TQQQ Aspire
(117734561)
Subscription terms. Subscriptions to this system cost $149.00 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.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).Sector: Technology
Focuses primarily on stocks of technology companies.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  

2018  +3.6%  +8.0%  +5.4%  +12.5%  (10.5%)  (12.5%)    (1.8%)  +2.1%  
2019  (0.9%)  +0.6%  +7.7%  +14.7%  (4.5%)  +25.8%  +5.7%  (12.7%)  (0.7%)  (0.7%)  +3.3%  +8.7%  +51.4% 
2020  (4.1%)  +16.2%  (4.6%)  (8.8%)  +0.5%  +0.1%  (0.9%)  +22.1%  +14.7%  +9.3%  +11.0%  (3.6%)  +58.1% 
2021  +1.0%  +7.0%  +2.6%  +16.9%  (1.6%)  +12.9%  +3.7%  +13.2%  (3.3%)  +14.5%  +6.7%  +1.4%  +102.4% 
2022  +0.5%  (6.5%)  +5.3%  (1%)  +4.3%  (3.4%)  +2.6%  (2.9%)  (1.2%)  +1.6%  +0.5%  (1.8%)  (2.5%) 
2023  +3.9%  +2.2%  (0.1%)  +1.0%  +3.5%  +0.7%  (3%)  +1.3%  (4.4%)  +4.9% 
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  $20,000  
Buy Power  $114,889  
Cash  $1  
Equity  $1  
Cumulative $  $94,888  
Includes dividends and cashsettled expirations:  $22  Itemized 
Total System Equity  $114,888  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began5/1/2018

Suggested Minimum Cap$35,000

Strategy Age (days)1973.63

Age66 months ago

What it tradesStocks

# Trades312

# Profitable139

% Profitable44.60%

Avg trade duration2.1 days

Max peaktovalley drawdown24.67%

drawdown periodAug 30, 2018  Feb 12, 2019

Annual Return (Compounded)34.9%

Avg win$1,842

Avg loss$932.16
 Model Account Values (Raw)

Cash$114,889

Margin Used$0

Buying Power$114,889
 Ratios

W:L ratio1.59:1

Sharpe Ratio1.16

Sortino Ratio2.03

Calmar Ratio2.087
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)342.45%

Correlation to SP5000.24200

Return Percent SP500 (cumu) during strategy life63.38%
 Return Statistics

Ann Return (w trading costs)34.9%
 Slump

Current Slump as Pcnt Equity7.70%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.04%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.349%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)38.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss32.00%

Chance of 20% account loss7.00%

Chance of 30% account loss1.00%

Chance of 40% account lossn/a

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
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)969

Popularity (Last 6 weeks)995
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score941

Popularity (7 days, Percentile 1000 scale)982
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$932

Avg Win$1,843

Sum Trade PL (losers)$161,263.000
 Age

Num Months filled monthly returns table65
 Win / Loss

Sum Trade PL (winners)$256,132.000

# Winners139

Num Months Winners40
 Dividends

Dividends Received in Model Acct22
 AUM

AUM (AutoTrader live capital)5458060
 Win / Loss

# Losers173

% Winners44.5%
 Frequency

Avg Position Time (mins)3024.17

Avg Position Time (hrs)50.40

Avg Trade Length2.1 days

Last Trade Ago6
 Leverage

Daily leverage (average)2.81

Daily leverage (max)4.28
 Regression

Alpha0.08

Beta0.26

Treynor Index0.32
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats7.66

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats54.88

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.51

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades8.183

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.237

Avg(MAE) / Avg(PL)  Losing trades1.155

HoldandHope Ratio0.122
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.36251

SD0.25098

Sharpe ratio (Glass type estimate)1.44442

Sharpe ratio (Hedges UMVUE)1.42598

df59.00000

t3.22981

p0.00101

Lowerbound of 95% confidence interval for Sharpe Ratio0.52450

Upperbound of 95% confidence interval for Sharpe Ratio2.35307

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51247

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.33948
 Statistics related to Sortino ratio

Sortino ratio3.64585

Upside Potential Ratio5.20600

Upside part of mean0.51764

Downside part of mean0.15513

Upside SD0.25100

Downside SD0.09943

N nonnegative terms37.00000

N negative terms23.00000
 Statistics related to linear regression on benchmark

N of observations60.00000

Mean of predictor0.09872

Mean of criterion0.36251

SD of predictor0.19630

SD of criterion0.25098

Covariance0.01826

r0.37060

b (slope, estimate of beta)0.47381

a (intercept, estimate of alpha)0.31574

Mean Square Error0.05527

DF error58.00000

t(b)3.03881

p(b)0.00178

t(a)2.97130

p(a)0.00216

Lowerbound of 95% confidence interval for beta0.16170

Upperbound of 95% confidence interval for beta0.78593

Lowerbound of 95% confidence interval for alpha0.10303

Upperbound of 95% confidence interval for alpha0.52845

Treynor index (mean / b)0.76509

Jensen alpha (a)0.31574
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32807

SD0.23828

Sharpe ratio (Glass type estimate)1.37683

Sharpe ratio (Hedges UMVUE)1.35925

df59.00000

t3.07869

p0.00158

Lowerbound of 95% confidence interval for Sharpe Ratio0.46054

Upperbound of 95% confidence interval for Sharpe Ratio2.28234

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44907

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.26944
 Statistics related to Sortino ratio

Sortino ratio3.16620

Upside Potential Ratio4.71019

Upside part of mean0.48805

Downside part of mean0.15998

Upside SD0.23251

Downside SD0.10361

N nonnegative terms37.00000

N negative terms23.00000
 Statistics related to linear regression on benchmark

N of observations60.00000

Mean of predictor0.07833

Mean of criterion0.32807

SD of predictor0.20385

SD of criterion0.23828

Covariance0.01827

r0.37604

b (slope, estimate of beta)0.43954

a (intercept, estimate of alpha)0.29363

Mean Square Error0.04959

DF error58.00000

t(b)3.09066

p(b)0.00153

t(a)2.93026

p(a)0.00242

Lowerbound of 95% confidence interval for beta0.15486

Upperbound of 95% confidence interval for beta0.72421

Lowerbound of 95% confidence interval for alpha0.09305

Upperbound of 95% confidence interval for alpha0.49422

Treynor index (mean / b)0.74639

Jensen alpha (a)0.29363
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08222

Expected Shortfall on VaR0.10794
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02473

Expected Shortfall on VaR0.05235
 ORDER STATISTICS
 Quartiles of return rates

Number of observations60.00000

Minimum0.87773

Quartile 10.99003

Median1.01827

Quartile 31.06776

Maximum1.24362

Mean of quarter 10.95378

Mean of quarter 21.00291

Mean of quarter 31.04353

Mean of quarter 41.12993

Inter Quartile Range0.07773

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.05000

Mean of outliers high1.22265
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.12810

VaR(95%) (moments method)0.03562

Expected Shortfall (moments method)0.04765

Extreme Value Index (regression method)0.13298

VaR(95%) (regression method)0.04566

Expected Shortfall (regression method)0.07229
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00695

Quartile 10.02053

Median0.02698

Quartile 30.08435

Maximum0.19605

Mean of quarter 10.01319

Mean of quarter 20.02480

Mean of quarter 30.05105

Mean of quarter 40.13739

Inter Quartile Range0.06381

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 high0.19605
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.08678

VaR(95%) (moments method)0.15368

Expected Shortfall (moments method)0.18826

Extreme Value Index (regression method)1.84796

VaR(95%) (regression method)0.21093

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.98581

Compounded annual return (geometric extrapolation)0.42757

Calmar ratio (compounded annual return / max draw down)2.18092

Compounded annual return / average of 25% largest draw downs3.11216

Compounded annual return / Expected Shortfall lognormal3.96120

0.00000

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

Mean0.33841

SD0.20578

Sharpe ratio (Glass type estimate)1.64449

Sharpe ratio (Hedges UMVUE)1.64356

df1326.00000

t3.70098

p0.44944

Lowerbound of 95% confidence interval for Sharpe Ratio0.77107

Upperbound of 95% confidence interval for Sharpe Ratio2.51734

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.77043

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.51669
 Statistics related to Sortino ratio

Sortino ratio2.93822

Upside Potential Ratio10.23780

Upside part of mean1.17915

Downside part of mean0.84074

Upside SD0.17172

Downside SD0.11518

N nonnegative terms460.00000

N negative terms867.00000
 Statistics related to linear regression on benchmark

N of observations1327.00000

Mean of predictor0.09269

Mean of criterion0.33841

SD of predictor0.21705

SD of criterion0.20578

Covariance0.01026

r0.22968

b (slope, estimate of beta)0.21775

a (intercept, estimate of alpha)0.31800

Mean Square Error0.04014

DF error1325.00000

t(b)8.59011

p(b)0.35508

t(a)3.57324

p(a)0.43790

Lowerbound of 95% confidence interval for beta0.16803

Upperbound of 95% confidence interval for beta0.26748

Lowerbound of 95% confidence interval for alpha0.14352

Upperbound of 95% confidence interval for alpha0.49294

Treynor index (mean / b)1.55410

Jensen alpha (a)0.31823
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.31726

SD0.20404

Sharpe ratio (Glass type estimate)1.55490

Sharpe ratio (Hedges UMVUE)1.55402

df1326.00000

t3.49934

p0.45217

Lowerbound of 95% confidence interval for Sharpe Ratio0.68171

Upperbound of 95% confidence interval for Sharpe Ratio2.42751

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.68112

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.42691
 Statistics related to Sortino ratio

Sortino ratio2.72396

Upside Potential Ratio9.99947

Upside part of mean1.16464

Downside part of mean0.84738

Upside SD0.16858

Downside SD0.11647

N nonnegative terms460.00000

N negative terms867.00000
 Statistics related to linear regression on benchmark

N of observations1327.00000

Mean of predictor0.06902

Mean of criterion0.31726

SD of predictor0.21790

SD of criterion0.20404

Covariance0.01017

r0.22877

b (slope, estimate of beta)0.21421

a (intercept, estimate of alpha)0.30248

Mean Square Error0.03948

DF error1325.00000

t(b)8.55405

p(b)0.35564

t(a)3.42520

p(a)0.44045

Lowerbound of 95% confidence interval for beta0.16508

Upperbound of 95% confidence interval for beta0.26333

Lowerbound of 95% confidence interval for alpha0.12924

Upperbound of 95% confidence interval for alpha0.47572

Treynor index (mean / b)1.48108

Jensen alpha (a)0.30248
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01933

Expected Shortfall on VaR0.02448
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00868

Expected Shortfall on VaR0.01703
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1327.00000

Minimum0.95459

Quartile 10.99635

Median1.00000

Quartile 31.00491

Maximum1.08753

Mean of quarter 10.98811

Mean of quarter 20.99934

Mean of quarter 31.00095

Mean of quarter 41.01718

Inter Quartile Range0.00855

Number outliers low69.00000

Percentage of outliers low0.05200

Mean of outliers low0.97621

Number of outliers high107.00000

Percentage of outliers high0.08063

Mean of outliers high1.03104
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.10476

VaR(95%) (moments method)0.00971

Expected Shortfall (moments method)0.01285

Extreme Value Index (regression method)0.03280

VaR(95%) (regression method)0.01182

Expected Shortfall (regression method)0.01661
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations54.00000

Minimum0.00035

Quartile 10.00921

Median0.03303

Quartile 30.06115

Maximum0.19750

Mean of quarter 10.00409

Mean of quarter 20.02033

Mean of quarter 30.04737

Mean of quarter 40.10251

Inter Quartile Range0.05194

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.05556

Mean of outliers high0.17816
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.12551

VaR(95%) (moments method)0.11203

Expected Shortfall (moments method)0.15181

Extreme Value Index (regression method)0.14461

VaR(95%) (regression method)0.11464

Expected Shortfall (regression method)0.15673
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.93673

Compounded annual return (geometric extrapolation)0.41223

Calmar ratio (compounded annual return / max draw down)2.08718

Compounded annual return / average of 25% largest draw downs4.02127

Compounded annual return / Expected Shortfall lognormal16.84250

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

Mean0.02349

SD0.07925

Sharpe ratio (Glass type estimate)0.29646

Sharpe ratio (Hedges UMVUE)0.29475

df130.00000

t0.20963

p0.50919

Lowerbound of 95% confidence interval for Sharpe Ratio3.06802

Upperbound of 95% confidence interval for Sharpe Ratio2.47606

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.06678

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.47729
 Statistics related to Sortino ratio

Sortino ratio0.43151

Upside Potential Ratio8.00440

Upside part of mean0.43580

Downside part of mean0.45930

Upside SD0.05718

Downside SD0.05445

N nonnegative terms45.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15192

Mean of criterion0.02349

SD of predictor0.11476

SD of criterion0.07925

Covariance0.00333

r0.36643

b (slope, estimate of beta)0.25305

a (intercept, estimate of alpha)0.06194

Mean Square Error0.00548

DF error129.00000

t(b)4.47292

p(b)0.27206

t(a)0.58968

p(a)0.53299

Lowerbound of 95% confidence interval for beta0.14111

Upperbound of 95% confidence interval for beta0.36498

Lowerbound of 95% confidence interval for alpha0.26975

Upperbound of 95% confidence interval for alpha0.14588

Treynor index (mean / b)0.09284

Jensen alpha (a)0.06194
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02661

SD0.07919

Sharpe ratio (Glass type estimate)0.33598

Sharpe ratio (Hedges UMVUE)0.33404

df130.00000

t0.23758

p0.51042

Lowerbound of 95% confidence interval for Sharpe Ratio3.10749

Upperbound of 95% confidence interval for Sharpe Ratio2.43673

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.10614

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.43806
 Statistics related to Sortino ratio

Sortino ratio0.48678

Upside Potential Ratio7.94308

Upside part of mean0.43413

Downside part of mean0.46074

Upside SD0.05690

Downside SD0.05466

N nonnegative terms45.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.14534

Mean of criterion0.02661

SD of predictor0.11461

SD of criterion0.07919

Covariance0.00332

r0.36574

b (slope, estimate of beta)0.25270

a (intercept, estimate of alpha)0.06333

Mean Square Error0.00547

DF error129.00000

t(b)4.46327

p(b)0.27246

t(a)0.60344

p(a)0.53376

VAR (95 Confidence Intrvl)0.01900

Lowerbound of 95% confidence interval for beta0.14068

Upperbound of 95% confidence interval for beta0.36472

Lowerbound of 95% confidence interval for alpha0.27099

Upperbound of 95% confidence interval for alpha0.14432

Treynor index (mean / b)0.10528

Jensen alpha (a)0.06333
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00812

Expected Shortfall on VaR0.01014
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00477

Expected Shortfall on VaR0.00870
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98751

Quartile 10.99702

Median1.00000

Quartile 31.00223

Maximum1.01550

Mean of quarter 10.99396

Mean of quarter 20.99935

Mean of quarter 31.00048

Mean of quarter 41.00628

Inter Quartile Range0.00522

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.98849

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.01349
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.33406

VaR(95%) (moments method)0.00623

Expected Shortfall (moments method)0.00735

Extreme Value Index (regression method)0.44176

VaR(95%) (regression method)0.00611

Expected Shortfall (regression method)0.00700
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00005

Quartile 10.01173

Median0.01608

Quartile 30.02145

Maximum0.05678

Mean of quarter 10.00352

Mean of quarter 20.01380

Mean of quarter 30.01940

Mean of quarter 40.03988

Inter Quartile Range0.00973

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.12500

Mean of outliers high0.05678
 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 Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?373033000

Max Equity Drawdown (num days)166
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00130

Compounded annual return (geometric extrapolation)0.00130

Calmar ratio (compounded annual return / max draw down)0.02294

Compounded annual return / average of 25% largest draw downs0.03266

Compounded annual return / Expected Shortfall lognormal0.12846
Strategy Description
The TQQQ Aspire Strategy is based on a statistical computer model whose signals are designed to be efficiently traded utilizing C2’s AutoTrading technology. This Strategy uses the leveraged ETF TQQQ which is highly correlated to the Nasdaq 100 Index (NDX). This is one of the Top Ten popular ETFs for traders with a substantial trading volume on a daily basis.
White Paper
If you would like to review a white paper that compares TQQQ Aspire relative to other Strategies using the C2 Grid as an evaluation tool, please copy this link into your browser:
https://docsend.com/view/jttaaanebzvk2zuz
Strategy Philosophy
1. Alternative Investment Strategy – As an Alternative Investment Strategy, TQQQ Aspire is built to be a small portion of your investable assets. Due to the inherent leveraged price movement (3X the Nasdaq price movement), We encourage investors to limit this to less than 10% of their portfolio.
2. Substantial Returns  The intent of this Strategy is to provide substantial returns as part of a larger investor portfolio. In other words, diversification is the responsibility of the investor subscribing to this Strategy.
3. “Windows of Momentum” – TQQQ Aspire seeks to limit exposure to brief periods of time as the Strategy constantly seeks momentum. During low volatility periods, a swing strategy is applied and our algorithm may signal positions can be held overnight. The StopLoss calculation on Day 1 of a swing trade and all subsequent days in the trade is part of the “Secret Sauce” and is calculated on a daily basis for the each day’s trading. However, when volatility is high, like 2022, out algorithm has been modified where entries and exits are likely to occur in the same day.
4. Lost Crystal Ball – We still haven’t seen a Strategy with a Crystal Ball for predicting when to close a position at the peak. Believe us, if someone had a reliable method of making this decision, we would all be living in luxury. Depending on volatility levels, exits occur either in the same day (high volatility) or positions can be held overnight when volatility is low and our algorithm calculates a statistical probability for doing so.
5. Risk Mitigation – TQQQ Aspire never leaves a trade position “exposed.” This means there is a StopLoss in effect at the point of the trade entry and there is one in place until the closing of the trade.
6. Trading Adjustment  Prior to 2022, the swing trade strategy often held positions overnight. During low volatility and when higher probability calculations to hold overnight occur, the average length of a position is 5+ days according to backtesting. Some trades have lasted as long as in excess of 20 days...it simply depends on the strength of the momentum. A trade to enter a position can also occur with a StopLoss on the same day should the market turn downward. At higher volatility levels, we adjusted our algorithm to accommodate this volatility by exiting a trade typically on the same day as the entry utilizes a "Profit Taker" or limit order to sell should a calculated profit be reached. However, when volatility is low and a calculated decision occurs to hold overnight, a trade to enter and a trade to close a position can occur on separate days.
7. Trade Entry – Recently, we have adjusted our entries to occur shortly after the open. Subsequently, we may adjust our StopLoss and ProfitTaker sell orders based on mathematical adjustments during the trading day. This is why we recommend AutoTrading so you do not miss the trading signals early in the day or the order adjustments throughout the day.
8. Pursuit of Simplicity – This Strategy in its earliest form was more complex than today’s Strategy. We put a great deal of energy into simplifying the Strategy and through exhaustive backtesting. The “Secret Sauce” for this Strategy is partly due to identifying a unique advantage and then using simplicity to make the Strategy more efficient.
9. Strategy Leader Discretion  This Strategy, albeit based mostly on a quantitative strategy is not 100% mechanical. If market circumstances or geopolitical conditions arise that could impact performance of a trade in the opinion of the strategy leader, discretion may be exercised by overriding the calculated signal.
On November 1, 2019, we enhanced this model to improve the entry decision and StopLoss calculation. The performance during rising and falling markets has made a substantial improvement during this timeperiod. The current C2 Max Drawdown reported on this Strategy occurred prior to this model update.
On January 1, 2023, we added adjustments to our algorithm that accommodate increased trading volatility. While 2022 was a difficult year, the "silver lining" to this extended downturn was the market's provision of substantial data for similar volatile periods in the future.
The main inventor of this Strategy has been building statistical models for many years. His initial work was for the Department of Defense during the 1980's. We have been working on the key elements of this financial model's technique for over 8 years. docv.2152023. linkv.762023.
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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