GooTrader (81054665)
Subscription terms. Subscriptions to this system cost $29.95 per month.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2013  +2.2%  (4.6%)  +10.6%  (8.6%)  +20.0%  (56.8%)  (64.1%)  (44.7%)  (89.9%)  
2014      (2.7%)    (17.5%)    +1523.6%            +1203.0% 
2015                          0.0 
2016                          0.0 
2017                        0.0 
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  $10,000  
Buy Power  $16,969  
Cash  $16,969  
Equity  $0  
Cumulative $  $6,969  
Includes dividends and cashsettled expirations:  $152  Itemized 
Total System Equity  $16,969  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began5/23/2013

Starting Unit Size$10,000

Strategy Age (days)1639.91

Age55 months ago

What it tradesStocks

# Trades54

# Profitable35

% Profitable64.80%

Avg trade duration12.0 days

Max peaktovalley drawdown94.37%

drawdown periodSept 26, 2013  May 15, 2014

Annual Return (Compounded)6.4%

Avg win$289.34

Avg loss$173.95
 Model Account Values (Raw)

Cash$16,969

Margin Used$0

Buying Power$16,969
 Ratios

W:L ratio3.11:1

Sharpe Ratio0.559

Sortino Ratio3.861

Calmar Ratio0.487
 Return Statistics

Ann Return (w trading costs)6.4%

Ann Return (Compnd, No Fees)12.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss100.00%

Chance of 40% account loss100.00%

Chance of 50% account loss100.00%
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days7
 Win / Loss

Avg Loss$174

Avg Win$289

# Winners35

# Losers19

% Winners64.8%
 Frequency

Avg Position Time (mins)17258.10

Avg Position Time (hrs)287.63

Avg Trade Length12.0 days

Last Trade Ago1443
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.32806

SD2.14390

Sharpe ratio (Glass type estimate)0.61946

Sharpe ratio (Hedges UMVUE)0.59322

df18.00000

t0.77947

p0.40965

Lowerbound of 95% confidence interval for Sharpe Ratio0.95947

Upperbound of 95% confidence interval for Sharpe Ratio2.18160

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97641

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.16285
 Statistics related to Sortino ratio

Sortino ratio2.67569

Upside Potential Ratio3.84669

Upside part of mean1.90927

Downside part of mean0.58121

Upside SD2.06277

Downside SD0.49634

N nonnegative terms4.00000

N negative terms15.00000
 Statistics related to linear regression on benchmark

N of observations19.00000

Mean of predictor0.22678

Mean of criterion1.32806

SD of predictor0.11933

SD of criterion2.14390

Covariance0.02970

r0.11607

b (slope, estimate of beta)2.08534

a (intercept, estimate of alpha)0.85515

Mean Square Error4.80112

DF error17.00000

t(b)0.48183

p(b)0.42627

t(a)0.42781

p(a)0.43441

Lowerbound of 95% confidence interval for beta7.04580

Upperbound of 95% confidence interval for beta11.21650

Lowerbound of 95% confidence interval for alpha3.36214

Upperbound of 95% confidence interval for alpha5.07245

Treynor index (mean / b)0.63685

Jensen alpha (a)0.85515
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29330

SD1.26666

Sharpe ratio (Glass type estimate)0.23155

Sharpe ratio (Hedges UMVUE)0.22174

df18.00000

t0.29136

p0.46574

Lowerbound of 95% confidence interval for Sharpe Ratio1.33102

Upperbound of 95% confidence interval for Sharpe Ratio1.78780

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.33756

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.78105
 Statistics related to Sortino ratio

Sortino ratio0.43680

Upside Potential Ratio1.57383

Upside part of mean1.05679

Downside part of mean0.76349

Upside SD1.03744

Downside SD0.67148

N nonnegative terms4.00000

N negative terms15.00000
 Statistics related to linear regression on benchmark

N of observations19.00000

Mean of predictor0.21756

Mean of criterion0.29330

SD of predictor0.11841

SD of criterion1.26666

Covariance0.00603

r0.04022

b (slope, estimate of beta)0.43029

a (intercept, estimate of alpha)0.19968

Mean Square Error1.69607

DF error17.00000

t(b)0.16598

p(b)0.47440

t(a)0.16941

p(a)0.47387

Lowerbound of 95% confidence interval for beta5.03916

Upperbound of 95% confidence interval for beta5.89974

Lowerbound of 95% confidence interval for alpha2.28712

Upperbound of 95% confidence interval for alpha2.68649

Treynor index (mean / b)0.68163

Jensen alpha (a)0.19968
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.43842

Expected Shortfall on VaR0.51380
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.14601

Expected Shortfall on VaR0.30709
 ORDER STATISTICS
 Quartiles of return rates

Number of observations19.00000

Minimum0.48217

Quartile 10.99991

Median1.00000

Quartile 31.00000

Maximum3.57682

Mean of quarter 10.82293

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.60647

Inter Quartile Range0.00009

Number outliers low4.00000

Percentage of outliers low0.21053

Mean of outliers low0.77871

Number of outliers high4.00000

Percentage of outliers high0.21053

Mean of outliers high1.75808
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.58867

VaR(95%) (moments method)0.00599

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.66775

VaR(95%) (regression method)0.21074

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

Number of observations3.00000

Minimum0.00018

Quartile 10.00967

Median0.01916

Quartile 30.35197

Maximum0.68477

Mean of quarter 10.00018

Mean of quarter 20.01916

Mean of quarter 30.00000

Mean of quarter 40.68477

Inter Quartile Range0.34230

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)0.41869

Compounded annual return (geometric extrapolation)0.37879

Calmar ratio (compounded annual return / max draw down)0.55316

Compounded annual return / average of 25% largest draw downs0.55316

Compounded annual return / Expected Shortfall lognormal0.73722

0.00000

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

Mean1.19774

SD2.13897

Sharpe ratio (Glass type estimate)0.55996

Sharpe ratio (Hedges UMVUE)0.55899

df435.00000

t0.72235

p0.23523

Lowerbound of 95% confidence interval for Sharpe Ratio0.96013

Upperbound of 95% confidence interval for Sharpe Ratio2.07947

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.96080

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.07879
 Statistics related to Sortino ratio

Sortino ratio3.86115

Upside Potential Ratio7.93628

Upside part of mean2.46185

Downside part of mean1.26411

Upside SD2.11517

Downside SD0.31020

N nonnegative terms53.00000

N negative terms383.00000
 Statistics related to linear regression on benchmark

N of observations436.00000

Mean of predictor0.25604

Mean of criterion1.19774

SD of predictor0.17691

SD of criterion2.13897

Covariance0.00486

r0.01285

b (slope, estimate of beta)0.15535

a (intercept, estimate of alpha)1.23800

Mean Square Error4.58497

DF error434.00000

t(b)0.26770

p(b)0.60547

t(a)0.74258

p(a)0.22907

Lowerbound of 95% confidence interval for beta1.29594

Upperbound of 95% confidence interval for beta0.98523

Lowerbound of 95% confidence interval for alpha2.03793

Upperbound of 95% confidence interval for alpha4.51295

Treynor index (mean / b)7.70970

Jensen alpha (a)1.23751
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27770

SD1.09407

Sharpe ratio (Glass type estimate)0.25383

Sharpe ratio (Hedges UMVUE)0.25339

df435.00000

t0.32744

p0.37175

Lowerbound of 95% confidence interval for Sharpe Ratio1.26575

Upperbound of 95% confidence interval for Sharpe Ratio1.77312

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26604

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77282
 Statistics related to Sortino ratio

Sortino ratio0.82989

Upside Potential Ratio4.76606

Upside part of mean1.59486

Downside part of mean1.31715

Upside SD1.04046

Downside SD0.33463

N nonnegative terms53.00000

N negative terms383.00000
 Statistics related to linear regression on benchmark

N of observations436.00000

Mean of predictor0.24026

Mean of criterion0.27770

SD of predictor0.17714

SD of criterion1.09407

Covariance0.00277

r0.01428

b (slope, estimate of beta)0.08822

a (intercept, estimate of alpha)0.29890

Mean Square Error1.19950

DF error434.00000

t(b)0.29760

p(b)0.61693

t(a)0.35083

p(a)0.36294

Lowerbound of 95% confidence interval for beta0.67087

Upperbound of 95% confidence interval for beta0.49443

Lowerbound of 95% confidence interval for alpha1.37562

Upperbound of 95% confidence interval for alpha1.97343

Treynor index (mean / b)3.14775

Jensen alpha (a)0.29890
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.10427

Expected Shortfall on VaR0.12895
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01549

Expected Shortfall on VaR0.03385
 ORDER STATISTICS
 Quartiles of return rates

Number of observations436.00000

Minimum0.76295

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum3.71216

Mean of quarter 10.98108

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.03764

Inter Quartile Range0.00000

Number outliers low75.00000

Percentage of outliers low0.17202

Mean of outliers low0.97249

Number of outliers high53.00000

Percentage of outliers high0.12156

Mean of outliers high1.07740
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.67074

VaR(95%) (moments method)0.00227

Expected Shortfall (moments method)0.00289

Extreme Value Index (regression method)0.36686

VaR(95%) (regression method)0.01905

Expected Shortfall (regression method)0.04931
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00681

Quartile 10.01422

Median0.02687

Quartile 30.09354

Maximum0.73337

Mean of quarter 10.00963

Mean of quarter 20.02492

Mean of quarter 30.07121

Mean of quarter 40.42507

Inter Quartile Range0.07933

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.11111

Mean of outliers high0.73337
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.87000

VaR(95%) (moments method)0.41986

Expected Shortfall (moments method)3.42426

Extreme Value Index (regression method)3.73076

VaR(95%) (regression method)2.28503

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.39836

Compounded annual return (geometric extrapolation)0.35746

Calmar ratio (compounded annual return / max draw down)0.48741

Compounded annual return / average of 25% largest draw downs0.84093

Compounded annual return / Expected Shortfall lognormal2.77214

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

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.51311

Mean of criterion0.02791

SD of predictor0.20537

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)9748420000000000.00000

Sharpe ratio (Hedges UMVUE)9692070000000000.00000

df130.00000

t6893170000000000.00000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation10870200000000000.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8513980000000000.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.49166

Mean of criterion0.02791

SD of predictor0.20530

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02791

Mean Square Error0.00000

DF error129.00000

t(b)0.00000

p(b)0.50000

t(a)6792110000000000.00000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02791

Upperbound of 95% confidence interval for alpha0.02791

Treynor index (mean / b)59676499999999996140783644180480.00000

Jensen alpha (a)0.02791
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

Inter Quartile Range0.00000

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 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)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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)0.00000

Compounded annual return (geometric extrapolation)0.00000

Calmar ratio (compounded annual return / max draw down)0.00000

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal0.00000
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 (14 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 peaktovalley 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 topdown approach that begins with broadbased 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.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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