This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
01/03/2022
Most recent certification approved
1/3/22 6:42 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
6,300
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
6,293
Percent signals followed since 01/03/2022
99.9%
This information was last updated
6/9/23 6:46 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 01/03/2022,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Aurum
(138773053)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  01/03/2022 
Most recent certification approved  1/3/22 6:42 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  6,300 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  6,293 
Percent signals followed since 01/03/2022  99.9% 
This information was last updated  6/9/23 6:46 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 01/03/2022, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $200.00 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.
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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2022  +7.9%  (2.1%)  (0.6%)  +5.1%  +2.4%  (5.3%)  +13.5%  +3.7%  (15.2%)  +11.9%  +5.2%  (5.8%)  +18.3% 
2023  +3.5%  +6.2%  +3.7%  +5.3%  (1.4%)  (0.6%)  +17.6% 
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.
Started  $250,000  
Buy Power  $362,701  
Cash  $1  
Equity  $1  
Cumulative $  $122,387  
Includes dividends and cashsettled expirations:  $49  Itemized 
Total System Equity  $372,387  
Margined  $1  
Open P/L  $1,070  
Data has been delayed by 24 hours for nonsubscribers 
System developer has asked us to delay this information by 24 hours.
Trading Record
Statistics

Strategy began1/1/2022

Suggested Minimum Cap$340,000

Strategy Age (days)523.82

Age17 months ago

What it tradesStocks, Futures

# Trades2051

# Profitable1922

% Profitable93.70%

Avg trade duration3.1 days

Max peaktovalley drawdown19.6%

drawdown periodSept 13, 2022  Oct 02, 2022

Annual Return (Compounded)25.8%

Avg win$240.52

Avg loss$2,634
 Model Account Values (Raw)

Cash$373,160

Margin Used$11,341

Buying Power$362,701
 Ratios

W:L ratio1.36:1

Sharpe Ratio0.96

Sortino Ratio1.28

Calmar Ratio2.133
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)49.08%

Correlation to SP5000.26490

Return Percent SP500 (cumu) during strategy life9.91%
 Return Statistics

Ann Return (w trading costs)25.8%
 Slump

Current Slump as Pcnt Equity3.20%
 Instruments

Percent Trades Futures0.74%
 Slump

Current Slump, time of slump as pcnt of strategy life0.03%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.258%
 Instruments

Percent Trades Options0.00%

Percent Trades Stocks0.26%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)31.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss27.50%

Chance of 20% account loss5.50%

Chance of 30% account loss0.50%

Chance of 40% account lossn/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
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)908

Popularity (Last 6 weeks)979
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score852

Popularity (7 days, Percentile 1000 scale)916
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$2,635

Avg Win$241

Sum Trade PL (losers)$339,881.000
 Age

Num Months filled monthly returns table18
 Win / Loss

Sum Trade PL (winners)$462,285.000

# Winners1922

Num Months Winners11
 Dividends

Dividends Received in Model Acct49
 AUM

AUM (AutoTrader live capital)1057410
 Win / Loss

# Losers129

% Winners93.7%
 Frequency

Avg Position Time (mins)4429.37

Avg Position Time (hrs)73.82

Avg Trade Length3.1 days

Last Trade Ago0
 Leverage

Daily leverage (average)1.51

Daily leverage (max)5.21
 Regression

Alpha0.07

Beta0.24

Treynor Index0.26
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)10.62

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades33.295

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades2.786

Avg(MAE) / Avg(PL)  Losing trades2.241

HoldandHope Ratio0.030
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26600

SD0.16585

Sharpe ratio (Glass type estimate)1.60388

Sharpe ratio (Hedges UMVUE)1.52730

df16.00000

t1.90900

p0.28464

Lowerbound of 95% confidence interval for Sharpe Ratio0.15501

Upperbound of 95% confidence interval for Sharpe Ratio3.31803

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.20234

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.25693
 Statistics related to Sortino ratio

Sortino ratio4.17488

Upside Potential Ratio5.88063

Upside part of mean0.37469

Downside part of mean0.10868

Upside SD0.16651

Downside SD0.06372

N nonnegative terms11.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.09588

Mean of criterion0.26600

SD of predictor0.17510

SD of criterion0.16585

Covariance0.00516

r0.17766

b (slope, estimate of beta)0.16828

a (intercept, estimate of alpha)0.28214

Mean Square Error0.02841

DF error15.00000

t(b)0.69919

p(b)0.38750

t(a)1.96625

p(a)0.22198

Lowerbound of 95% confidence interval for beta0.34470

Upperbound of 95% confidence interval for beta0.68125

Lowerbound of 95% confidence interval for alpha0.02370

Upperbound of 95% confidence interval for alpha0.58798

Treynor index (mean / b)1.58078

Jensen alpha (a)0.28214
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25024

SD0.16112

Sharpe ratio (Glass type estimate)1.55316

Sharpe ratio (Hedges UMVUE)1.47900

df16.00000

t1.84863

p0.29024

Lowerbound of 95% confidence interval for Sharpe Ratio0.19971

Upperbound of 95% confidence interval for Sharpe Ratio3.26242

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24559

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.20359
 Statistics related to Sortino ratio

Sortino ratio3.84636

Upside Potential Ratio5.54503

Upside part of mean0.36076

Downside part of mean0.11051

Upside SD0.15943

Downside SD0.06506

N nonnegative terms11.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.11040

Mean of criterion0.25024

SD of predictor0.17403

SD of criterion0.16112

Covariance0.00483

r0.17216

b (slope, estimate of beta)0.15939

a (intercept, estimate of alpha)0.26784

Mean Square Error0.02687

DF error15.00000

t(b)0.67690

p(b)0.39094

t(a)1.91108

p(a)0.22778

Lowerbound of 95% confidence interval for beta0.34251

Upperbound of 95% confidence interval for beta0.66128

Lowerbound of 95% confidence interval for alpha0.03088

Upperbound of 95% confidence interval for alpha0.56656

Treynor index (mean / b)1.57000

Jensen alpha (a)0.26784
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05413

Expected Shortfall on VaR0.07220
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01659

Expected Shortfall on VaR0.03419
 ORDER STATISTICS
 Quartiles of return rates

Number of observations17.00000

Minimum0.94338

Quartile 10.98448

Median1.01199

Quartile 31.05253

Maximum1.10980

Mean of quarter 10.97167

Mean of quarter 21.00768

Mean of quarter 31.03874

Mean of quarter 41.09310

Inter Quartile Range0.06805

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.13975

VaR(95%) (moments method)0.03086

Expected Shortfall (moments method)0.03864

Extreme Value Index (regression method)0.44074

VaR(95%) (regression method)0.03516

Expected Shortfall (regression method)0.06434
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.01552

Quartile 10.02131

Median0.02410

Quartile 30.03395

Maximum0.06092

Mean of quarter 10.01552

Mean of quarter 20.02324

Mean of quarter 30.02495

Mean of quarter 40.06092

Inter Quartile Range0.01264

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.06092
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.34092

Compounded annual return (geometric extrapolation)0.32068

Calmar ratio (compounded annual return / max draw down)5.26372

Compounded annual return / average of 25% largest draw downs5.26372

Compounded annual return / Expected Shortfall lognormal4.44171

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26859

SD0.18907

Sharpe ratio (Glass type estimate)1.42058

Sharpe ratio (Hedges UMVUE)1.41772

df372.00000

t1.69500

p0.04546

Lowerbound of 95% confidence interval for Sharpe Ratio0.22617

Upperbound of 95% confidence interval for Sharpe Ratio3.06546

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.22809

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.06352
 Statistics related to Sortino ratio

Sortino ratio1.89537

Upside Potential Ratio8.40750

Upside part of mean1.19143

Downside part of mean0.92284

Upside SD0.12588

Downside SD0.14171

N nonnegative terms241.00000

N negative terms132.00000
 Statistics related to linear regression on benchmark

N of observations373.00000

Mean of predictor0.08184

Mean of criterion0.26859

SD of predictor0.21845

SD of criterion0.18907

Covariance0.01035

r0.25060

b (slope, estimate of beta)0.21690

a (intercept, estimate of alpha)0.28600

Mean Square Error0.03359

DF error371.00000

t(b)4.98591

p(b)0.00000

t(a)1.86357

p(a)0.03159

Lowerbound of 95% confidence interval for beta0.13135

Upperbound of 95% confidence interval for beta0.30244

Lowerbound of 95% confidence interval for alpha0.01580

Upperbound of 95% confidence interval for alpha0.58849

Treynor index (mean / b)1.23836

Jensen alpha (a)0.28634
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25052

SD0.18982

Sharpe ratio (Glass type estimate)1.31982

Sharpe ratio (Hedges UMVUE)1.31716

df372.00000

t1.57477

p0.05808

Lowerbound of 95% confidence interval for Sharpe Ratio0.32641

Upperbound of 95% confidence interval for Sharpe Ratio2.96435

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.32821

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.96253
 Statistics related to Sortino ratio

Sortino ratio1.74116

Upside Potential Ratio8.22549

Upside part of mean1.18351

Downside part of mean0.93298

Upside SD0.12438

Downside SD0.14388

N nonnegative terms241.00000

N negative terms132.00000
 Statistics related to linear regression on benchmark

N of observations373.00000

Mean of predictor0.10566

Mean of criterion0.25052

SD of predictor0.21858

SD of criterion0.18982

Covariance0.01042

r0.25117

b (slope, estimate of beta)0.21812

a (intercept, estimate of alpha)0.27357

Mean Square Error0.03385

DF error371.00000

t(b)4.99810

p(b)0.00000

t(a)1.77341

p(a)0.03849

Lowerbound of 95% confidence interval for beta0.13230

Upperbound of 95% confidence interval for beta0.30393

Lowerbound of 95% confidence interval for alpha0.02977

Upperbound of 95% confidence interval for alpha0.57691

Treynor index (mean / b)1.14858

Jensen alpha (a)0.27357
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01817

Expected Shortfall on VaR0.02296
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00626

Expected Shortfall on VaR0.01402
 ORDER STATISTICS
 Quartiles of return rates

Number of observations373.00000

Minimum0.94983

Quartile 10.99713

Median1.00287

Quartile 31.00685

Maximum1.06433

Mean of quarter 10.98667

Mean of quarter 21.00038

Mean of quarter 31.00469

Mean of quarter 41.01294

Inter Quartile Range0.00972

Number outliers low23.00000

Percentage of outliers low0.06166

Mean of outliers low0.97010

Number of outliers high7.00000

Percentage of outliers high0.01877

Mean of outliers high1.03132
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.52981

VaR(95%) (moments method)0.01181

Expected Shortfall (moments method)0.02938

Extreme Value Index (regression method)0.06196

VaR(95%) (regression method)0.01174

Expected Shortfall (regression method)0.01790
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations26.00000

Minimum0.00014

Quartile 10.00376

Median0.00782

Quartile 30.02597

Maximum0.15052

Mean of quarter 10.00180

Mean of quarter 20.00519

Mean of quarter 30.00991

Mean of quarter 40.07125

Inter Quartile Range0.02220

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.11539

Mean of outliers high0.11215
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.05245

VaR(95%) (moments method)0.06899

Expected Shortfall (moments method)0.09709

Extreme Value Index (regression method)0.08747

VaR(95%) (regression method)0.09760

Expected Shortfall (regression method)0.14604
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.34169

Compounded annual return (geometric extrapolation)0.32105

Calmar ratio (compounded annual return / max draw down)2.13302

Compounded annual return / average of 25% largest draw downs4.50606

Compounded annual return / Expected Shortfall lognormal13.98570

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.33335

SD0.09626

Sharpe ratio (Glass type estimate)3.46296

Sharpe ratio (Hedges UMVUE)3.44294

df130.00000

t2.44868

p0.39501

Lowerbound of 95% confidence interval for Sharpe Ratio0.65302

Upperbound of 95% confidence interval for Sharpe Ratio6.26008

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.63972

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.24616
 Statistics related to Sortino ratio

Sortino ratio5.43380

Upside Potential Ratio12.77520

Upside part of mean0.78373

Downside part of mean0.45038

Upside SD0.07653

Downside SD0.06135

N nonnegative terms84.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.14403

Mean of criterion0.33335

SD of predictor0.15393

SD of criterion0.09626

Covariance0.00076

r0.05127

b (slope, estimate of beta)0.03207

a (intercept, estimate of alpha)0.32873

Mean Square Error0.00931

DF error129.00000

t(b)0.58313

p(b)0.46737

t(a)2.40457

p(a)0.36909

Lowerbound of 95% confidence interval for beta0.07673

Upperbound of 95% confidence interval for beta0.14086

Lowerbound of 95% confidence interval for alpha0.05825

Upperbound of 95% confidence interval for alpha0.59922

Treynor index (mean / b)10.39570

Jensen alpha (a)0.32873
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32852

SD0.09621

Sharpe ratio (Glass type estimate)3.41456

Sharpe ratio (Hedges UMVUE)3.39482

df130.00000

t2.41446

p0.39642

Lowerbound of 95% confidence interval for Sharpe Ratio0.60551

Upperbound of 95% confidence interval for Sharpe Ratio6.21080

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59247

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.19718
 Statistics related to Sortino ratio

Sortino ratio5.32536

Upside Potential Ratio12.65620

Upside part of mean0.78075

Downside part of mean0.45223

Upside SD0.07611

Downside SD0.06169

N nonnegative terms84.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.13224

Mean of criterion0.32852

SD of predictor0.15383

SD of criterion0.09621

Covariance0.00076

r0.05154

b (slope, estimate of beta)0.03223

a (intercept, estimate of alpha)0.32425

Mean Square Error0.00930

DF error129.00000

t(b)0.58618

p(b)0.46720

t(a)2.37374

p(a)0.37068

VAR (95 Confidence Intrvl)0.01800

Lowerbound of 95% confidence interval for beta0.07657

Upperbound of 95% confidence interval for beta0.14104

Lowerbound of 95% confidence interval for alpha0.05399

Upperbound of 95% confidence interval for alpha0.59452

Treynor index (mean / b)10.19140

Jensen alpha (a)0.32425
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00849

Expected Shortfall on VaR0.01094
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00314

Expected Shortfall on VaR0.00671
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98338

Quartile 10.99825

Median1.00210

Quartile 31.00509

Maximum1.02098

Mean of quarter 10.99371

Mean of quarter 21.00028

Mean of quarter 31.00363

Mean of quarter 41.00796

Inter Quartile Range0.00684

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.98497

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02012
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.40002

VaR(95%) (moments method)0.00513

Expected Shortfall (moments method)0.00619

Extreme Value Index (regression method)0.43660

VaR(95%) (regression method)0.00594

Expected Shortfall (regression method)0.00717
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00045

Quartile 10.00366

Median0.00630

Quartile 30.00855

Maximum0.05176

Mean of quarter 10.00156

Mean of quarter 20.00441

Mean of quarter 30.00812

Mean of quarter 40.02683

Inter Quartile Range0.00489

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.12500

Mean of outliers high0.04461
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.46064

VaR(95%) (moments method)0.02618

Expected Shortfall (moments method)0.05906

Extreme Value Index (regression method)1.16696

VaR(95%) (regression method)0.03086

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?378508000

Max Equity Drawdown (num days)19
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.39015

Compounded annual return (geometric extrapolation)0.42821

Calmar ratio (compounded annual return / max draw down)8.27278

Compounded annual return / average of 25% largest draw downs15.95890

Compounded annual return / Expected Shortfall lognormal39.12780
Strategy Description
At Collective2, we are a signal provider and do not assume any responsibility for client order execution or technical problems that may arise. This strategy is managed in a real portfolio (TOS), and all trades seen on Collective2 are fully executed on our end. We trade our own developed models and take shortterm & swing positions based on the market's environment.
Please be advised that this is a highrisk business, and we will try to minimize the risk as much as possible. We believe that the bigger the account, the lower the risk, as we prefer not to use leverage and try to avoid it. It is important to understand the risks involved in trading. We were present during the market crashes of 1987, 1997, 2000, and 2008, and have witnessed the impact it had on many people. Therefore, we emphasize that those who cannot afford to lose should not participate in this game.
Please note that we do not respond to messages on this platform frequently. If you have any urgent questions or inquiries, please send an email to [email protected]
Additionally, Collective2 does not support pre and aftermarket trade execution. Nonetheless, sometimes we will trade pre and aftermarket on our account, especially during earning seasons. Please take this factor into consideration when you choose to subscribe to the strategy. You can modify which product to execute from your side when subscribing to the strategy.
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FAQ:
Q: How much should I allocate to this strategy?
A: We are managing a portfolio of 1MM. Based on your risk tolerance and available capital, you should allocate as you see fit (Scaling).
Q: Can I get a discount?
A: No, we do not provide any discounts.
Q: Why is the strategy so expensive?
A: Our strategy trades Futures, and one of the limitations we have in Collective2 is that the higher we go in AUM, the more effect it has on our buying quantity, known as "Position Limits." After working with Collective2 for some time, we saw that the more clients we have, the less buying quantity we have. There are situations where we cannot buy at all, which is unfair to our current clients. To avoid this problem, we decided to have a higher fee so that it has a more negligible effect on the quantity we can buy. This position limits mainly for Futures contracts and not stocks.
Q: Why is the leverage so high, and how come you have all this buying power?
A: Our portfolio size is 1 million USD, and Collective2 does not adjust the strategy starting capital. Once a strategy opens with starting capital, it is unchangeable.
Q: I want to scale up, how much % should I scale?
A: We do not recommend subscribers to scale the strategy as it affects CLIENTS and OUR trades. If you still want to scale for any reason, please reach us, and we will try to find a solution.
Q: One of the orders didn't fill. What do I need to do?
A: Please get in touch with Collective2. We cannot do anything regarding that from our end.
Q: Is it an Algo Strategy?
A: No, the strategy is managed by a group of people and manually executed.
Q: I see a different fill price and P&L from the trade on my side.
A: Often, system vendors at C2 will submit a limit order at a price that is not "marketclearing."
Q: Are you double down or doing martingale?
A: No, by our strategy, we have a price range which we will accumulate the asset.
Q: Do you have a take profit & stop loss?
A: Each trade has a strategic plan prepared in advance.
Q: Do you have a take profit and stop loss?
A: Each trade has a predetermined strategic plan in place, which includes take profit and stop loss levels.
Q: The returns of the strategy do not add up. Why are there different numbers?
A: Collective2 is required to calculate returns according to regulatory requirements, which may differ from other calculations. Conducting due diligence will reveal that the returns are, in fact, higher.
Q: What assets do you trade?
A: We trade in Futures, Stocks, and Options, depending on market conditions and our strategy.
Q: There have been no trades for a couple of days. Is there any particular reason?
A: We do not fill a trade capacity; rather, we manage our portfolio and trade based on our strategy and when we deem it appropriate.
Q: I am not interested in trading certain products. What are my options?
A: You have the option to follow only the trades that you are interested in, and you do not need to trade all of them.
Q: What broker should I use?
A: We work with Interactive Brokers. However, we cannot recommend a specific broker, as you should conduct your own due diligence.
Q: Is there a free trial available for your strategy?
A: Unfortunately, we do not offer any free trials. However, you can simulate our strategy before subscribing.
Q: I sent you a direct message on Collective2, but I have not received a reply. Why is that?
A: We do not frequently check Collective2 as our portfolio is connected to the strategy, and we let it run. However, you can contact us through the email provided above, and we will do our best to respond to your inquiry.
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.