Tradifit
(150027982)
Subscription terms. Subscriptions to this system cost $35.00 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.
Trend-following
Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | (4.9%) | (2.5%) | (7.2%) | ||||||||||
| 2025 | +30.3% | +30.3% |
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.
| Started | $3,800 | |
| Buy Power | $2,499 | |
| Cash | $1 | |
| Equity | $1 | |
| Cumulative $ | $958 | |
| Includes dividends and cash-settled expirations: | $12 | Itemized |
| Total System Equity | $4,758 | |
| Margined | $1 | |
| Open P/L | $361 | |
| Data has been delayed by 168 hours for non-subscribers | ||
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics
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Strategy began11/7/2024
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Suggested Minimum Cap$15,000
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Strategy Age (days)68.78
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Age69 days ago
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What it tradesStocks
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# Trades3
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# Profitable3
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% Profitable100.00%
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Avg trade duration20.7 days
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Max peak-to-valley drawdown17%
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drawdown periodDec 16, 2024 - Jan 02, 2025
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Cumul. Return20.9%
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Avg win$315.00
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Avg loss$0.00
- Model Account Values (Raw)
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Cash$1,266
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Margin Used($1,129)
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Buying Power$2,499
- Ratios
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W:L ratio-
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Sharpe Ratio2.2
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Sortino Ratio3.19
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Calmar Ratio17.373
- CORRELATION STATISTICS
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Return of Strat Pcnt - Return of SP500 Pcnt (cumu)23.07%
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Correlation to SP5000.31050
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Return Percent SP500 (cumu) during strategy life-2.18%
- Return Statistics
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Ann Return (w trading costs)162.8%
- Slump
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Current Slump as Pcnt Equity0.40%
- Return Statistics
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Return Pcnt (Compound or Annual, age-based, NFA compliant)0.209%
- Instruments
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Percent Trades Optionsn/a
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Percent Trades Futuresn/a
- Slump
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Current Slump, time of slump as pcnt of strategy life0.01%
- Instruments
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Percent Trades Stocks1.00%
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Short Options - Percent Covered100.00%
- Return Statistics
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Return Pcnt Since TOS Statusn/a
- Instruments
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Percent Trades Forexn/a
- Return Statistics
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Ann Return (Compnd, No Fees)224.2%
- Risk of Ruin (Monte-Carlo)
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Chance of 10% account loss20.00%
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Chance of 20% account loss0.50%
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Chance of 30% account lossn/a
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Chance of 40% account lossn/a
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Chance of 60% account loss (Monte Carlo)n/a
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Chance of 70% account loss (Monte Carlo)n/a
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Chance of 80% account loss (Monte Carlo)n/a
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Chance of 90% account loss (Monte Carlo)n/a
- Automation
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Percentage Signals Automatedn/a
- Risk of Ruin (Monte-Carlo)
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Chance of 50% account lossn/a
- Popularity
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Popularity (Today)0
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Popularity (Last 6 weeks)339
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Popularity (7 days, Percentile 1000 scale)375
- Trading Style
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Any stock shorts? 0/10
- Popularity
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C2 Score931
- Trades-Own-System Certification
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Trades Own System?-
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TOS percentn/a
- Win / Loss
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Avg Win$315
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Avg Loss$0
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Sum Trade PL (losers)$0.000
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# Winners3
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Num Months Winners1
- Age
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Num Months filled monthly returns table3
- Win / Loss
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Sum Trade PL (winners)$945.000
- Dividends
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Dividends Received in Model Acct13
- Win / Loss
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# Losers0
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% Winners100.0%
- Frequency
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Avg Position Time (mins)29708.70
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Avg Position Time (hrs)495.14
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Avg Trade Length20.6 days
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Last Trade Ago2
- Leverage
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Daily leverage (average)3.09
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Daily leverage (max)3.43
- Regression
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Alpha0.35
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Beta1.12
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Treynor Index0.28
- Maximum Adverse Excursion (MAE)
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MAE:Equity, average, all trades0.05
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MAE:Equity, losing trades only, 95th Percentile Value for this strat-
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MAE:Equity, win trades only, 95th Percentile Value for this strat-
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MAE:PL (avg, winning trades)-
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MAE:PL - worst single value for strategy-
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MAE:PL (avg, losing trades)-
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MAE:PL (avg, all trades)3.88
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Avg(MAE) / Avg(PL) - All trades0.628
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MAE:Equity, 95th Percentile Value for this strat-
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MAE:Equity, average, winning trades0.05
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MAE:Equity, average, losing trades-
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Avg(MAE) / Avg(PL) - Winning trades0.628
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Avg(MAE) / Avg(PL) - Losing trades-
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Hold-and-Hope Ratio1.770
- Analysis based on DAILY values, full history
- RATIO STATISTICS
- Ratio statistics of excess return rates
- Statistics related to linear regression on benchmark
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a (intercept, estimate of alpha)1.50100
- Analysis based on DAILY values, last 6 months only
- Ratio statistics of excess log return rates
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VAR (95 Confidence Intrvl)0.04100
- DRAW DOWN STATISTICS
- Risk estimates based on draw downs (based on Extreme Value T
- assuming Pareto losses only (using partial moments from Sortino statistics)
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Strat Max DD how much worse than SP500 max DD during strat life?-455731000
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Max Equity Drawdown (num days)17
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Last 4 Months - Pcnt Negative0.50%
Strategy Description
In this strategy, I primarily buy and hold TQQQ or YANG ETF using 100% of my capital. There’s no minimum amount of capital required to follow this strategy. The amount depends on your risk tolerance. Around 25% of the time, I’ll buy YANG, but most of the time I’ll buy TQQQ. You can follow this strategy manually or with auto trade. I update my position every week on Sunday. Most of the time, the position will not change. But sometimes I do exit my TQQQ position and buy YANG. Once you’re subscribed, you’ll receive my weekly broadcast about my updated position and my live account balance proof.
This strategy have the potential to make you a lot of money, however it is also highly volatile. Therefore, to minimize your risk, you HAVE to combine this strategy with normal investment.
Here is what I meant. Let say currently you have $100.000 invested in SPY (or other S&P500 ETF), using my strategy backtest period from 2010-2-8 to 2021-11-15, your investment will grow to $337.764 which is 3.3x your investment. Long TQQQ in that period will 127x your investment. With my strategy, you’ll 11.144x your investment.
Now, hold on a minute, the strategy return sounds outrageous but hear me out. I don’t expect this strategy to have similar performance to the backtest. But even at just 10% performance of the bactest will 1.114x your investment. However, the drawdown can reach up to 80% or 90%. Investing all of your money in this strategy can be extermely damaging for you.
Therefore, to reduce risk, my suggestion is to allocate no more than 5% of your portfolio in this strategy. Let say you put $95.000 on SPY, and $5.000 on my strategy. From 2010-2-8 to 2021-11-15, your SPY investment will grow to $313.500 (3.3 times), assuming that my strategy can reach 10% of the backtest performance, your $5.000 will grow to $5.570.000 (1.114 times). This is the good case scenario, However, this is not the best case scenario, because the backtest performance is even better. However, you should not expect the best case scenario, even with good case scenario, you should occasionally take some of the return and invest it in SPY. That way, you can secure your gain.
Now, let see the worst case scenario, the strategy fail on the first year which is highly unlikely because 75% of the time, I’ll just long TQQQ, which in a bull market, will go up. Historically, US market have longer bull market than bear market. The real risk is when bear market come, that’s where my ability to manage risk will be tested. But let say the worst actually happen and you lost $5000 or 5% of your overall portfolio, this means you only have $95.000 (or 95% of your portfolio) on SPY which give you $313.500.
Compare that to when you have 100% of your portfolio in SPY, which give you $337.764. That means the maximum cost (including oportunity cost) to invest in my strategy is $337.764 - $313.500 = $24.264, If you make it into a ratio, it is 24% of your initial investment of $100.000. If the good case scenario happens, you’ll make $5.570.000 + $313.500 = $5.883.500. That is 17.000% more than what you make with portfolio 100% allocated only in SPY.
Now, very likely you’re going to get the middle of the road result. I don’t know what that will be for you, but the reason this strategy can handle 80% to 90% drawdown is because 100% return in a year is normal. In good year, 200% return is possible. And having 100% return year over year will get you out of 80% to 90% drawdown in 2 to 3 years. That means, unless you face bear market in your first year of investing in my strategy, and I fail in managing risk, you can very likely double your investment in less than 2 year.
After you double your investment, I highly recommend that you take your initial capital out of my strategy and invest that capital back into SPY. That way, you’ve tremendously reduced your oportunity cost. You effectively invest in my strategy with very minimal risk. Even if my strategy fail, your $100.000 capital is invested in SPY, almost as if my strategy doesn’t exist in the first place. Ofcourse it will still cost you a little bit, but much less than the absolute worst scenario.
That’s why its very important to invest in this strategy only the amount that you’re comfortable to lose. If you find yourself frequently checking the result of my strategy, or you lose sleep because of it, I believe you need to reduce the amount that you risk. Because the volatility will be very high and will take a toll on your mental well being.
It is much better for you to frame this strategy as a set it and forget it strategy. Set up your autotrade and let me be the one who face the high volatility for you. You can check the strategy once every month or three month to see if your investment has doubled.
However, you can also follow my strategy manually, just make sure you only risk the amount of money that you can afford to lose. So you can handle the volatility yourself. The key to success with this strategy is to stick to it long term. Especially during period of high volatility. Don’t get greedy because you win big or get scared because of big percentage losses. The most important thing is to invest money that you won’t bother losing 100% of. That way, you can handle the high volatility with ease.
Remeber, you either lose small part of your portfolio or you win big with small part of your portfolio.
I update my position every week on Sunday. Once you’re subscribed, you’ll receive my weekly broadcast about my updated position and my live account balance proof. 75% of the time I’ll just buy and hold TQQQ, but sometimes when there is opportunity, I’ll close my TQQQ position and buy YANG. Therefore you need to check my position once a week on Sunday. I believe this strategy can give overwhelming positive impact on your portfolio without incurring significant cost.
If you have any question, feel free to send me a message, I’ll answer your question ASAP.
Latest Activity
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.