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

ETF Swinger
(141085790)

Created by: NorthwoodsTrader NorthwoodsTrader
Started: 07/2022
Stocks
Last trade: 12 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 $150.00 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.

-16.3%
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.

(28.4%)
Max Drawdown
51
Num Trades
43.1%
Win Trades
0.8 : 1
Profit Factor
25.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                          (0.6%)+3.9%(19%)  -              (16.3%)

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.

System developer has asked us to delay this information by 96 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/22/22 9:30 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 637 34.24 9/23 9:30 30.68 12.27%
Trade id #141891470
Max drawdown($3,191)
Time9/23/22 0:00
Quant open637
Worst price29.23
Drawdown as % of equity-12.27%
($2,273)
Includes Typical Broker Commissions trade costs of $5.00
9/22/22 9:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 932 22.86 9/22 11:14 22.23 2.04%
Trade id #141891415
Max drawdown($596)
Time9/22/22 11:03
Quant open932
Worst price22.22
Drawdown as % of equity-2.04%
($592)
Includes Typical Broker Commissions trade costs of $5.00
9/22/22 9:30 LABU DIREXION DAILY S&P BIOTECH BULL LONG 2,906 6.97 9/22 11:14 6.64 4.67%
Trade id #141891353
Max drawdown($1,365)
Time9/22/22 9:43
Quant open2,906
Worst price6.50
Drawdown as % of equity-4.67%
($964)
Includes Typical Broker Commissions trade costs of $5.00
9/21/22 14:01 FNGU MICROSECTORS FANG+ 3X LEVERAGED ETN LONG 3,091 7.19 9/22 9:30 6.89 5.92%
Trade id #141879845
Max drawdown($1,730)
Time9/22/22 0:00
Quant open3,091
Worst price6.63
Drawdown as % of equity-5.92%
($932)
Includes Typical Broker Commissions trade costs of $5.00
9/20/22 13:57 TQQQ PROSHARES ULTRAPRO QQQ LONG 923 24.02 9/21 9:30 24.81 0.03%
Trade id #141867588
Max drawdown($9)
Time9/20/22 14:00
Quant open923
Worst price24.01
Drawdown as % of equity-0.03%
$724
Includes Typical Broker Commissions trade costs of $5.00
9/20/22 10:01 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 620 35.77 9/20 14:41 35.32 1.15%
Trade id #141863156
Max drawdown($347)
Time9/20/22 13:59
Quant open620
Worst price35.21
Drawdown as % of equity-1.15%
($284)
Includes Typical Broker Commissions trade costs of $5.00
9/20/22 9:30 LABU DIREXION DAILY S&P BIOTECH BULL LONG 2,848 7.70 9/20 14:41 7.64 0.99%
Trade id #141862080
Max drawdown($291)
Time9/20/22 10:02
Quant open2,848
Worst price7.60
Drawdown as % of equity-0.99%
($183)
Includes Typical Broker Commissions trade costs of $5.00
9/16/22 9:35 LABU DIREXION DAILY S&P BIOTECH BULL LONG 2,829 8.54 9/19 9:30 8.05 5.15%
Trade id #141828280
Max drawdown($1,612)
Time9/16/22 13:26
Quant open2,829
Worst price7.97
Drawdown as % of equity-5.15%
($1,391)
Includes Typical Broker Commissions trade costs of $5.00
9/16/22 9:30 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 651 36.85 9/16 11:00 36.39 2.6%
Trade id #141828037
Max drawdown($787)
Time9/16/22 9:59
Quant open651
Worst price35.64
Drawdown as % of equity-2.60%
($304)
Includes Typical Broker Commissions trade costs of $5.00
9/16/22 9:30 FNGU MICROSECTORS FANG+ 3X LEVERAGED ETN LONG 3,292 7.34 9/16 11:00 7.11 3.36%
Trade id #141828015
Max drawdown($1,020)
Time9/16/22 9:58
Quant open3,292
Worst price7.03
Drawdown as % of equity-3.36%
($762)
Includes Typical Broker Commissions trade costs of $5.00
9/16/22 9:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 976 24.21 9/16 11:00 23.91 1.7%
Trade id #141827937
Max drawdown($517)
Time9/16/22 9:59
Quant open976
Worst price23.68
Drawdown as % of equity-1.70%
($298)
Includes Typical Broker Commissions trade costs of $5.00
9/13/22 9:30 FNGU MICROSECTORS FANG+ 3X LEVERAGED ETN LONG 2,746 8.41 9/14 9:30 7.65 8.53%
Trade id #141762591
Max drawdown($2,759)
Time9/14/22 0:00
Quant open2,746
Worst price7.41
Drawdown as % of equity-8.53%
($2,092)
Includes Typical Broker Commissions trade costs of $5.00
9/9/22 9:47 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 605 42.96 9/13 9:31 43.81 5.05%
Trade id #141722536
Max drawdown($1,688)
Time9/12/22 0:00
Quant open605
Worst price40.17
Drawdown as % of equity-5.05%
$509
Includes Typical Broker Commissions trade costs of $5.00
9/9/22 9:34 TZA DIREXION DAILY SMALL CAP BEAR LONG 769 33.81 9/9 11:14 33.26 2.21%
Trade id #141722136
Max drawdown($776)
Time9/9/22 10:16
Quant open769
Worst price32.80
Drawdown as % of equity-2.21%
($428)
Includes Typical Broker Commissions trade costs of $5.00
9/9/22 9:32 FNGD MICROSECTORS FANG -3X LEVERAGED ETNS DUE 1/8/38 LONG 550 47.27 9/9 11:14 46.41 2.02%
Trade id #141722103
Max drawdown($709)
Time9/9/22 10:43
Quant open550
Worst price45.98
Drawdown as % of equity-2.02%
($478)
Includes Typical Broker Commissions trade costs of $5.00
9/9/22 9:30 LABD DIREXION DAILY S&P BIOTECH BEAR 3X LONG 1,312 18.88 9/9 11:14 18.85 2.34%
Trade id #141721765
Max drawdown($820)
Time9/9/22 10:07
Quant open1,312
Worst price18.25
Drawdown as % of equity-2.34%
($44)
Includes Typical Broker Commissions trade costs of $5.00
9/7/22 15:48 TZA DIREXION DAILY SMALL CAP BEAR LONG 684 35.61 9/8 9:30 36.63 1.17%
Trade id #141694936
Max drawdown($383)
Time9/8/22 0:00
Quant open684
Worst price35.05
Drawdown as % of equity-1.17%
$693
Includes Typical Broker Commissions trade costs of $5.00
9/7/22 15:02 LABD DIREXION DAILY S&P BIOTECH BEAR 3X LONG 1,148 21.20 9/8 9:30 21.30 6%
Trade id #141694225
Max drawdown($1,963)
Time9/8/22 0:00
Quant open1,148
Worst price19.49
Drawdown as % of equity-6.00%
$110
Includes Typical Broker Commissions trade costs of $5.00
9/7/22 14:56 FNGD MICROSECTORS FANG -3X LEVERAGED ETNS DUE 1/8/38 LONG 489 49.75 9/8 9:30 51.84 1.05%
Trade id #141694146
Max drawdown($343)
Time9/8/22 0:00
Quant open489
Worst price49.05
Drawdown as % of equity-1.05%
$1,011
Includes Typical Broker Commissions trade costs of $9.78
9/7/22 14:04 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 534 45.59 9/8 9:30 46.38 1.14%
Trade id #141693350
Max drawdown($373)
Time9/7/22 15:29
Quant open534
Worst price44.89
Drawdown as % of equity-1.14%
$417
Includes Typical Broker Commissions trade costs of $5.00
9/1/22 15:12 LABD DIREXION DAILY S&P BIOTECH BEAR 3X LONG 1,074 21.39 9/2 9:30 20.08 4.35%
Trade id #141628359
Max drawdown($1,417)
Time9/2/22 0:00
Quant open1,074
Worst price20.07
Drawdown as % of equity-4.35%
($1,412)
Includes Typical Broker Commissions trade costs of $5.00
9/1/22 10:44 FNGU MICROSECTORS FANG+ 3X LEVERAGED ETN LONG 2,823 8.14 9/2 9:30 8.80 2.18%
Trade id #141622463
Max drawdown($665)
Time9/1/22 11:58
Quant open2,823
Worst price7.90
Drawdown as % of equity-2.18%
$1,858
Includes Typical Broker Commissions trade costs of $5.00
9/1/22 10:02 TQQQ PROSHARES ULTRAPRO QQQ LONG 856 26.83 9/2 9:30 28.64 2.27%
Trade id #141621233
Max drawdown($693)
Time9/1/22 12:57
Quant open856
Worst price26.02
Drawdown as % of equity-2.27%
$1,544
Includes Typical Broker Commissions trade costs of $5.00
9/1/22 9:31 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 596 38.52 9/1 11:20 37.47 2.84%
Trade id #141620053
Max drawdown($866)
Time9/1/22 10:47
Quant open596
Worst price37.07
Drawdown as % of equity-2.84%
($633)
Includes Typical Broker Commissions trade costs of $5.00
9/1/22 9:32 LABU DIREXION DAILY S&P BIOTECH BULL LONG 2,781 8.26 9/1 11:20 8.45 0.85%
Trade id #141620051
Max drawdown($260)
Time9/1/22 10:17
Quant open2,781
Worst price8.17
Drawdown as % of equity-0.85%
$513
Includes Typical Broker Commissions trade costs of $5.00
8/26/22 15:12 FNGU MICROSECTORS FANG+ 3X LEVERAGED ETN LONG 2,487 9.53 8/30 9:30 9.31 4.09%
Trade id #141562107
Max drawdown($1,294)
Time8/29/22 0:00
Quant open2,487
Worst price9.01
Drawdown as % of equity-4.09%
($555)
Includes Typical Broker Commissions trade costs of $5.00
8/26/22 13:40 TQQQ PROSHARES ULTRAPRO QQQ LONG 759 31.25 8/30 9:30 29.79 5.48%
Trade id #141561177
Max drawdown($1,735)
Time8/29/22 0:00
Quant open759
Worst price28.96
Drawdown as % of equity-5.48%
($1,109)
Includes Typical Broker Commissions trade costs of $5.00
8/26/22 12:34 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 530 44.68 8/26 14:04 44.94 n/a $133
Includes Typical Broker Commissions trade costs of $5.00
8/26/22 9:42 LABU DIREXION DAILY S&P BIOTECH BULL LONG 2,293 10.34 8/26 14:04 9.46 6.68%
Trade id #141555913
Max drawdown($2,201)
Time8/26/22 13:58
Quant open2,293
Worst price9.38
Drawdown as % of equity-6.68%
($2,023)
Includes Typical Broker Commissions trade costs of $5.00
8/26/22 9:30 FNGD MICROSECTORS FANG -3X LEVERAGED ETNS DUE 1/8/38 LONG 571 39.18 8/26 14:04 43.61 0.96%
Trade id #141555379
Max drawdown($308)
Time8/26/22 10:10
Quant open571
Worst price38.64
Drawdown as % of equity-0.96%
$2,525
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    7/17/2022
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    79.62
  • Age
    80 days ago
  • What it trades
    Stocks
  • # Trades
    51
  • # Profitable
    22
  • % Profitable
    43.10%
  • Avg trade duration
    18.8 hours
  • Max peak-to-valley drawdown
    28.43%
  • drawdown period
    Sept 08, 2022 - Sept 23, 2022
  • Cumul. Return
    -16.3%
  • Avg win
    $808.77
  • Avg loss
    $754.03
  • Model Account Values (Raw)
  • Cash
    $25,924
  • Margin Used
    $0
  • Buying Power
    $25,924
  • Ratios
  • W:L ratio
    0.81:1
  • Sharpe Ratio
    -1.74
  • Sortino Ratio
    -2.04
  • Calmar Ratio
    -1.976
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -13.91%
  • Correlation to SP500
    0.12900
  • Return Percent SP500 (cumu) during strategy life
    -2.50%
  • Return Statistics
  • Ann Return (w trading costs)
    -54.4%
  • Slump
  • Current Slump as Pcnt Equity
    39.70%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.163%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.34%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -48.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    32.00%
  • Chance of 30% account loss
    1.00%
  • 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
  • Automation
  • Percentage Signals Automated
    88.00%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    700
  • Popularity (7 days, Percentile 1000 scale)
    307
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    740
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $809
  • Avg Loss
    $754
  • Sum Trade PL (losers)
    $21,867.000
  • # Winners
    22
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $17,793.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    29
  • % Winners
    43.1%
  • Frequency
  • Avg Position Time (mins)
    1126.13
  • Avg Position Time (hrs)
    18.77
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    13
  • Leverage
  • Daily leverage (average)
    3.88
  • Daily leverage (max)
    17.22
  • Regression
  • Alpha
    -0.20
  • Beta
    0.19
  • Treynor Index
    -1.04
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.89
  • Avg(MAE) / Avg(PL) - All trades
    -6.419
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    0.691
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.555
  • Hold-and-Hope Ratio
    -0.156
  • 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)
    -0.62500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03800
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -309830000
  • Max Equity Drawdown (num days)
    15
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Do you enjoy making money but would prefer only one ETF to trade a at a time to minimize your efforts and maximize returns? I developed the ETF Swinger trading strategy to single out a specific ETF and then optimized to meet a specific price target to buy at limit. If the stock never goes low enough to meet this buy target, there is simply no trade. Once the trade is initiated there is a certain profit target assigned for it to sell. This strategy has been back-tested & optimized (through walk forward analysis) to single out which ETF to target along with the entry and exit points to provide a positive return for the last 10 years. The goal of this strategy is to minimize trading efforts to one ETF and maximize returns.

Subscribe now and come beat the market with me!

Summary Statistics

Strategy began
2022-07-17
Suggested Minimum Capital
$35,000
# Trades
51
# Profitable
22
% Profitable
43.1%
Correlation S&P500
0.129
Sharpe Ratio
-1.74
Sortino Ratio
-2.04
Beta
0.19
Alpha
-0.20
Leverage
3.88 Average
17.22 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.