Daily Theme
- hypothetical · Annual Return (Compounded)
- 13.7%
- Max Drawdown
- 14.3%
- Trades
- 94
- Win Trades
- 50.0%
- Profit Factor
- 1.30
- Win Months
- 9.5%
About this strategy
Calling the Daily Theme of price.
Strategy details
"Max position size" should be 1.5 lot per 10k in balance. so 100k balance. 15 lots. Per instrument Max 2 instruments. So maximum lot size should never be more then 30 lots on 100k, 15 lot per 50k, 7.5 lot per 25k.
(Recently updated from 1 lot per 10k, due trying to increase exposure on c2"
Stop losses and position sizes will vary depending on market volatility. In general I try and keep 3% risk or lower at any given time per instrument, no more then 2 instruments at a time. There's a few rare exceptions to this, and you might see drawdown be a little more then this.
Often times i' am only trading one instrument.
Take profits, are less structured. I generally need 3 different reasons for price to move somewhere and each reason is a price. Sometimes I take partials at the first target sometimes I take a full pull. Regardless I'll always have 2 more prices i would like to see price go beyond where i am getting out.
This is a manually executed strategy
This is not a martingale strategy.
This is not a strategy that takes positions and holds onto them for a long time hoping it provides profits in the distance future.
This is a strategy with tight stops
This is a strategy with controlled risk
This is a strategy that doesn't expose you to the market for very long
This strategy has been used by myself to beat online prop firm challenges many times.
" I am not afraid of tomorrow, for i have seen yesterday and I love today." - William Allen White
Strategy details
"Max position size" should be 1.5 lot per 10k in balance. so 100k balance. 15 lots. Per instrument Max 2 instruments. So maximum lot size should never be more then 30 lots on 100k, 15 lot per 50k, 7.5 lot per 25k.
(Recently updated from 1 lot per 10k, due trying to increase exposure on c2"
Stop losses and position sizes will vary depending on market volatility. In general I try and keep 3% risk or lower at any given time per instrument, no more then 2 instruments at a time. There's a few rare exceptions to this, and you might see drawdown be a little more then this.
Often times i' am only trading one instrument.
Take profits, are less structured. I generally need 3 different reasons for price to move somewhere and each reason is a price. Sometimes I take partials at the first target sometimes I take a full pull. Regardless I'll always have 2 more prices i would like to see price go beyond where i am getting out.
This is a manually executed strategy
This is not a martingale strategy.
This is not a strategy that takes positions and holds onto them for a long time hoping it provides profits in the distance future.
This is a strategy with tight stops
This is a strategy with controlled risk
This is a strategy that doesn't expose you to the market for very long
This strategy has been used by myself to beat online prop firm challenges many times.
" I am not afraid of tomorrow, for i have seen yesterday and I love today." - William Allen White
Trend-following
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 14.7 | 23.7 | -12.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 24.2 |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 1/9/2025 |
|---|---|
| Suggested Minimum Capital | $67,500 |
| Age | 20 months |
| What it trades | Forex |
| # Trades | 94 |
| # Profitable | 47 |
| % Profitable | 50.0% |
| Avg trade duration | 2.2 hours |
| Max peak-to-valley drawdown | 14.3% |
| drawdown period | March 03, 2025 - March 20, 2025 |
| Annual Return (Compounded) | 13.7% |
| Avg win | $1,620 |
| Avg loss | $1,270 |
Ratios
| W:L ratio | 1.28 |
|---|---|
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 1.22 |
| Calmar Ratio | 6.18 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.02 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 28.2% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -5.2% |
Return Statistics
| Ann Return (w trading costs) | 13.7% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.1% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 13.8% |
Slump
| Current Slump as Pcnt Equity | 16.6% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 1.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 28.0% |
|---|---|
| Chance of 20% account loss | 5.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% 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 | $1,270 |
|---|---|
| Avg Win | $1,620 |
| # Winners | 47 |
| Sum Trade PL (losers) | $59,683 |
| Sum Trade PL (winners) | $76,128 |
| Num Months Winners | 2 |
| # Losers | 47 |
| % Winners | 50.0% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 21 |
|---|
Frequency
| Avg Position Time (mins) | 129.93 |
|---|---|
| Avg Position Time (hrs) | 2.17 |
| Avg Trade Length | 0.10 |
| Last Trade Ago | 543 |
Leverage
| Daily leverage (average) | 20.62 |
|---|---|
| Daily leverage (max) | 32.83 |
Regression
| Alpha | 0.03 |
|---|---|
| Beta | 0.02 |
| Treynor Index | 1.91 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.01 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.01 |
| MAE:Equity, average, losing trades | 0.01 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.01 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 5.70 |
| MAE:PL (avg, all trades) | -0.16 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.30 |
| Avg(MAE) / Avg(PL) - Losing trades | -0.96 |
| Hold-and-Hope Ratio | 0.18 |
RATIO STATISTICS
| Mean | 0.72 |
|---|---|
| SD | 0.44 |
| Sharpe ratio (Glass type estimate) | 1.61 |
| Sharpe ratio (Hedges UMVUE) | 1.16 |
| df | 3 |
| t | 0.93 |
| p | 0.21 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.11 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 5.11 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.36 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.68 |
| Sortino ratio | 4.68 |
| Upside Potential Ratio | 6.45 |
| Upside part of mean | 0.99 |
| Downside part of mean | -0.27 |
| Upside SD | 0.41 |
| Downside SD | 0.15 |
| N nonnegative terms | 2 |
| N negative terms | 2 |
| N of observations | 4 |
| Mean of predictor | 0.39 |
| Mean of criterion | 0.72 |
| SD of predictor | 0.37 |
| SD of criterion | 0.44 |
| Covariance | -0.08 |
| r | -0.51 |
| b (slope, estimate of beta) | -0.61 |
| a (intercept, estimate of alpha) | 0.95 |
| Mean Square Error | 0.22 |
| DF error | 2 |
| t(b) | -0.83 |
| p(b) | 0.75 |
| t(a) | 1.10 |
| p(a) | 0.19 |
| Lowerbound of 95% confidence interval for beta | -3.74 |
| Upperbound of 95% confidence interval for beta | 2.52 |
| Lowerbound of 95% confidence interval for alpha | -2.75 |
| Upperbound of 95% confidence interval for alpha | 4.65 |
| Treynor index (mean / b) | -1.18 |
| Jensen alpha (a) | 0.95 |
| Mean | 0.63 |
| SD | 0.42 |
| Sharpe ratio (Glass type estimate) | 1.48 |
| Sharpe ratio (Hedges UMVUE) | 1.07 |
| df | 3 |
| t | 0.85 |
| p | 0.23 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.20 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.95 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.43 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.57 |
| Sortino ratio | 3.92 |
| Upside Potential Ratio | 5.70 |
| Upside part of mean | 0.91 |
| Downside part of mean | -0.28 |
| Upside SD | 0.38 |
| Downside SD | 0.16 |
| N nonnegative terms | 2 |
| N negative terms | 2 |
| N of observations | 4 |
| Mean of predictor | 0.33 |
| Mean of criterion | 0.63 |
| SD of predictor | 0.35 |
| SD of criterion | 0.42 |
| Covariance | -0.07 |
| r | -0.50 |
| b (slope, estimate of beta) | -0.60 |
| a (intercept, estimate of alpha) | 0.82 |
| Mean Square Error | 0.20 |
| DF error | 2 |
| t(b) | -0.81 |
| p(b) | 0.75 |
| t(a) | 1.01 |
| p(a) | 0.21 |
| Lowerbound of 95% confidence interval for beta | -3.76 |
| Upperbound of 95% confidence interval for beta | 2.57 |
| Lowerbound of 95% confidence interval for alpha | -2.69 |
| Upperbound of 95% confidence interval for alpha | 4.34 |
| Treynor index (mean / b) | -1.05 |
| Jensen alpha (a) | 0.82 |
| VaR(95%) | 0.14 |
| Expected Shortfall on VaR | 0.18 |
| VaR(95%) | 0.05 |
| Expected Shortfall on VaR | 0.10 |
| Mean | 0.64 |
| SD | 0.36 |
| Sharpe ratio (Glass type estimate) | 1.79 |
| Sharpe ratio (Hedges UMVUE) | 1.78 |
| df | 93 |
| t | 1.07 |
| p | 0.14 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.49 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 5.07 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.50 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 5.06 |
| Sortino ratio | 3.55 |
| Upside Potential Ratio | 9.95 |
| Upside part of mean | 1.80 |
| Downside part of mean | -1.16 |
| Upside SD | 0.31 |
| Downside SD | 0.18 |
| N nonnegative terms | 22 |
| N negative terms | 72 |
| N of observations | 94 |
| Mean of predictor | 0.76 |
| Mean of criterion | 0.64 |
| SD of predictor | 0.34 |
| SD of criterion | 0.36 |
| Covariance | 0.00 |
| r | 0.01 |
| b (slope, estimate of beta) | 0.01 |
| a (intercept, estimate of alpha) | 0.64 |
| Mean Square Error | 0.13 |
| DF error | 92 |
| t(b) | 0.07 |
| p(b) | 0.47 |
| t(a) | 1.05 |
| p(a) | 0.15 |
| Lowerbound of 95% confidence interval for beta | -0.21 |
| Upperbound of 95% confidence interval for beta | 0.23 |
| Lowerbound of 95% confidence interval for alpha | -0.57 |
| Upperbound of 95% confidence interval for alpha | 1.84 |
| Treynor index (mean / b) | 86.29 |
| Jensen alpha (a) | 0.64 |
| Mean | 0.58 |
| SD | 0.35 |
| Sharpe ratio (Glass type estimate) | 1.65 |
| Sharpe ratio (Hedges UMVUE) | 1.63 |
| df | 93 |
| t | 0.99 |
| p | 0.16 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.64 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.92 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.65 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.92 |
| Sortino ratio | 3.14 |
| Upside Potential Ratio | 9.51 |
| Upside part of mean | 1.75 |
| Downside part of mean | -1.17 |
| Upside SD | 0.30 |
| Downside SD | 0.18 |
| N nonnegative terms | 22 |
| N negative terms | 72 |
| N of observations | 94 |
| Mean of predictor | 0.70 |
| Mean of criterion | 0.58 |
| SD of predictor | 0.33 |
| SD of criterion | 0.35 |
| Covariance | 0.00 |
| r | 0.01 |
| b (slope, estimate of beta) | 0.01 |
| a (intercept, estimate of alpha) | 0.57 |
| Mean Square Error | 0.13 |
| DF error | 92 |
| t(b) | 0.09 |
| p(b) | 0.46 |
| t(a) | 0.96 |
| p(a) | 0.17 |
| Lowerbound of 95% confidence interval for beta | -0.21 |
| Upperbound of 95% confidence interval for beta | 0.23 |
| Lowerbound of 95% confidence interval for alpha | -0.61 |
| Upperbound of 95% confidence interval for alpha | 1.76 |
| Treynor index (mean / b) | 56.93 |
| Jensen alpha (a) | 0.57 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.04 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.03 |
| VAR (95 Confidence Intrvl) | 0.03 |
ORDER STATISTICS
| Number of observations | 4 |
|---|---|
| Minimum | 0.91 |
| Quartile 1 | 0.98 |
| Median | 1.07 |
| Quartile 3 | 1.15 |
| Maximum | 1.20 |
| Mean of quarter 1 | 0.91 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1.14 |
| Mean of quarter 4 | 1.20 |
| Inter Quartile Range | 0.17 |
| 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 | 94 |
| Minimum | 0.94 |
| Quartile 1 | 1.00 |
| Median | 1 |
| Quartile 3 | 1 |
| Maximum | 1.09 |
| Mean of quarter 1 | 0.98 |
| Mean of quarter 2 | 1 |
| Mean of quarter 3 | 1 |
| Mean of quarter 4 | 1.03 |
| Inter Quartile Range | 0.00 |
| Number outliers low | 23 |
| Percentage of outliers low | 0.24 |
| Mean of outliers low | 0.98 |
| Number of outliers high | 22 |
| Percentage of outliers high | 0.23 |
| Mean of outliers high | 1.03 |
| Extreme Value Index (moments method) | -2.67 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.00 |
| Extreme Value Index (regression method) | -0.10 |
| VaR(95%) (regression method) | 0.01 |
| Expected Shortfall (regression method) | 0.02 |
DRAW DOWN STATISTICS
| Number of observations | 1 |
|---|---|
| Minimum | 0.09 |
| Quartile 1 | 0.09 |
| Median | 0.09 |
| Quartile 3 | 0.09 |
| Maximum | 0.09 |
| Mean of quarter 1 | 0 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0 |
| Inter Quartile Range | 0 |
| 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 | 8 |
| Minimum | 0.00 |
| Quartile 1 | 0.00 |
| Median | 0.03 |
| Quartile 3 | 0.07 |
| Maximum | 0.14 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.00 |
| Mean of quarter 3 | 0.06 |
| Mean of quarter 4 | 0.11 |
| Inter Quartile Range | 0.07 |
| 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 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -413021792 |
| Max Equity Drawdown (num days) | 17 |
| Last 4 Months - Pcnt Negative | 0.0% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.73 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.92 |
| Calmar ratio (compounded annual return / max draw down) | 10.75 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | 5.12 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.68 |
| Compounded annual return (geometric extrapolation) | 0.84 |
| Calmar ratio (compounded annual return / max draw down) | 6.18 |
| Compounded annual return / average of 25% largest draw downs | 7.55 |
| Compounded annual return / Expected Shortfall lognormal | 20.06 |
Trading record
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| GBP/USD | long | 1500 | Mar 20, 2025 | Mar 20, 2025 | ($3,180) |
| GBP/USD | short | 1500 | Mar 17, 2025 | Mar 17, 2025 | ($1,545) |
| EUR/USD | long | 1500 | Mar 13, 2025 | Mar 13, 2025 | ($1,470) |
| GBP/USD | long | 1000 | Mar 13, 2025 | Mar 13, 2025 | ($1,070) |
| GBP/USD | long | 1000 | Mar 13, 2025 | Mar 13, 2025 | ($1,240) |
| GBP/USD | short | 1000 | Mar 12, 2025 | Mar 13, 2025 | $420 |
| GBP/USD | long | 1000 | Mar 12, 2025 | Mar 12, 2025 | $1,160 |
| EUR/USD | long | 1500 | Mar 12, 2025 | Mar 12, 2025 | ($3,645) |
| GBP/USD | long | 1000 | Mar 12, 2025 | Mar 12, 2025 | $2,670 |
| EUR/USD | long | 1000 | Mar 12, 2025 | Mar 12, 2025 | $1,610 |
| EUR/USD | short | 1000 | Mar 10, 2025 | Mar 11, 2025 | ($740) |
| GBP/USD | short | 1000 | Mar 11, 2025 | Mar 11, 2025 | $390 |
| GBP/USD | short | 1000 | Mar 10, 2025 | Mar 11, 2025 | ($1,000) |
| GBP/USD | long | 1000 | Mar 10, 2025 | Mar 10, 2025 | ($1,060) |
| GBP/USD | long | 1000 | Mar 10, 2025 | Mar 10, 2025 | ($1,720) |
| GBP/USD | long | 1000 | Mar 10, 2025 | Mar 10, 2025 | $850 |
| GBP/USD | short | 1000 | Mar 5, 2025 | Mar 5, 2025 | ($2,680) |
| GBP/USD | short | 1000 | Mar 4, 2025 | Mar 4, 2025 | ($1,650) |
| GBP/USD | long | 1000 | Mar 3, 2025 | Mar 3, 2025 | $2,320 |
| GBP/USD | long | 1000 | Mar 3, 2025 | Mar 3, 2025 | ($350) |
| GBP/USD | short | 1250 | Feb 27, 2025 | Feb 27, 2025 | $4,417 |
| EUR/USD | long | 1000 | Feb 27, 2025 | Feb 27, 2025 | $1,410 |
| GBP/USD | long | 1250 | Feb 26, 2025 | Feb 27, 2025 | $1,937 |
| EUR/USD | long | 1000 | Feb 26, 2025 | Feb 26, 2025 | ($290) |
| EUR/USD | long | 1250 | Feb 26, 2025 | Feb 26, 2025 | $263 |
| GBP/USD | long | 1000 | Feb 26, 2025 | Feb 26, 2025 | $4,260 |
| GBP/USD | long | 1000 | Feb 25, 2025 | Feb 25, 2025 | $2,980 |
| GBP/USD | long | 1000 | Feb 25, 2025 | Feb 25, 2025 | ($2,040) |
| GBP/USD | long | 1000 | Feb 25, 2025 | Feb 25, 2025 | ($750) |
| EUR/USD | long | 1000 | Feb 24, 2025 | Feb 24, 2025 | ($2,160) |
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.