OPTIONS INCOME PRO
Subscription terms. Subscriptions to this system cost $199.00 per month.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2016  +16.0%  +30.3%  +45.7%  
2017  +34.4%  +37.0%  +7.0%  +6.3%  +109.5% 
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  $34,651  
Cash  $1  
Equity  $1  
Cumulative $  $25,025  
Total System Equity  $35,025  
Margined  $1  
Open P/L  ($647)  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Open positions are hidden from nonsubscribers.

Trading Record 

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Statistics
 Strategy began11/23/2016
 Starting Unit Size$10,000
 Strategy Age (days)151.01
 Age151 days ago
 What it tradesOptions
 # Trades67
 # Profitable59
 % Profitable88.10%
 Avg trade duration2.9 days
 Max peaktovalley drawdown6.65%
 drawdown periodApril 07, 2017  April 11, 2017
 Cumul. Return196.6%
 Avg win$500.41
 Avg loss$562.25
 Model Account Values (Raw)
 Cash$35,350
 Margin Used$699
 Buying Power$34,651
 Ratios
 W:L ratio6.56:1
 Sharpe Ratio8.973
 Sortino Ratio41.746
 Calmar Ratio493.179
 CORRELATION STATISTICS
 Correlation to SP5000.20800
 Return Statistics
 Ann Return (w trading costs)1200.8%
 Ann Return (Compnd, No Fees)1928.4%
 Risk of Ruin (MonteCarlo)
 Chance of 10% account lossn/a
 Chance of 20% account lossn/a
 Chance of 30% account lossn/a
 Chance of 40% account lossn/a
 Chance of 50% account lossn/a
 Popularity
 Popularity (Today)995
 Popularity (Last 6 weeks)997
 C2 Score99.6
 TradesOwnSystem Certification
 Trades Own System?0
 TOS percentn/a
 Subscription Price
 Billing Period (days)30
 Trial Days0
 Win / Loss
 Avg Loss$562
 Avg Win$500
 # Winners59
 # Losers8
 % Winners88.1%
 Frequency
 Avg Position Time (mins)4236.65
 Avg Position Time (hrs)70.61
 Avg Trade Length2.9 days
 Last Trade Ago2
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean3.50717
 SD0.76315
 Sharpe ratio (Glass type estimate)4.59563
 Sharpe ratio (Hedges UMVUE)3.66678
 df4.00000
 t2.96647
 p0.02064
 Lowerbound of 95% confidence interval for Sharpe Ratio0.15987
 Upperbound of 95% confidence interval for Sharpe Ratio8.79057
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29247
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.62604
 Statistics related to Sortino ratio
 Sortino ratio0.00000
 Upside Potential Ratio0.00000
 Upside part of mean3.50717
 Downside part of mean0.00000
 Upside SD1.22104
 Downside SD0.00000
 N nonnegative terms5.00000
 N negative terms0.00000
 Statistics related to linear regression on benchmark
 N of observations5.00000
 Mean of predictor0.14434
 Mean of criterion3.50717
 SD of predictor0.06169
 SD of criterion0.76315
 Covariance0.04211
 r0.89440
 b (slope, estimate of beta)11.06380
 a (intercept, estimate of alpha)1.91019
 Mean Square Error0.15535
 DF error3.00000
 t(b)3.46355
 p(b)0.02027
 t(a)2.49656
 p(a)0.04399
 Lowerbound of 95% confidence interval for beta0.89794
 Upperbound of 95% confidence interval for beta21.22960
 Lowerbound of 95% confidence interval for alpha0.52480
 Upperbound of 95% confidence interval for alpha4.34518
 Treynor index (mean / b)0.31700
 Jensen alpha (a)1.91019
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean2.93367
 SD0.59470
 Sharpe ratio (Glass type estimate)4.93302
 Sharpe ratio (Hedges UMVUE)3.93598
 df4.00000
 t3.18425
 p0.01670
 Lowerbound of 95% confidence interval for Sharpe Ratio0.33871
 Upperbound of 95% confidence interval for Sharpe Ratio9.29275
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14550
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8.01745
 Statistics related to Sortino ratio
 Sortino ratio0.00000
 Upside Potential Ratio0.00000
 Upside part of mean2.93367
 Downside part of mean0.00000
 Upside SD1.00007
 Downside SD0.00000
 N nonnegative terms5.00000
 N negative terms0.00000
 Statistics related to linear regression on benchmark
 N of observations5.00000
 Mean of predictor0.14188
 Mean of criterion2.93367
 SD of predictor0.06091
 SD of criterion0.59470
 Covariance0.03211
 r0.88650
 b (slope, estimate of beta)8.65529
 a (intercept, estimate of alpha)1.70566
 Mean Square Error0.10097
 DF error3.00000
 t(b)3.31827
 p(b)0.02256
 t(a)2.76957
 p(a)0.03480
 Lowerbound of 95% confidence interval for beta0.35427
 Upperbound of 95% confidence interval for beta16.95630
 Lowerbound of 95% confidence interval for alpha0.25427
 Upperbound of 95% confidence interval for alpha3.66560
 Treynor index (mean / b)0.33894
 Jensen alpha (a)1.70566
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.03720
 Expected Shortfall on VaR0.10208
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.00000
 Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations5.00000
 Minimum1.06034
 Quartile 11.09215
 Median1.28143
 Quartile 31.50410
 Maximum1.52745
 Mean of quarter 11.07625
 Mean of quarter 21.28143
 Mean of quarter 31.50410
 Mean of quarter 41.52745
 Inter Quartile Range0.41195
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations0.00000
 Minimum0.00000
 Quartile 10.00000
 Median0.00000
 Quartile 30.00000
 Maximum0.00000
 Mean of quarter 10.00000
 Mean of quarter 20.00000
 Mean of quarter 30.00000
 Mean of quarter 40.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)5.78232
 Compounded annual return (geometric extrapolation)17.98440
 Calmar ratio (compounded annual return / max draw down)0.00000
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal176.18400
 0.00000
 0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean2.94826
 SD0.33003
 Sharpe ratio (Glass type estimate)8.93327
 Sharpe ratio (Hedges UMVUE)8.88792
 df148.00000
 t5.87928
 p0.28244
 Lowerbound of 95% confidence interval for Sharpe Ratio5.77288
 Upperbound of 95% confidence interval for Sharpe Ratio12.06670
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.74244
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation12.03340
 Statistics related to Sortino ratio
 Sortino ratio43.16000
 Upside Potential Ratio47.55550
 Upside part of mean3.24851
 Downside part of mean0.30025
 Upside SD0.35887
 Downside SD0.06831
 N nonnegative terms85.00000
 N negative terms64.00000
 Statistics related to linear regression on benchmark
 N of observations149.00000
 Mean of predictor0.13833
 Mean of criterion2.94826
 SD of predictor0.06646
 SD of criterion0.33003
 Covariance0.00393
 r0.17897
 b (slope, estimate of beta)0.88880
 a (intercept, estimate of alpha)2.82500
 Mean Square Error0.10615
 DF error147.00000
 t(b)2.20547
 p(b)0.38668
 t(a)5.67135
 p(a)0.23857
 Lowerbound of 95% confidence interval for beta0.09238
 Upperbound of 95% confidence interval for beta1.68521
 Lowerbound of 95% confidence interval for alpha1.84081
 Upperbound of 95% confidence interval for alpha3.80982
 Treynor index (mean / b)3.31714
 Jensen alpha (a)2.82531
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean2.88405
 SD0.31978
 Sharpe ratio (Glass type estimate)9.01893
 Sharpe ratio (Hedges UMVUE)8.97315
 df148.00000
 t5.93566
 p0.28075
 Lowerbound of 95% confidence interval for Sharpe Ratio5.85524
 Upperbound of 95% confidence interval for Sharpe Ratio12.15540
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation5.82453
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation12.12180
 Statistics related to Sortino ratio
 Sortino ratio41.74650
 Upside Potential Ratio46.12680
 Upside part of mean3.18666
 Downside part of mean0.30261
 Upside SD0.34782
 Downside SD0.06908
 N nonnegative terms85.00000
 N negative terms64.00000
 Statistics related to linear regression on benchmark
 N of observations149.00000
 Mean of predictor0.13611
 Mean of criterion2.88405
 SD of predictor0.06636
 SD of criterion0.31978
 Covariance0.00382
 r0.17989
 b (slope, estimate of beta)0.86683
 a (intercept, estimate of alpha)2.76607
 Mean Square Error0.09962
 DF error147.00000
 t(b)2.21729
 p(b)0.38610
 t(a)5.73250
 p(a)0.23641
 Lowerbound of 95% confidence interval for beta0.09424
 Upperbound of 95% confidence interval for beta1.63943
 Lowerbound of 95% confidence interval for alpha1.81249
 Upperbound of 95% confidence interval for alpha3.71965
 Treynor index (mean / b)3.32711
 Jensen alpha (a)2.76607
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.01978
 Expected Shortfall on VaR0.02679
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.00172
 Expected Shortfall on VaR0.00412
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations149.00000
 Minimum0.97089
 Quartile 11.00000
 Median1.00167
 Quartile 31.01123
 Maximum1.12000
 Mean of quarter 10.99663
 Mean of quarter 21.00024
 Mean of quarter 31.00634
 Mean of quarter 41.03152
 Inter Quartile Range0.01123
 Number outliers low2.00000
 Percentage of outliers low0.01342
 Mean of outliers low0.97314
 Number of outliers high15.00000
 Percentage of outliers high0.10067
 Mean of outliers high1.05032
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.89752
 VaR(95%) (moments method)0.00240
 Expected Shortfall (moments method)0.02911
 Extreme Value Index (regression method)0.64637
 VaR(95%) (regression method)0.00224
 Expected Shortfall (regression method)0.00834
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations13.00000
 Minimum0.00029
 Quartile 10.00146
 Median0.00426
 Quartile 30.00990
 Maximum0.03460
 Mean of quarter 10.00090
 Mean of quarter 20.00359
 Mean of quarter 30.00848
 Mean of quarter 40.02650
 Inter Quartile Range0.00844
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high2.00000
 Percentage of outliers high0.15385
 Mean of outliers high0.03288
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)1.00301
 VaR(95%) (moments method)0.02398
 Expected Shortfall (moments method)0.02592
 Extreme Value Index (regression method)1.33757
 VaR(95%) (regression method)0.03147
 Expected Shortfall (regression method)0.03280
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)5.77781
 Compounded annual return (geometric extrapolation)17.06540
 Calmar ratio (compounded annual return / max draw down)493.17900
 Compounded annual return / average of 25% largest draw downs644.08900
 Compounded annual return / Expected Shortfall lognormal636.91400
Strategy Description
This system is aggressive and targets on 100% annual return, this translates to 8%/mon. It tries to limit the max draw down to less than 15% in normal trading situation. In case of a disaster such as 911, we try our best to protect the capital and limit the DD to 30%.Subscriptions not available
No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.
Statistics
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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