Top Trader Index

The Top Trader Index was developed as a way of collating all the information we had on each of the advisory services and distilling it down into one score that represented their trading over a wide variety of parameters.

• Sharpe Ratio

• Sterling Ratio

• Sortino Ratio

• Profit Factor

• Average Monthly P/L

• Monthly CROR (long and Short)

• Winning Months

• Largest Monthly Gain (Long and Short)

• Largest Monthly Loss (Long and Short)

• Strike Rate

• Strike Rate Ratio

• % Return/Trade (Long and Short)

• Av Gain/Winning Trade

• Av Loss/Losing Trade

• Maximum Consecutive Wins

• Maximum Consecutive Losses

• Largest Win/Average Win Ratio

• Deviation Ratio

• Maximum % Drawdown

• Average % Drawdown

• Drawdown Ratio

• Longest Drawdown

• Av Length of Drawdown

• Annualized Current Year ROR

• Av Wins/Year

• Av Annual Return

In each case where it indicates long and short, it means that those traders who are primarily short traders, for example, are scored separately from those who trade primarily long. This is because, in those particular parameters, the results vary significantly between short and long traders.

The system rates the top twenty services in each category and gives the best service in that category a score of 20. The second best service is given a score of 19, and so on down to 1. These individual scores are then totalled to give an overall rating of a service's performance. As there are 26 categories, it means the best possible score is 520.