Warrenʼs Wonders
(141186693)
Subscription terms. Subscriptions to this system cost $49.00 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.
Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2022  +11.8%  +15.3%  +1.7%        +31.1%  
2023              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.
Started  $25,000  
Buy Power  $33,032  
Cash  $33,032  
Equity  $0  
Cumulative $  $8,032  
Total System Equity  $33,032  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began7/26/2022

Suggested Minimum Cap$15,000

Strategy Age (days)317.69

Age11 months ago

What it tradesStocks

# Trades30

# Profitable20

% Profitable66.70%

Avg trade duration10.1 days

Max peaktovalley drawdown7.42%

drawdown periodAug 12, 2022  Sept 06, 2022

Cumul. Return31.1%

Avg win$518.75

Avg loss$234.20
 Model Account Values (Raw)

Cash$33,032

Margin Used$0

Buying Power$33,032
 Ratios

W:L ratio4.43:1

Sharpe Ratio2.26

Sortino Ratio6.94

Calmar Ratio18.682
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)21.58%

Correlation to SP5000.24550

Return Percent SP500 (cumu) during strategy life9.51%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)36.1%
 Slump

Current Slump as Pcnt Equity3.60%
 Instruments

Percent Trades Futures0.03%
 Slump

Current Slump, time of slump as pcnt of strategy life0.94%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.311%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.97%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)37.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss0.50%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

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

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automated8.57%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)271
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$234

Avg Win$519

Sum Trade PL (losers)$2,342.000
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$10,375.000

# Winners20

Num Months Winners3
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers10

% Winners66.7%
 Frequency

Avg Position Time (mins)14537.10

Avg Position Time (hrs)242.28

Avg Trade Length10.1 days

Last Trade Ago269
 Leverage

Daily leverage (average)1.07

Daily leverage (max)6.87
 Regression

Alpha0.08

Beta0.15

Treynor Index0.57
 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)0.02

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.073

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 strat0.13

Avg(MAE) / Avg(PL)  Winning trades0.255

Avg(MAE) / Avg(PL)  Losing trades2.552

HoldandHope Ratio0.932
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.93368

SD0.53619

Sharpe ratio (Glass type estimate)1.74133

Sharpe ratio (Hedges UMVUE)1.26003

df3.00000

t1.00536

p0.19440

Lowerbound of 95% confidence interval for Sharpe Ratio2.01989

Upperbound of 95% confidence interval for Sharpe Ratio5.27011

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.28128

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.80133
 Statistics related to Sortino ratio

Sortino ratio163.71400

Upside Potential Ratio166.16400

Upside part of mean0.94765

Downside part of mean0.01397

Upside SD0.53688

Downside SD0.00570

N nonnegative terms2.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.07078

Mean of criterion0.93368

SD of predictor0.32093

SD of criterion0.53619

Covariance0.07372

r0.42841

b (slope, estimate of beta)0.71577

a (intercept, estimate of alpha)0.88301

Mean Square Error0.35210

DF error2.00000

t(b)0.67052

p(b)0.28579

t(a)0.85685

p(a)0.24090

Lowerbound of 95% confidence interval for beta3.87726

Upperbound of 95% confidence interval for beta5.30879

Lowerbound of 95% confidence interval for alpha3.55101

Upperbound of 95% confidence interval for alpha5.31704

Treynor index (mean / b)1.30445

Jensen alpha (a)0.88301
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.81210

SD0.46608

Sharpe ratio (Glass type estimate)1.74241

Sharpe ratio (Hedges UMVUE)1.26081

df3.00000

t1.00598

p0.19427

Lowerbound of 95% confidence interval for Sharpe Ratio2.01914

Upperbound of 95% confidence interval for Sharpe Ratio5.27151

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.28068

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.80230
 Statistics related to Sortino ratio

Sortino ratio142.56100

Upside Potential Ratio145.01100

Upside part of mean0.82605

Downside part of mean0.01395

Upside SD0.46674

Downside SD0.00570

N nonnegative terms2.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.02990

Mean of criterion0.81210

SD of predictor0.33391

SD of criterion0.46608

Covariance0.06449

r0.41436

b (slope, estimate of beta)0.57837

a (intercept, estimate of alpha)0.79480

Mean Square Error0.26990

DF error2.00000

t(b)0.64387

p(b)0.29282

t(a)0.88289

p(a)0.23522

Lowerbound of 95% confidence interval for beta3.28657

Upperbound of 95% confidence interval for beta4.44330

Lowerbound of 95% confidence interval for alpha3.07857

Upperbound of 95% confidence interval for alpha4.66818

Treynor index (mean / b)1.40412

Jensen alpha (a)0.79480
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14241

Expected Shortfall on VaR0.18831
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00268

Expected Shortfall on VaR0.00384
 ORDER STATISTICS
 Quartiles of return rates

Number of observations4.00000

Minimum1.00000

Quartile 11.00000

Median1.00415

Quartile 31.08429

Maximum1.31224

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00830

Mean of quarter 41.31224

Inter Quartile Range0.08429

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 high1.31224
 Risk estimates for a oneperiod unit investment (based on Ex

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
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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 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)0.96940

Compounded annual return (geometric extrapolation)1.31638

Calmar ratio (compounded annual return / max draw down)0.00000

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal6.99061

0.00000

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

Mean0.70624

SD0.16929

Sharpe ratio (Glass type estimate)4.17172

Sharpe ratio (Hedges UMVUE)4.14067

df101.00000

t2.60295

p0.00532

Lowerbound of 95% confidence interval for Sharpe Ratio0.96849

Upperbound of 95% confidence interval for Sharpe Ratio7.35511

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.94797

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.33337
 Statistics related to Sortino ratio

Sortino ratio13.56040

Upside Potential Ratio19.21430

Upside part of mean1.00071

Downside part of mean0.29447

Upside SD0.16604

Downside SD0.05208

N nonnegative terms21.00000

N negative terms81.00000
 Statistics related to linear regression on benchmark

N of observations102.00000

Mean of predictor0.17264

Mean of criterion0.70624

SD of predictor0.27197

SD of criterion0.16929

Covariance0.01156

r0.25097

b (slope, estimate of beta)0.15622

a (intercept, estimate of alpha)0.67900

Mean Square Error0.02712

DF error100.00000

t(b)2.59266

p(b)0.00548

t(a)2.57149

p(a)0.00580

Lowerbound of 95% confidence interval for beta0.03668

Upperbound of 95% confidence interval for beta0.27576

Lowerbound of 95% confidence interval for alpha0.15520

Upperbound of 95% confidence interval for alpha1.20335

Treynor index (mean / b)4.52088

Jensen alpha (a)0.67927
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.69131

SD0.16696

Sharpe ratio (Glass type estimate)4.14056

Sharpe ratio (Hedges UMVUE)4.10974

df101.00000

t2.58350

p0.00561

Lowerbound of 95% confidence interval for Sharpe Ratio0.93810

Upperbound of 95% confidence interval for Sharpe Ratio7.32326

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.91780

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.30167
 Statistics related to Sortino ratio

Sortino ratio13.20210

Upside Potential Ratio18.85100

Upside part of mean0.98711

Downside part of mean0.29580

Upside SD0.16336

Downside SD0.05236

N nonnegative terms21.00000

N negative terms81.00000
 Statistics related to linear regression on benchmark

N of observations102.00000

Mean of predictor0.13626

Mean of criterion0.69131

SD of predictor0.27036

SD of criterion0.16696

Covariance0.01144

r0.25349

b (slope, estimate of beta)0.15655

a (intercept, estimate of alpha)0.66998

Mean Square Error0.02635

DF error100.00000

t(b)2.62053

p(b)0.00507

t(a)2.57422

p(a)0.00576

Lowerbound of 95% confidence interval for beta0.03803

Upperbound of 95% confidence interval for beta0.27507

Lowerbound of 95% confidence interval for alpha0.15362

Upperbound of 95% confidence interval for alpha1.18634

Treynor index (mean / b)4.41597

Jensen alpha (a)0.66998
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01423

Expected Shortfall on VaR0.01846
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00340

Expected Shortfall on VaR0.00710
 ORDER STATISTICS
 Quartiles of return rates

Number of observations102.00000

Minimum0.98638

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.04673

Mean of quarter 10.99592

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.01507

Inter Quartile Range0.00000

Number outliers low15.00000

Percentage of outliers low0.14706

Mean of outliers low0.99293

Number of outliers high21.00000

Percentage of outliers high0.20588

Mean of outliers high1.01866
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)3.47058

VaR(95%) (moments method)0.00292

Expected Shortfall (moments method)0.00299

Extreme Value Index (regression method)1.17880

VaR(95%) (regression method)0.00617

Expected Shortfall (regression method)0.00746
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00849

Quartile 10.02046

Median0.03242

Quartile 30.04439

Maximum0.05635

Mean of quarter 10.00849

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.05635

Inter Quartile Range0.02393

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 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)0.83001

Compounded annual return (geometric extrapolation)1.05283

Calmar ratio (compounded annual return / max draw down)18.68240

Compounded annual return / average of 25% largest draw downs18.68240

Compounded annual return / Expected Shortfall lognormal57.03850
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess log return rates
 Statistics related to linear regression on benchmark

VAR (95 Confidence Intrvl)0.01400
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Last 4 Months  Pcnt Negativen/a

Strat Max DD how much worse than SP500 max DD during strat life?556721000

Max Equity Drawdown (num days)25
Strategy Description
Whatever I do for my clients , I immediately enter those trades into this collective2 strategy. I have been working as a stockbroker since 2007 and I also manage some of my client's share portfolios on a full discretion basis. I choose companies that are either currently very profitable , or likely to be very profitable in future. I use various sources and tools to research the companies I wish to invest in. I like to have a portfolio of at least 5 stocks or more at any time to achieve some level of diversification and risk management. I also look for short positions when I feel the time is right to hedge the long positions in the portfolio, and also when there are some short term shorting opportunities, although i usually do not hold onto a short position for very long. Some of the trades might last a few days, some a few weeks or more, it depends on what is happening with the overall sentiment in the stock market. I also like to take some profits when they are there by selling say 1/3 or 1/2 of the position. In addition , I use stoplosses to close out a position if it goes too far the wrong way. I monitor the portfolios / this strategy every day. I use my many years experience in stock markets to make decisions. Sorry I cannot provide a more mathematical system or strategy, but in my experience, its better to follow the markets day by day as the news changes daily which does affect what happens . Hope that gives you some color to the strategy. I am happy to share with you all my trades that I have taken since I started trading for my clients, the longest one has been since May 2020 and is still going because he is happy with the performance. I have picked up more clients since then. I also watch the economic data very closely because that affects the direction of the market in the short term, it affects sentiment. Please let me know if you have any further questions..
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.