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Magellan Atlas Navigator

Equity · Stocks · Started Apr 2025

hypothetical · Annual Return (Compounded)
38.3%
Max Drawdown
11.3%
Trades
1315
Win Trades
46.4%
Profit Factor
1.40
Win Months
44.4%
Subscribe $40/mo

About this strategy

Magellan Atlas Navigator – Tactical Asset Allocation (TAA) Models+ Fund
Investor Prospectus (Draft)
Fund Overview
The Magellan Atlas Navigator Tactical Asset Allocation (TAA) Models+ Fund is a multi‑model, multi‑asset investment program engineered for capital preservation, stable compounding, and disciplined risk control. The fund operates without leverage, reflecting its mandate as a wealth‑preservation vehicle rather than an aggressive return‑seeking strategy.

At the core of the fund is a proprietary AI‑driven credit and technical analysis engine, developed and refined over the past year. This system integrates macro‑credit conditions, cross‑asset flows, and technical market structure to guide allocation decisions with consistency and objectivity. The result is a portfolio that adapts dynamically to changing market regimes while maintaining structural stability and low drawdowns.

The fund’s objective is to deliver steady, risk‑adjusted alpha across market cycles through diversified exposure, systematic execution, and a robust quantitative foundation.

Investment Strategy
The strategy employs a stacked tactical asset allocation framework, combining multiple independent models to create a smoother, more resilient return profile. Each model contributes a distinct edge—momentum, relative strength, macro‑credit sensitivity, volatility normalization, and trend stability—while the AI engine synthesizes these signals into unified, risk‑aware positioning.

Key Strategy Pillars
AI‑Enhanced Credit & Technical Analysis
A proprietary machine‑learning model evaluates credit conditions, liquidity flows, and technical market structure to determine risk‑on/risk‑off posture and asset‑level conviction.

Multi‑Asset Diversification
Exposure spans large‑cap equities, Bitcoin, currency ETFs, commodities, fixed income, real estate, and index ETFs.

Systematic Risk Controls
All positions are cash‑funded. No leverage, no margin, no structural amplification of volatility.

Adaptive Rebalancing
Models adjust exposure based on quantitative signals, ensuring the portfolio remains aligned with prevailing market conditions.

Defensive Bias
The strategy prioritizes capital preservation, measured exposure, and controlled drawdowns.

Capital Structure & Allocations
Principal Capital
$35,000 total capital

Maximum of 35 diversified positions

All positions are fully cash‑funded

No leverage or margin employed

Model Allocation Breakdown
Equities & Relative Strength Models

C2 Magellan: $1,000 per position, 35 positions = $35,000

4× Big Cap Relative Strength

4× NFIC Stocks

1× MaxList

1× Alpha Index Model ETF (NFIC)

Futures & Index Models

3× Futures Index Model (0.2 lots each)

2× Futures Index NFIC (0.2 lots each)

Forex Models

4× Forex Model (0.2 lots each)

4× Forex NFIC (0.2 lots each)

Commodities Models

4× Commodities Model

4× Commodities NFIC

Digital Asset Models

2× Bitcoin Model + NFIC

2× Ethereum Model + NFIC

This diversified model stack ensures broad exposure while maintaining strict position‑level risk controls.

Performance & Validation
The fund’s structural framework has been forward‑tested since 2019, with approximately 90% of the original design remaining intact. This long‑term consistency demonstrates:

Durability of the methodology

Robustness across multiple market regimes

Effectiveness of the no‑leverage structure

Stability of the AI‑driven signal engine

The fund’s evolution has focused on refining signal quality, improving risk dispersion, and enhancing the AI credit‑technical model to better anticipate shifts in market conditions.

Risk Management & Disclosures
Risk management is embedded at every level of the strategy:

Position‑level diversification across 30–35 uncorrelated exposures

Systematic hedging through model‑driven risk‑off signals

Fully cash‑funded structure eliminating leverage‑related drawdown amplification

AI‑based credit stress detection to reduce exposure during deteriorating macro conditions

Strict model governance to mitigate drift and degradation

Investor Considerations
Investors should understand that all market exposure carries inherent risk, including:

Model obsolescence or degradation

Unexpected volatility

Drawdowns exceeding historical norms

Structural shifts in macroeconomic conditions

Past performance is not indicative of future results. This document does not constitute financial advice.

Investor Outlook
The Magellan Atlas Navigator TAA Models+ Fund is designed for investors seeking:

Long‑term capital preservation

Stable, risk‑adjusted returns

A transparent, rules‑based investment process

Exposure to a diversified, multi‑asset portfolio

A disciplined, AI‑enhanced tactical allocation framework

The fund’s conservative posture, systematic methodology, and multi‑model architecture position it as a compelling option for investors prioritizing stability, discipline, and data‑driven decision‑making.

Prospective investors are encouraged to conduct thorough due diligence to ensure alignment with their financial goals and risk tolerance.

Hedged Equity Trend-following

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2025-2.56.39.31.8-4.315.4-0.2-0.2-0.326.3
2026-0.6-0.2-1.51.315.31.2-4.814.8-0.725.3

Statistics

Overview

Strategy began4/21/2025
Suggested Minimum Capital$40,000
Age17 months
C2 Rank993
Rank at C2 %Top 0.7%
Rank ##5
What it tradesStocks
# Trades1315
# Profitable610
% Profitable46.4%
Avg trade duration3.4 days
Max peak-to-valley drawdown11.3%
drawdown periodJune 18, 2026 - July 06, 2026
Annual Return (Compounded)38.3%
Avg win$94
Avg loss$57

Ratios

W:L ratio1.43
Sharpe Ratio1.58
Sortino Ratio2.51
Calmar Ratio7.28

CORRELATION STATISTICS

Correlation to SP5000.19
Return Percent SP500 (cumu) during strategy life46.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)10.6%

Return Statistics

Ann Return (w trading costs)38.3%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.4%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)45.1%

Slump

Current Slump as Pcnt Equity5.8%
Current Slump, time of slump as pcnt of strategy life0.0%

Instruments

Percent Trades Forex0.1%
Percent Trades Futures0.1%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.9%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss10.0%
Chance of 20% account loss0.5%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
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%
Chance of 100% account loss (Monte Carlo)100.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)841
Popularity (Last 6 weeks)975
C2 Score993
Popularity (7 days, Percentile 1000 scale)981

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$57
Avg Win$94
# Winners610
Sum Trade PL (losers)$40,354
Sum Trade PL (winners)$57,495
Num Months Winners8
# Losers705
% Winners46.4%

Dividends

Dividends Received in Model Acct125

Age

Num Months filled monthly returns table18

Frequency

Avg Position Time (mins)4929.62
Avg Position Time (hrs)82.16
Avg Trade Length3.40
Last Trade Ago0

Leverage

Daily leverage (average)2.12
Daily leverage (max)10.32

Regression

Alpha0.07
Beta0.25
Treynor Index0.36

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat
Avg(MAE) / Avg(PL) - All trades5.51
MAE:PL (avg, all trades)-0.75
MAE:PL (avg, losing trades)
MAE:PL (avg, winning trades)
MAE:PL - worst single value for strategy
Avg(MAE) / Avg(PL) - Winning trades0.35
Avg(MAE) / Avg(PL) - Losing trades-1.43
Hold-and-Hope Ratio0.18

RATIO STATISTICS

Mean0.59
SD0.23
Sharpe ratio (Glass type estimate)2.50
Sharpe ratio (Hedges UMVUE)2.33
df11
t2.50
p0.01
Lowerbound of 95% confidence interval for Sharpe Ratio0.24
Upperbound of 95% confidence interval for Sharpe Ratio4.68
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.52
Sortino ratio16.97
Upside Potential Ratio18.79
Upside part of mean0.65
Downside part of mean-0.06
Upside SD0.28
Downside SD0.03
N nonnegative terms8
N negative terms4
N of observations12
Mean of predictor0.41
Mean of criterion0.59
SD of predictor0.17
SD of criterion0.23
Covariance0.01
r0.27
b (slope, estimate of beta)0.38
a (intercept, estimate of alpha)0.43
Mean Square Error0.06
DF error10
t(b)0.89
p(b)0.20
t(a)1.46
p(a)0.09
Lowerbound of 95% confidence interval for beta-0.58
Upperbound of 95% confidence interval for beta1.34
Lowerbound of 95% confidence interval for alpha-0.23
Upperbound of 95% confidence interval for alpha1.09
Treynor index (mean / b)1.53
Jensen alpha (a)0.43
Mean0.55
SD0.22
Sharpe ratio (Glass type estimate)2.50
Sharpe ratio (Hedges UMVUE)2.33
df11
t2.50
p0.01
Lowerbound of 95% confidence interval for Sharpe Ratio0.24
Upperbound of 95% confidence interval for Sharpe Ratio4.67
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.51
Sortino ratio15.76
Upside Potential Ratio17.58
Upside part of mean0.61
Downside part of mean-0.06
Upside SD0.26
Downside SD0.03
N nonnegative terms8
N negative terms4
N of observations12
Mean of predictor0.39
Mean of criterion0.55
SD of predictor0.16
SD of criterion0.22
Covariance0.01
r0.30
b (slope, estimate of beta)0.41
a (intercept, estimate of alpha)0.39
Mean Square Error0.05
DF error10
t(b)0.99
p(b)0.17
t(a)1.41
p(a)0.09
Lowerbound of 95% confidence interval for beta-0.52
Upperbound of 95% confidence interval for beta1.35
Lowerbound of 95% confidence interval for alpha-0.22
Upperbound of 95% confidence interval for alpha1.00
Treynor index (mean / b)1.33
Jensen alpha (a)0.39
VaR(95%)0.06
Expected Shortfall on VaR0.08
VaR(95%)0.01
Expected Shortfall on VaR0.02
Mean0.52
SD0.19
Sharpe ratio (Glass type estimate)2.71
Sharpe ratio (Hedges UMVUE)2.71
df273
t2.77
p0.00
Lowerbound of 95% confidence interval for Sharpe Ratio0.78
Upperbound of 95% confidence interval for Sharpe Ratio4.64
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.78
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.64
Sortino ratio4.56
Upside Potential Ratio12.08
Upside part of mean1.38
Downside part of mean-0.86
Upside SD0.16
Downside SD0.11
N nonnegative terms161
N negative terms113
N of observations274
Mean of predictor0.38
Mean of criterion0.52
SD of predictor0.15
SD of criterion0.19
Covariance0.00
r0.16
b (slope, estimate of beta)0.20
a (intercept, estimate of alpha)0.44
Mean Square Error0.04
DF error272
t(b)2.69
p(b)0.00
t(a)2.36
p(a)0.01
Lowerbound of 95% confidence interval for beta0.05
Upperbound of 95% confidence interval for beta0.35
Lowerbound of 95% confidence interval for alpha0.07
Upperbound of 95% confidence interval for alpha0.81
Treynor index (mean / b)2.57
Jensen alpha (a)0.44
Mean0.50
SD0.19
Sharpe ratio (Glass type estimate)2.62
Sharpe ratio (Hedges UMVUE)2.62
df273
t2.68
p0.00
Lowerbound of 95% confidence interval for Sharpe Ratio0.69
Upperbound of 95% confidence interval for Sharpe Ratio4.55
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.69
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.54
Sortino ratio4.35
Upside Potential Ratio11.84
Upside part of mean1.37
Downside part of mean-0.87
Upside SD0.16
Downside SD0.12
N nonnegative terms161
N negative terms113
N of observations274
Mean of predictor0.37
Mean of criterion0.50
SD of predictor0.15
SD of criterion0.19
Covariance0.00
r0.16
b (slope, estimate of beta)0.20
a (intercept, estimate of alpha)0.43
Mean Square Error0.04
DF error272
t(b)2.68
p(b)0.00
t(a)2.28
p(a)0.01
Lowerbound of 95% confidence interval for beta0.05
Upperbound of 95% confidence interval for beta0.35
Lowerbound of 95% confidence interval for alpha0.06
Upperbound of 95% confidence interval for alpha0.80
Treynor index (mean / b)2.49
Jensen alpha (a)0.43
VaR(95%)0.02
Expected Shortfall on VaR0.02
VaR(95%)0.01
Expected Shortfall on VaR0.01
Mean0.53
SD0.20
Sharpe ratio (Glass type estimate)2.65
Sharpe ratio (Hedges UMVUE)2.64
df130
t1.88
p0.42
Lowerbound of 95% confidence interval for Sharpe Ratio-0.14
Upperbound of 95% confidence interval for Sharpe Ratio5.44
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.15
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.43
Sortino ratio4.46
Upside Potential Ratio12.13
Upside part of mean1.45
Downside part of mean-0.92
Upside SD0.16
Downside SD0.12
N nonnegative terms74
N negative terms57
N of observations131
Mean of predictor0.22
Mean of criterion0.53
SD of predictor0.16
SD of criterion0.20
Covariance0.00
r0.15
b (slope, estimate of beta)0.19
a (intercept, estimate of alpha)0.49
Mean Square Error0.04
DF error129
t(b)1.68
p(b)0.41
t(a)1.74
p(a)0.40
Lowerbound of 95% confidence interval for beta-0.03
Upperbound of 95% confidence interval for beta0.41
Lowerbound of 95% confidence interval for alpha-0.07
Upperbound of 95% confidence interval for alpha1.06
Treynor index (mean / b)2.81
Jensen alpha (a)0.49
Mean0.51
SD0.20
Sharpe ratio (Glass type estimate)2.56
Sharpe ratio (Hedges UMVUE)2.54
df130
t1.81
p0.42
Lowerbound of 95% confidence interval for Sharpe Ratio-0.23
Upperbound of 95% confidence interval for Sharpe Ratio5.34
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.24
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.33
Sortino ratio4.24
Upside Potential Ratio11.89
Upside part of mean1.44
Downside part of mean-0.93
Upside SD0.16
Downside SD0.12
N nonnegative terms74
N negative terms57
N of observations131
Mean of predictor0.20
Mean of criterion0.51
SD of predictor0.16
SD of criterion0.20
Covariance0.00
r0.15
b (slope, estimate of beta)0.19
a (intercept, estimate of alpha)0.48
Mean Square Error0.04
DF error129
t(b)1.67
p(b)0.41
t(a)1.68
p(a)0.41
Lowerbound of 95% confidence interval for beta-0.03
VAR (95 Confidence Intrvl)0.02
Upperbound of 95% confidence interval for beta0.41
Lowerbound of 95% confidence interval for alpha-0.08
Upperbound of 95% confidence interval for alpha1.04
Treynor index (mean / b)2.74
Jensen alpha (a)0.48
VaR(95%)0.02
Expected Shortfall on VaR0.02
VaR(95%)0.01
Expected Shortfall on VaR0.01

ORDER STATISTICS

Number of observations12
Minimum0.98
Quartile 10.99
Median1.03
Quartile 31.10
Maximum1.17
Mean of quarter 10.98
Mean of quarter 21.01
Mean of quarter 31.06
Mean of quarter 41.14
Inter Quartile Range0.11
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)-77.82
VaR(95%) (moments method)0.02
Expected Shortfall (moments method)0
Extreme Value Index (regression method)-3.29
VaR(95%) (regression method)0.03
Expected Shortfall (regression method)0.03
Number of observations274
Minimum0.96
Quartile 11.00
Median1.00
Quartile 31.01
Maximum1.05
Mean of quarter 10.99
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.02
Inter Quartile Range0.01
Number outliers low7
Percentage of outliers low0.03
Mean of outliers low0.97
Number of outliers high7
Percentage of outliers high0.03
Mean of outliers high1.04
Extreme Value Index (moments method)0.08
VaR(95%) (moments method)0.01
Expected Shortfall (moments method)0.01
Extreme Value Index (regression method)0.03
VaR(95%) (regression method)0.01
Expected Shortfall (regression method)0.01
Number of observations131
Minimum0.97
Quartile 11.00
Median1.00
Quartile 31.01
Maximum1.05
Mean of quarter 10.99
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.02
Inter Quartile Range0.01
Number outliers low3
Percentage of outliers low0.02
Mean of outliers low0.97
Number of outliers high4
Percentage of outliers high0.03
Mean of outliers high1.03
Extreme Value Index (moments method)0.19
VaR(95%) (moments method)0.01
Expected Shortfall (moments method)0.02
Extreme Value Index (regression method)0.00
VaR(95%) (regression method)0.01
Expected Shortfall (regression method)0.02

DRAW DOWN STATISTICS

Number of observations3
Minimum0.02
Quartile 10.02
Median0.02
Quartile 30.02
Maximum0.03
Mean of quarter 10.02
Mean of quarter 20.02
Mean of quarter 30
Mean of quarter 40.03
Inter Quartile Range0.00
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
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 observations25
Minimum0.00
Quartile 10.01
Median0.01
Quartile 30.03
Maximum0.09
Mean of quarter 10.00
Mean of quarter 20.01
Mean of quarter 30.02
Mean of quarter 40.06
Inter Quartile Range0.03
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.04
Mean of outliers high0.09
Extreme Value Index (moments method)-0.78
VaR(95%) (moments method)0.06
Expected Shortfall (moments method)0.07
Extreme Value Index (regression method)0.04
VaR(95%) (regression method)0.06
Expected Shortfall (regression method)0.08
Number of observations12
Minimum0.00
Quartile 10.01
Median0.01
Quartile 30.04
Maximum0.09
Mean of quarter 10.00
Mean of quarter 20.01
Mean of quarter 30.03
Mean of quarter 40.07
Inter Quartile Range0.03
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.08
Mean of outliers high0.09
Extreme Value Index (moments method)-4.11
VaR(95%) (moments method)0.07
Expected Shortfall (moments method)0.07
Extreme Value Index (regression method)-0.63
VaR(95%) (regression method)0.09
Expected Shortfall (regression method)0.11
Strat Max DD how much worse than SP500 max DD during strat life?-378622816
Max Equity Drawdown (num days)18
Last 4 Months - Pcnt Negative0.5%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.73
Compounded annual return (geometric extrapolation)0.73
Calmar ratio (compounded annual return / max draw down)29.29
Compounded annual return / average of 25% largest draw downs29.29
Compounded annual return / Expected Shortfall lognormal9.02
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.66
Compounded annual return (geometric extrapolation)0.65
Calmar ratio (compounded annual return / max draw down)7.27
Compounded annual return / average of 25% largest draw downs10.75
Compounded annual return / Expected Shortfall lognormal29.37
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.59
Compounded annual return (geometric extrapolation)0.67
Calmar ratio (compounded annual return / max draw down)7.48
Compounded annual return / average of 25% largest draw downs10.19
Compounded annual return / Expected Shortfall lognormal28.78

Trading record

Placed 1389 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
MRVL long25Sep 17, 2026Sep 17, 2026($107)
TEM long65Sep 17, 2026Sep 17, 2026$187
UUP long1000Sep 16, 2026Sep 17, 2026$101
DLLL long270Sep 16, 2026Sep 16, 2026($280)
BRKR long166Sep 16, 2026Sep 16, 2026($179)
ILMN long44Sep 16, 2026Sep 16, 2026($6)
AXON short34Sep 15, 2026Sep 15, 2026($161)
ORCU short1400Sep 15, 2026Sep 15, 2026($110)
DLLL long280Sep 15, 2026Sep 15, 2026($381)
SWKS long172Sep 15, 2026Sep 15, 2026$306
WAY long555Sep 15, 2026Sep 15, 2026($217)
AXON long31Sep 15, 2026Sep 15, 2026($16)
IGV long143Sep 14, 2026Sep 14, 2026$36
MSFU long394Sep 14, 2026Sep 14, 2026($119)
TECL long78Sep 14, 2026Sep 14, 2026($28)
HPQ long281Sep 11, 2026Sep 14, 2026($134)
SPYU long294Sep 11, 2026Sep 14, 2026($287)
AAPU long100Sep 11, 2026Sep 14, 2026$27
DLLL long200Sep 11, 2026Sep 14, 2026$69
SWKS long85Sep 11, 2026Sep 11, 2026($112)
BE long25Sep 11, 2026Sep 11, 2026($17)
XLU short97Sep 9, 2026Sep 11, 2026$6
XRT short47Sep 9, 2026Sep 11, 2026$24
XAR short16Sep 9, 2026Sep 11, 2026$36
TQQQ short58Sep 10, 2026Sep 11, 2026($91)
XLP short48Sep 9, 2026Sep 11, 2026($20)
VRT short39Sep 10, 2026Sep 10, 2026$129
LEN short40Sep 10, 2026Sep 10, 2026$7
NKE short129Sep 10, 2026Sep 10, 2026$21
POOL long50Sep 10, 2026Sep 10, 2026($4)

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.