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For your consideration Easy Value Followed by live capital $343,000 Hypothetical

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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more
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Test System Overnighter
(67405617)

Created by: Skip-n-TradeDotCom Skip-n-TradeDotCom
Started: 10/2011
Stocks
Last trade: 4,820 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 $50.00 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.

11.2%

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 Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

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

All results are hypothetical.

-
Max Drawdown
252
Num Trades
71.8%
Win Trades
1.4 : 1
Profit Factor
5.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                                                 -  +5.5%+0.8%+6.4%
2012(0.1%)+6.9%(6.2%)(0.1%)(10.6%)+12.5%(8.9%)+9.5%+5.8%(36.9%)(15.1%)+24.9%(28.9%)
2013+19.6%+8.1%+4.3%(0.1%)  -    -    -    -    -    -    -    -  +34.6%
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -    -                                      0.0

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/5/12 9:30 VRSN VERISIGN LONG 340 49.06 4/1/13 15:38 47.25 12.1%
Trade id #76980892
Max drawdown($1,397)
Time3/19/13 13:41
Quant open340
Worst price44.95
Drawdown as % of equity-12.10%
 ($623)
Includes Typical Broker Commissions trade costs of $6.80
10/17/12 9:32 DHR DANAHER LONG 90 56.58 10/29 9:52 51.46 4.8%
Trade id #77187911
Max drawdown($461)
Time10/29/12 9:52
Quant open0
Worst price51.46
Drawdown as % of equity-4.80%
 ($463)
Includes Typical Broker Commissions trade costs of $1.80
10/18/12 9:41 CERN CERNER LONG 60 35.60 10/18 11:28 35.90 0.02%
Trade id #77209466
Max drawdown($2)
Time10/18/12 9:45
Quant open30
Worst price71.12
Drawdown as % of equity-0.02%
 $17
Includes Typical Broker Commissions trade costs of $1.20
10/16/12 9:57 COST COSTCO WHOLESALE LONG 40 96.54 10/17 11:54 96.81 0.01%
Trade id #77166067
Max drawdown($1)
Time10/16/12 9:59
Quant open40
Worst price96.51
Drawdown as % of equity-0.01%
 $10
Includes Typical Broker Commissions trade costs of $0.80
10/12/12 13:10 DD DU PONT DE NEMOURS & CO LONG 80 48.58 10/15 12:18 48.87 0.05%
Trade id #77120757
Max drawdown($6)
Time10/12/12 13:40
Quant open80
Worst price48.50
Drawdown as % of equity-0.05%
 $21
Includes Typical Broker Commissions trade costs of $1.60
10/11/12 9:32 UNH UNITEDHEALTH GROUP LONG 70 57.43 10/11 10:54 58.09 0.03%
Trade id #77090895
Max drawdown($3)
Time10/11/12 9:34
Quant open70
Worst price57.38
Drawdown as % of equity-0.03%
 $45
Includes Typical Broker Commissions trade costs of $1.40
10/5/12 9:30 VAL VALARIS LTD LONG 60 58.52 10/5 10:10 59.19 0.08%
Trade id #76981126
Max drawdown($10)
Time10/5/12 9:32
Quant open60
Worst price58.35
Drawdown as % of equity-0.08%
 $39
Includes Typical Broker Commissions trade costs of $1.20
10/4/12 9:30 DLTR DOLLAR TREE STORES LONG 100 47.09 10/5 9:32 47.84 0.19%
Trade id #76957091
Max drawdown($24)
Time10/4/12 16:00
Quant open100
Worst price46.84
Drawdown as % of equity-0.19%
 $74
Includes Typical Broker Commissions trade costs of $2.00
10/2/12 9:30 XME STATE ST SPDR S&P METALS & MINING LONG 200 43.54 10/4 10:06 43.48 1.65%
Trade id #76909862
Max drawdown($214)
Time10/3/12 15:12
Quant open200
Worst price42.47
Drawdown as % of equity-1.65%
 ($16)
Includes Typical Broker Commissions trade costs of $4.00
10/2/12 9:31 VRSN VERISIGN LONG 140 48.83 10/3 10:41 49.05 0.39%
Trade id #76910101
Max drawdown($50)
Time10/2/12 15:42
Quant open140
Worst price48.47
Drawdown as % of equity-0.39%
 $28
Includes Typical Broker Commissions trade costs of $2.80
10/2/12 9:31 USB U.S. BANCORP LONG 200 34.15 10/3 10:29 34.29 0.43%
Trade id #76910109
Max drawdown($56)
Time10/2/12 13:56
Quant open200
Worst price33.87
Drawdown as % of equity-0.43%
 $24
Includes Typical Broker Commissions trade costs of $4.00
10/1/12 9:35 TWX TIME WARNER INC LONG 80 45.59 10/2 10:45 45.66 0.12%
Trade id #76886909
Max drawdown($16)
Time10/1/12 15:27
Quant open80
Worst price45.39
Drawdown as % of equity-0.12%
 $4
Includes Typical Broker Commissions trade costs of $1.60
9/25/12 11:34 STZ CONSTELLATION BRANDS LONG 185 32.68 10/1 12:12 32.67 0.93%
Trade id #76789648
Max drawdown($115)
Time9/26/12 13:59
Quant open185
Worst price32.05
Drawdown as % of equity-0.93%
 ($6)
Includes Typical Broker Commissions trade costs of $3.70
9/25/12 9:48 NDAQ NASDAQ INC COMMON STOCK LONG 255 23.63 10/1 10:06 23.60 1.53%
Trade id #76786572
Max drawdown($191)
Time9/26/12 14:53
Quant open255
Worst price22.88
Drawdown as % of equity-1.53%
 ($13)
Includes Typical Broker Commissions trade costs of $5.10
9/21/12 9:39 KMX CARMAX LONG 200 29.65 10/1 9:58 28.61 2.49%
Trade id #76735813
Max drawdown($322)
Time9/28/12 9:54
Quant open200
Worst price28.04
Drawdown as % of equity-2.49%
 ($212)
Includes Typical Broker Commissions trade costs of $4.00
9/28/12 10:04 SPY SPDR S&P 500 LONG 40 143.85 9/28 15:48 144.24 0.12%
Trade id #76861538
Max drawdown($15)
Time9/28/12 10:29
Quant open40
Worst price143.46
Drawdown as % of equity-0.12%
 $15
Includes Typical Broker Commissions trade costs of $0.80
9/25/12 9:52 QEP QEP RESOURCES LONG 195 31.42 9/27 12:14 31.54 1.81%
Trade id #76786561
Max drawdown($226)
Time9/26/12 10:50
Quant open195
Worst price30.26
Drawdown as % of equity-1.81%
 $19
Includes Typical Broker Commissions trade costs of $3.90
9/20/12 9:50 URBN URBAN OUTFITTERS LONG 200 38.51 9/24 14:45 38.50 0.81%
Trade id #76710720
Max drawdown($104)
Time9/24/12 10:26
Quant open200
Worst price37.99
Drawdown as % of equity-0.81%
 ($7)
Includes Typical Broker Commissions trade costs of $4.00
9/21/12 14:16 LM LEGG MASON LONG 235 25.46 9/24 11:36 25.65 0.47%
Trade id #76741429
Max drawdown($61)
Time9/24/12 9:36
Quant open235
Worst price25.20
Drawdown as % of equity-0.47%
 $40
Includes Typical Broker Commissions trade costs of $4.70
9/21/12 11:12 CLH CLEAN HARBORS LONG 125 48.62 9/24 10:52 48.83 0.57%
Trade id #76738058
Max drawdown($74)
Time9/24/12 9:32
Quant open125
Worst price48.02
Drawdown as % of equity-0.57%
 $24
Includes Typical Broker Commissions trade costs of $2.50
9/20/12 9:50 AAN AARON'S CO INC LONG 180 28.00 9/20 15:29 28.40 0.24%
Trade id #76710511
Max drawdown($30)
Time9/20/12 11:32
Quant open180
Worst price27.83
Drawdown as % of equity-0.24%
 $68
Includes Typical Broker Commissions trade costs of $3.60
9/20/12 9:49 WOR WORTHINGTON ENTERPRISES INC LONG 215 22.97 9/20 15:28 23.40 0.35%
Trade id #76710506
Max drawdown($45)
Time9/20/12 9:56
Quant open215
Worst price22.76
Drawdown as % of equity-0.35%
 $88
Includes Typical Broker Commissions trade costs of $4.30
9/18/12 12:47 WMB WILLIAMS COMPANIES LONG 115 34.09 9/19 12:32 34.04 0.26%
Trade id #76663667
Max drawdown($33)
Time9/19/12 10:36
Quant open115
Worst price33.80
Drawdown as % of equity-0.26%
 ($8)
Includes Typical Broker Commissions trade costs of $2.30
9/18/12 13:18 KMX CARMAX LONG 125 31.40 9/19 10:16 31.72 0.2%
Trade id #76664171
Max drawdown($25)
Time9/18/12 14:58
Quant open125
Worst price31.20
Drawdown as % of equity-0.20%
 $38
Includes Typical Broker Commissions trade costs of $2.50
9/18/12 10:06 AAN AARON'S CO INC LONG 140 28.13 9/19 10:05 28.68 0.06%
Trade id #76659780
Max drawdown($8)
Time9/18/12 10:14
Quant open140
Worst price28.07
Drawdown as % of equity-0.06%
 $74
Includes Typical Broker Commissions trade costs of $2.80
9/14/12 13:53 ENR ENERGIZER HOLDINGS INC LONG 110 68.73 9/18 9:32 70.56 0.92%
Trade id #76612739
Max drawdown($115)
Time9/17/12 12:34
Quant open110
Worst price67.68
Drawdown as % of equity-0.92%
 $199
Includes Typical Broker Commissions trade costs of $2.20
9/17/12 9:38 WERN WERNER ENTERPRISES LONG 140 21.38 9/17 10:12 21.65 0.02%
Trade id #76633570
Max drawdown($2)
Time9/17/12 9:40
Quant open140
Worst price21.36
Drawdown as % of equity-0.02%
 $35
Includes Typical Broker Commissions trade costs of $2.80
9/12/12 9:46 AAN AARON'S CO INC LONG 315 28.21 9/13 13:15 28.24 1.3%
Trade id #76557701
Max drawdown($158)
Time9/13/12 9:53
Quant open115
Worst price27.37
Drawdown as % of equity-1.30%
 $4
Includes Typical Broker Commissions trade costs of $6.30
9/13/12 11:22 FAST FASTENAL LONG 100 41.96 9/13 12:52 42.51 0.01%
Trade id #76583858
Max drawdown($1)
Time9/13/12 11:24
Quant open100
Worst price41.95
Drawdown as % of equity-0.01%
 $53
Includes Typical Broker Commissions trade costs of $2.00
9/11/12 14:44 DLTR DOLLAR TREE STORES LONG 270 46.33 9/13 10:48 46.76 1.6%
Trade id #76538262
Max drawdown($195)
Time9/12/12 12:00
Quant open170
Worst price45.43
Drawdown as % of equity-1.60%
 $112
Includes Typical Broker Commissions trade costs of $5.40

Statistics

  • Strategy began
    10/30/2011
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    5332.72
  • Age
    178 months ago
  • What it trades
    Stocks
  • # Trades
    252
  • # Profitable
    181
  • % Profitable
    71.80%
  • Avg trade duration
    4.1 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    1.4%
  • Avg win
    $44.94
  • Avg loss
    $86.15
  • Model Account Values (Raw)
  • Cash
    $12,242
  • Margin Used
    $0
  • Buying Power
    $12,242
  • Ratios
  • W:L ratio
    1.37:1
  • Sharpe Ratio
    -0.09
  • Sortino Ratio
    -0.12
  • Calmar Ratio
    0.153
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.04670
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -8.95%
  • Return Percent SP500 (cumu) during strategy life
    478.28%
  • Return Statistics
  • Ann Return (w trading costs)
    11.2%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.94%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    14.40%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    71.00%
  • Chance of 20% account loss
    47.00%
  • Chance of 30% account loss
    20.50%
  • Chance of 40% account loss
    2.00%
  • 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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $45
  • Avg Loss
    $86
  • Sum Trade PL (losers)
    $6,117.000
  • Sum Trade PL (winners)
    $8,135.000
  • # Winners
    181
  • Dividends
  • Dividends Received in Model Acct
    229
  • Win / Loss
  • Num Months Winners
    12
  • Age
  • Num Months filled monthly returns table
    177
  • Win / Loss
  • # Losers
    71
  • % Winners
    71.8%
  • Frequency
  • Avg Position Time (mins)
    5856.68
  • Avg Position Time (hrs)
    97.61
  • Avg Trade Length
    4.1 days
  • Last Trade Ago
    4814
  • Regression
  • Alpha
    -0.00
  • Beta
    0.03
  • Treynor Index
    -0.10
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.34
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    24.201
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    84.08
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    49.62
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.874
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.059
  • Hold-and-Hope Ratio
    0.041
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.03000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01800
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    44
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

"Skip-n-Trade Overnighter" system systematically trades U.S. market listed select liquid stocks and ETFs. Special proprietary algorithm is used here to seek most promising trading opportunities and bypass unpromising ones. All positions are entered long only at target prices in the morning and are closed in 1-3 days on average, providing the conditions for higher level of capital turnover. The system is designed for auto-trading, however it can also be traded manually. This system is ideal for small accounts of 10K-50K. If your account allows pattern day trading, please consider our other systems specifically designed to trade in different time frames, including intraday. Please search for "Skip-n-Trade" to find our other systems.


Highlights of the system are:

1) though no system can guarantee risk-free or low-risk trading as unforeseen events can cause you lose all your money, we do make an effort to provide consistent returns with low risk by utilizing rigorous mathematical models;
2) high percent of participation in the market (above 2/3 of market days) and high level of capital turnover;
3) limit order instructions can be delivered before markets open.

The system is designed by Ph.D. David A. Sepiashvili. The author can be contacted via LinkedIn: http://www.linkedin.com/in/dasepi
Trade this strategy at Tradier

Summary Statistics

Strategy began
2011-10-30
Suggested Minimum Capital
$10,000
# Trades
252
# Profitable
181
% Profitable
71.8%
Net Dividends
$228
Correlation S&P500
0.047
Sharpe Ratio
-0.09
Sortino Ratio
-0.12
Beta
0.03
Alpha
-0.00

Latest Activity

subscribed on started simulation

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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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.