Tradestreaming Hedge Fund Guru Portfolio
(70822709)
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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.
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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2012  +1.6%  +3.0%  +0.5%  (6.7%)  +6.5%  (0.6%)  +2.6%  +0.8%  (2.7%)  +0.9%  +3.8%  +9.4%  
2013  +2.9%  +1.7%  +2.7%  +1.0%  +5.0%  (4.9%)  +9.9%  (2.9%)  +8.2%  +0.8%  +4.0%  (8.5%)  +19.8% 
2014  +10.0%  +3.9%  (6.1%)  (3.9%)  +1.0%  +7.0%  (1%)  +7.5%  (10.8%)  +4.4%  +6.3%  +1.8%  +19.3% 
2015  (2.1%)  +4.3%  +4.6%  (3.4%)  +1.2%  (3.2%)  (0.4%)  (5.8%)  (6.8%)  +12.4%  +1.0%  +0.8%  +1.1% 
2016  (18.1%)  +4.3%  +3.2%  (2.1%)  (1.5%)  (4.3%)  +8.0%  (0.5%)  +4.4%    +7.0%  +4.4%  +1.9% 
2017  +5.5%  +4.3%  (1.7%)  +0.6%  +0.5%  +3.5%  +7.7%  +3.4%  (0.6%)  +3.8%  +0.1%  +1.0%  +31.6% 
2018  +8.5%  (5.8%)  (9.4%)  +6.1%  +5.8%  (4.4%)  (5.5%)  +6.0%  (2.2%)  (10.8%)  +2.6%  (11.1%)  (20.7%) 
2019  +15.2%  +2.1%  (0.4%)  +8.9%  (0.7%)  (1.3%)    (4.7%)    +3.1%  +5.0%  +5.5%  +36.2% 
2020  (6.5%)  (5.2%)  (29.3%)  +11.8%  +18.3%  +6.5%  +1.9%  +17.4%  (6.2%)  +3.9%  +10.8%  +1.9%  +16.3% 
2021  (5.5%)  +9.3%  +4.0%  (0.4%)  +2.8%  +1.0%  (1.1%)  +1.5%  (3.2%)  +2.3%  +0.3% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $10,000  
Buy Power  $29,882  
Cash  $12,467  
Equity  $17,414  
Cumulative $  $25,392  
Includes dividends and cashsettled expirations:  $2,314  Itemized 
Total System Equity  $35,392  
Margined  $0  
Open P/L  $15,340 
Trading Record
Statistics

Strategy began2/21/2012

Suggested Minimum Cap$10,000

Strategy Age (days)3569.13

Age119 months ago

What it tradesStocks

# Trades53

# Profitable38

% Profitable71.70%

Avg trade duration595.1 days

Max peaktovalley drawdown25.02%

drawdown periodMarch 06, 2014  April 13, 2014

Annual Return (Compounded)23.5%

Avg win$784.42

Avg loss$448.73
 Model Account Values (Raw)

Cash$12,467

Margin Used$0

Buying Power$29,882
 Ratios

W:L ratio4.77:1

Sharpe Ratio0.45

Sortino Ratio0.65

Calmar Ratio0.969
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)68.49%

Correlation to SP5000.65090

Return Percent SP500 (cumu) during strategy life235.26%
 Return Statistics

Ann Return (w trading costs)23.5%
 Slump

Current Slump as Pcnt Equity0.70%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.235%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)14.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss13.33%

Chance of 40% account loss6.67%

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a

Chance of 100% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss6.67%
 Popularity

Popularity (Today)611

Popularity (Last 6 weeks)950
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)839
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$449

Avg Win$784

Sum Trade PL (losers)$6,731.000
 Age

Num Months filled monthly returns table118
 Win / Loss

Sum Trade PL (winners)$29,808.000

# Winners38

Num Months Winners74
 Dividends

Dividends Received in Model Acct2314
 Win / Loss

# Losers15

% Winners71.7%
 Frequency

Avg Position Time (mins)856964.00

Avg Position Time (hrs)14282.70

Avg Trade Length595.1 days

Last Trade Ago2156
 Regression

Alpha0.00

Beta0.99

Treynor Index0.03
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  Winning Trades  this strat Percentile of All Strats14.75

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats31.92

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.69

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades0.562

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 strat0.06

Avg(MAE) / Avg(PL)  Winning trades0.197

Avg(MAE) / Avg(PL)  Losing trades1.710

HoldandHope Ratio2.120
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.21244

SD0.16530

Sharpe ratio (Glass type estimate)1.28516

Sharpe ratio (Hedges UMVUE)1.26360

df45.00000

t2.51620

p0.00775

Lowerbound of 95% confidence interval for Sharpe Ratio0.24302

Upperbound of 95% confidence interval for Sharpe Ratio2.31398

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.22906

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.29814
 Statistics related to Sortino ratio

Sortino ratio2.29928

Upside Potential Ratio3.70724

Upside part of mean0.34252

Downside part of mean0.13009

Upside SD0.14817

Downside SD0.09239

N nonnegative terms31.00000

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

N of observations46.00000

Mean of predictor0.10583

Mean of criterion0.21244

SD of predictor0.10515

SD of criterion0.16530

Covariance0.01189

r0.68430

b (slope, estimate of beta)1.07573

a (intercept, estimate of alpha)0.09859

Mean Square Error0.01486

DF error44.00000

t(b)6.22476

p(b)0.00000

t(a)1.51936

p(a)0.06791

Lowerbound of 95% confidence interval for beta0.72744

Upperbound of 95% confidence interval for beta1.42401

Lowerbound of 95% confidence interval for alpha0.03219

Upperbound of 95% confidence interval for alpha0.22937

Treynor index (mean / b)0.19748

Jensen alpha (a)0.09859
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19731

SD0.16442

Sharpe ratio (Glass type estimate)1.20000

Sharpe ratio (Hedges UMVUE)1.17987

df45.00000

t2.34946

p0.01162

Lowerbound of 95% confidence interval for Sharpe Ratio0.16260

Upperbound of 95% confidence interval for Sharpe Ratio2.22486

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14956

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.21018
 Statistics related to Sortino ratio

Sortino ratio2.02306

Upside Potential Ratio3.40276

Upside part of mean0.33187

Downside part of mean0.13456

Upside SD0.14205

Downside SD0.09753

N nonnegative terms31.00000

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

N of observations46.00000

Mean of predictor0.09988

Mean of criterion0.19731

SD of predictor0.10557

SD of criterion0.16442

Covariance0.01181

r0.68045

b (slope, estimate of beta)1.05980

a (intercept, estimate of alpha)0.09146

Mean Square Error0.01485

DF error44.00000

t(b)6.15947

p(b)0.00000

t(a)1.41652

p(a)0.08183

Lowerbound of 95% confidence interval for beta0.71304

Upperbound of 95% confidence interval for beta1.40657

Lowerbound of 95% confidence interval for alpha0.03866

Upperbound of 95% confidence interval for alpha0.22158

Treynor index (mean / b)0.18617

Jensen alpha (a)0.09146
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05977

Expected Shortfall on VaR0.07809
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01815

Expected Shortfall on VaR0.04115
 ORDER STATISTICS
 Quartiles of return rates

Number of observations46.00000

Minimum0.85906

Quartile 10.98803

Median1.02236

Quartile 31.04427

Maximum1.15486

Mean of quarter 10.96051

Mean of quarter 21.00870

Mean of quarter 31.03274

Mean of quarter 41.07255

Inter Quartile Range0.05624

Number outliers low1.00000

Percentage of outliers low0.02174

Mean of outliers low0.85906

Number of outliers high1.00000

Percentage of outliers high0.02174

Mean of outliers high1.15486
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00635

VaR(95%) (moments method)0.03184

Expected Shortfall (moments method)0.04461

Extreme Value Index (regression method)0.18335

VaR(95%) (regression method)0.04799

Expected Shortfall (regression method)0.07920
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00053

Quartile 10.01349

Median0.02561

Quartile 30.05218

Maximum0.14094

Mean of quarter 10.00808

Mean of quarter 20.01978

Mean of quarter 30.03732

Mean of quarter 40.09710

Inter Quartile Range0.03869

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.09091

Mean of outliers high0.14094
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.21391

VaR(95%) (moments method)0.11413

Expected Shortfall (moments method)0.12127

Extreme Value Index (regression method)0.41079

VaR(95%) (regression method)0.14517

Expected Shortfall (regression method)0.26105
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.31651

Compounded annual return (geometric extrapolation)0.23030

Calmar ratio (compounded annual return / max draw down)1.63403

Compounded annual return / average of 25% largest draw downs2.37187

Compounded annual return / Expected Shortfall lognormal2.94908

0.00000

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

Mean0.20586

SD0.13976

Sharpe ratio (Glass type estimate)1.47295

Sharpe ratio (Hedges UMVUE)1.47212

df1334.00000

t2.90168

p0.46040

Lowerbound of 95% confidence interval for Sharpe Ratio0.47619

Upperbound of 95% confidence interval for Sharpe Ratio2.46916

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47564

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.46860
 Statistics related to Sortino ratio

Sortino ratio2.22178

Upside Potential Ratio10.22080

Upside part of mean0.94699

Downside part of mean0.74114

Upside SD0.10515

Downside SD0.09265

N nonnegative terms641.00000

N negative terms694.00000
 Statistics related to linear regression on benchmark

N of observations1335.00000

Mean of predictor0.10828

Mean of criterion0.20586

SD of predictor0.12550

SD of criterion0.13976

Covariance0.00852

r0.48600

b (slope, estimate of beta)0.54123

a (intercept, estimate of alpha)0.06700

Mean Square Error0.01493

DF error1333.00000

t(b)20.30320

p(b)0.20325

t(a)2.37149

p(a)0.45876

Lowerbound of 95% confidence interval for beta0.48894

Upperbound of 95% confidence interval for beta0.59353

Lowerbound of 95% confidence interval for alpha0.02544

Upperbound of 95% confidence interval for alpha0.26906

Treynor index (mean / b)0.38035

Jensen alpha (a)0.14725
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19605

SD0.13961

Sharpe ratio (Glass type estimate)1.40422

Sharpe ratio (Hedges UMVUE)1.40343

df1334.00000

t2.76629

p0.46224

Lowerbound of 95% confidence interval for Sharpe Ratio0.40764

Upperbound of 95% confidence interval for Sharpe Ratio2.40032

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40709

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.39977
 Statistics related to Sortino ratio

Sortino ratio2.09406

Upside Potential Ratio10.05670

Upside part of mean0.94152

Downside part of mean0.74547

Upside SD0.10404

Downside SD0.09362

N nonnegative terms641.00000

N negative terms694.00000
 Statistics related to linear regression on benchmark

N of observations1335.00000

Mean of predictor0.10039

Mean of criterion0.19605

SD of predictor0.12555

SD of criterion0.13961

Covariance0.00853

r0.48652

b (slope, estimate of beta)0.54100

a (intercept, estimate of alpha)0.14174

Mean Square Error0.01489

DF error1333.00000

t(b)20.33130

p(b)0.20297

t(a)2.28614

p(a)0.46024

Lowerbound of 95% confidence interval for beta0.48880

Upperbound of 95% confidence interval for beta0.59320

Lowerbound of 95% confidence interval for alpha0.02011

Upperbound of 95% confidence interval for alpha0.26336

Treynor index (mean / b)0.36238

Jensen alpha (a)0.14174
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01174

Expected Shortfall on VaR0.01484
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00503

Expected Shortfall on VaR0.01035
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1335.00000

Minimum0.93738

Quartile 10.99769

Median1.00000

Quartile 31.00404

Maximum1.06609

Mean of quarter 10.99200

Mean of quarter 20.99945

Mean of quarter 31.00175

Mean of quarter 41.00931

Inter Quartile Range0.00635

Number outliers low63.00000

Percentage of outliers low0.04719

Mean of outliers low0.98314

Number of outliers high48.00000

Percentage of outliers high0.03596

Mean of outliers high1.02029
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.11334

VaR(95%) (moments method)0.00659

Expected Shortfall (moments method)0.00986

Extreme Value Index (regression method)0.09054

VaR(95%) (regression method)0.00719

Expected Shortfall (regression method)0.01077
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations68.00000

Minimum0.00019

Quartile 10.00361

Median0.01113

Quartile 30.03168

Maximum0.19088

Mean of quarter 10.00135

Mean of quarter 20.00613

Mean of quarter 30.01896

Mean of quarter 40.06662

Inter Quartile Range0.02807

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.05882

Mean of outliers high0.13559
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.33784

VaR(95%) (moments method)0.07213

Expected Shortfall (moments method)0.12262

Extreme Value Index (regression method)0.58981

VaR(95%) (regression method)0.06432

Expected Shortfall (regression method)0.14097
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.31548

Compounded annual return (geometric extrapolation)0.22875

Calmar ratio (compounded annual return / max draw down)1.19837

Compounded annual return / average of 25% largest draw downs3.43392

Compounded annual return / Expected Shortfall lognormal15.41250

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

Mean0.00842

SD0.16177

Sharpe ratio (Glass type estimate)0.05206

Sharpe ratio (Hedges UMVUE)0.05183

df171.00000

t0.03681

p0.49821

Lowerbound of 95% confidence interval for Sharpe Ratio2.71975

Upperbound of 95% confidence interval for Sharpe Ratio2.82387

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.71998

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.82364
 Statistics related to Sortino ratio

Sortino ratio0.07643

Upside Potential Ratio9.09114

Upside part of mean1.00183

Downside part of mean0.99341

Upside SD0.11779

Downside SD0.11020

N nonnegative terms75.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations172.00000

Mean of predictor0.02907

Mean of criterion0.00842

SD of predictor0.17376

SD of criterion0.16177

Covariance0.01448

r0.51521

b (slope, estimate of beta)0.47965

a (intercept, estimate of alpha)0.02237

Mean Square Error0.01934

DF error170.00000

t(b)7.83772

p(b)0.24240

t(a)0.11372

p(a)0.49564

Lowerbound of 95% confidence interval for beta0.35885

Upperbound of 95% confidence interval for beta0.60046

Lowerbound of 95% confidence interval for alpha0.36585

Upperbound of 95% confidence interval for alpha0.41058

Treynor index (mean / b)0.01756

Jensen alpha (a)0.02237
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00455

SD0.16142

Sharpe ratio (Glass type estimate)0.02818

Sharpe ratio (Hedges UMVUE)0.02805

df171.00000

t0.01992

p0.50097

Lowerbound of 95% confidence interval for Sharpe Ratio2.79999

Upperbound of 95% confidence interval for Sharpe Ratio2.74363

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.79986

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.74376
 Statistics related to Sortino ratio

Sortino ratio0.04092

Upside Potential Ratio8.95238

Upside part of mean0.99497

Downside part of mean0.99952

Upside SD0.11641

Downside SD0.11114

N nonnegative terms75.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations172.00000

Mean of predictor0.04411

Mean of criterion0.00455

SD of predictor0.17401

SD of criterion0.16142

Covariance0.01454

r0.51754

b (slope, estimate of beta)0.48009

a (intercept, estimate of alpha)0.01663

Mean Square Error0.01919

DF error170.00000

t(b)7.88624

p(b)0.24123

t(a)0.08487

p(a)0.49675

VAR (95 Confidence Intrvl)0.02300

Lowerbound of 95% confidence interval for beta0.35992

Upperbound of 95% confidence interval for beta0.60026

Lowerbound of 95% confidence interval for alpha0.37012

Upperbound of 95% confidence interval for alpha0.40337

Treynor index (mean / b)0.00947

Jensen alpha (a)0.01663
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01423

Expected Shortfall on VaR0.01780
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00717

Expected Shortfall on VaR0.01383
 ORDER STATISTICS
 Quartiles of return rates

Number of observations172.00000

Minimum0.96665

Quartile 10.99672

Median1.00000

Quartile 31.00396

Maximum1.04076

Mean of quarter 10.98962

Mean of quarter 20.99889

Mean of quarter 31.00167

Mean of quarter 41.01003

Inter Quartile Range0.00724

Number outliers low8.00000

Percentage of outliers low0.04651

Mean of outliers low0.98128

Number of outliers high6.00000

Percentage of outliers high0.03488

Mean of outliers high1.02456
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.52908

VaR(95%) (moments method)0.00942

Expected Shortfall (moments method)0.01091

Extreme Value Index (regression method)0.35888

VaR(95%) (regression method)0.01094

Expected Shortfall (regression method)0.01338
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.01046

Quartile 10.02138

Median0.04020

Quartile 30.06812

Maximum0.10631

Mean of quarter 10.01046

Mean of quarter 20.02502

Mean of quarter 30.05538

Mean of quarter 40.10631

Inter Quartile Range0.04673

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

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Max Equity Drawdown (num days)38
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00541

Compounded annual return (geometric extrapolation)0.00542

Calmar ratio (compounded annual return / max draw down)0.05095

Compounded annual return / average of 25% largest draw downs0.05095

Compounded annual return / Expected Shortfall lognormal0.30433
Strategy Description
I've been working on this strategy for over 7 years and played a big part in my book, Tradestream your Way to Profits: Building a Killer Portfolio in the Age of Social Media (Wiley, 2010).
The core strategy is based on a couple of academic works that showed that a strategy that imitates particular investment strategies (longterm, value orientation) can produce an alpha similar to the strategies being mimicked.
I've analyzed over 2500 hedge funds to identify some of the best performing managers that translate well into being piggybacked as part of this portfolio.
It gets even more detailed  portfolio managers are best imitated in different ways. For some managers, buying their largest holding works well to approximate their returns. For others, buying their largest, newest holding works best.
This portfolio rebalances quarterly where about half the current positions will be swapped out for new ones. The Tradestreaming Hedge Fund Guru Portfolio works well for the longterm, midlarge cap portion of a portfolio.
Questions? Let me know.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.