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  +4.5%  +7.1%  +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%)  (6.9%)  (0.2%)  +1.5%  (1.1%) 
2024  (3%)  (0.9%)  +0.2%  +3.5%  +1.5%  +1.6%  +5.9%  (5.3%)  (3.3%)  (0.2%) 
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  $111,819  
Cash  $1  
Equity  $1  
Cumulative $  $91,819  
Includes dividends and cashsettled expirations:  $22  Itemized 
Total System Equity  $111,819  
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)2324.42

Age77 months ago

What it tradesStocks

# Trades453

# Profitable213

% Profitable47.00%

Avg trade duration1.5 days

Max peaktovalley drawdown24.67%

drawdown periodAug 30, 2018  Feb 12, 2019

Annual Return (Compounded)27.7%

Avg win$1,518

Avg loss$965.55
 Model Account Values (Raw)

Cash$111,819

Margin Used$0

Buying Power$111,819
 Ratios

W:L ratio1.40:1

Sharpe Ratio1

Sortino Ratio1.74

Calmar Ratio1.684
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)269.20%

Correlation to SP5000.23780

Return Percent SP500 (cumu) during strategy life107.00%
 Return Statistics

Ann Return (w trading costs)27.7%
 Slump

Current Slump as Pcnt Equity14.40%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.18%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.277%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)31.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss35.00%

Chance of 20% account loss8.50%

Chance of 30% account loss0.50%

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)807

Popularity (Last 6 weeks)961
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score463

Popularity (7 days, Percentile 1000 scale)901
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$966

Avg Win$1,519

Sum Trade PL (losers)$231,732.000
 Age

Num Months filled monthly returns table77
 Win / Loss

Sum Trade PL (winners)$323,529.000

# Winners213

Num Months Winners46
 Dividends

Dividends Received in Model Acct22
 AUM

AUM (AutoTrader live capital)710035
 Win / Loss

# Losers240

% Winners47.0%
 Frequency

Avg Position Time (mins)2127.63

Avg Position Time (hrs)35.46

Avg Trade Length1.5 days

Last Trade Ago0
 Leverage

Daily leverage (average)2.77

Daily leverage (max)4.28
 Regression

Alpha0.06

Beta0.25

Treynor Index0.27
 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)0.94

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades21.730

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.302

Avg(MAE) / Avg(PL)  Losing trades1.146

HoldandHope Ratio0.046
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.29192

SD0.23637

Sharpe ratio (Glass type estimate)1.23502

Sharpe ratio (Hedges UMVUE)1.22193

df71.00000

t3.02517

p0.00173

Lowerbound of 95% confidence interval for Sharpe Ratio0.40549

Upperbound of 95% confidence interval for Sharpe Ratio2.05639

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.39692

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.04694
 Statistics related to Sortino ratio

Sortino ratio3.04441

Upside Potential Ratio4.66850

Upside part of mean0.44765

Downside part of mean0.15573

Upside SD0.23022

Downside SD0.09589

N nonnegative terms43.00000

N negative terms29.00000
 Statistics related to linear regression on benchmark

N of observations72.00000

Mean of predictor0.11239

Mean of criterion0.29192

SD of predictor0.18762

SD of criterion0.23637

Covariance0.01530

r0.34496

b (slope, estimate of beta)0.43458

a (intercept, estimate of alpha)0.24308

Mean Square Error0.04992

DF error70.00000

t(b)3.07490

p(b)0.00150

t(a)2.62526

p(a)0.00531

Lowerbound of 95% confidence interval for beta0.15271

Upperbound of 95% confidence interval for beta0.71646

Lowerbound of 95% confidence interval for alpha0.05841

Upperbound of 95% confidence interval for alpha0.42774

Treynor index (mean / b)0.67173

Jensen alpha (a)0.24308
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26251

SD0.22456

Sharpe ratio (Glass type estimate)1.16897

Sharpe ratio (Hedges UMVUE)1.15658

df71.00000

t2.86339

p0.00275

Lowerbound of 95% confidence interval for Sharpe Ratio0.34225

Upperbound of 95% confidence interval for Sharpe Ratio1.98794

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.33413

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.97903
 Statistics related to Sortino ratio

Sortino ratio2.63278

Upside Potential Ratio4.23951

Upside part of mean0.42271

Downside part of mean0.16020

Upside SD0.21338

Downside SD0.09971

N nonnegative terms43.00000

N negative terms29.00000
 Statistics related to linear regression on benchmark

N of observations72.00000

Mean of predictor0.09359

Mean of criterion0.26251

SD of predictor0.19433

SD of criterion0.22456

Covariance0.01530

r0.35059

b (slope, estimate of beta)0.40514

a (intercept, estimate of alpha)0.22459

Mean Square Error0.04486

DF error70.00000

t(b)3.13205

p(b)0.00127

t(a)2.57223

p(a)0.00611

Lowerbound of 95% confidence interval for beta0.14715

Upperbound of 95% confidence interval for beta0.66313

Lowerbound of 95% confidence interval for alpha0.05045

Upperbound of 95% confidence interval for alpha0.39873

Treynor index (mean / b)0.64794

Jensen alpha (a)0.22459
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08126

Expected Shortfall on VaR0.10556
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02583

Expected Shortfall on VaR0.05329
 ORDER STATISTICS
 Quartiles of return rates

Number of observations72.00000

Minimum0.87773

Quartile 10.98593

Median1.01017

Quartile 31.05381

Maximum1.24362

Mean of quarter 10.95510

Mean of quarter 20.99963

Mean of quarter 31.03301

Mean of quarter 41.11887

Inter Quartile Range0.06788

Number outliers low1.00000

Percentage of outliers low0.01389

Mean of outliers low0.87773

Number of outliers high4.00000

Percentage of outliers high0.05556

Mean of outliers high1.20873
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.05809

VaR(95%) (moments method)0.03776

Expected Shortfall (moments method)0.05111

Extreme Value Index (regression method)0.18467

VaR(95%) (regression method)0.04332

Expected Shortfall (regression method)0.06862
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00695

Quartile 10.02053

Median0.03575

Quartile 30.10403

Maximum0.19605

Mean of quarter 10.01319

Mean of quarter 20.02789

Mean of quarter 30.08435

Mean of quarter 40.13851

Inter Quartile Range0.08349

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)0.03909

VaR(95%) (moments method)0.15408

Expected Shortfall (moments method)0.19406

Extreme Value Index (regression method)2.35181

VaR(95%) (regression method)0.21938

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.78525

Compounded annual return (geometric extrapolation)0.33698

Calmar ratio (compounded annual return / max draw down)1.71886

Compounded annual return / average of 25% largest draw downs2.43292

Compounded annual return / Expected Shortfall lognormal3.19241

0.00000

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

Mean0.27774

SD0.19255

Sharpe ratio (Glass type estimate)1.44245

Sharpe ratio (Hedges UMVUE)1.44177

df1574.00000

t3.53664

p0.45560

Lowerbound of 95% confidence interval for Sharpe Ratio0.64126

Upperbound of 95% confidence interval for Sharpe Ratio2.24323

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64079

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.24274
 Statistics related to Sortino ratio

Sortino ratio2.55412

Upside Potential Ratio9.86176

Upside part of mean1.07238

Downside part of mean0.79465

Upside SD0.15975

Downside SD0.10874

N nonnegative terms558.00000

N negative terms1017.00000
 Statistics related to linear regression on benchmark

N of observations1575.00000

Mean of predictor0.11437

Mean of criterion0.27774

SD of predictor0.20560

SD of criterion0.19255

Covariance0.00895

r0.22596

b (slope, estimate of beta)0.21162

a (intercept, estimate of alpha)0.25400

Mean Square Error0.03520

DF error1573.00000

t(b)9.19996

p(b)0.35738

t(a)3.31115

p(a)0.44710

Lowerbound of 95% confidence interval for beta0.16650

Upperbound of 95% confidence interval for beta0.25674

Lowerbound of 95% confidence interval for alpha0.10335

Upperbound of 95% confidence interval for alpha0.40373

Treynor index (mean / b)1.31243

Jensen alpha (a)0.25354
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25926

SD0.19095

Sharpe ratio (Glass type estimate)1.35770

Sharpe ratio (Hedges UMVUE)1.35705

df1574.00000

t3.32883

p0.45819

Lowerbound of 95% confidence interval for Sharpe Ratio0.55670

Upperbound of 95% confidence interval for Sharpe Ratio2.15829

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.55626

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.15784
 Statistics related to Sortino ratio

Sortino ratio2.35844

Upside Potential Ratio9.64105

Upside part of mean1.05981

Downside part of mean0.80056

Upside SD0.15688

Downside SD0.10993

N nonnegative terms558.00000

N negative terms1017.00000
 Statistics related to linear regression on benchmark

N of observations1575.00000

Mean of predictor0.09312

Mean of criterion0.25926

SD of predictor0.20637

SD of criterion0.19095

Covariance0.00887

r0.22508

b (slope, estimate of beta)0.20827

a (intercept, estimate of alpha)0.23986

Mean Square Error0.03464

DF error1573.00000

t(b)9.16209

p(b)0.35793

t(a)3.15868

p(a)0.44951

Lowerbound of 95% confidence interval for beta0.16368

Upperbound of 95% confidence interval for beta0.25286

Lowerbound of 95% confidence interval for alpha0.09091

Upperbound of 95% confidence interval for alpha0.38881

Treynor index (mean / b)1.24481

Jensen alpha (a)0.23986
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01825

Expected Shortfall on VaR0.02306
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00814

Expected Shortfall on VaR0.01600
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1575.00000

Minimum0.95459

Quartile 10.99653

Median1.00000

Quartile 31.00398

Maximum1.08753

Mean of quarter 10.98889

Mean of quarter 20.99926

Mean of quarter 31.00089

Mean of quarter 41.01563

Inter Quartile Range0.00745

Number outliers low92.00000

Percentage of outliers low0.05841

Mean of outliers low0.97819

Number of outliers high149.00000

Percentage of outliers high0.09460

Mean of outliers high1.02700
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04430

VaR(95%) (moments method)0.00907

Expected Shortfall (moments method)0.01229

Extreme Value Index (regression method)0.02754

VaR(95%) (regression method)0.01071

Expected Shortfall (regression method)0.01543
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations55.00000

Minimum0.00035

Quartile 10.00942

Median0.03314

Quartile 30.06820

Maximum0.19750

Mean of quarter 10.00409

Mean of quarter 20.02124

Mean of quarter 30.05045

Mean of quarter 40.10807

Inter Quartile Range0.05877

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.05455

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

Extreme Value Index (moments method)0.09246

VaR(95%) (moments method)0.11729

Expected Shortfall (moments method)0.15421

Extreme Value Index (regression method)0.15910

VaR(95%) (regression method)0.12161

Expected Shortfall (regression method)0.16582
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.76848

Compounded annual return (geometric extrapolation)0.33264

Calmar ratio (compounded annual return / max draw down)1.68423

Compounded annual return / average of 25% largest draw downs3.07808

Compounded annual return / Expected Shortfall lognormal14.42200

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

Mean0.04165

SD0.09997

Sharpe ratio (Glass type estimate)0.41665

Sharpe ratio (Hedges UMVUE)0.41424

df130.00000

t0.29462

p0.48708

Lowerbound of 95% confidence interval for Sharpe Ratio2.35634

Upperbound of 95% confidence interval for Sharpe Ratio3.18820

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.35802

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.18651
 Statistics related to Sortino ratio

Sortino ratio0.61603

Upside Potential Ratio8.69222

Upside part of mean0.58774

Downside part of mean0.54609

Upside SD0.07316

Downside SD0.06762

N nonnegative terms56.00000

N negative terms75.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.12350

Mean of criterion0.04165

SD of predictor0.13451

SD of criterion0.09997

Covariance0.00228

r0.16942

b (slope, estimate of beta)0.12592

a (intercept, estimate of alpha)0.02610

Mean Square Error0.00978

DF error129.00000

t(b)1.95246

p(b)0.39266

t(a)0.18632

p(a)0.48956

Lowerbound of 95% confidence interval for beta0.00168

Upperbound of 95% confidence interval for beta0.25352

Lowerbound of 95% confidence interval for alpha0.25110

Upperbound of 95% confidence interval for alpha0.30331

Treynor index (mean / b)0.33080

Jensen alpha (a)0.02610
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.03669

SD0.09991

Sharpe ratio (Glass type estimate)0.36724

Sharpe ratio (Hedges UMVUE)0.36511

df130.00000

t0.25968

p0.48862

Lowerbound of 95% confidence interval for Sharpe Ratio2.40553

Upperbound of 95% confidence interval for Sharpe Ratio3.13880

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.40705

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.13728
 Statistics related to Sortino ratio

Sortino ratio0.53946

Upside Potential Ratio8.60123

Upside part of mean0.58503

Downside part of mean0.54834

Upside SD0.07270

Downside SD0.06802

N nonnegative terms56.00000

N negative terms75.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11446

Mean of criterion0.03669

SD of predictor0.13478

SD of criterion0.09991

Covariance0.00229

r0.16975

b (slope, estimate of beta)0.12584

a (intercept, estimate of alpha)0.02229

Mean Square Error0.00977

DF error129.00000

t(b)1.95639

p(b)0.39245

t(a)0.15923

p(a)0.49108

VAR (95 Confidence Intrvl)0.01800

Lowerbound of 95% confidence interval for beta0.00142

Upperbound of 95% confidence interval for beta0.25310

Lowerbound of 95% confidence interval for alpha0.25467

Upperbound of 95% confidence interval for alpha0.29925

Treynor index (mean / b)0.29159

Jensen alpha (a)0.02229
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00996

Expected Shortfall on VaR0.01251
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00523

Expected Shortfall on VaR0.00994
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97725

Quartile 10.99697

Median1.00000

Quartile 31.00340

Maximum1.02249

Mean of quarter 10.99284

Mean of quarter 20.99913

Mean of quarter 31.00123

Mean of quarter 41.00789

Inter Quartile Range0.00643

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.98391

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.01708
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.30899

VaR(95%) (moments method)0.00693

Expected Shortfall (moments method)0.00837

Extreme Value Index (regression method)0.21421

VaR(95%) (regression method)0.00697

Expected Shortfall (regression method)0.00863
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00042

Quartile 10.00362

Median0.01219

Quartile 30.02245

Maximum0.08357

Mean of quarter 10.00108

Mean of quarter 20.01039

Mean of quarter 30.01498

Mean of quarter 40.04817

Inter Quartile Range0.01883

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high0.08357
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.71359

VaR(95%) (moments method)0.05444

Expected Shortfall (moments method)0.06190

Extreme Value Index (regression method)0.89355

VaR(95%) (regression method)0.09390

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.84387

Strat Max DD how much worse than SP500 max DD during strat life?403428000

Max Equity Drawdown (num days)166
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.06565

Compounded annual return (geometric extrapolation)0.06673

Calmar ratio (compounded annual return / max draw down)0.79854

Compounded annual return / average of 25% largest draw downs1.38522

Compounded annual return / Expected Shortfall lognormal5.33384
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 Papers and Video
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/5nd6v3w85wc2xiem
In addition to the White Paper, here is a link to the Collective2 video interview of the Strategy Leader for “TQQQ Aspire”.
https://www.youtube.com/watch?v=tN6bNJwc1EA
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 each day’s trading. However, when volatility is high, like 2022 and intraday 2023, our 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.
In December 2023 we executed additional adjustments to the algorithm to accommodate the market volatility of 2022 and intraday volatility in 2023.
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. v.1152024 linkv.1152024
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.