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Featured Strategy Easiest Rank on Leaderboard #10 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Gold & Silver Metal Miners
(53957115)

Created by: MetalAugmentor MetalAugmentor
Started: 01/2011
Stocks
Last trade: 3,878 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $5.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

-5.2%
Annual Return (Compounded)

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(78.2%)
Max Drawdown
51
Num Trades
33.3%
Win Trades
0.3 : 1
Profit Factor
48.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011(4.4%)+6.1%+4.1%+6.2%(6.9%)(5%)+2.7%+0.4%(10.3%)+5.2%(1.7%)(10.8%)(15.5%)
2012+12.2%+0.7%(9.9%)(7.6%)(7.1%)(4.1%)+0.1%+7.6%+7.6%(5.3%)(7.2%)+2.9%(12.3%)
2013(2.2%)(18.1%)+4.2%(15.3%)+2.8%(20.1%)+1.9%+8.9%(8.3%)+1.4%(10.5%)(1.3%)(47.1%)
2014+16.7%+11.8%(3.4%)(5.9%)(6.4%)+8.4%+4.3%+0.1%(5.4%)(10.5%)(13.5%)+0.8%(7.3%)
2015+18.9%(5.1%)+0.5%(7.3%)+6.9%(3.6%)+1.6%+2.1%+4.5%(3.6%)(0.9%)+5.4%+18.1%
2016+2.1%(0.1%)(1.1%)(0.2%)+1.3%+8.1%+5.2%(1.1%)(1.3%)(1.7%)(5.5%)+1.3%+6.5%
2017+1.9%+2.6%(1.4%)+1.3%(3.4%)(6.3%)(3.5%)+2.6%(3.5%)+0.3%+3.0%+2.1%(4.7%)
2018(3.6%)  -  +0.4%(0.4%)+0.6%(0.9%)(2.9%)(0.7%)(3.1%)+2.7%+0.3%+4.5%(3.3%)
2019(0.9%)(0.4%)  -  (3%)+0.7%+3.7%+0.9%+6.6%(2.6%)(1.7%)(2.4%)+2.1%+2.6%
2020(10.3%)+11.5%(1.2%)+4.0%+2.8%+7.0%+24.7%+5.2%(7.9%)(2.1%)(5.4%)+1.3%+28.2%
2021+0.8%(0.6%)(7.9%)(0.4%)+5.3%(5.3%)+0.2%(1.3%)(1.5%)(3.3%)+1.5%+3.2%(9.5%)
2022(4.1%)+1.6%(0.9%)(3.2%)(5.2%)(2.7%)(1.7%)(1.2%)+2.4%+1.3%+1.7%+2.8%(9.2%)
2023+0.8%(2.1%)+3.7%+0.3%(1.7%)(4.5%)+0.7%+2.2%(2.1%)+3.1%(0.3%)(1.6%)(1.7%)
2024(0.3%)+0.6%+5.0%+5.3%                                                +10.8%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

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Long
Short
Both
Win
Loss
Both
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Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/27/12 15:35 TSX.NGM NORTHERN GOLD MINING INC LONG 14,000 CAD 0.26 9/4/13 14:07 CAD 0.07 5.38%
Trade id #70983499
Max drawdown($2,753)
Time9/4/13 14:07
Quant open0
Worst price0.07
Drawdown as % of equity-5.38%
 ($2,062)
Includes Typical Broker Commissions trade costs of $4.57
10/25/11 12:00 TSX.CPN CARPATHIAN GOLD INC LONG 5,000 CAD 0.43 8/30/13 13:51 CAD 0.17 2.51%
Trade id #67187918
Max drawdown($1,283)
Time8/30/13 13:51
Quant open0
Worst price0.17
Drawdown as % of equity-2.51%
 ($975)
Includes Typical Broker Commissions trade costs of $3.00
1/6/11 9:40 GBG Great Basin Gold Ltd. LONG 800 2.59 8/30/13 13:49 0.00 4.05%
Trade id #56528079
Max drawdown($2,072)
Time8/30/13 13:49
Quant open0
Worst price0.00
Drawdown as % of equity-4.05%
 ($2,083)
Includes Typical Broker Commissions trade costs of $10.50
9/11/12 14:51 TSX.HDA HULDRA SILVER INC LONG 2,500 CAD 2.58 8/23/13 15:19 CAD 0.35 10.9%
Trade id #76538328
Max drawdown($5,720)
Time8/23/13 15:19
Quant open3,000
Worst price0.17
Drawdown as % of equity-10.90%
 ($4,170)
Includes Typical Broker Commissions trade costs of $7.32
5/1/12 13:20 TSX.PPG PROSPERITY GOLDFIELDS CORP LONG 750 CAD 2.68 8/23/13 14:18 CAD 0.18 3.55%
Trade id #73209985
Max drawdown($1,905)
Time8/23/13 14:18
Quant open0
Worst price0.04
Drawdown as % of equity-3.55%
 ($1,405)
Includes Typical Broker Commissions trade costs of $2.15
2/22/11 9:44 TSX.NOX NIOGOLD MINING CORP LONG 10,000 CAD 0.35 8/23/13 14:17 CAD 0.13 4.09%
Trade id #58029649
Max drawdown($2,194)
Time8/23/13 14:17
Quant open0
Worst price0.13
Drawdown as % of equity-4.09%
 ($1,623)
Includes Typical Broker Commissions trade costs of $4.76
1/21/11 15:56 TSX.DPM DUNDEE PRECIOUS METALS INC LONG 600 CAD 8.06 3/7/13 13:12 CAD 8.70 0.15%
Trade id #57058344
Max drawdown($147)
Time7/4/11 13:40
Quant open600
Worst price0.00
Drawdown as % of equity-0.15%
 $275
Includes Typical Broker Commissions trade costs of $10.06
1/6/11 9:45 TSX.MLN MARLIN GOLD MINING LTD LONG 1,000 CAD 1.64 1/25/13 14:58 CAD 1.00 0.86%
Trade id #56528599
Max drawdown($643)
Time1/25/13 14:58
Quant open0
Worst price0.10
Drawdown as % of equity-0.86%
 ($482)
Includes Typical Broker Commissions trade costs of $2.64
10/12/11 15:35 TSX.PDG LONG 2,000 CAD 0.59 10/18/12 9:41 CAD 0.99 0.02%
Trade id #66708141
Max drawdown($20)
Time10/12/11 22:17
Quant open2,000
Worst price0.00
Drawdown as % of equity-0.02%
 $595
Includes Typical Broker Commissions trade costs of $3.16
6/27/11 13:40 TSX.BCM BEAR CREEK MINING CORP LONG 1,000 CAD 3.74 10/5/12 9:34 CAD 3.75 0.26%
Trade id #62919146
Max drawdown($253)
Time2/21/12 7:56
Quant open1,000
Worst price0.00
Drawdown as % of equity-0.26%
 ($2)
Includes Typical Broker Commissions trade costs of $7.50
1/21/11 15:57 TSX.CGA LONG 800 CAD 2.73 9/19/12 14:42 CAD 2.81 0.17%
Trade id #57058428
Max drawdown($176)
Time8/29/11 8:54
Quant open800
Worst price0.00
Drawdown as % of equity-0.17%
 $41
Includes Typical Broker Commissions trade costs of $4.44
1/6/11 9:43 TSX.FVI FORTUNA SILVER MINES INC 4.65% DEBS LONG 950 CAD 5.08 9/14/12 13:54 CAD 5.37 1.04%
Trade id #56528437
Max drawdown($857)
Time5/6/12 8:39
Quant open950
Worst price0.00
Drawdown as % of equity-1.04%
 $202
Includes Typical Broker Commissions trade costs of $9.93
1/14/11 15:51 TSX.ATC ATAC RESOURCES LTD LONG 2,000 CAD 3.40 9/13/12 13:55 CAD 2.46 8.15%
Trade id #56824196
Max drawdown($6,420)
Time9/6/12 9:53
Quant open2,000
Worst price0.19
Drawdown as % of equity-8.15%
 ($1,418)
Includes Typical Broker Commissions trade costs of $11.73
4/27/11 15:51 TSX.SSH LONG 5,000 CAD 0.97 4/27/12 16:01 CAD 0.38 3.87%
Trade id #60207603
Max drawdown($3,141)
Time4/27/12 16:01
Quant open0
Worst price0.38
Drawdown as % of equity-3.87%
 ($2,240)
Includes Typical Broker Commissions trade costs of $6.74
1/6/11 9:42 MFN Minefinders Corp. Ltd. LONG 120 10.36 2/10/12 10:42 15.48 0.11%
Trade id #56528366
Max drawdown($99)
Time1/25/11 14:37
Quant open80
Worst price9.50
Drawdown as % of equity-0.11%
 $612
Includes Typical Broker Commissions trade costs of $2.40
3/31/11 15:30 TSX.SRL SALAZAR RESOURCES LIMITED LONG 1,000 CAD 0.93 1/12/12 13:01 CAD 0.62 0.35%
Trade id #59301940
Max drawdown($315)
Time1/12/12 13:01
Quant open0
Worst price0.62
Drawdown as % of equity-0.35%
 ($230)
Includes Typical Broker Commissions trade costs of $1.55
6/10/11 15:23 TSX.EPZ ESPERANZA RESOURCES CORP LONG 1,000 CAD 1.45 12/23 11:37 CAD 1.27 0.21%
Trade id #62356200
Max drawdown($184)
Time12/23/11 11:37
Quant open0
Worst price1.27
Drawdown as % of equity-0.21%
 ($138)
Includes Typical Broker Commissions trade costs of $2.72
9/23/11 15:47 TSX.RBX RESSOURCES ROBEX INC LONG 5,000 CAD 0.20 12/23 11:36 CAD 0.20 n/a ($2)
Includes Typical Broker Commissions trade costs of $1.94
10/24/11 15:50 TSX.SOL SOLTORO LTD LONG 1,500 CAD 0.79 12/23 11:35 CAD 0.81 0.02%
Trade id #67144069
Max drawdown($15)
Time12/16/11 7:32
Quant open1,500
Worst price0.00
Drawdown as % of equity-0.02%
 $20
Includes Typical Broker Commissions trade costs of $2.41
4/20/11 11:58 BOM POWERSHARES DB BASE METALS DBL LONG 600 10.62 12/7 12:56 14.54 0.02%
Trade id #59998879
Max drawdown($26)
Time4/25/11 9:33
Quant open100
Worst price9.76
Drawdown as % of equity-0.02%
 $2,339
Includes Typical Broker Commissions trade costs of $12.00
1/6/11 10:03 TSX.FCV FOCUS VENTURES LTD LONG 1,500 CAD 0.52 9/8 14:07 CAD 0.28 0.35%
Trade id #56530269
Max drawdown($369)
Time9/8/11 14:07
Quant open0
Worst price0.28
Drawdown as % of equity-0.35%
 ($276)
Includes Typical Broker Commissions trade costs of $1.19
5/6/11 15:50 SLW SILVER WHEATON LONG 50 35.79 8/30 10:51 39.56 0.06%
Trade id #60631713
Max drawdown($62)
Time7/11/11 11:04
Quant open50
Worst price34.54
Drawdown as % of equity-0.06%
 $188
Includes Typical Broker Commissions trade costs of $1.00
1/6/11 9:49 THM INTERNATIONAL TOWER HILL LONG 300 9.14 8/23 14:27 8.23 0.53%
Trade id #56528847
Max drawdown($534)
Time8/15/11 10:56
Quant open300
Worst price7.36
Drawdown as % of equity-0.53%
 ($279)
Includes Typical Broker Commissions trade costs of $6.00
1/6/11 9:47 TSX.RML RUSORO MINING LTD LONG 4,000 CAD 0.37 6/17 14:03 CAD 0.24 n/a ($391)
Includes Typical Broker Commissions trade costs of $2.44
1/6/11 9:46 TSX.PKL PC GOLD INC LONG 1,600 CAD 0.81 6/9 15:34 CAD 0.69 0.19%
Trade id #56528640
Max drawdown($193)
Time6/9/11 15:34
Quant open0
Worst price0.69
Drawdown as % of equity-0.19%
 ($146)
Includes Typical Broker Commissions trade costs of $2.40
1/6/11 9:48 SSRI SILVER STANDARD RESOURCES LONG 120 24.81 4/25 12:03 33.87 0.42%
Trade id #56528770
Max drawdown($391)
Time1/25/11 9:57
Quant open120
Worst price21.55
Drawdown as % of equity-0.42%
 $1,085
Includes Typical Broker Commissions trade costs of $2.40
1/6/11 9:43 NGD NEW GOLD LONG 200 8.80 4/25 10:19 10.58 0.31%
Trade id #56528427
Max drawdown($291)
Time1/25/11 9:32
Quant open200
Worst price7.34
Drawdown as % of equity-0.31%
 $353
Includes Typical Broker Commissions trade costs of $4.00
1/6/11 9:44 TSX.DMM DYNASTY METALS & MINING INC LONG 150 CAD 4.37 4/20 11:59 CAD 3.46 0.12%
Trade id #56528492
Max drawdown($137)
Time4/20/11 11:59
Quant open0
Worst price3.46
Drawdown as % of equity-0.12%
 ($103)
Includes Typical Broker Commissions trade costs of $1.18
1/6/11 9:42 JAG JAGGED PEAK ENERGY INC. LONG 120 6.73 3/24 10:14 5.47 0.26%
Trade id #56528323
Max drawdown($267)
Time3/10/11 10:04
Quant open120
Worst price4.50
Drawdown as % of equity-0.26%
 ($153)
Includes Typical Broker Commissions trade costs of $2.40
1/6/11 9:41 GRS Gammon Gold, Inc. LONG 100 7.88 3/24 10:10 10.08 0.09%
Trade id #56528264
Max drawdown($83)
Time1/25/11 11:45
Quant open100
Worst price7.05
Drawdown as % of equity-0.09%
 $218
Includes Typical Broker Commissions trade costs of $2.00
Next

Statistics

  • Strategy began
    1/3/2011
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    4859.45
  • Age
    162 months ago
  • What it trades
    Stocks
  • # Trades
    51
  • # Profitable
    17
  • % Profitable
    33.30%
  • Avg trade duration
    974.7 days
  • Max peak-to-valley drawdown
    78.21%
  • drawdown period
    April 29, 2011 - June 02, 2013
  • Annual Return (Compounded)
    -5.2%
  • Avg win
    $988.82
  • Avg loss
    $1,911
  • Model Account Values (Raw)
  • Cash
    $32,217
  • Margin Used
    $0
  • Buying Power
    $39,688
  • Ratios
  • W:L ratio
    0.27:1
  • Sharpe Ratio
    -0.27
  • Sortino Ratio
    -0.37
  • Calmar Ratio
    -0.2
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -349.78%
  • Correlation to SP500
    0.03160
  • Return Percent SP500 (cumu) during strategy life
    295.77%
  • Return Statistics
  • Ann Return (w trading costs)
    -5.2%
  • Slump
  • Current Slump as Pcnt Equity
    126.30%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.052%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -4.6%
  • Risk of Ruin (Monte-Carlo)
  • 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 60% account loss (Monte Carlo)
    100.00%
  • Chance of 70% account loss (Monte Carlo)
    100.00%
  • Chance of 80% account loss (Monte Carlo)
    26.67%
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $1,912
  • Avg Win
    $989
  • Sum Trade PL (losers)
    $65,003.000
  • Age
  • Num Months filled monthly returns table
    160
  • Win / Loss
  • Sum Trade PL (winners)
    $16,810.000
  • # Winners
    17
  • Num Months Winners
    78
  • Dividends
  • Dividends Received in Model Acct
    822
  • Win / Loss
  • # Losers
    34
  • % Winners
    33.3%
  • Frequency
  • Avg Position Time (mins)
    2496540.00
  • Avg Position Time (hrs)
    41609.10
  • Avg Trade Length
    1733.7 days
  • Last Trade Ago
    3876
  • Regression
  • Alpha
    -0.02
  • Beta
    0.03
  • Treynor Index
    -0.47
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    67.62
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    11.81
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.55
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - All trades
    -3.718
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    0.447
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.669
  • Hold-and-Hope Ratio
    -0.607
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.15225
  • SD
    0.28796
  • Sharpe ratio (Glass type estimate)
    -0.52871
  • Sharpe ratio (Hedges UMVUE)
    -0.52147
  • df
    55.00000
  • t
    -1.14215
  • p
    0.87083
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.43899
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.38628
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.43398
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.39103
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.79495
  • Upside Potential Ratio
    1.62033
  • Upside part of mean
    0.31032
  • Downside part of mean
    -0.46257
  • Upside SD
    0.21608
  • Downside SD
    0.19152
  • N nonnegative terms
    22.00000
  • N negative terms
    34.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    56.00000
  • Mean of predictor
    0.28153
  • Mean of criterion
    -0.15225
  • SD of predictor
    0.32796
  • SD of criterion
    0.28796
  • Covariance
    0.04135
  • r
    0.43787
  • b (slope, estimate of beta)
    0.38446
  • a (intercept, estimate of alpha)
    -0.26048
  • Mean Square Error
    0.06826
  • DF error
    54.00000
  • t(b)
    3.57898
  • p(b)
    0.00037
  • t(a)
    -2.08940
  • p(a)
    0.97930
  • Lowerbound of 95% confidence interval for beta
    0.16909
  • Upperbound of 95% confidence interval for beta
    0.59983
  • Lowerbound of 95% confidence interval for alpha
    -0.51043
  • Upperbound of 95% confidence interval for alpha
    -0.01054
  • Treynor index (mean / b)
    -0.39600
  • Jensen alpha (a)
    -0.26048
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.19150
  • SD
    0.27581
  • Sharpe ratio (Glass type estimate)
    -0.69432
  • Sharpe ratio (Hedges UMVUE)
    -0.68480
  • df
    55.00000
  • t
    -1.49989
  • p
    0.93032
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.60772
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.22522
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.60107
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.23146
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.95478
  • Upside Potential Ratio
    1.44321
  • Upside part of mean
    0.28946
  • Downside part of mean
    -0.48096
  • Upside SD
    0.19376
  • Downside SD
    0.20057
  • N nonnegative terms
    22.00000
  • N negative terms
    34.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    56.00000
  • Mean of predictor
    0.23478
  • Mean of criterion
    -0.19150
  • SD of predictor
    0.28549
  • SD of criterion
    0.27581
  • Covariance
    0.02762
  • r
    0.35074
  • b (slope, estimate of beta)
    0.33885
  • a (intercept, estimate of alpha)
    -0.27106
  • Mean Square Error
    0.06795
  • DF error
    54.00000
  • t(b)
    2.75224
  • p(b)
    0.00402
  • t(a)
    -2.18451
  • p(a)
    0.98336
  • Lowerbound of 95% confidence interval for beta
    0.09201
  • Upperbound of 95% confidence interval for beta
    0.58569
  • Lowerbound of 95% confidence interval for alpha
    -0.51982
  • Upperbound of 95% confidence interval for alpha
    -0.02229
  • Treynor index (mean / b)
    -0.56515
  • Jensen alpha (a)
    -0.27106
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.13664
  • Expected Shortfall on VaR
    0.16453
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.09687
  • Expected Shortfall on VaR
    0.13811
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    56.00000
  • Minimum
    0.86876
  • Quartile 1
    0.93712
  • Median
    0.96684
  • Quartile 3
    1.03415
  • Maximum
    1.33568
  • Mean of quarter 1
    0.90908
  • Mean of quarter 2
    0.95099
  • Mean of quarter 3
    1.00357
  • Mean of quarter 4
    1.09492
  • Inter Quartile Range
    0.09703
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.03571
  • Mean of outliers high
    1.28370
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.23697
  • VaR(95%) (moments method)
    0.09913
  • Expected Shortfall (moments method)
    0.11476
  • Extreme Value Index (regression method)
    -0.76018
  • VaR(95%) (regression method)
    0.09372
  • Expected Shortfall (regression method)
    0.09930
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.07597
  • Quartile 1
    0.21248
  • Median
    0.34899
  • Quartile 3
    0.48550
  • Maximum
    0.62201
  • Mean of quarter 1
    0.07597
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.62201
  • Inter Quartile Range
    0.27302
  • 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)
    -0.11442
  • Compounded annual return (geometric extrapolation)
    -0.15091
  • Calmar ratio (compounded annual return / max draw down)
    -0.24262
  • Compounded annual return / average of 25% largest draw downs
    -0.24262
  • Compounded annual return / Expected Shortfall lognormal
    -0.91724
  • 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
    -0.12514
  • SD
    0.28904
  • Sharpe ratio (Glass type estimate)
    -0.43294
  • Sharpe ratio (Hedges UMVUE)
    -0.43268
  • df
    1241.00000
  • t
    -0.94262
  • p
    0.51703
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.33322
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.46749
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.33304
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.46768
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.59832
  • Upside Potential Ratio
    6.92739
  • Upside part of mean
    1.44883
  • Downside part of mean
    -1.57397
  • Upside SD
    0.19949
  • Downside SD
    0.20915
  • N nonnegative terms
    604.00000
  • N negative terms
    638.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1242.00000
  • Mean of predictor
    0.29763
  • Mean of criterion
    -0.12514
  • SD of predictor
    0.29642
  • SD of criterion
    0.28904
  • Covariance
    0.00982
  • r
    0.11463
  • b (slope, estimate of beta)
    0.11177
  • a (intercept, estimate of alpha)
    -0.15800
  • Mean Square Error
    0.08251
  • DF error
    1240.00000
  • t(b)
    4.06319
  • p(b)
    0.44269
  • t(a)
    -1.19834
  • p(a)
    0.51701
  • Lowerbound of 95% confidence interval for beta
    0.05780
  • Upperbound of 95% confidence interval for beta
    0.16574
  • Lowerbound of 95% confidence interval for alpha
    -0.41774
  • Upperbound of 95% confidence interval for alpha
    0.10093
  • Treynor index (mean / b)
    -1.11956
  • Jensen alpha (a)
    -0.15840
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.16705
  • SD
    0.28991
  • Sharpe ratio (Glass type estimate)
    -0.57621
  • Sharpe ratio (Hedges UMVUE)
    -0.57586
  • df
    1241.00000
  • t
    -1.25456
  • p
    0.52265
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.47659
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.32438
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.47634
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.32462
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.77575
  • Upside Potential Ratio
    6.63835
  • Upside part of mean
    1.42949
  • Downside part of mean
    -1.59654
  • Upside SD
    0.19420
  • Downside SD
    0.21534
  • N nonnegative terms
    604.00000
  • N negative terms
    638.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1242.00000
  • Mean of predictor
    0.25388
  • Mean of criterion
    -0.16705
  • SD of predictor
    0.29512
  • SD of criterion
    0.28991
  • Covariance
    0.00953
  • r
    0.11144
  • b (slope, estimate of beta)
    0.10948
  • a (intercept, estimate of alpha)
    -0.19484
  • Mean Square Error
    0.08307
  • DF error
    1240.00000
  • t(b)
    3.94893
  • p(b)
    0.44428
  • t(a)
    -1.46980
  • p(a)
    0.52085
  • Lowerbound of 95% confidence interval for beta
    0.05509
  • Upperbound of 95% confidence interval for beta
    0.16386
  • Lowerbound of 95% confidence interval for alpha
    -0.45492
  • Upperbound of 95% confidence interval for alpha
    0.06523
  • Treynor index (mean / b)
    -1.52590
  • Jensen alpha (a)
    -0.19484
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02965
  • Expected Shortfall on VaR
    0.03686
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01402
  • Expected Shortfall on VaR
    0.02798
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1242.00000
  • Minimum
    0.85087
  • Quartile 1
    0.99202
  • Median
    0.99994
  • Quartile 3
    1.00744
  • Maximum
    1.15037
  • Mean of quarter 1
    0.97995
  • Mean of quarter 2
    0.99626
  • Mean of quarter 3
    1.00331
  • Mean of quarter 4
    1.01900
  • Inter Quartile Range
    0.01542
  • Number outliers low
    38.00000
  • Percentage of outliers low
    0.03060
  • Mean of outliers low
    0.94900
  • Number of outliers high
    40.00000
  • Percentage of outliers high
    0.03221
  • Mean of outliers high
    1.04945
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.27731
  • VaR(95%) (moments method)
    0.02012
  • Expected Shortfall (moments method)
    0.03306
  • Extreme Value Index (regression method)
    0.14224
  • VaR(95%) (regression method)
    0.01899
  • Expected Shortfall (regression method)
    0.02792
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.01390
  • Quartile 1
    0.02919
  • Median
    0.04888
  • Quartile 3
    0.08064
  • Maximum
    0.64799
  • Mean of quarter 1
    0.01848
  • Mean of quarter 2
    0.04754
  • Mean of quarter 3
    0.05022
  • Mean of quarter 4
    0.36939
  • Inter Quartile Range
    0.05146
  • 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
    0.16667
  • Mean of outliers high
    0.64799
  • 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)
    -0.10188
  • Compounded annual return (geometric extrapolation)
    -0.12990
  • Calmar ratio (compounded annual return / max draw down)
    -0.20046
  • Compounded annual return / average of 25% largest draw downs
    -0.35165
  • Compounded annual return / Expected Shortfall lognormal
    -3.52369
  • 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
    0.30540
  • SD
    0.42971
  • Sharpe ratio (Glass type estimate)
    0.71073
  • Sharpe ratio (Hedges UMVUE)
    0.70662
  • df
    130.00000
  • t
    0.50256
  • p
    0.47798
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.06375
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.48255
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.06652
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.47976
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.22607
  • Upside Potential Ratio
    9.46624
  • Upside part of mean
    2.35797
  • Downside part of mean
    -2.05257
  • Upside SD
    0.34864
  • Downside SD
    0.24909
  • N nonnegative terms
    61.00000
  • N negative terms
    70.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.99445
  • Mean of criterion
    0.30540
  • SD of predictor
    0.65492
  • SD of criterion
    0.42971
  • Covariance
    0.04339
  • r
    0.15419
  • b (slope, estimate of beta)
    0.10116
  • a (intercept, estimate of alpha)
    0.20480
  • Mean Square Error
    0.18166
  • DF error
    129.00000
  • t(b)
    1.77241
  • p(b)
    0.40223
  • t(a)
    0.33828
  • p(a)
    0.48105
  • Lowerbound of 95% confidence interval for beta
    -0.01176
  • Upperbound of 95% confidence interval for beta
    0.21409
  • Lowerbound of 95% confidence interval for alpha
    -0.99304
  • Upperbound of 95% confidence interval for alpha
    1.40264
  • Treynor index (mean / b)
    3.01891
  • Jensen alpha (a)
    0.20480
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.21594
  • SD
    0.42179
  • Sharpe ratio (Glass type estimate)
    0.51195
  • Sharpe ratio (Hedges UMVUE)
    0.50899
  • df
    130.00000
  • t
    0.36200
  • p
    0.48413
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.26152
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.28349
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.26350
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.28149
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.84728
  • Upside Potential Ratio
    9.02563
  • Upside part of mean
    2.30027
  • Downside part of mean
    -2.08433
  • Upside SD
    0.33433
  • Downside SD
    0.25486
  • N nonnegative terms
    61.00000
  • N negative terms
    70.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.78380
  • Mean of criterion
    0.21594
  • SD of predictor
    0.64756
  • SD of criterion
    0.42179
  • Covariance
    0.04089
  • r
    0.14971
  • b (slope, estimate of beta)
    0.09751
  • a (intercept, estimate of alpha)
    0.13951
  • Mean Square Error
    0.17527
  • DF error
    129.00000
  • t(b)
    1.71973
  • p(b)
    0.40505
  • t(a)
    0.23497
  • p(a)
    0.48683
  • VAR (95 Confidence Intrvl)
    0.03000
  • Lowerbound of 95% confidence interval for beta
    -0.01467
  • Upperbound of 95% confidence interval for beta
    0.20970
  • Lowerbound of 95% confidence interval for alpha
    -1.03521
  • Upperbound of 95% confidence interval for alpha
    1.31422
  • Treynor index (mean / b)
    2.21445
  • Jensen alpha (a)
    0.13951
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04117
  • Expected Shortfall on VaR
    0.05151
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01887
  • Expected Shortfall on VaR
    0.03579
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.92055
  • Quartile 1
    0.98816
  • Median
    0.99995
  • Quartile 3
    1.00956
  • Maximum
    1.15037
  • Mean of quarter 1
    0.97436
  • Mean of quarter 2
    0.99476
  • Mean of quarter 3
    1.00373
  • Mean of quarter 4
    1.03230
  • Inter Quartile Range
    0.02140
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.03817
  • Mean of outliers low
    0.94269
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.05344
  • Mean of outliers high
    1.07493
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.25912
  • VaR(95%) (moments method)
    0.02712
  • Expected Shortfall (moments method)
    0.04289
  • Extreme Value Index (regression method)
    0.23969
  • VaR(95%) (regression method)
    0.02503
  • Expected Shortfall (regression method)
    0.03794
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00491
  • Quartile 1
    0.03022
  • Median
    0.05554
  • Quartile 3
    0.20217
  • Maximum
    0.34879
  • Mean of quarter 1
    0.00491
  • Mean of quarter 2
    0.05554
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.34879
  • Inter Quartile Range
    0.17194
  • 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
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -370953000
  • Max Equity Drawdown (num days)
    765
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.25933
  • Compounded annual return (geometric extrapolation)
    0.27615
  • Calmar ratio (compounded annual return / max draw down)
    0.79172
  • Compounded annual return / average of 25% largest draw downs
    0.79172
  • Compounded annual return / Expected Shortfall lognormal
    5.36138

Strategy Description

This trading system is maintained by Metal Augmentor, and is a part of our premium subscription package. Visit www.metalaugmentor.com to learn more.

IMPORTANT: Normal system price of $25 per quarter. If our system underperforms a 50/50 allocation to Gold and Silver during any given calendar quarter the subscription price will be lowered to $5 for the subsequent billing period.

More aggressive positioning in warrants, options, or futures may be considered from time to time, but this is not the focus of our Gold & Silver portfolio.

Asset allocation will primarily be determined through fundamental and technical analysis of the full universe of gold and silver exploration, development, and production companies.

We maintain a proprietary database containing detailed financial and project information on hundreds of gold and silver companies in order to evaluate companies on a comparative basis to determine which provide the best relative value.

Our comparable valuation model has been built with customization in mind. For example, in the model we are easily able to determine a company's leverage to various metal price scenarios. This can be especially useful for evaluating gold and silver companies that have exposure to significant by-product base metal credits (e.g. copper, zinc, lead).
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2011-01-03
Suggested Minimum Capital
$100,000
# Trades
51
# Profitable
17
% Profitable
33.3%
Net Dividends
$821
Correlation S&P500
0.032
Sharpe Ratio
-0.27
Sortino Ratio
-0.37
Beta
0.03
Alpha
-0.02

Latest Activity

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subscribed on started simulation #SUBSCRIBEDDATE#

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 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 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 re-scaled downward to make current go-forward 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 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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