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These are hypothetical performance results that have certain inherent limitations. Learn more

Solaris
(30629764)

Created by: BobSvan2 BobSvan2
Started: 02/2008
Stocks
Last trade: 3,490 days ago

Subscription terms. Subscriptions to this system cost $99.00 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.

30.7%

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.

-
Max Drawdown
3690
Num Trades
60.2%
Win Trades
1.2 : 1
Profit Factor
18.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2008       +3.8%+8.1%+2.2%+0.9%(15.9%)+22.5%+4.2%(3%)(2.4%)(3.2%)+9.4%+24.6%
2009+14.6%+16.4%(4%)+5.7%+16.9%+15.9%+9.1%+11.7%+5.1%(5.5%)+8.2%+11.0%+166.7%
2010(6.3%)+2.6%(1.1%)(3.1%)(9.7%)(6.3%)+11.0%(4.2%)+2.6%(0.4%)(1.4%)+18.1%(1.2%)
2011+8.0%+17.6%+6.9%(0.9%)+1.6%+3.7%(5.1%)(21.6%)(20.6%)+0.5%(9.5%)  -  (24%)
2012  -  +1.1%+0.1%  -    -    -    -    -    -    -    -    -  +1.2%
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -  +0.1%  -    -  +0.1%
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -                                      0.0

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 626 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 3606 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/18/11 15:02 EDU NEW ORIENTAL LONG 1,390 23.89 11/22 9:31 22.50 0.67%
Trade id #68123968
Max drawdown($2,488)
Time11/21/11 14:12
Quant open1,390
Worst price22.10
Drawdown as % of equity-0.67%
($1,937)
Includes Typical Broker Commissions trade costs of $5.00
11/18/11 11:37 AVGO BROADCOM LIMITED ORDINARY SHARES LONG 1,080 30.01 11/22 9:30 29.61 0.35%
Trade id #68117084
Max drawdown($1,317)
Time11/21/11 10:37
Quant open1,080
Worst price28.79
Drawdown as % of equity-0.35%
($437)
Includes Typical Broker Commissions trade costs of $5.00
11/18/11 10:57 CERN CERNER LONG 1,120 29.16 11/22 9:30 28.57 0.26%
Trade id #68115102
Max drawdown($957)
Time11/21/11 9:41
Quant open560
Worst price56.60
Drawdown as % of equity-0.26%
($660)
Includes Typical Broker Commissions trade costs of $5.00
11/18/11 15:21 NAV NAVISTAR INTERNATIONAL LONG 870 36.94 11/22 9:30 35.92 0.37%
Trade id #68125298
Max drawdown($1,357)
Time11/21/11 9:41
Quant open870
Worst price35.38
Drawdown as % of equity-0.37%
($892)
Includes Typical Broker Commissions trade costs of $5.00
11/18/11 14:40 MCP MOLYCORP LONG 1,180 28.04 11/21 10:24 28.73 0.31%
Trade id #68123501
Max drawdown($1,156)
Time11/21/11 9:40
Quant open1,180
Worst price27.06
Drawdown as % of equity-0.31%
$809
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 12:31 F FORD MOTOR LONG 3,190 10.16 11/21 9:31 9.98 0.21%
Trade id #68077807
Max drawdown($797)
Time11/21/11 9:31
Quant open3,190
Worst price9.91
Drawdown as % of equity-0.21%
($579)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 12:31 TTM TATA MOTORS LONG 1,920 16.48 11/21 9:31 15.56 0.5%
Trade id #68077765
Max drawdown($1,843)
Time11/21/11 9:31
Quant open1,920
Worst price15.52
Drawdown as % of equity-0.50%
($1,771)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 11:22 AGU AGRIUM LONG 440 72.35 11/21 9:30 69.24 0.37%
Trade id #68073964
Max drawdown($1,368)
Time11/21/11 9:30
Quant open0
Worst price69.24
Drawdown as % of equity-0.37%
($1,377)
Includes Typical Broker Commissions trade costs of $8.80
11/17/11 12:31 SWKS SKYWORKS SOLUTIONS LONG 1,800 17.45 11/21 9:30 16.64 0.39%
Trade id #68077810
Max drawdown($1,458)
Time11/21/11 9:30
Quant open0
Worst price16.64
Drawdown as % of equity-0.39%
($1,463)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 12:34 ACI ALBERTSONS COS INC LONG 213 149.80 11/21 9:30 144.10 0.33%
Trade id #68078102
Max drawdown($1,214)
Time11/21/11 9:30
Quant open0
Worst price14.41
Drawdown as % of equity-0.33%
($1,218)
Includes Typical Broker Commissions trade costs of $4.26
11/17/11 12:34 EPI WISDOMTREE INDIA EARNINGS LONG 1,870 17.54 11/21 9:30 16.78 0.38%
Trade id #68078155
Max drawdown($1,421)
Time11/21/11 9:30
Quant open0
Worst price16.78
Drawdown as % of equity-0.38%
($1,426)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 12:31 DAL DELTA AIR LINES LONG 4,490 7.23 11/21 9:30 7.20 0.09%
Trade id #68077720
Max drawdown($359)
Time11/17/11 12:39
Quant open4,490
Worst price7.15
Drawdown as % of equity-0.09%
($140)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 12:31 BSBR BANCO SANTANDER BRASIL LONG 4,160 7.67 11/21 9:30 7.33 0.38%
Trade id #68077870
Max drawdown($1,414)
Time11/21/11 9:30
Quant open0
Worst price7.33
Drawdown as % of equity-0.38%
($1,419)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 9:38 WNR WESTERN REFINING LONG 2,610 12.61 11/21 9:30 12.14 0.48%
Trade id #68067620
Max drawdown($1,827)
Time11/17/11 12:44
Quant open2,610
Worst price11.91
Drawdown as % of equity-0.48%
($1,232)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 12:13 NGD NEW GOLD LONG 2,920 10.85 11/21 9:30 10.07 0.61%
Trade id #68076500
Max drawdown($2,278)
Time11/21/11 9:30
Quant open0
Worst price10.07
Drawdown as % of equity-0.61%
($2,283)
Includes Typical Broker Commissions trade costs of $5.00
11/16/11 15:54 EW EDWARDS LIFESCIENCES LONG 500 65.32 11/18 9:31 63.99 0.29%
Trade id #68045766
Max drawdown($1,095)
Time11/17/11 12:42
Quant open500
Worst price63.13
Drawdown as % of equity-0.29%
($675)
Includes Typical Broker Commissions trade costs of $10.00
11/16/11 10:20 GME GAMESTOP LONG 1,430 22.88 11/18 9:30 22.01 0.43%
Trade id #68033253
Max drawdown($1,615)
Time11/17/11 15:42
Quant open1,430
Worst price21.75
Drawdown as % of equity-0.43%
($1,249)
Includes Typical Broker Commissions trade costs of $5.00
11/16/11 9:31 CVI CVR ENERGY LONG 1,640 20.11 11/18 9:30 17.72 1.26%
Trade id #68030153
Max drawdown($4,772)
Time11/17/11 12:42
Quant open1,640
Worst price17.20
Drawdown as % of equity-1.26%
($3,925)
Includes Typical Broker Commissions trade costs of $5.00
11/17/11 10:14 TTWO TAKE-TWO INTERACTIVE SFTW LONG 2,490 13.13 11/18 9:30 13.58 0.03%
Trade id #68070094
Max drawdown($124)
Time11/17/11 10:16
Quant open2,490
Worst price13.08
Drawdown as % of equity-0.03%
$1,116
Includes Typical Broker Commissions trade costs of $5.00
11/15/11 9:31 MRX Medicis Pharmaceutical Corp. LONG 980 33.80 11/17 9:30 32.63 0.39%
Trade id #67995153
Max drawdown($1,509)
Time11/15/11 11:33
Quant open980
Worst price32.26
Drawdown as % of equity-0.39%
($1,152)
Includes Typical Broker Commissions trade costs of $5.00
11/15/11 10:29 COO COOPER LONG 520 62.34 11/17 9:30 58.15 1.34%
Trade id #67999292
Max drawdown($5,064)
Time11/15/11 13:46
Quant open520
Worst price52.60
Drawdown as % of equity-1.34%
($2,184)
Includes Typical Broker Commissions trade costs of $5.00
11/15/11 9:30 ATVI ACTIVISION BLIZZARD LONG 2,630 12.19 11/17 9:30 12.23 0.06%
Trade id #67995110
Max drawdown($236)
Time11/16/11 9:31
Quant open2,630
Worst price12.10
Drawdown as % of equity-0.06%
$100
Includes Typical Broker Commissions trade costs of $5.00
11/16/11 13:50 SCO PROSHARES ULTRASHORT BLOOMBERG LONG 910 37.01 11/17 9:30 37.95 0.08%
Trade id #68041720
Max drawdown($300)
Time11/16/11 14:25
Quant open910
Worst price36.68
Drawdown as % of equity-0.08%
$850
Includes Typical Broker Commissions trade costs of $5.00
11/15/11 14:58 CIT CIT GROUP LONG 980 32.03 11/16 13:48 32.82 0.04%
Trade id #68008341
Max drawdown($156)
Time11/16/11 9:40
Quant open980
Worst price31.87
Drawdown as % of equity-0.04%
$769
Includes Typical Broker Commissions trade costs of $5.00
11/14/11 9:46 UNG UNITED STATES NATURAL GAS LONG 1,043 32.08 11/16 9:46 31.48 0.26%
Trade id #67957901
Max drawdown($1,000)
Time11/15/11 13:53
Quant open4,170
Worst price7.78
Drawdown as % of equity-0.26%
($631)
Includes Typical Broker Commissions trade costs of $5.00
11/10/11 10:23 DAL DELTA AIR LINES LONG 4,220 7.68 11/11 9:52 7.87 0.2%
Trade id #67826050
Max drawdown($759)
Time11/10/11 11:24
Quant open4,220
Worst price7.50
Drawdown as % of equity-0.20%
$797
Includes Typical Broker Commissions trade costs of $5.00
11/9/11 9:30 ROVI ROVI LONG 770 33.00 11/11 9:30 28.69 1.11%
Trade id #67762216
Max drawdown($4,235)
Time11/10/11 10:34
Quant open770
Worst price27.50
Drawdown as % of equity-1.11%
($3,324)
Includes Typical Broker Commissions trade costs of $5.00
11/10/11 11:15 UAL UNITED AIRLINES HOLDINGS INC LONG 2,000 16.79 11/11 9:30 17.50 0.07%
Trade id #67828295
Max drawdown($260)
Time11/10/11 11:18
Quant open2,000
Worst price16.66
Drawdown as % of equity-0.07%
$1,415
Includes Typical Broker Commissions trade costs of $5.00
11/7/11 10:25 DMND DIAMOND FOODS INC LONG 880 41.36 11/9 9:30 37.76 0.82%
Trade id #67676062
Max drawdown($3,168)
Time11/9/11 9:30
Quant open0
Worst price37.76
Drawdown as % of equity-0.82%
($3,173)
Includes Typical Broker Commissions trade costs of $5.00
11/7/11 14:49 VRTX VERTEX LONG 1,040 33.06 11/9 9:30 30.04 0.81%
Trade id #67687056
Max drawdown($3,141)
Time11/9/11 9:30
Quant open0
Worst price30.04
Drawdown as % of equity-0.81%
($3,146)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    2/14/2008
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    4860.71
  • Age
    162 months ago
  • What it trades
    Stocks
  • # Trades
    3690
  • # Profitable
    2223
  • % Profitable
    60.20%
  • Avg trade duration
    2.2 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    10.2%
  • Avg win
    $795.65
  • Avg loss
    $1,042
  • Model Account Values (Raw)
  • Cash
    $365,103
  • Margin Used
    $0
  • Buying Power
    $365,103
  • Ratios
  • W:L ratio
    1.17:1
  • Sharpe Ratio
    0.36
  • Sortino Ratio
    0.49
  • Calmar Ratio
    0.524
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.20170
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    239.01%
  • Return Percent SP500 (cumu) during strategy life
    214.89%
  • Return Statistics
  • Ann Return (w trading costs)
    30.7%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.74%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    92.70%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    10.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    n/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
  • 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
    n/a
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $796
  • Avg Loss
    $1,042
  • Sum Trade PL (losers)
    $1,528,630.000
  • Sum Trade PL (winners)
    $1,768,720.000
  • # Winners
    2223
  • Dividends
  • Dividends Received in Model Acct
    25048
  • Win / Loss
  • Num Months Winners
    45
  • Age
  • Num Months filled monthly returns table
    161
  • Win / Loss
  • # Losers
    1467
  • % Winners
    60.2%
  • Frequency
  • Avg Position Time (mins)
    3129.80
  • Avg Position Time (hrs)
    52.16
  • Avg Trade Length
    2.2 days
  • Last Trade Ago
    3484
  • Regression
  • Alpha
    0.01
  • Beta
    0.14
  • Treynor Index
    0.12
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.02
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    -163.930
  • 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
    52.55
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    45.86
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.680
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.513
  • Hold-and-Hope Ratio
    -0.006
  • 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)
    0.22000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.04400
  • 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)
    123
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

www.trade-and-win.com


A system based on the Law of Large Numbers.
------------------------------------------------------
The law of large numbers is a theorem in probability that describes the long-term stability of a random variable. Given a sample of independent and identically distributed random variables with a finite expected value, the average of these observations will eventually approach and stay close to the expected value. (Wikipedia)
------------------------------------------------------

2011-05-19:
For all curious people.
Yes, there is open P/L about minus $52000.
But Solaris is not going to crash, it does not hold some losing position and it is not violating its rules "do not invest too much in one position".

The reason is:
Solaris opened a position in PUDA on 4/8/2011.
Amount: 6380, price: $8.17.
Unfortunately trading with PUDA was halted on 04/11/2011 and we are waiting from that day...
Collective2 shows (sometimes) the whole position value as opened profit loss.


Summary Statistics

Strategy began
2008-02-14
Suggested Minimum Capital
$100,000
# Trades
3690
# Profitable
2223
% Profitable
60.2%
Net Dividends
Correlation S&P500
0.202
Sharpe Ratio
0.36
Sortino Ratio
0.49
Beta
0.14
Alpha
0.01

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.