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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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SWINGERS ONLY
(97890597)

Created by: tsvika_elberger tsvika_elberger
Started: 10/2015
Stocks
Last trade: 3,040 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. You can subscribe to this system for free.

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.

-100.0%
Cumul. Return

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
25
Num Trades
72.0%
Win Trades
0.2 : 1
Profit Factor
1.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2015                                                               +2.3%+5.2%(108.2%)(108.8%)
2016(0.1%)  -  (8.6%)  -    -    -    -    -    -    -    -    -  (8.7%)
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -                                                  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 19 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 3075 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/21/15 10:19 CMG1524L540 CMG Dec24'15 540 call LONG 7 6.29 12/24 11:59 0.00 119.6%
Trade id #98863567
Max drawdown($4,400)
Time12/21/15 16:00
Quant open7
Worst price3.40
Drawdown as % of equity-119.60%
 ($4,405)
Includes Typical Broker Commissions trade costs of $4.90
12/21/15 10:02 PCLN1524L1300 PCLN Dec24'15 1300 call LONG 10 6.50 12/24 11:59 0.00 138.74%
Trade id #98863100
Max drawdown($6,500)
Time12/21/15 15:37
Quant open10
Worst price1.60
Drawdown as % of equity-138.74%
 ($6,507)
Includes Typical Broker Commissions trade costs of $7.00
12/2/15 10:46 VIAB VIACOM INC CLASS B LONG 209 46.02 12/21 10:12 39.34 14.32%
Trade id #98603220
Max drawdown($1,457)
Time12/18/15 16:00
Quant open209
Worst price39.05
Drawdown as % of equity-14.32%
 ($1,401)
Includes Typical Broker Commissions trade costs of $4.18
11/30/15 10:44 LABU DIREXION DAILY S&P BIOTECH BULL LONG 65 86.70 12/21 10:00 83.83 11.8%
Trade id #98566169
Max drawdown($1,115)
Time12/14/15 11:43
Quant open200
Worst price16.10
Drawdown as % of equity-11.80%
 ($356)
Includes Typical Broker Commissions trade costs of $1.28
12/2/15 11:33 VRX VALEANT PHARMACEUTICALS LONG 100 94.50 12/21 10:00 102.09 2.67%
Trade id #98604648
Max drawdown($281)
Time12/8/15 8:44
Quant open50
Worst price88.88
Drawdown as % of equity-2.67%
 $757
Includes Typical Broker Commissions trade costs of $2.00
11/30/15 10:44 BMRN BIOMARIN PHARMACEUTICAL LONG 150 94.33 12/1 12:50 95.91 0.31%
Trade id #98566158
Max drawdown($33)
Time11/30/15 13:19
Quant open100
Worst price94.00
Drawdown as % of equity-0.31%
 $234
Includes Typical Broker Commissions trade costs of $3.00
11/20/15 10:41 PTCT PTC THERAPEUTICS INC. COMMON LONG 150 28.60 11/30 11:08 30.64 0.67%
Trade id #98469190
Max drawdown($69)
Time11/20/15 12:01
Quant open100
Worst price27.48
Drawdown as % of equity-0.67%
 $304
Includes Typical Broker Commissions trade costs of $3.00
11/19/15 11:55 LABU DIREXION DAILY S&P BIOTECH BULL LONG 25 83.48 11/25 11:53 93.20 0.13%
Trade id #98452824
Max drawdown($13)
Time11/19/15 12:50
Quant open100
Worst price20.74
Drawdown as % of equity-0.13%
 $335
Includes Typical Broker Commissions trade costs of $0.51
11/9/15 10:17 SPY SPDR S&P 500 LONG 60 207.86 11/18 14:12 207.98 4.33%
Trade id #98247363
Max drawdown($426)
Time11/13/15 19:32
Quant open60
Worst price200.76
Drawdown as % of equity-4.33%
 $6
Includes Typical Broker Commissions trade costs of $1.20
11/9/15 10:10 LVS LAS VEGAS SANDS LONG 200 46.50 11/12 10:15 46.89 1.19%
Trade id #98246947
Max drawdown($120)
Time11/12/15 9:34
Quant open150
Worst price45.70
Drawdown as % of equity-1.19%
 $73
Includes Typical Broker Commissions trade costs of $4.00
11/9/15 10:22 AEGR AEGERION PHARMACEUTICALS LONG 200 13.70 11/10 10:16 10.03 7.27%
Trade id #98247598
Max drawdown($780)
Time11/10/15 10:09
Quant open200
Worst price9.80
Drawdown as % of equity-7.27%
 ($738)
Includes Typical Broker Commissions trade costs of $4.00
11/4/15 15:10 VRX VALEANT PHARMACEUTICALS LONG 150 86.63 11/9 11:53 82.50 19.7%
Trade id #98189057
Max drawdown($1,913)
Time11/5/15 10:35
Quant open100
Worst price73.32
Drawdown as % of equity-19.70%
 ($623)
Includes Typical Broker Commissions trade costs of $3.00
11/4/15 10:18 GMCR KEURIG GREEN MOUNTAIN INC. CO LONG 125 52.42 11/6 13:49 52.47 1.6%
Trade id #98181469
Max drawdown($176)
Time11/4/15 15:56
Quant open100
Worst price50.81
Drawdown as % of equity-1.60%
 $4
Includes Typical Broker Commissions trade costs of $2.50
11/5/15 12:54 CF CF INDUSTRIES HOLDINGS LONG 150 46.41 11/6 12:02 46.83 1.03%
Trade id #98206689
Max drawdown($107)
Time11/5/15 13:41
Quant open150
Worst price45.70
Drawdown as % of equity-1.03%
 $60
Includes Typical Broker Commissions trade costs of $3.00
11/4/15 10:34 MOS MOSAIC LONG 100 34.72 11/5 10:51 33.29 1.38%
Trade id #98182025
Max drawdown($152)
Time11/4/15 15:29
Quant open100
Worst price33.19
Drawdown as % of equity-1.38%
 ($145)
Includes Typical Broker Commissions trade costs of $2.00
11/4/15 10:44 RENT RENT THE RUNWAY INC. CLASS A LONG 100 53.28 11/5 10:37 53.63 1.67%
Trade id #98182395
Max drawdown($190)
Time11/4/15 13:55
Quant open100
Worst price51.38
Drawdown as % of equity-1.67%
 $33
Includes Typical Broker Commissions trade costs of $2.00
11/4/15 10:32 AIG AMERICAN INTERNATIONAL LONG 50 59.95 11/5 9:46 60.95 0.08%
Trade id #98181920
Max drawdown($8)
Time11/4/15 10:51
Quant open50
Worst price59.77
Drawdown as % of equity-0.08%
 $50
Includes Typical Broker Commissions trade costs of $1.00
10/30/15 11:35 VRX VALEANT PHARMACEUTICALS LONG 300 98.64 11/4 10:16 99.04 14.54%
Trade id #98111528
Max drawdown($1,508)
Time10/30/15 15:08
Quant open180
Worst price90.46
Drawdown as % of equity-14.54%
 $113
Includes Typical Broker Commissions trade costs of $6.00
11/3/15 10:28 AIG AMERICAN INTERNATIONAL LONG 100 60.78 11/3 15:59 60.97 0.24%
Trade id #98162134
Max drawdown($28)
Time11/3/15 10:39
Quant open100
Worst price60.50
Drawdown as % of equity-0.24%
 $17
Includes Typical Broker Commissions trade costs of $2.00
10/30/15 11:53 ABMD ABIOMED LONG 100 73.24 11/3 14:02 75.94 0.57%
Trade id #98111938
Max drawdown($63)
Time10/30/15 12:17
Quant open100
Worst price72.61
Drawdown as % of equity-0.57%
 $268
Includes Typical Broker Commissions trade costs of $2.00
10/28/15 15:29 PG PROCTER & GAMBLE LONG 200 76.12 10/29 15:40 76.79 n/a $130
Includes Typical Broker Commissions trade costs of $4.00
10/28/15 15:31 WBA WALGREEN BOOTS ALLIANCE INC. LONG 100 85.14 10/29 10:26 86.15 0.64%
Trade id #98067861
Max drawdown($69)
Time10/28/15 16:00
Quant open100
Worst price84.44
Drawdown as % of equity-0.64%
 $99
Includes Typical Broker Commissions trade costs of $2.00
10/23/15 12:14 TSLA TESLA INC. LONG 100 208.24 10/23 15:48 209.08 0.21%
Trade id #97980508
Max drawdown($22)
Time10/23/15 15:18
Quant open25
Worst price207.69
Drawdown as % of equity-0.21%
 $82
Includes Typical Broker Commissions trade costs of $2.00
10/22/15 10:51 VRX VALEANT PHARMACEUTICALS LONG 200 98.37 10/22 12:37 100.65 8.26%
Trade id #97947448
Max drawdown($821)
Time10/22/15 11:27
Quant open200
Worst price94.26
Drawdown as % of equity-8.26%
 $453
Includes Typical Broker Commissions trade costs of $4.00
10/21/15 10:08 BIDU BAIDU LONG 50 148.28 10/22 9:46 153.22 0.33%
Trade id #97918579
Max drawdown($32)
Time10/21/15 10:11
Quant open50
Worst price147.62
Drawdown as % of equity-0.33%
 $246
Includes Typical Broker Commissions trade costs of $1.00
Next

Statistics

  • Strategy began
    10/21/2015
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    3100.79
  • Age
    103 months ago
  • What it trades
    Stocks
  • # Trades
    25
  • # Profitable
    18
  • % Profitable
    72.00%
  • Avg trade duration
    4.7 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Cumul. Return
    -91.2%
  • Avg win
    $183.83
  • Avg loss
    $2,021
  • Model Account Values (Raw)
  • Cash
    ($756)
  • Margin Used
    $0
  • Buying Power
    ($756)
  • Ratios
  • W:L ratio
    0.24:1
  • Sharpe Ratio
    -3.05
  • Sortino Ratio
    -3
  • Calmar Ratio
    -0.998
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -91.31%
  • Correlation to SP500
    -0.07380
  • Return Percent SP500 (cumu) during strategy life
    146.03%
  • Return Statistics
  • Ann Return (w trading costs)
    -100.0%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.912%
  • Instruments
  • Percent Trades Options
    0.05%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    0.95%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    n/a
  • 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
    100.00%
  • Chance of 60% account loss (Monte Carlo)
    65.50%
  • Chance of 70% account loss (Monte Carlo)
    4.50%
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    867
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $184
  • Avg Loss
    $2,021
  • Sum Trade PL (losers)
    $14,149.000
  • # Winners
    18
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • Sum Trade PL (winners)
    $3,309.000
  • Dividends
  • Dividends Received in Model Acct
    84
  • Win / Loss
  • # Losers
    7
  • % Winners
    72.0%
  • Frequency
  • Avg Position Time (mins)
    6831.33
  • Avg Position Time (hrs)
    113.86
  • Avg Trade Length
    4.7 days
  • Last Trade Ago
    2982
  • Regression
  • Alpha
    0.00
  • Beta
    -2.66
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.15
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    84.51
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    4.41
  • Avg(MAE) / Avg(PL) - All trades
    -1.849
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    17.71
  • MAE:Equity, 95th Percentile Value for this strat
    1.27
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.47
  • Avg(MAE) / Avg(PL) - Winning trades
    1.251
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.153
  • Hold-and-Hope Ratio
    -0.541
  • 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)
    -1.34700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.48800
  • 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)
    49
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2015-10-21
Suggested Minimum Capital
$10,000
# Trades
25
# Profitable
18
% Profitable
72.0%
Net Dividends
$83
Correlation S&P500
-0.074
Sharpe Ratio
-3.05
Sortino Ratio
-3.00
Beta
-2.66
Alpha
0.00

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.