Collective2 Collective2
Featured Strategy QUANT AI Gold and Silver +38.3% Cumul. Return since Sep 23, 2025 Hypothetical

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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more
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PT Future 68
(76459244)

Created by: PairTraders PairTraders
Started: 09/2012
Futures
Last trade: 4,831 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $68.00 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.

4.4%

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 Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(38.2%)
Max Drawdown
28
Num Trades
75.0%
Win Trades
1.1 : 1
Profit Factor
2.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2012                                                        +15.4%+9.4%+8.6%+7.7%+47.6%
2013(9.8%)(18.8%)(11.8%)  -    -    -    -    -    -    -    -    -  (35.4%)
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -                                            

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.

Trading Record

This strategy has placed 32 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/1/13 5:18 @ADH3 AUSTRALIAN DOLLAR LONG 1 1.0344 3/18 9:29 1.0355 22.21%
Trade id #78974230
Max drawdown($2,403)
Time3/4/13 2:08
Quant open1
Worst price1.0104
Drawdown as % of equity-22.21%
 $99
Includes Typical Broker Commissions trade costs of $8.00
1/22/13 1:25 @YMH3 MINI DOW SHORT 1 13591 3/15 14:40 14530 44.69%
Trade id #78769291
Max drawdown($4,809)
Time3/15/13 2:31
Quant open-1
Worst price14553
Drawdown as % of equity-44.69%
 ($4,702)
Includes Typical Broker Commissions trade costs of $8.00
1/22/13 1:26 @CDH3 CANADIAN DOLLAR LONG 1 1.0074 2/1 8:20 0.9986 13.34%
Trade id #78769309
Max drawdown($1,846)
Time1/25/13 10:38
Quant open1
Worst price0.9889
Drawdown as % of equity-13.34%
 ($879)
Includes Typical Broker Commissions trade costs of $8.00
1/22/13 1:09 @YMH3 MINI DOW SHORT 1 13592 1/22 1:09 13593 0.04%
Trade id #78769136
Max drawdown($6)
Time1/22/13 1:09
Quant open0
Worst price13593
Drawdown as % of equity-0.04%
 ($14)
Includes Typical Broker Commissions trade costs of $8.00
1/14/13 10:47 @YMH3 MINI DOW SHORT 1 13420 1/17 7:05 13447 1.94%
Trade id #78632110
Max drawdown($310)
Time1/15/13 15:45
Quant open-1
Worst price13482
Drawdown as % of equity-1.94%
 ($143)
Includes Typical Broker Commissions trade costs of $8.00
1/14/13 10:45 @ESH3 E-MINI S&P 500 LONG 1 1463.75 1/17 4:21 1466.25 2.26%
Trade id #78632060
Max drawdown($362)
Time1/15/13 8:30
Quant open1
Worst price1456.50
Drawdown as % of equity-2.26%
 $117
Includes Typical Broker Commissions trade costs of $8.00
1/7/13 9:46 @ESH3 E-MINI S&P 500 SHORT 1 1453.75 1/8 11:57 1449.25 1.26%
Trade id #78505046
Max drawdown($200)
Time1/7/13 15:34
Quant open-1
Worst price1457.75
Drawdown as % of equity-1.26%
 $217
Includes Typical Broker Commissions trade costs of $8.00
1/7/13 9:49 @ADH3 AUSTRALIAN DOLLAR LONG 1 1.0426 1/8 11:51 1.0433 0.63%
Trade id #78505100
Max drawdown($100)
Time1/8/13 2:39
Quant open1
Worst price1.0416
Drawdown as % of equity-0.63%
 $62
Includes Typical Broker Commissions trade costs of $8.00
1/3/13 1:05 @CDH3 CANADIAN DOLLAR LONG 1 1.0126 1/4 9:12 1.0129 4.13%
Trade id #78448460
Max drawdown($640)
Time1/4/13 6:21
Quant open1
Worst price1.0062
Drawdown as % of equity-4.13%
 $22
Includes Typical Broker Commissions trade costs of $8.00
1/3/13 0:16 @ADH3 AUSTRALIAN DOLLAR SHORT 1 1.0431 1/4 9:11 1.0395 2.67%
Trade id #78447931
Max drawdown($410)
Time1/3/13 10:09
Quant open-1
Worst price1.0472
Drawdown as % of equity-2.67%
 $352
Includes Typical Broker Commissions trade costs of $8.00
12/27/12 9:25 @ADH3 AUSTRALIAN DOLLAR LONG 1 1.0308 12/27 12:27 1.0293 0.98%
Trade id #78345808
Max drawdown($150)
Time12/27/12 12:03
Quant open1
Worst price1.0293
Drawdown as % of equity-0.98%
 ($158)
Includes Typical Broker Commissions trade costs of $8.00
12/27/12 9:26 @CDH3 CANADIAN DOLLAR SHORT 1 1.0063 12/27 12:22 1.0033 0.13%
Trade id #78345825
Max drawdown($20)
Time12/27/12 9:28
Quant open-1
Worst price1.0065
Drawdown as % of equity-0.13%
 $292
Includes Typical Broker Commissions trade costs of $8.00
12/17/12 1:38 @ADH3 AUSTRALIAN DOLLAR SHORT 1 1.0460 12/18 15:53 1.0469 1.75%
Trade id #78181414
Max drawdown($270)
Time12/17/12 21:18
Quant open-1
Worst price1.0487
Drawdown as % of equity-1.75%
 ($93)
Includes Typical Broker Commissions trade costs of $8.00
12/17/12 2:01 @CDH3 CANADIAN DOLLAR LONG 1 1.0113 12/18 14:30 1.0125 0.92%
Trade id #78181572
Max drawdown($140)
Time12/17/12 7:40
Quant open1
Worst price1.0099
Drawdown as % of equity-0.92%
 $112
Includes Typical Broker Commissions trade costs of $8.00
12/12/12 3:15 @ADZ2 AUSTRALIAN DOLLAR LONG 1 1.0537 12/12 15:52 1.0548 0.4%
Trade id #78110862
Max drawdown($60)
Time12/12/12 3:30
Quant open1
Worst price1.0531
Drawdown as % of equity-0.40%
 $102
Includes Typical Broker Commissions trade costs of $8.00
12/12/12 3:15 @YMZ2 MINI DOW SHORT 1 13274 12/12 15:49 13235 1.73%
Trade id #78110874
Max drawdown($260)
Time12/12/12 13:34
Quant open-1
Worst price13326
Drawdown as % of equity-1.73%
 $187
Includes Typical Broker Commissions trade costs of $8.00
12/4/12 23:21 @ESZ2 E-MINI S&P 500 LONG 1 1412.25 12/7 8:41 1421.00 5.43%
Trade id #77986180
Max drawdown($775)
Time12/5/12 10:56
Quant open1
Worst price1396.75
Drawdown as % of equity-5.43%
 $430
Includes Typical Broker Commissions trade costs of $8.00
12/5/12 0:53 @ADZ2 AUSTRALIAN DOLLAR SHORT 1 1.0467 12/7 8:39 1.0464 2.92%
Trade id #77987148
Max drawdown($410)
Time12/6/12 10:48
Quant open-1
Worst price1.0508
Drawdown as % of equity-2.92%
 $22
Includes Typical Broker Commissions trade costs of $8.00
12/2/12 23:28 @ESZ2 E-MINI S&P 500 SHORT 1 1417.50 12/3 11:28 1413.25 2.28%
Trade id #77940554
Max drawdown($325)
Time12/3/12 7:52
Quant open-1
Worst price1424.00
Drawdown as % of equity-2.28%
 $205
Includes Typical Broker Commissions trade costs of $8.00
12/2/12 23:30 @ADZ2 AUSTRALIAN DOLLAR LONG 1 1.0401 12/3 11:28 1.0413 1.13%
Trade id #77940585
Max drawdown($160)
Time12/3/12 1:43
Quant open1
Worst price1.0385
Drawdown as % of equity-1.13%
 $112
Includes Typical Broker Commissions trade costs of $8.00
11/6/12 2:08 @ADZ2 AUSTRALIAN DOLLAR SHORT 1 1.0393 11/23 1:27 1.0391 3.23%
Trade id #77487425
Max drawdown($390)
Time11/14/12 5:05
Quant open-1
Worst price1.0432
Drawdown as % of equity-3.23%
 $12
Includes Typical Broker Commissions trade costs of $8.00
11/6/12 2:08 @EUZ2 EUROFX LONG 1 1.27960 11/23 1:21 1.28920 14.08%
Trade id #77487433
Max drawdown($1,637)
Time11/13/12 5:01
Quant open1
Worst price1.26650
Drawdown as % of equity-14.08%
 $1,192
Includes Typical Broker Commissions trade costs of $8.00
10/3/12 1:05 @CDZ2 CANADIAN DOLLAR SHORT 1 1.0141 10/17 1:47 1.0128 9.77%
Trade id #76925485
Max drawdown($1,050)
Time10/9/12 8:34
Quant open-1
Worst price1.0246
Drawdown as % of equity-9.77%
 $122
Includes Typical Broker Commissions trade costs of $8.00
10/3/12 1:05 @ADZ2 AUSTRALIAN DOLLAR LONG 1 1.0156 10/16 22:23 1.0264 6.25%
Trade id #76925472
Max drawdown($670)
Time10/8/12 2:11
Quant open1
Worst price1.0089
Drawdown as % of equity-6.25%
 $1,072
Includes Typical Broker Commissions trade costs of $8.00
9/13/12 5:49 @ADZ2 AUSTRALIAN DOLLAR LONG 1 1.0351 9/28 1:35 1.0387 8.65%
Trade id #76577289
Max drawdown($950)
Time9/26/12 8:27
Quant open1
Worst price1.0256
Drawdown as % of equity-8.65%
 $352
Includes Typical Broker Commissions trade costs of $8.00
9/13/12 5:42 @CDZ2 CANADIAN DOLLAR SHORT 2 1.0217 9/28 1:26 1.0250 18.67%
Trade id #76577229
Max drawdown($2,160)
Time9/13/12 14:28
Quant open-2
Worst price1.0325
Drawdown as % of equity-18.67%
 ($666)
Includes Typical Broker Commissions trade costs of $16.00
9/12/12 4:47 @EUU2 EUROFX LONG 2 1.29010 9/13 4:43 1.29250 5.2%
Trade id #76551358
Max drawdown($600)
Time9/12/12 10:42
Quant open2
Worst price1.28770
Drawdown as % of equity-5.20%
 $584
Includes Typical Broker Commissions trade costs of $16.00
9/6/12 14:05 @YMZ2 MINI DOW LONG 3 13192 9/12 4:40 13288 11.77%
Trade id #76459355
Max drawdown($1,110)
Time9/10/12 23:55
Quant open3
Worst price13118
Drawdown as % of equity-11.77%
 $1,416
Includes Typical Broker Commissions trade costs of $24.00

Statistics

  • Strategy began
    9/6/2012
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    5013.35
  • Age
    167 months ago
  • What it trades
    Futures
  • # Trades
    28
  • # Profitable
    21
  • % Profitable
    75.00%
  • Avg trade duration
    8.1 days
  • Max peak-to-valley drawdown
    38.2%
  • drawdown period
    Jan 17, 2013 - March 11, 2013
  • Annual return (compounded)
    0.5%
  • Avg win
    $346.33
  • Avg loss
    $941.57
  • Model Account Values (Raw)
  • Cash
    $10,681
  • Margin Used
    $0
  • Buying Power
    $10,681
  • Ratios
  • W:L ratio
    1.10:1
  • Sharpe Ratio
    -0.15
  • Sortino Ratio
    -0.23
  • Calmar Ratio
    0.074
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.01870
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -12.58%
  • Return Percent SP500 (cumu) during strategy life
    417.12%
  • Return Statistics
  • Ann Return (w trading costs)
    4.4%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.97%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    61.10%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    77.00%
  • Chance of 20% account loss
    33.00%
  • Chance of 30% account loss
    7.50%
  • Chance of 40% account loss
    1.50%
  • 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
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    0.50%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $346
  • Avg Loss
    $942
  • Sum Trade PL (losers)
    $6,591.000
  • Sum Trade PL (winners)
    $7,273.000
  • # Winners
    21
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    4
  • Age
  • Num Months filled monthly returns table
    165
  • Win / Loss
  • # Losers
    7
  • % Winners
    75.0%
  • Frequency
  • Avg Position Time (mins)
    11654.80
  • Avg Position Time (hrs)
    194.25
  • Avg Trade Length
    8.1 days
  • Last Trade Ago
    4820
  • Regression
  • Alpha
    -0.01
  • Beta
    0.01
  • Treynor Index
    -0.42
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    3.27
  • MAE:Equity, average, all trades
    0.07
  • Avg(MAE) / Avg(PL) - All trades
    32.587
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    50.88
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    91.46
  • MAE:Equity, 95th Percentile Value for this strat
    0.14
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.05
  • MAE:Equity, average, losing trades
    0.13
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    1.743
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.449
  • Hold-and-Hope Ratio
    0.031
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.01300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02000
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    53
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

The current trading strategy is based on 10k buying power and the margin of this system will always be less than 10k. In order to maximize your profit with the same flat monthly fee, it is your advantage to subscribe the strategy based on a multiple of 100% based on your buying power. For example, trade with 300% if your account size is 30k.

This strategy aims for a good return rate with minimum commission by optimizing the trading strategy and profit target. Pair trading strategy is popularly used by hedge funds and professional traders with both buy and short trades of different instruments. Future contracts are traded because of zero sum trading, high leverage ratio, low commission as well as the availability to protect positions for almost 24 hour a day.

Although there is obviously no performance guarantee, our monthly target is around 5% to 10% return. For the flat fee as low as US$68, we hope you won
Trade this strategy at Tradier

Summary Statistics

Strategy began
2012-09-06
Suggested Minimum Capital
$10,000
# Trades
28
# Profitable
21
% Profitable
75.0%
Correlation S&P500
0.019
Sharpe Ratio
-0.15
Sortino Ratio
-0.23
Beta
0.01
Alpha
-0.01

Latest Activity

subscribed on started simulation

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 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.

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 re-scaled downward to make current go-forward 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 per-trade 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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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.