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%)  (1.5%)  (1.5%)  (1.4%)    (12.8%) 
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  1.05  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  1.96  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
 Age56 months ago
 What it tradesOptions
 # Trades106
 # Profitable38
 % Profitable35.80%
 Avg trade duration3876132.1 minutes
 Max peaktovalley drawdown100%
 drawdown periodAug 09, 2011  Aug 16, 2015
 Annual Return (Compounded)0.0%
 Avg win$1,357
 Avg loss$810.34
 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 $($0.12)
 Closed PL Change %n/a
 Equity$1,483
 Equity (start day)$1,484
 Equity Change $($0.12)
 Equity Change %0.01%
 GENERAL STATISTICS
 Age1669
 # Trades106
 Starting Unit Size5000
 Avg Trade Length2691.8
 PROFIT
 Profit Factor0.9
 SORTINO STATISTICS
 Sortino Ratio0.501
 CALMAR STATISTICS
 Calmar Ratio0.460
 Ann Return (w trading costs)n/a
 SHARPE STATISTICS
 Sharpe Ratio0.413
 Ann Return (Compnd, No Fees)23.3%
 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)3876130.00
 Avg Position Time (hrs)64602.20
 Last Trade Ago1297
 OWNER STATISTICS
 Developer
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.48967
 SD1.34502
 Sharpe ratio (Glass type estimate)0.36406
 Sharpe ratio (Hedges UMVUE)0.35204
 df23.00000
 t0.51486
 p0.30578
 Lowerbound of 95% confidence interval for Sharpe Ratio1.02968
 Upperbound of 95% confidence interval for Sharpe Ratio1.75003
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.03759
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.74167
 Statistics related to Sortino ratio
 Sortino ratio0.62979
 Upside Potential Ratio1.81243
 Upside part of mean1.40920
 Downside part of mean0.91952
 Upside SD1.07199
 Downside SD0.77752
 N nonnegative terms4.00000
 N negative terms20.00000
 Statistics related to linear regression on benchmark
 N of observations24.00000
 Mean of predictor0.23319
 Mean of criterion0.48967
 SD of predictor0.18721
 SD of criterion1.34502
 Covariance0.07028
 r0.27912
 b (slope, estimate of beta)2.00541
 a (intercept, estimate of alpha)0.02204
 Mean Square Error1.74397
 DF error22.00000
 t(b)1.36337
 p(b)0.09328
 t(a)0.02216
 p(a)0.49126
 Lowerbound of 95% confidence interval for beta1.04509
 Upperbound of 95% confidence interval for beta5.05592
 Lowerbound of 95% confidence interval for alpha2.04106
 Upperbound of 95% confidence interval for alpha2.08514
 Treynor index (mean / b)0.24418
 Jensen alpha (a)0.02204
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.61730
 SD1.76212
 Sharpe ratio (Glass type estimate)0.35031
 Sharpe ratio (Hedges UMVUE)0.33875
 df23.00000
 t0.49542
 p0.68750
 Lowerbound of 95% confidence interval for Sharpe Ratio1.73613
 Upperbound of 95% confidence interval for Sharpe Ratio1.04299
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.72810
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.05061
 Statistics related to Sortino ratio
 Sortino ratio0.39706
 Upside Potential Ratio0.66944
 Upside part of mean1.04077
 Downside part of mean1.65807
 Upside SD0.76840
 Downside SD1.55468
 N nonnegative terms4.00000
 N negative terms20.00000
 Statistics related to linear regression on benchmark
 N of observations24.00000
 Mean of predictor0.21481
 Mean of criterion0.61730
 SD of predictor0.18201
 SD of criterion1.76212
 Covariance0.06516
 r0.20315
 b (slope, estimate of beta)1.96674
 a (intercept, estimate of alpha)1.03977
 Mean Square Error3.11225
 DF error22.00000
 t(b)0.97314
 p(b)0.17053
 t(a)0.78721
 p(a)0.78022
 Lowerbound of 95% confidence interval for beta2.22460
 Upperbound of 95% confidence interval for beta6.15809
 Lowerbound of 95% confidence interval for alpha3.77900
 Upperbound of 95% confidence interval for alpha1.69947
 Treynor index (mean / b)0.31387
 Jensen alpha (a)1.03977
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.58858
 Expected Shortfall on VaR0.66188
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.23890
 Expected Shortfall on VaR0.49874
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations24.00000
 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 low0.12500
 Mean of outliers low0.39252
 Number of outliers high4.00000
 Percentage of outliers high0.16667
 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)0.43045
 Expected Shortfall (regression method)0.55826
 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)0.35160
 Compounded annual return (geometric extrapolation)0.45521
 Calmar ratio (compounded annual return / max draw down)0.47265
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal0.68775
 0.00000
 0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.34567
 SD1.35949
 Sharpe ratio (Glass type estimate)0.25426
 Sharpe ratio (Hedges UMVUE)0.25399
 df709.00000
 t0.36528
 p0.35750
 Lowerbound of 95% confidence interval for Sharpe Ratio1.11012
 Upperbound of 95% confidence interval for Sharpe Ratio1.61854
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.11033
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.61832
 Statistics related to Sortino ratio
 Sortino ratio0.41700
 Upside Potential Ratio3.87818
 Upside part of mean3.21474
 Downside part of mean2.86907
 Upside SD1.07649
 Downside SD0.82893
 N nonnegative terms80.00000
 N negative terms630.00000
 Statistics related to linear regression on benchmark
 N of observations710.00000
 Mean of predictor0.19645
 Mean of criterion0.34567
 SD of predictor0.22958
 SD of criterion1.35949
 Covariance0.01898
 r0.06082
 b (slope, estimate of beta)0.36014
 a (intercept, estimate of alpha)0.41641
 Mean Square Error1.84397
 DF error708.00000
 t(b)1.62125
 p(b)0.94729
 t(a)0.44008
 p(a)0.33000
 Lowerbound of 95% confidence interval for beta0.79627
 Upperbound of 95% confidence interval for beta0.07599
 Lowerbound of 95% confidence interval for alpha1.44131
 Upperbound of 95% confidence interval for alpha2.27413
 Treynor index (mean / b)0.95981
 Jensen alpha (a)0.41641
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.59848
 SD1.44804
 Sharpe ratio (Glass type estimate)0.41330
 Sharpe ratio (Hedges UMVUE)0.41286
 df709.00000
 t0.59377
 p0.72357
 Lowerbound of 95% confidence interval for Sharpe Ratio1.77763
 Upperbound of 95% confidence interval for Sharpe Ratio0.95123
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77730
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.95157
 Statistics related to Sortino ratio
 Sortino ratio0.50063
 Upside Potential Ratio2.35703
 Upside part of mean2.81770
 Downside part of mean3.41618
 Upside SD0.81598
 Downside SD1.19545
 N nonnegative terms80.00000
 N negative terms630.00000
 Statistics related to linear regression on benchmark
 N of observations710.00000
 Mean of predictor0.17001
 Mean of criterion0.59848
 SD of predictor0.23003
 SD of criterion1.44804
 Covariance0.00856
 r0.02571
 b (slope, estimate of beta)0.16186
 a (intercept, estimate of alpha)0.57096
 Mean Square Error2.09840
 DF error708.00000
 t(b)0.68438
 p(b)0.75302
 t(a)0.56581
 p(a)0.71415
 Lowerbound of 95% confidence interval for beta0.62619
 Upperbound of 95% confidence interval for beta0.30248
 Lowerbound of 95% confidence interval for alpha2.55217
 Upperbound of 95% confidence interval for alpha1.41025
 Treynor index (mean / b)3.69754
 Jensen alpha (a)0.57096
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.12204
 Expected Shortfall on VaR0.14987
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.02689
 Expected Shortfall on VaR0.06025
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations710.00000
 Minimum0.26734
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum2.16327
 Mean of quarter 10.96683
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.03729
 Inter Quartile Range0.00000
 Number outliers low79.00000
 Percentage of outliers low0.11127
 Mean of outliers low0.92527
 Number of outliers high80.00000
 Percentage of outliers high0.11268
 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)0.02516
 Expected Shortfall (regression method)0.08867
 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)0.34070
 Compounded annual return (geometric extrapolation)0.44486
 Calmar ratio (compounded annual return / max draw down)0.46044
 Compounded annual return / average of 25% largest draw downs0.79488
 Compounded annual return / Expected Shortfall lognormal2.96826
 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 predictor0.00067
 Mean of criterion0.00995
 SD of predictor0.22003
 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 predictor0.02344
 Mean of criterion0.00995
 SD of predictor0.22034
 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)22262100000000000.00000
 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)141870000000000001450248589279232.00000
 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.