The Traders Collective
(145377655)
Subscription terms. Subscriptions to this system cost $199.00 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.
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  

2023  (0.3%)  +18.1%  (1.9%)  +5.9%  (0.5%)    +21.6%  
2024  (1.3%)  +0.5%  (0.8%) 
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  $29,582  
Cash  $1  
Equity  $1  
Cumulative $  $7,594  
Includes dividends and cashsettled expirations:  $28  Itemized 
Total System Equity  $32,594  
Margined  $1  
Open P/L  $391  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began7/31/2023

Suggested Minimum Cap$5,000

Strategy Age (days)208.85

Age7 months ago

What it tradesStocks

# Trades218

# Profitable133

% Profitable61.00%

Avg trade duration5.2 days

Max peaktovalley drawdown12.43%

drawdown periodNov 10, 2023  Nov 15, 2023

Cumul. Return20.7%

Avg win$186.68

Avg loss$203.11
 Model Account Values (Raw)

Cash$38,396

Margin Used$9,036

Buying Power$29,582
 Ratios

W:L ratio1.44:1

Sharpe Ratio1.41

Sortino Ratio2.6

Calmar Ratio9.941
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)9.77%

Correlation to SP5000.10230

Return Percent SP500 (cumu) during strategy life10.89%
 Return Statistics

Ann Return (w trading costs)38.2%
 Slump

Current Slump as Pcnt Equity11.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.51%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.207%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)58.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss4.50%

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
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)542
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score934

Popularity (7 days, Percentile 1000 scale)478
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$203

Avg Win$187

Sum Trade PL (losers)$17,264.000
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$24,828.000

# Winners133

Num Months Winners3
 Dividends

Dividends Received in Model Acct29
 Win / Loss

# Losers85

% Winners61.0%
 Frequency

Avg Position Time (mins)7555.18

Avg Position Time (hrs)125.92

Avg Trade Length5.2 days

Last Trade Ago27
 Leverage

Daily leverage (average)1.18

Daily leverage (max)2.22
 Regression

Alpha0.10

Beta0.16

Treynor Index0.56
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.20

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades4.239

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.278

Avg(MAE) / Avg(PL)  Losing trades1.188

HoldandHope Ratio0.235
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.64831

SD0.31574

Sharpe ratio (Glass type estimate)2.05333

Sharpe ratio (Hedges UMVUE)1.63832

df4.00000

t1.32542

p0.12783

Lowerbound of 95% confidence interval for Sharpe Ratio1.37927

Upperbound of 95% confidence interval for Sharpe Ratio5.28559

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.60334

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.87997
 Statistics related to Sortino ratio

Sortino ratio41.45610

Upside Potential Ratio43.14720

Upside part of mean0.67476

Downside part of mean0.02645

Upside SD0.33843

Downside SD0.01564

N nonnegative terms3.00000

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

N of observations5.00000

Mean of predictor0.15171

Mean of criterion0.64831

SD of predictor0.21558

SD of criterion0.31574

Covariance0.02384

r0.35018

b (slope, estimate of beta)0.51288

a (intercept, estimate of alpha)0.72613

Mean Square Error0.11662

DF error3.00000

t(b)0.64753

p(b)0.71829

t(a)1.33842

p(a)0.13658

Lowerbound of 95% confidence interval for beta3.03356

Upperbound of 95% confidence interval for beta2.00780

Lowerbound of 95% confidence interval for alpha1.00043

Upperbound of 95% confidence interval for alpha2.45268

Treynor index (mean / b)1.26407

Jensen alpha (a)0.72613
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.59608

SD0.28726

Sharpe ratio (Glass type estimate)2.07509

Sharpe ratio (Hedges UMVUE)1.65569

df4.00000

t1.33947

p0.12573

Lowerbound of 95% confidence interval for Sharpe Ratio1.36427

Upperbound of 95% confidence interval for Sharpe Ratio5.31271

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.59021

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.90158
 Statistics related to Sortino ratio

Sortino ratio38.01470

Upside Potential Ratio39.70530

Upside part of mean0.62259

Downside part of mean0.02651

Upside SD0.30883

Downside SD0.01568

N nonnegative terms3.00000

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

N of observations5.00000

Mean of predictor0.13252

Mean of criterion0.59608

SD of predictor0.21107

SD of criterion0.28726

Covariance0.02071

r0.34159

b (slope, estimate of beta)0.46489

a (intercept, estimate of alpha)0.65769

Mean Square Error0.09718

DF error3.00000

t(b)0.62952

p(b)0.71316

t(a)1.33469

p(a)0.13712

Lowerbound of 95% confidence interval for beta2.81510

Upperbound of 95% confidence interval for beta1.88531

Lowerbound of 95% confidence interval for alpha0.91051

Upperbound of 95% confidence interval for alpha2.22589

Treynor index (mean / b)1.28219

Jensen alpha (a)0.65769
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08307

Expected Shortfall on VaR0.11388
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00439

Expected Shortfall on VaR0.00889
 ORDER STATISTICS
 Quartiles of return rates

Number of observations5.00000

Minimum0.99228

Quartile 11.00136

Median1.00829

Quartile 31.06984

Maximum1.21000

Mean of quarter 10.99682

Mean of quarter 21.00829

Mean of quarter 31.06984

Mean of quarter 41.21000

Inter Quartile Range0.06849

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high1.21000
 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 observations1.00000

Minimum0.00772

Quartile 10.00772

Median0.00772

Quartile 30.00772

Maximum0.00772

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)0.71262

Compounded annual return (geometric extrapolation)0.86636

Calmar ratio (compounded annual return / max draw down)112.23100

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

Compounded annual return / Expected Shortfall lognormal7.60746

0.00000

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

Mean0.55741

SD0.21451

Sharpe ratio (Glass type estimate)2.59849

Sharpe ratio (Hedges UMVUE)2.58275

df124.00000

t1.79484

p0.42044

Lowerbound of 95% confidence interval for Sharpe Ratio0.26252

Upperbound of 95% confidence interval for Sharpe Ratio5.44926

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.27295

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.43844
 Statistics related to Sortino ratio

Sortino ratio5.31126

Upside Potential Ratio11.32630

Upside part of mean1.18868

Downside part of mean0.63127

Upside SD0.18926

Downside SD0.10495

N nonnegative terms54.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations125.00000

Mean of predictor0.19864

Mean of criterion0.55741

SD of predictor0.14041

SD of criterion0.21451

Covariance0.00279

r0.09260

b (slope, estimate of beta)0.14146

a (intercept, estimate of alpha)0.58600

Mean Square Error0.04599

DF error123.00000

t(b)1.03137

p(b)0.55886

t(a)1.87859

p(a)0.39418

Lowerbound of 95% confidence interval for beta0.41295

Upperbound of 95% confidence interval for beta0.13004

Lowerbound of 95% confidence interval for alpha0.03143

Upperbound of 95% confidence interval for alpha1.20245

Treynor index (mean / b)3.94042

Jensen alpha (a)0.58551
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.53436

SD0.21179

Sharpe ratio (Glass type estimate)2.52300

Sharpe ratio (Hedges UMVUE)2.50771

df124.00000

t1.74270

p0.42269

Lowerbound of 95% confidence interval for Sharpe Ratio0.33683

Upperbound of 95% confidence interval for Sharpe Ratio5.37291

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34695

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.36237
 Statistics related to Sortino ratio

Sortino ratio5.01972

Upside Potential Ratio11.00190

Upside part of mean1.17117

Downside part of mean0.63682

Upside SD0.18508

Downside SD0.10645

N nonnegative terms54.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations125.00000

Mean of predictor0.18880

Mean of criterion0.53436

SD of predictor0.14010

SD of criterion0.21179

Covariance0.00284

r0.09581

b (slope, estimate of beta)0.14483

a (intercept, estimate of alpha)0.56170

Mean Square Error0.04481

DF error123.00000

t(b)1.06747

p(b)0.56090

t(a)1.82653

p(a)0.39700

Lowerbound of 95% confidence interval for beta0.41340

Upperbound of 95% confidence interval for beta0.12373

Lowerbound of 95% confidence interval for alpha0.04702

Upperbound of 95% confidence interval for alpha1.17042

Treynor index (mean / b)3.68949

Jensen alpha (a)0.56170
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01929

Expected Shortfall on VaR0.02463
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00591

Expected Shortfall on VaR0.01259
 ORDER STATISTICS
 Quartiles of return rates

Number of observations125.00000

Minimum0.95785

Quartile 10.99824

Median1.00000

Quartile 31.00340

Maximum1.05991

Mean of quarter 10.99129

Mean of quarter 20.99951

Mean of quarter 31.00134

Mean of quarter 41.01714

Inter Quartile Range0.00516

Number outliers low7.00000

Percentage of outliers low0.05600

Mean of outliers low0.97622

Number of outliers high18.00000

Percentage of outliers high0.14400

Mean of outliers high1.02529
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.59038

VaR(95%) (moments method)0.00759

Expected Shortfall (moments method)0.02132

Extreme Value Index (regression method)0.47458

VaR(95%) (regression method)0.00882

Expected Shortfall (regression method)0.02067
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00414

Quartile 10.00764

Median0.03352

Quartile 30.05197

Maximum0.07591

Mean of quarter 10.00425

Mean of quarter 20.01747

Mean of quarter 30.04957

Mean of quarter 40.06434

Inter Quartile Range0.04433

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)0.64490

Compounded annual return (geometric extrapolation)0.75464

Calmar ratio (compounded annual return / max draw down)9.94133

Compounded annual return / average of 25% largest draw downs11.72930

Compounded annual return / Expected Shortfall lognormal30.63870
 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)0.01900
 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 Negative0.50%

Strat Max DD how much worse than SP500 max DD during strat life?347854000

Max Equity Drawdown (num days)5
Strategy Description
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.