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.71207
  • SD
    1.65972
  • Sharpe ratio (Glass type estimate)
    0.42903
  • Sharpe ratio (Hedges UMVUE)
    0.42774
  • df
    251.00000
  • t
    0.36720
  • p
    0.35689
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.86167
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.71893
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.86251
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.71800
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.39577
  • Upside Potential Ratio
    7.46368
  • Upside part of mean
    3.80768
  • Downside part of mean
    -3.09561
  • Upside SD
    1.57638
  • Downside SD
    0.51016
  • N nonnegative terms
    66.00000
  • N negative terms
    186.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    252.00000
  • Mean of predictor
    0.24361
  • Mean of criterion
    0.71207
  • SD of predictor
    0.13855
  • SD of criterion
    1.65972
  • Covariance
    -0.00669
  • r
    -0.02910
  • b (slope, estimate of beta)
    -0.34857
  • a (intercept, estimate of alpha)
    0.79698
  • Mean Square Error
    2.76336
  • DF error
    250.00000
  • t(b)
    -0.46026
  • p(b)
    0.67713
  • t(a)
    0.40851
  • p(a)
    0.34163
  • Lowerbound of 95% confidence interval for beta
    -1.84015
  • Upperbound of 95% confidence interval for beta
    1.14301
  • Lowerbound of 95% confidence interval for alpha
    -3.04543
  • Upperbound of 95% confidence interval for alpha
    4.63940
  • Treynor index (mean / b)
    -2.04283
  • Jensen alpha (a)
    0.79698
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.13508
  • Expected Shortfall on VaR
    0.16637
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02497
  • Expected Shortfall on VaR
    0.05286
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    252.00000
  • Minimum
    0.76292
  • Quartile 1
    0.99566
  • Median
    1.00000
  • Quartile 3
    1.00099
  • Maximum
    3.71216
  • Mean of quarter 1
    0.96634
  • Mean of quarter 2
    0.99919
  • Mean of quarter 3
    1.00004
  • Mean of quarter 4
    1.06733
  • Inter Quartile Range
    0.00534
  • Number outliers low
    43.00000
  • Percentage of outliers low
    0.17064
  • Mean of outliers low
    0.95381
  • Number of outliers high
    39.00000
  • Percentage of outliers high
    0.15476
  • Mean of outliers high
    1.10593
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.76255
  • VaR(95%) (moments method)
    0.02577
  • Expected Shortfall (moments method)
    0.12359
  • Extreme Value Index (regression method)
    0.36279
  • VaR(95%) (regression method)
    0.03230
  • Expected Shortfall (regression method)
    0.06836
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00062
  • Quartile 1
    0.01051
  • Median
    0.02492
  • Quartile 3
    0.08236
  • Maximum
    0.73607
  • Mean of quarter 1
    0.00511
  • Mean of quarter 2
    0.02065
  • Mean of quarter 3
    0.03786
  • Mean of quarter 4
    0.31561
  • Inter Quartile Range
    0.07185
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    0.73607
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.86845
  • VaR(95%) (moments method)
    0.38109
  • Expected Shortfall (moments method)
    3.09322
  • Extreme Value Index (regression method)
    3.70718
  • VaR(95%) (regression method)
    1.62201
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.95160
  • Compounded annual return (geometric extrapolation)
    1.05859
  • Calmar ratio (compounded annual return / max draw down)
    1.43815
  • Compounded annual return / average of 25% largest draw downs
    3.35415
  • Compounded annual return / Expected Shortfall lognormal
    6.36268
  • 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
    3.88440
  • SD
    3.90795
  • Sharpe ratio (Glass type estimate)
    0.99397
  • Sharpe ratio (Hedges UMVUE)
    0.98961
  • df
    171.00000
  • t
    0.70285
  • p
    0.46585
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.78121
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.76641
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.78418
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.76340
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.86887
  • Upside Potential Ratio
    13.50320
  • Upside part of mean
    7.63617
  • Downside part of mean
    -3.75176
  • Upside SD
    3.86101
  • Downside SD
    0.56551
  • N nonnegative terms
    36.00000
  • N negative terms
    136.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    0.32456
  • Mean of criterion
    3.88440
  • SD of predictor
    0.14699
  • SD of criterion
    3.90795
  • Covariance
    -0.02066
  • r
    -0.03596
  • b (slope, estimate of beta)
    -0.95612
  • a (intercept, estimate of alpha)
    4.19472
  • Mean Square Error
    15.34210
  • DF error
    170.00000
  • t(b)
    -0.46921
  • p(b)
    0.51798
  • t(a)
    0.75192
  • p(a)
    0.47121
  • Lowerbound of 95% confidence interval for beta
    -4.97859
  • Upperbound of 95% confidence interval for beta
    3.06635
  • Lowerbound of 95% confidence interval for alpha
    -6.81766
  • Upperbound of 95% confidence interval for alpha
    15.20710
  • Treynor index (mean / b)
    -4.06266
  • Jensen alpha (a)
    4.19472
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.81678
  • SD
    2.00154
  • Sharpe ratio (Glass type estimate)
    0.40807
  • Sharpe ratio (Hedges UMVUE)
    0.40628
  • df
    171.00000
  • t
    0.28855
  • p
    0.48596
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.36460
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.17969
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.36586
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.17842
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.33815
  • Upside Potential Ratio
    7.77436
  • Upside part of mean
    4.74530
  • Downside part of mean
    -3.92852
  • Upside SD
    1.90059
  • Downside SD
    0.61038
  • N nonnegative terms
    36.00000
  • N negative terms
    136.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    0.31367
  • Mean of criterion
    0.81678
  • SD of predictor
    0.14697
  • SD of criterion
    2.00154
  • Covariance
    -0.01372
  • r
    -0.04664
  • b (slope, estimate of beta)
    -0.63523
  • a (intercept, estimate of alpha)
    1.01603
  • Mean Square Error
    4.02096
  • DF error
    170.00000
  • t(b)
    -0.60882
  • p(b)
    0.52332
  • t(a)
    0.35592
  • p(a)
    0.48636
  • Lowerbound of 95% confidence interval for beta
    -2.69488
  • Upperbound of 95% confidence interval for beta
    1.42442
  • Lowerbound of 95% confidence interval for alpha
    -4.61910
  • Upperbound of 95% confidence interval for alpha
    6.65115
  • Treynor index (mean / b)
    -1.28579
  • Jensen alpha (a)
    1.01603
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.16065
  • Expected Shortfall on VaR
    0.19703
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03294
  • Expected Shortfall on VaR
    0.06836
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    172.00000
  • Minimum
    0.76292
  • Quartile 1
    0.99927
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    3.71216
  • Mean of quarter 1
    0.95647
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.08882
  • Inter Quartile Range
    0.00073
  • Number outliers low
    43.00000
  • Percentage of outliers low
    0.25000
  • Mean of outliers low
    0.95647
  • Number of outliers high
    34.00000
  • Percentage of outliers high
    0.19767
  • Mean of outliers high
    1.11228
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.11065
  • VaR(95%) (moments method)
    0.01390
  • Expected Shortfall (moments method)
    0.02254
  • Extreme Value Index (regression method)
    0.18744
  • VaR(95%) (regression method)
    0.04003
  • Expected Shortfall (regression method)
    0.07317
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.01578
  • Quartile 1
    0.02687
  • Median
    0.04885
  • Quartile 3
    0.08328
  • Maximum
    0.73607
  • Mean of quarter 1
    0.02132
  • Mean of quarter 2
    0.04885
  • Mean of quarter 3
    0.08328
  • Mean of quarter 4
    0.73607
  • Inter Quartile Range
    0.05642
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.20000
  • Mean of outliers high
    0.73607
  • 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)
    1.02379
  • Compounded annual return (geometric extrapolation)
    1.28582
  • Calmar ratio (compounded annual return / max draw down)
    1.74686
  • Compounded annual return / average of 25% largest draw downs
    1.74686
  • Compounded annual return / Expected Shortfall lognormal
    6.52606

Strategy Description

Gambling is a fundamental brick in the foundation of economic and investment thinking 13ââ,¬Å  moreover, if one expects to beat the markets, risk is a necessary component to success. GooTrader is an unorthodox, proprietary, swing duration (1-4 days), trading system that is structured around hype and bad news. The system is designed to accommodate temporary LONG and SHORT positions into oversold and overbought companies amongst the array of four exchanges. As investors, we tend to think of 1Crisk 1D in predominantly negative terms, as something to be avoided or a threat that we hope won't materialize. In reality, risk is inseparable from performance, and rather than being desirable or undesirable, is simply necessary. GooTrader is simple to follow, safe (low peak-to-valley drawdown), and effective. Its signals are generated by mathematical derivations and relations of price and volume. Some elements look at various correlations between different markets before opening a trade, employing a top-down approach that begins with broad-based macro analysis. Various sentiment indicators such as volatility, hype elasticity and AX movement on Level 2 quotes also used to forecast price movements and density of prices.

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. For any trading system on our Web site, we assume you will invest the amount that appears as the starting amount of that system's performance chart.
  • 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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