Bud Capital Equity
- hypothetical · Annual Return (Compounded)
- 78.9%
- Max Drawdown
- 66.3%
- Trades
- 462
- Win Trades
- 32.9%
- Profit Factor
- 2320
- Win Months
- 50.6%
About this strategy
Welcome to the Bud Capital Small Cap focused Equity Fund.
This strategy invests real money drawing from my 17 years of trading and investing experience (formerly a wealth manager and proprietary trader.) I research opportunities with a micro focus using a bottom-up diversified approach combining fundamental and technical analysis, sentiment, momentum & macro themes. Vigorous research is employed to identify small/micro cap opportunities with multi-bagger potential. Risk management is a top priority. I do not hold more than 10-15% of my portfolio in any one position. I also do not use leverage. No shorts are held in this fund.
Who is my ideal investor? investors looking for an alternative investment strategy either alongside others or whom have an appetite for a favourable risk/reward opportunity over a 3-5 year time horizon. The business's I look for have the potential to disrupt their markets with ample growth prospects and good management and need time to grow. As with all strategies there will be drawdowns but time in my strategy rather than timing my strategy is key. My goal is to grow this fund over the long term and if I feel liquidity ever becomes an issue I will restrict new investors.
Guidelines:
- Min investment: $15,000
- With regard to joining existing trades you may be entering at a price higher than the fund's purchase price - this means you need a long term investing mindset in case of volatility.
- I am seeking % growth in the 100's over the long term therefore drawdowns are to be expected.
- I strongly advise against trying to time my strategy by increasing allocation on the way up and decreasing on the way down.
- Ensure OTC permissions are turned for the odd investment that breeds high conviction.
This strategy invests real money drawing from my 17 years of trading and investing experience (formerly a wealth manager and proprietary trader.) I research opportunities with a micro focus using a bottom-up diversified approach combining fundamental and technical analysis, sentiment, momentum & macro themes. Vigorous research is employed to identify small/micro cap opportunities with multi-bagger potential. Risk management is a top priority. I do not hold more than 10-15% of my portfolio in any one position. I also do not use leverage. No shorts are held in this fund.
Who is my ideal investor? investors looking for an alternative investment strategy either alongside others or whom have an appetite for a favourable risk/reward opportunity over a 3-5 year time horizon. The business's I look for have the potential to disrupt their markets with ample growth prospects and good management and need time to grow. As with all strategies there will be drawdowns but time in my strategy rather than timing my strategy is key. My goal is to grow this fund over the long term and if I feel liquidity ever becomes an issue I will restrict new investors.
Guidelines:
- Min investment: $15,000
- With regard to joining existing trades you may be entering at a price higher than the fund's purchase price - this means you need a long term investing mindset in case of volatility.
- I am seeking % growth in the 100's over the long term therefore drawdowns are to be expected.
- I strongly advise against trying to time my strategy by increasing allocation on the way up and decreasing on the way down.
- Ensure OTC permissions are turned for the odd investment that breeds high conviction.
Non-hedged Equity Momentum
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -2.2 | 16.8 | 13.0 | 27.0 | 30.5 | -11.9 | -5.7 | -4.3 | 70.4 | 8.1 | 213.4 | ||
| 2021 | 18.7 | 13.3 | -5.1 | -2.9 | 12.5 | -5.4 | -13.1 | 7.1 | -9.5 | -3.0 | -17.3 | -12.6 | -22.2 |
| 2022 | -15.2 | -8.7 | 8.4 | 45.5 | -2.7 | -9.5 | 3.6 | 0.8 | -9.6 | -1.1 | -2.2 | -4.7 | -6.4 |
| 2023 | 11.7 | -3.3 | 2.4 | -3.0 | -5.6 | 4.5 | 2.6 | 2.8 | -9.3 | -7.5 | 17.4 | 11.7 | 22.6 |
| 2024 | 1.4 | 15.4 | 3.9 | -19.0 | 5.7 | -4.4 | 3.4 | -8.0 | 4.8 | 5.0 | 1.5 | -11.7 | -6.6 |
| 2025 | 3.4 | -2.8 | -3.8 | -5.2 | 1.6 | -5.6 | 147.9 | 3.9 | 2.3 | -0.5 | 1.6 | 0.4 | 134.8 |
| 2026 | -2.1 | -6.1 | -0.0 | 2.7 | -2.1 | -3.7 | 689.3 | 0.8 | 0.1 | 608.7 |
Statistics
Overview
| Strategy began | 3/17/2020 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 79 months |
| What it trades | Stocks |
| # Trades | 462 |
| # Profitable | 152 |
| % Profitable | 32.9% |
| Avg trade duration | 107.6 days |
| Max peak-to-valley drawdown | 66.3% |
| drawdown period | May 17, 2022 - Oct 04, 2023 |
| Annual Return (Compounded) | 78.9% |
| Avg win | $3,963,280 |
| Avg loss | $838 |
Ratios
| W:L ratio | 2320.04 |
|---|---|
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 6.14 |
| Calmar Ratio | 3.33 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.08 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 203.2% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 4046.0% |
Return Statistics
| Ann Return (w trading costs) | 78.9% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.8% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 79.2% |
Slump
| Current Slump as Pcnt Equity | 0.0% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.0% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 84.0% |
|---|---|
| Chance of 20% account loss | 73.5% |
| Chance of 30% account loss | 55.0% |
| Chance of 40% account loss | 36.0% |
| Chance of 50% account loss | 25.5% |
| Chance of 60% account loss (Monte Carlo) | 13.5% |
| Chance of 70% account loss (Monte Carlo) | 6.0% |
| Chance of 80% account loss (Monte Carlo) | 1.5% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
| Chance of 100% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 0 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $838 |
|---|---|
| Avg Win | $3,963,285 |
| # Winners | 152 |
| Sum Trade PL (losers) | $259,659 |
| Sum Trade PL (winners) | $602,419,328 |
| Num Months Winners | 40 |
| # Losers | 310 |
| % Winners | 32.9% |
Dividends
| Dividends Received in Model Acct | 758 |
|---|
Age
| Num Months filled monthly returns table | 79 |
|---|
Frequency
| Avg Position Time (mins) | 309556.19 |
|---|---|
| Avg Position Time (hrs) | 5159.27 |
| Avg Trade Length | 215 |
| Last Trade Ago | 977 |
Leverage
| Daily leverage (average) | 1.10 |
|---|---|
| Daily leverage (max) | 2.27 |
Regression
| Alpha | 0.34 |
|---|---|
| Beta | 1.20 |
| Treynor Index | 0.33 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 26.88 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 13.96 |
| MAE:Equity, average, losing trades | 39.88 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -1.80 |
| MAE:PL (avg, all trades) | -0.33 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.20 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.80 |
| Hold-and-Hope Ratio | 1891.98 |
RATIO STATISTICS
| Mean | 0.40 |
|---|---|
| SD | 0.51 |
| Sharpe ratio (Glass type estimate) | 0.79 |
| Sharpe ratio (Hedges UMVUE) | 0.77 |
| df | 41 |
| t | 1.47 |
| p | 0.07 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.28 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.84 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.29 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.83 |
| Sortino ratio | 1.99 |
| Upside Potential Ratio | 4.16 |
| Upside part of mean | 0.85 |
| Downside part of mean | -0.44 |
| Upside SD | 0.48 |
| Downside SD | 0.20 |
| N nonnegative terms | 21 |
| N negative terms | 21 |
| N of observations | 42 |
| Mean of predictor | 0.18 |
| Mean of criterion | 0.40 |
| SD of predictor | 0.15 |
| SD of criterion | 0.51 |
| Covariance | 0.02 |
| r | 0.26 |
| b (slope, estimate of beta) | 0.88 |
| a (intercept, estimate of alpha) | 0.24 |
| Mean Square Error | 0.25 |
| DF error | 40 |
| t(b) | 1.68 |
| p(b) | 0.05 |
| t(a) | 0.85 |
| p(a) | 0.20 |
| Lowerbound of 95% confidence interval for beta | -0.18 |
| Upperbound of 95% confidence interval for beta | 1.94 |
| Lowerbound of 95% confidence interval for alpha | -0.33 |
| Upperbound of 95% confidence interval for alpha | 0.82 |
| Treynor index (mean / b) | 0.46 |
| Jensen alpha (a) | 0.24 |
| Mean | 0.29 |
| SD | 0.46 |
| Sharpe ratio (Glass type estimate) | 0.62 |
| Sharpe ratio (Hedges UMVUE) | 0.61 |
| df | 41 |
| t | 1.15 |
| p | 0.13 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.44 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.67 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.45 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.66 |
| Sortino ratio | 1.33 |
| Upside Potential Ratio | 3.48 |
| Upside part of mean | 0.75 |
| Downside part of mean | -0.46 |
| Upside SD | 0.41 |
| Downside SD | 0.22 |
| N nonnegative terms | 21 |
| N negative terms | 21 |
| N of observations | 42 |
| Mean of predictor | 0.17 |
| Mean of criterion | 0.29 |
| SD of predictor | 0.15 |
| SD of criterion | 0.46 |
| Covariance | 0.02 |
| r | 0.28 |
| b (slope, estimate of beta) | 0.86 |
| a (intercept, estimate of alpha) | 0.14 |
| Mean Square Error | 0.20 |
| DF error | 40 |
| t(b) | 1.81 |
| p(b) | 0.04 |
| t(a) | 0.55 |
| p(a) | 0.29 |
| Lowerbound of 95% confidence interval for beta | -0.10 |
| Upperbound of 95% confidence interval for beta | 1.83 |
| Lowerbound of 95% confidence interval for alpha | -0.38 |
| Upperbound of 95% confidence interval for alpha | 0.65 |
| Treynor index (mean / b) | 0.33 |
| Jensen alpha (a) | 0.14 |
| VaR(95%) | 0.18 |
| Expected Shortfall on VaR | 0.22 |
| VaR(95%) | 0.09 |
| Expected Shortfall on VaR | 0.14 |
| Mean | 2.31 |
| SD | 3.19 |
| Sharpe ratio (Glass type estimate) | 0.73 |
| Sharpe ratio (Hedges UMVUE) | 0.73 |
| df | 936 |
| t | 1.37 |
| p | 0.09 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.31 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.76 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.31 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.76 |
| Sortino ratio | 10.72 |
| Upside Potential Ratio | 18.73 |
| Upside part of mean | 4.04 |
| Downside part of mean | -1.73 |
| Upside SD | 3.18 |
| Downside SD | 0.22 |
| N nonnegative terms | 469 |
| N negative terms | 468 |
| N of observations | 937 |
| Mean of predictor | 0.31 |
| Mean of criterion | 2.31 |
| SD of predictor | 0.24 |
| SD of criterion | 3.19 |
| Covariance | 0.06 |
| r | 0.07 |
| b (slope, estimate of beta) | 0.97 |
| a (intercept, estimate of alpha) | 2.01 |
| Mean Square Error | 10.11 |
| DF error | 935 |
| t(b) | 2.28 |
| p(b) | 0.01 |
| t(a) | 1.19 |
| p(a) | 0.12 |
| Lowerbound of 95% confidence interval for beta | 0.14 |
| Upperbound of 95% confidence interval for beta | 1.81 |
| Lowerbound of 95% confidence interval for alpha | -1.30 |
| Upperbound of 95% confidence interval for alpha | 5.32 |
| Treynor index (mean / b) | 2.38 |
| Jensen alpha (a) | 2.01 |
| Mean | 1.03 |
| SD | 1.16 |
| Sharpe ratio (Glass type estimate) | 0.89 |
| Sharpe ratio (Hedges UMVUE) | 0.89 |
| df | 936 |
| t | 1.69 |
| p | 0.05 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.14 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.93 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.14 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.93 |
| Sortino ratio | 4.69 |
| Upside Potential Ratio | 12.63 |
| Upside part of mean | 2.79 |
| Downside part of mean | -1.75 |
| Upside SD | 1.14 |
| Downside SD | 0.22 |
| N nonnegative terms | 469 |
| N negative terms | 468 |
| N of observations | 937 |
| Mean of predictor | 0.28 |
| Mean of criterion | 1.03 |
| SD of predictor | 0.24 |
| SD of criterion | 1.16 |
| Covariance | 0.04 |
| r | 0.14 |
| b (slope, estimate of beta) | 0.69 |
| a (intercept, estimate of alpha) | 0.84 |
| Mean Square Error | 1.31 |
| DF error | 935 |
| t(b) | 4.45 |
| p(b) | 0 |
| t(a) | 1.38 |
| p(a) | 0.08 |
| Lowerbound of 95% confidence interval for beta | 0.38 |
| Upperbound of 95% confidence interval for beta | 0.99 |
| Lowerbound of 95% confidence interval for alpha | -0.35 |
| Upperbound of 95% confidence interval for alpha | 2.03 |
| Treynor index (mean / b) | 1.51 |
| Jensen alpha (a) | 0.84 |
| VaR(95%) | 0.11 |
| Expected Shortfall on VaR | 0.13 |
| VaR(95%) | 0.02 |
| Expected Shortfall on VaR | 0.03 |
| Mean | 13.91 |
| SD | 8.43 |
| Sharpe ratio (Glass type estimate) | 1.65 |
| Sharpe ratio (Hedges UMVUE) | 1.64 |
| df | 130 |
| t | 1.17 |
| p | 0.45 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.13 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.43 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.14 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.42 |
| Sortino ratio | 44.59 |
| Upside Potential Ratio | 51.83 |
| Upside part of mean | 16.16 |
| Downside part of mean | -2.26 |
| Upside SD | 8.43 |
| Downside SD | 0.31 |
| N nonnegative terms | 61 |
| N negative terms | 70 |
| N of observations | 131 |
| Mean of predictor | 1.29 |
| Mean of criterion | 13.91 |
| SD of predictor | 0.37 |
| SD of criterion | 8.43 |
| Covariance | 0.23 |
| r | 0.07 |
| b (slope, estimate of beta) | 1.69 |
| a (intercept, estimate of alpha) | 11.74 |
| Mean Square Error | 71.17 |
| DF error | 129 |
| t(b) | 0.85 |
| p(b) | 0.45 |
| t(a) | 0.96 |
| p(a) | 0.45 |
| Lowerbound of 95% confidence interval for beta | -2.24 |
| Upperbound of 95% confidence interval for beta | 5.62 |
| Lowerbound of 95% confidence interval for alpha | -12.40 |
| Upperbound of 95% confidence interval for alpha | 35.88 |
| Treynor index (mean / b) | 8.25 |
| Jensen alpha (a) | 11.74 |
| Mean | 5.37 |
| SD | 2.90 |
| Sharpe ratio (Glass type estimate) | 1.85 |
| Sharpe ratio (Hedges UMVUE) | 1.84 |
| df | 130 |
| t | 1.31 |
| p | 0.44 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.93 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.63 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.94 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.62 |
| Sortino ratio | 16.69 |
| Upside Potential Ratio | 23.86 |
| Upside part of mean | 7.68 |
| Downside part of mean | -2.31 |
| Upside SD | 2.89 |
| Downside SD | 0.32 |
| N nonnegative terms | 61 |
| N negative terms | 70 |
| N of observations | 131 |
| Mean of predictor | 1.22 |
| Mean of criterion | 5.37 |
| SD of predictor | 0.37 |
| SD of criterion | 2.90 |
| Covariance | 0.14 |
| r | 0.13 |
| b (slope, estimate of beta) | 1.04 |
| a (intercept, estimate of alpha) | 4.11 |
| Mean Square Error | 8.35 |
| DF error | 129 |
| t(b) | 1.51 |
| p(b) | 0.42 |
| t(a) | 0.99 |
| p(a) | 0.45 |
| Lowerbound of 95% confidence interval for beta | -0.32 |
| VAR (95 Confidence Intrvl) | 0.11 |
| Upperbound of 95% confidence interval for beta | 2.40 |
| Lowerbound of 95% confidence interval for alpha | -4.14 |
| Upperbound of 95% confidence interval for alpha | 12.36 |
| Treynor index (mean / b) | 5.18 |
| Jensen alpha (a) | 4.11 |
| VaR(95%) | 0.24 |
| Expected Shortfall on VaR | 0.29 |
| VaR(95%) | 0.02 |
| Expected Shortfall on VaR | 0.04 |
ORDER STATISTICS
| Number of observations | 42 |
|---|---|
| Minimum | 0.84 |
| Quartile 1 | 0.94 |
| Median | 0.99 |
| Quartile 3 | 1.08 |
| Maximum | 1.44 |
| Mean of quarter 1 | 0.90 |
| Mean of quarter 2 | 0.96 |
| Mean of quarter 3 | 1.04 |
| Mean of quarter 4 | 1.24 |
| Inter Quartile Range | 0.14 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 4 |
| Percentage of outliers high | 0.10 |
| Mean of outliers high | 1.39 |
| Extreme Value Index (moments method) | -1.08 |
| VaR(95%) (moments method) | 0.11 |
| Expected Shortfall (moments method) | 0.12 |
| Extreme Value Index (regression method) | -0.27 |
| VaR(95%) (regression method) | 0.11 |
| Expected Shortfall (regression method) | 0.13 |
| Number of observations | 937 |
| Minimum | 0.91 |
| Quartile 1 | 0.99 |
| Median | 1.00 |
| Quartile 3 | 1.01 |
| Maximum | 6.89 |
| Mean of quarter 1 | 0.98 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.06 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 25 |
| Percentage of outliers low | 0.03 |
| Mean of outliers low | 0.95 |
| Number of outliers high | 43 |
| Percentage of outliers high | 0.05 |
| Mean of outliers high | 1.23 |
| Extreme Value Index (moments method) | 0.13 |
| VaR(95%) (moments method) | 0.02 |
| Expected Shortfall (moments method) | 0.03 |
| Extreme Value Index (regression method) | 0.06 |
| VaR(95%) (regression method) | 0.02 |
| Expected Shortfall (regression method) | 0.03 |
| Number of observations | 131 |
| Minimum | 0.91 |
| Quartile 1 | 0.99 |
| Median | 1.00 |
| Quartile 3 | 1.01 |
| Maximum | 6.89 |
| Mean of quarter 1 | 0.97 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.24 |
| Inter Quartile Range | 0.01 |
| Number outliers low | 14 |
| Percentage of outliers low | 0.11 |
| Mean of outliers low | 0.95 |
| Number of outliers high | 19 |
| Percentage of outliers high | 0.15 |
| Mean of outliers high | 1.41 |
| Extreme Value Index (moments method) | 0.31 |
| VaR(95%) (moments method) | 0.03 |
| Expected Shortfall (moments method) | 0.05 |
| Extreme Value Index (regression method) | 0.03 |
| VaR(95%) (regression method) | 0.03 |
| Expected Shortfall (regression method) | 0.05 |
DRAW DOWN STATISTICS
| Number of observations | 2 |
|---|---|
| Minimum | 0.13 |
| Quartile 1 | 0.23 |
| Median | 0.32 |
| Quartile 3 | 0.41 |
| Maximum | 0.51 |
| Mean of quarter 1 | 0.13 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0.51 |
| Inter Quartile Range | 0.19 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 31 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.02 |
| Quartile 3 | 0.04 |
| Maximum | 0.57 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.02 |
| Mean of quarter 4 | 0.17 |
| Inter Quartile Range | 0.03 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 5 |
| Percentage of outliers high | 0.16 |
| Mean of outliers high | 0.24 |
| Extreme Value Index (moments method) | 0.19 |
| VaR(95%) (moments method) | 0.14 |
| Expected Shortfall (moments method) | 0.23 |
| Extreme Value Index (regression method) | 0.73 |
| VaR(95%) (regression method) | 0.17 |
| Expected Shortfall (regression method) | 0.66 |
| Number of observations | 10 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.02 |
| Quartile 3 | 0.06 |
| Maximum | 0.34 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.02 |
| Mean of quarter 3 | 0.02 |
| Mean of quarter 4 | 0.19 |
| Inter Quartile Range | 0.05 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.20 |
| Mean of outliers high | 0.25 |
| Extreme Value Index (moments method) | -3.09 |
| VaR(95%) (moments method) | 0.18 |
| Expected Shortfall (moments method) | 0.18 |
| Extreme Value Index (regression method) | 0.05 |
| VaR(95%) (regression method) | 0.37 |
| Expected Shortfall (regression method) | 0.57 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -416911712 |
| Max Equity Drawdown (num days) | 505 |
| Last 4 Months - Pcnt Negative | 0.2% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.57 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.37 |
| Calmar ratio (compounded annual return / max draw down) | 0.73 |
| Compounded annual return / average of 25% largest draw downs | 0.73 |
| Compounded annual return / Expected Shortfall lognormal | 1.66 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 12.18 |
| Compounded annual return (geometric extrapolation) | 1.89 |
| Calmar ratio (compounded annual return / max draw down) | 3.33 |
| Compounded annual return / average of 25% largest draw downs | 10.99 |
| Compounded annual return / Expected Shortfall lognormal | 14.18 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 27.78 |
| Compounded annual return (geometric extrapolation) | 220.64 |
| Calmar ratio (compounded annual return / max draw down) | 651.53 |
| Compounded annual return / average of 25% largest draw downs | 1159.49 |
| Compounded annual return / Expected Shortfall lognormal | 751.83 |
Trading record
Placed 1980 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| LTHM | long | 100 | May 4, 2022 | Jan 4, 2024 | ($2,645) |
| PRVB | long | 150 | Feb 15, 2023 | Mar 13, 2023 | $2,148 |
| AGFY | long | 30 | Feb 3, 2022 | Feb 15, 2023 | ($2,092) |
| GFAI | long | 62 | Mar 28, 2022 | Feb 15, 2023 | ($1,546) |
| VUZI | long | 150 | Nov 3, 2021 | Feb 15, 2023 | ($1,191) |
| UAVS | long | 1000 | Oct 29, 2021 | Feb 15, 2023 | ($1,570) |
| NURO | long | 500 | May 23, 2022 | Dec 13, 2022 | ($1,230) |
| GTE | long | 1000 | Aug 31, 2022 | Dec 13, 2022 | ($477) |
| BCRX | long | 200 | Feb 1, 2022 | Sep 8, 2022 | ($420) |
| ARTL | long | 199 | Nov 4, 2021 | Aug 16, 2022 | ($1,149) |
| BBIG | long | 1500 | Mar 9, 2022 | May 27, 2022 | ($465) |
| BBBY | long | 50 | Nov 18, 2021 | Mar 9, 2022 | ($17) |
| MEIP | long | 400 | Nov 30, 2021 | Feb 3, 2022 | ($464) |
| SLI | long | 200 | Dec 31, 2021 | Feb 3, 2022 | ($798) |
| CHCI | long | 1500 | Nov 16, 2021 | Jan 24, 2022 | ($1,283) |
| KXIN | long | 800 | Nov 15, 2021 | Jan 21, 2022 | ($941) |
| XSPA | long | 3000 | Nov 17, 2021 | Jan 12, 2022 | $413 |
| BHAT | long | 2000 | Jan 5, 2022 | Jan 10, 2022 | ($95) |
| GOED | long | 1000 | Oct 11, 2021 | Dec 15, 2021 | ($1,088) |
| PBTS | long | 1250 | Oct 21, 2021 | Nov 22, 2021 | ($38) |
| MDIA | long | 300 | Oct 22, 2021 | Nov 17, 2021 | ($708) |
| AVGR | long | 1000 | Nov 17, 2021 | Nov 17, 2021 | ($113) |
| SNOA | long | 300 | Oct 15, 2021 | Nov 16, 2021 | ($424) |
| HUT | long | 200 | Oct 13, 2021 | Nov 15, 2021 | $898 |
| OCGN | long | 400 | Oct 28, 2021 | Nov 11, 2021 | ($775) |
| SNMP | long | 1500 | Nov 8, 2021 | Nov 9, 2021 | ($140) |
| NNDM | long | 300 | Nov 3, 2021 | Nov 3, 2021 | ($63) |
| NNDM | long | 300 | Nov 3, 2021 | Nov 3, 2021 | ($153) |
| OCGN | long | 300 | Oct 11, 2021 | Oct 26, 2021 | $540 |
| WATT | long | 750 | Oct 19, 2021 | Oct 21, 2021 | ($155) |
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.