Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2011  +30.7%  +38.0%  +59.4%  +13.4%  (97.8%)  (1022.5%)  (24.6%)  (3.8%)  (3.6%)  (3.5%)  (3.4%)  (191.9%)  
2012  (3.3%)  (13.5%)  (3.7%)  (3.5%)  (3.4%)  (3.3%)  (3.2%)  (3.1%)  (3%)  (2.9%)  (2.8%)  (2.7%)  (21.9%) 
2013  (2.7%)  (2.6%)  (2.5%)  (2.5%)  (2.4%)  (4.7%)    (2.3%)  (2.2%)  (4.3%)  (2.1%)  (2%)  (34.8%) 
2014  (2%)  (1.9%)  (1.9%)  (1.9%)  (1.8%)  (1.8%)  (1.8%)  (1.7%)  (1.7%)  (1.7%)  (1.7%)  (1.6%)  (23.8%) 
2015  (1.6%)  (1.6%)  (1.6%)  (1.5%)  (1.5%)  (8%) 
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.
Started  $5,000  
Buy Power  $1,483  
Cash  $1  
Equity  $1  
Cumulative $  ($3,516)  
Total System Equity  $1,483  
Margined  $1  
Open P/L  $0  
Data has been delayed by 120 hours for nonsubscribers 
System developer has asked us to delay this information by 120 hours.
Closed Trades
CSVOpened ET  B/S  #  Symbol  Price  Closed  Price  DD  P/L  

6/16/11 10:59  BUY  4  VIX1117H24  VIX Aug17'11 24 call  2.35  2/15/12 20:07  0.00  137.03%

($944) Includes Typical Broker Commission and AutoTrade Fees trade costs of $3.80 

6/2/11 12:49  BUY  33  VIX1120G35  VIX Jul20'11 35 call  0.38  2/15/12 20:06  0.00  182.22%

($1,281) Includes Typical Broker Commission and AutoTrade Fees trade costs of $31.35 

6/8/11 9:58  BUY  11  BVZ1120G20  BVZ Jul20'11 20 call  1.90  2/15/12 20:06  1.73  28.72%

($218) Includes Typical Broker Commission and AutoTrade Fees trade costs of $20.90 

6/27/11 10:25  SELL  30  SLV1122S29  SLV Jul22'11 29 put  0.20  7/17 9:03  0.00  1.48%

$572 Includes Typical Broker Commission and AutoTrade Fees trade costs of $28.50 

6/2/11 9:46  BUY  85  SLV1122S32  SLV Jul22'11 32 put  0.89  7/17 9:01  0.00  487.8%

($7,676) Includes Typical Broker Commission and AutoTrade Fees trade costs of $80.75 

6/23/11 12:22  BUY  10  SLV1108G36  SLV Jul8'11 36 call  0.23  7/2 9:00  0.00  4.52%

($240) Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.50 

6/27/11 10:30  BUY  17  SLV1108G34  SLV Jul8'11 34 call  0.33  7/2 9:00  0.00  11.02%

($577) Includes Typical Broker Commission and AutoTrade Fees trade costs of $16.15 

6/16/11 10:13  BUY  40  SLV1124F37  SLV Jun24'11 37 call  0.19  6/25 9:00  0.00  7.03%

($797) Includes Typical Broker Commission and AutoTrade Fees trade costs of $38.00 

6/20/11 9:48  BUY  15  SLV1124R34  SLV Jun24'11 34 put  0.31  6/24 12:35  0.12  6.03%

($314) Includes Typical Broker Commission and AutoTrade Fees trade costs of $28.50 

6/20/11 9:45  SELL  55  SLV1116S30  SLV Jul16'11 30 put  0.23  6/23 12:20  0.23  3.02%

($105) Includes Typical Broker Commission and AutoTrade Fees trade costs of $104.50 

6/1/11 12:12  BUY  3  VIX1117H17  VIX Aug17'11 17 call  4.00  6/23 12:19  5.00  0.97%

$294 Includes Typical Broker Commission and AutoTrade Fees trade costs of $5.70 

6/6/11 11:50  BUY  20  SLV1124R32  SLV Jun24'11 32 put  0.16  6/19 9:06  0.00  2.94%

($344) Includes Typical Broker Commission and AutoTrade Fees trade costs of $19.00 

6/15/11 9:40  BUY  20  SLV1118F35  SLV Jun18'11 35 call  0.37  6/16 10:07  0.18  3.23%

($418) Includes Typical Broker Commission and AutoTrade Fees trade costs of $38.00 

6/15/11 15:59  SELL  20  SLV1118F36  SLV Jun18'11 36 call  0.12  6/16 10:07  0.05  0.16%

$102 Includes Typical Broker Commission and AutoTrade Fees trade costs of $38.00 

6/14/11 9:38  BUY  15  SLV1118F34  SLV Jun18'11 34 call  0.59  6/15 9:32  0.76  0.6%

$227 Includes Typical Broker Commission and AutoTrade Fees trade costs of $28.50 

6/14/11 9:39  SELL  15  SLV1118F35  SLV Jun18'11 35 call  0.23  6/15 9:32  0.27  2.42%

($89) Includes Typical Broker Commission and AutoTrade Fees trade costs of $28.50 

6/13/11 10:03  BUY  15  SLV1118F35  SLV Jun18'11 35 call  0.39  6/14 9:36  0.24  1.98%

($254) Includes Typical Broker Commission and AutoTrade Fees trade costs of $28.50 

6/1/11 12:02  BUY  48  SLV1116G38  SLV Jul16'11 38 call  1.78  6/13 15:48  0.46  52.36%

($6,405) Includes Typical Broker Commission and AutoTrade Fees trade costs of $91.20 

6/13/11 9:47  SELL  48  SLV1116G39  SLV Jul16'11 39 call  0.39  6/13 15:48  0.34  1.92%

$149 Includes Typical Broker Commission and AutoTrade Fees trade costs of $91.20 

6/13/11 9:49  BUY  48  SLV1116G40  SLV Jul16'11 40 call  0.28  6/13 9:53  0.27  0.38%

($139) Includes Typical Broker Commission and AutoTrade Fees trade costs of $91.20 

6/6/11 10:39  BUY  25  SLV1118F40  SLV Jun18'11 40 call  0.04  6/11 9:00  0.00  0.8%

($124) Includes Typical Broker Commission and AutoTrade Fees trade costs of $23.75 

6/6/11 9:56  SELL  35  SLV1118F38  SLV Jun18'11 38 call  0.19  6/11 9:00  0.00  8.53%

$632 Includes Typical Broker Commission and AutoTrade Fees trade costs of $33.25 

6/2/11 15:14  BUY  4  VIX1120S17  VIX Jul20'11 17 put  0.90  6/8 9:55  0.70  0.48%

($88) Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.60 

6/3/11 11:36  BUY  35  SLV1110R33  SLV Jun10'11 33 put  0.29  6/6 11:46  0.08  4.71%

($802) Includes Typical Broker Commission and AutoTrade Fees trade costs of $66.50 

6/2/11 12:26  BUY  10  SLV1110R35  SLV Jun10'11 35 put  1.06  6/6 11:46  0.35  4.71%

($724) Includes Typical Broker Commission and AutoTrade Fees trade costs of $19.00 

6/2/11 12:39  BUY  30  SLV1110F37  SLV Jun10'11 37 call  0.30  6/6 9:36  0.42  1.85%

$293 Includes Typical Broker Commission and AutoTrade Fees trade costs of $57.00 

6/1/11 12:04  BUY  20  SLV1118R36  SLV Jun18'11 36 put  0.90  6/3 9:33  1.95  n/a  $2,072 Includes Typical Broker Commission and AutoTrade Fees trade costs of $38.00 

6/1/11 12:04  BUY  25  SLV1103R36  SLV Jun3'11 36 put  0.18  6/2 9:34  0.40  n/a  $496 Includes Typical Broker Commission and AutoTrade Fees trade costs of $47.50 

6/1/11 11:13  SELL  25  SLV1103R36  SLV Jun3'11 36 put  0.16  6/1 11:37  0.17  0.09%

($65) Includes Typical Broker Commission and AutoTrade Fees trade costs of $47.50 

6/1/11 10:01  SELL  45  SLV1103F38  SLV Jun3'11 38 call  0.17  6/1 11:37  0.35  5.39%

($896) Includes Typical Broker Commission and AutoTrade Fees trade costs of $85.50 
Statistics
 Strategy began2/8/2011
 Age52 months ago
 What it tradesOptions
 # Trades106
 # Profitable38
 % Profitable35.80%
 Avg trade duration12.6 days
 Max peaktovalley drawdown100%
 drawdown periodAug 09, 2011  May 20, 2015
 Annual Return (Compounded)0.0%
 Avg win$1,357
 Avg loss$810.33
 W:L ratio0.94:1
 Open PL$0.00
 Open PL (start day)$0.00
 Open PL Change $$0.00
 Open PL Change %n/a
 Close PL($3,516)
 Closed PL (start day)($3,516)
 Closed PL Change $($0.11)
 Closed PL Change %n/a
 Equity$1,483
 Equity (start day)$1,484
 Equity Change $($0.11)
 Equity Change %0.01%
 GENERAL STATISTICS
 Age1565
 # Trades106
 Starting Unit Size5000
 Avg Trade Length12.6
 PROFIT
 Profit Factor0.9
 SORTINO STATISTICS
 Sortino Ratio0.515
 CALMAR STATISTICS
 Calmar Ratio0.481
 Ann Return (w trading costs)n/a
 SHARPE STATISTICS
 Sharpe Ratio0.425
 Ann Return (Compnd, No Fees)24.6%
 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%
 PROFIT STATISTICS
 APD0.11
 DRAW DOWN STATISTICS
 Max Drawdown100.0%
 POPULARITY STATISTICS
 Popularity (Today)0
 Popularity (Last 6 weeks)0
 TOS STATISTICS
 Trades Own System?0
 TOS percentn/a
 BILLING STATISTICS
 Subscription Price$150
 Billing Period (days)30
 Trial Days0
 WIN STATISTICS
 Avg Loss$810
 Avg Win$1,358
 # Winners38
 # Losers68
 % Winners35.9%
 TIME STATISTICS
 Avg Position Time (mins)18190.10
 Avg Position Time (hrs)303.17
 OWNER STATISTICS
 Developer
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.51140
 SD1.37490
 Sharpe ratio (Glass type estimate)0.37195
 Sharpe ratio (Hedges UMVUE)0.35910
 df22.00000
 t0.51495
 p0.30586
 Lowerbound of 95% confidence interval for Sharpe Ratio1.05211
 Upperbound of 95% confidence interval for Sharpe Ratio1.78772
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.06058
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77878
 Statistics related to Sortino ratio
 Sortino ratio0.64388
 Upside Potential Ratio1.85142
 Upside part of mean1.47047
 Downside part of mean0.95907
 Upside SD1.09505
 Downside SD0.79424
 N nonnegative terms4.00000
 N negative terms19.00000
 Statistics related to linear regression on benchmark
 N of observations23.00000
 Mean of predictor0.25386
 Mean of criterion0.51140
 SD of predictor0.18906
 SD of criterion1.37490
 Covariance0.07254
 r0.27905
 b (slope, estimate of beta)2.02927
 a (intercept, estimate of alpha)0.00375
 Mean Square Error1.82615
 DF error21.00000
 t(b)1.33166
 p(b)0.32469
 t(a)0.00357
 p(a)0.50050
 Lowerbound of 95% confidence interval for beta1.13979
 Upperbound of 95% confidence interval for beta5.19833
 Lowerbound of 95% confidence interval for alpha2.18726
 Upperbound of 95% confidence interval for alpha2.17977
 Treynor index (mean / b)0.25201
 Jensen alpha (a)0.00375
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.64370
 SD1.80132
 Sharpe ratio (Glass type estimate)0.35735
 Sharpe ratio (Hedges UMVUE)0.34501
 df22.00000
 t0.49473
 p0.68715
 Lowerbound of 95% confidence interval for Sharpe Ratio1.77294
 Upperbound of 95% confidence interval for Sharpe Ratio1.06624
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.76438
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.07437
 Statistics related to Sortino ratio
 Sortino ratio0.40533
 Upside Potential Ratio0.68384
 Upside part of mean1.08602
 Downside part of mean1.72973
 Upside SD0.78492
 Downside SD1.58812
 N nonnegative terms4.00000
 N negative terms19.00000
 Statistics related to linear regression on benchmark
 N of observations23.00000
 Mean of predictor0.23478
 Mean of criterion0.64370
 SD of predictor0.18385
 SD of criterion1.80132
 Covariance0.06922
 r0.20902
 b (slope, estimate of beta)2.04789
 a (intercept, estimate of alpha)1.12450
 Mean Square Error3.25077
 DF error21.00000
 t(b)0.97946
 p(b)0.36791
 t(a)0.80797
 p(a)0.60998
 Lowerbound of 95% confidence interval for beta2.30024
 Upperbound of 95% confidence interval for beta6.39602
 Lowerbound of 95% confidence interval for alpha4.01884
 Upperbound of 95% confidence interval for alpha1.76984
 Treynor index (mean / b)0.31433
 Jensen alpha (a)1.12450
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.59706
 Expected Shortfall on VaR0.67018
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.24791
 Expected Shortfall on VaR0.51549
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations23.00000
 Minimum0.13620
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum2.16327
 Mean of quarter 10.69626
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.47029
 Inter Quartile Range0.00000
 Number outliers low3.00000
 Percentage of outliers low0.13043
 Mean of outliers low0.39252
 Number of outliers high4.00000
 Percentage of outliers high0.17391
 Mean of outliers high1.70543
 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)0.77908
 VaR(95%) (regression method)0.43959
 Expected Shortfall (regression method)0.56339
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations1.00000
 Minimum0.96310
 Quartile 10.96310
 Median0.96310
 Quartile 30.96310
 Maximum0.96310
 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)0.36689
 Compounded annual return (geometric extrapolation)0.46940
 Calmar ratio (compounded annual return / max draw down)0.48739
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal0.70042
 0.00000
 0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.36746
 SD1.40058
 Sharpe ratio (Glass type estimate)0.26236
 Sharpe ratio (Hedges UMVUE)0.26207
 df668.00000
 t0.36588
 p0.35729
 Lowerbound of 95% confidence interval for Sharpe Ratio1.14321
 Upperbound of 95% confidence interval for Sharpe Ratio1.66783
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.14345
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.66758
 Statistics related to Sortino ratio
 Sortino ratio0.43030
 Upside Potential Ratio3.99525
 Upside part of mean3.41175
 Downside part of mean3.04429
 Upside SD1.10898
 Downside SD0.85395
 N nonnegative terms80.00000
 N negative terms589.00000
 Statistics related to linear regression on benchmark
 N of observations669.00000
 Mean of predictor0.25799
 Mean of criterion0.36746
 SD of predictor0.22225
 SD of criterion1.40058
 Covariance0.02021
 r0.06494
 b (slope, estimate of beta)0.40925
 a (intercept, estimate of alpha)0.47304
 Mean Square Error1.95627
 DF error667.00000
 t(b)1.68072
 p(b)0.95336
 t(a)0.47073
 p(a)0.31899
 Lowerbound of 95% confidence interval for beta0.88736
 Upperbound of 95% confidence interval for beta0.06886
 Lowerbound of 95% confidence interval for alpha1.50014
 Upperbound of 95% confidence interval for alpha2.44623
 Treynor index (mean / b)0.89789
 Jensen alpha (a)0.47304
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.63455
 SD1.49180
 Sharpe ratio (Glass type estimate)0.42536
 Sharpe ratio (Hedges UMVUE)0.42488
 df668.00000
 t0.59318
 p0.72337
 Lowerbound of 95% confidence interval for Sharpe Ratio1.83088
 Upperbound of 95% confidence interval for Sharpe Ratio0.98038
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.83051
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.98075
 Statistics related to Sortino ratio
 Sortino ratio0.51525
 Upside Potential Ratio2.42818
 Upside part of mean2.99038
 Downside part of mean3.62493
 Upside SD0.84061
 Downside SD1.23153
 N nonnegative terms80.00000
 N negative terms589.00000
 Statistics related to linear regression on benchmark
 N of observations669.00000
 Mean of predictor0.23318
 Mean of criterion0.63455
 SD of predictor0.22268
 SD of criterion1.49180
 Covariance0.00898
 r0.02702
 b (slope, estimate of beta)0.18101
 a (intercept, estimate of alpha)0.59234
 Mean Square Error2.22717
 DF error667.00000
 t(b)0.69804
 p(b)0.75730
 t(a)0.55263
 p(a)0.70965
 Lowerbound of 95% confidence interval for beta0.69016
 Upperbound of 95% confidence interval for beta0.32815
 Lowerbound of 95% confidence interval for alpha2.69695
 Upperbound of 95% confidence interval for alpha1.51227
 Treynor index (mean / b)3.50566
 Jensen alpha (a)0.59234
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.12554
 Expected Shortfall on VaR0.15407
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.02840
 Expected Shortfall on VaR0.06354
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations669.00000
 Minimum0.26734
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum2.16327
 Mean of quarter 10.96486
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.03974
 Inter Quartile Range0.00000
 Number outliers low79.00000
 Percentage of outliers low0.11809
 Mean of outliers low0.92527
 Number of outliers high80.00000
 Percentage of outliers high0.11958
 Mean of outliers high1.08297
 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)0.42309
 VaR(95%) (regression method)0.02736
 Expected Shortfall (regression method)0.09249
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations9.00000
 Minimum0.03983
 Quartile 10.04796
 Median0.06753
 Quartile 30.14274
 Maximum0.96616
 Mean of quarter 10.04435
 Mean of quarter 20.06537
 Mean of quarter 30.12378
 Mean of quarter 40.55965
 Inter Quartile Range0.09478
 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 high0.96616
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.91200
 VaR(95%) (moments method)0.59235
 Expected Shortfall (moments method)6.86026
 Extreme Value Index (regression method)5.28804
 VaR(95%) (regression method)6.14932
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.36159
 Compounded annual return (geometric extrapolation)0.46452
 Calmar ratio (compounded annual return / max draw down)0.48079
 Compounded annual return / average of 25% largest draw downs0.83002
 Compounded annual return / Expected Shortfall lognormal3.01511
 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
 Mean0.00995
 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 ratio18.54720
 Upside Potential Ratio0.00000
 Upside part of mean0.00000
 Downside part of mean0.00995
 Upside SD0.00000
 Downside SD0.00054
 N nonnegative terms0.00000
 N negative terms172.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.23132
 Mean of criterion0.00995
 SD of predictor0.16320
 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
 Mean0.00995
 SD0.00000
 Sharpe ratio (Glass type estimate)31576300000000000.00000
 Sharpe ratio (Hedges UMVUE)31437600000000000.00000
 df171.00000
 t22327800000000000.00000
 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 approximation34769500000000000.00000
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation28105800000000000.00000
 Statistics related to Sortino ratio
 Sortino ratio18.54720
 Upside Potential Ratio0.00000
 Upside part of mean0.00000
 Downside part of mean0.00995
 Upside SD0.00000
 Downside SD0.00054
 N nonnegative terms0.00000
 N negative terms172.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.21799
 Mean of criterion0.00995
 SD of predictor0.16335
 SD of criterion0.00000
 Covariance0.00000
 r0.00000
 b (slope, estimate of beta)0.00000
 a (intercept, estimate of alpha)0.00995
 Mean Square Error0.00000
 DF error170.00000
 t(b)0.00000
 p(b)0.50000
 t(a)22204700000000000.00000
 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 alpha0.00995
 Upperbound of 95% confidence interval for alpha0.00995
 Treynor index (mean / b)129802000000000009673670536462336.00000
 Jensen alpha (a)0.00995
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.00003
 Expected Shortfall on VaR0.00003
 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 observations172.00000
 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
System supports manual and autotrading. Signals are sent out realtime between the hours of 0930 and 1600 EST (East Coast USA regular equity market hours).Accounts trading this system must be:
1) Margin accounts
2) Options enabled
3) Able to sell covered options
The minimum recommended account size is $5,000.
Silver Alpha WILL NOT violate the "Patternday trader" rule, meaning this system will never execute 4 or more day trades within a consecutive 5 day period. This control exists for subscribers with accounts below $25k.
Silver Alpha strategies vary based on market conditions, but they are all limitedrisk strategies that look to exploit volatility, time decay and market direction. Strategies include, but are not limited to, butterflies, long options condors, backspreads, calenders, debit and credit spreads, straddles and strangles. Due to the volatile nature of this market we do not employ any naked short strategies. Directionally, we at times be neutral, bullish or bearish depending what we feel the right market condition is. We apply hedging strategies whenever a directional stance is taken.
Research: Technical analysis, fundamental analysis, COT (Commitment of Trader) data, bullion lease rates and forwardthinking market intelligence augmented by macroeconomic and Fed policy analysis.
In addition to trading signals you will be provided with weekly commentary in the system forum and highlyresponsive customer service in the form of less than 24hr response to any private messages. I usually respond within 1 to 4 hours of receiving your message.
Why focus on silver?
1) Silver has been one of the best performing commodities over the past 3, 5 and 10 years. That trend will continue for another 10 years.
2) Recent drastic changes to global monetary policy are casting a spotlight on the meaning of "fiat" vs "hard" currency. As a result an increasing number of financial players are reawakening to the fact that gold and silver are currencies. This is evident in the massive increase in volumes in the SLV ETF, the liquidity of which now occasionally surpasses even the S&P 500 ETF (SPY).
3) I have real world professional experience trading silver. By combining my options riskmanagement experience with a focus on silver I aim to provide my subscribers with a competitive advantage and produce outsized returns.
Silver is known for its volatility, a welldeserved reputation. My tutelage in the "art" of trading silver has not come easy; think many years and many tears. By subscribing to this system, you are, in essence, directly benefiting (or suffering?) from my harrowing market education in return for a monthly subscription fee. As the gold/silver ratio continues its compression from 70to1 (2001) to the inevitable 7:1 (2012? 2015? Ask Bernanke!), I recognize that there will be increasing demand from traders and investors for a system attuned to the specifics of this white metal market.
You will not see me advertised by any brokers because my strategy is not brokercommissionfriendly, it aims to provide best possible absolute returns to subscribers. Hence the name "Silver Alpha", not "Silver Broker's Dream".
Liquidity is a priority objective, behind only performance and capital preservation.
Closed trade data is delayed for 5 days in order to allow nonsubscribers to see an uptodate snapshot of performance while maintaining the integrity of subscriber privilege.
About Me:
 BSc in Economics from The Wharton School at the University of Pennsylvania. Finance concentration.
 8 years of financial services experience spanning corporate finance, investment banking, commodities and hedge funds.
I have been trading the silver market for years using the principles represented by the Silver Alpha system. I have recently become an independent money manager and decided to take advantage of the C2 platform due to no longer being contractually restricted by an employer.
NOTE: This is an options system for investors seeking outsized returns over time, not an FX system that one can overleverage in order to opportunistically take advantage of a low drawdown. I've noticed that FX systems are incredibly popular here on C2 for this very reason, which is comical since one large drawdown would wipeout your entire account using that strategy.
Welcome to a new pattern of absolute return, and Silver Alpha.
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. 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 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.