Collective2 Collective2
Featured Strategy 3XTraderQ Followed by live capital $325,000 Hypothetical

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Alpha ER Swing
(154191641)

Created by: BullshieldAlpha BullshieldAlpha
Started: 01/2026
Stocks
Last trade: 61 days ago
Trading style: Equity Trend-following Momentum

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 $79.00 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.

Trading Category: Equity
Trend-following
Category: Equity

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.
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
6.7%
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.

(10.5%)
Max Drawdown
35
Num Trades
51.4%
Win Trades
1.5 : 1
Profit Factor
14.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2026(2.9%)(0.5%)(5.1%)+20.7%(3.2%)(0.4%)  -                                +6.7%

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 168 hours.

Trading Record

This strategy has placed 19 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/11/26 14:59 PL PLANET LABS PBC LONG 110 42.61 5/12 10:32 40.07 1.18%
Trade id #156047078
Max drawdown($331)
Time5/12/26 9:30
Quant open110
Worst price39.60
Drawdown as % of equity-1.18%
 ($282)
Includes Typical Broker Commissions trade costs of $2.20
5/8/26 12:27 POWL POWELL INDUSTRIES LONG 15 310.98 5/12 10:32 307.11 0.31%
Trade id #156004187
Max drawdown($85)
Time5/12/26 9:59
Quant open15
Worst price305.26
Drawdown as % of equity-0.31%
 ($58)
Includes Typical Broker Commissions trade costs of $0.30
5/8/26 12:27 ADI ANALOG DEVICES LONG 10 415.96 5/12 10:32 410.87 0.23%
Trade id #156004167
Max drawdown($62)
Time5/12/26 10:32
Quant open10
Worst price409.71
Drawdown as % of equity-0.23%
 ($51)
Includes Typical Broker Commissions trade costs of $0.20
5/8/26 11:23 SANM SANMINA LONG 23 250.02 5/12 10:03 233.76 1.47%
Trade id #156002278
Max drawdown($411)
Time5/12/26 10:00
Quant open23
Worst price232.13
Drawdown as % of equity-1.47%
 ($374)
Includes Typical Broker Commissions trade costs of $0.46
5/8/26 12:29 AIR AAR LONG 40 120.67 5/12 10:03 110.05 1.86%
Trade id #156004262
Max drawdown($521)
Time5/12/26 9:51
Quant open40
Worst price107.65
Drawdown as % of equity-1.86%
 ($426)
Includes Typical Broker Commissions trade costs of $0.80
5/8/26 11:22 FLEX FLEX LTD LONG 30 141.88 5/11 14:58 144.62 0.44%
Trade id #156002261
Max drawdown($123)
Time5/11/26 10:32
Quant open30
Worst price137.77
Drawdown as % of equity-0.44%
 $81
Includes Typical Broker Commissions trade costs of $0.60
5/4/26 15:19 DELL DELL TECHNOLOGIES INC LONG 20 211.33 5/7 12:09 231.93 0.03%
Trade id #155928288
Max drawdown($7)
Time5/5/26 0:00
Quant open20
Worst price210.94
Drawdown as % of equity-0.03%
 $412
Includes Typical Broker Commissions trade costs of $0.40
5/4/26 15:22 MTZ MASTEC LONG 10 420.67 5/6 10:20 426.57 0.04%
Trade id #155928346
Max drawdown($10)
Time5/4/26 15:29
Quant open10
Worst price419.58
Drawdown as % of equity-0.04%
 $59
Includes Typical Broker Commissions trade costs of $0.20
5/4/26 15:21 ONTO ONTO INNOVATION INC LONG 13 298.63 5/6 10:20 288.07 0.59%
Trade id #155928333
Max drawdown($164)
Time5/6/26 9:31
Quant open13
Worst price286.00
Drawdown as % of equity-0.59%
 ($137)
Includes Typical Broker Commissions trade costs of $0.26
4/24/26 11:58 NVDA NVIDIA LONG 45 209.96 4/30 10:11 201.67 1.39%
Trade id #155761096
Max drawdown($383)
Time4/30/26 10:11
Quant open45
Worst price201.43
Drawdown as % of equity-1.39%
 ($374)
Includes Typical Broker Commissions trade costs of $0.90
4/24/26 11:59 TTMI TTM TECHNOLOGIES LONG 30 147.52 4/30 10:11 150.50 1.81%
Trade id #155761118
Max drawdown($504)
Time4/29/26 0:00
Quant open30
Worst price130.71
Drawdown as % of equity-1.81%
 $88
Includes Typical Broker Commissions trade costs of $0.60
4/24/26 11:57 TER TERADYNE LONG 10 417.84 4/28 15:36 378.52 1.49%
Trade id #155761076
Max drawdown($431)
Time4/28/26 13:06
Quant open10
Worst price374.68
Drawdown as % of equity-1.49%
 ($393)
Includes Typical Broker Commissions trade costs of $0.20
4/24/26 11:56 AAOI APPLIED OPTOELECTRONICS INC. LONG 25 159.35 4/28 15:35 136.41 2.07%
Trade id #155761058
Max drawdown($598)
Time4/28/26 10:54
Quant open25
Worst price135.40
Drawdown as % of equity-2.07%
 ($575)
Includes Typical Broker Commissions trade costs of $0.50
4/24/26 11:56 SNDK SANDISK CORPORATION LONG 5 985.00 4/28 15:35 1012.55 0.08%
Trade id #155761052
Max drawdown($23)
Time4/28/26 10:54
Quant open5
Worst price980.28
Drawdown as % of equity-0.08%
 $138
Includes Typical Broker Commissions trade costs of $0.10
4/21/26 13:03: Rescaled downward to 50% of previous Model Account size
4/16/26 12:36 AAOI APPLIED OPTOELECTRONICS INC. LONG 50 145.95 4/21 10:31 160.93 n/a $748
Includes Typical Broker Commissions trade costs of $1.00
4/16/26 12:35 RKLB ROCKET LAB CORPORATION LONG 50 79.92 4/21 10:31 91.61 0.01%
Trade id #155607764
Max drawdown($2)
Time4/16/26 12:48
Quant open50
Worst price79.87
Drawdown as % of equity-0.01%
 $584
Includes Typical Broker Commissions trade costs of $1.00
4/14/26 15:51 DELL DELL TECHNOLOGIES INC LONG 15 184.66 4/21 10:31 210.27 0.43%
Trade id #155563026
Max drawdown($114)
Time4/15/26 0:00
Quant open15
Worst price177.00
Drawdown as % of equity-0.43%
 $384
Includes Typical Broker Commissions trade costs of $0.30
4/13/26 12:44 SATS ECHOSTAR LONG 35 127.04 4/21 10:31 133.70 0.27%
Trade id #155536331
Max drawdown($71)
Time4/13/26 15:57
Quant open35
Worst price125.01
Drawdown as % of equity-0.27%
 $232
Includes Typical Broker Commissions trade costs of $0.70
4/13/26 12:44 LUNR INTUITIVE MACHINES INC. CLASS A LONG 100 24.46 4/21 10:31 28.74 0.71%
Trade id #155536326
Max drawdown($189)
Time4/15/26 0:00
Quant open100
Worst price22.57
Drawdown as % of equity-0.71%
 $426
Includes Typical Broker Commissions trade costs of $2.00
4/13/26 12:37 TSSI TSS INC. LONG 200 14.39 4/21 10:30 14.55 0.32%
Trade id #155536174
Max drawdown($85)
Time4/15/26 0:00
Quant open150
Worst price13.82
Drawdown as % of equity-0.32%
 $28
Includes Typical Broker Commissions trade costs of $4.00
4/13/26 12:42 VRT VERTIV HOLDINGS LLC LONG 25 299.24 4/16 12:37 297.10 0.12%
Trade id #155536279
Max drawdown($32)
Time4/15/26 0:00
Quant open12
Worst price296.64
Drawdown as % of equity-0.12%
 ($55)
Includes Typical Broker Commissions trade costs of $0.50
4/14/26 15:51 LMND LEMONADE INC LONG 75 62.58 4/16 12:35 67.50 0.02%
Trade id #155563021
Max drawdown($5)
Time4/14/26 15:59
Quant open38
Worst price62.43
Drawdown as % of equity-0.02%
 $368
Includes Typical Broker Commissions trade costs of $1.50
4/13/26 11:11 IGV ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF LONG 50 77.47 4/14 15:51 79.36 0.01%
Trade id #155533445
Max drawdown($3)
Time4/13/26 11:14
Quant open25
Worst price77.33
Drawdown as % of equity-0.01%
 $94
Includes Typical Broker Commissions trade costs of $1.00
4/13/26 12:42 DOCN DIGITAL OCEAN HOLDINGS INC LONG 30 78.76 4/14 11:30 75.35 0.25%
Trade id #155536288
Max drawdown($65)
Time4/14/26 10:00
Quant open15
Worst price74.41
Drawdown as % of equity-0.25%
 ($103)
Includes Typical Broker Commissions trade costs of $0.60
4/1/26 10:35 ECG EVERUS CONSTRUCTION GROUP INC LONG 20 124.17 4/8 9:39 129.19 0.29%
Trade id #155341231
Max drawdown($70)
Time4/7/26 0:00
Quant open10
Worst price117.08
Drawdown as % of equity-0.29%
 $100
Includes Typical Broker Commissions trade costs of $0.40
4/1/26 10:33 SATS ECHOSTAR LONG 35 122.72 4/8 9:39 127.17 0.11%
Trade id #155341183
Max drawdown($25)
Time4/1/26 10:50
Quant open10
Worst price117.80
Drawdown as % of equity-0.11%
 $155
Includes Typical Broker Commissions trade costs of $0.70
4/1/26 10:28 DELL DELL TECHNOLOGIES INC LONG 25 170.45 4/8 9:38 188.42 0.22%
Trade id #155341076
Max drawdown($49)
Time4/2/26 0:00
Quant open12
Worst price166.50
Drawdown as % of equity-0.22%
 $449
Includes Typical Broker Commissions trade costs of $0.50
4/1/26 10:33 FLY FIREFLY AEROSPACE INC. LONG 150 31.25 4/8 9:38 36.86 0.71%
Trade id #155341159
Max drawdown($159)
Time4/2/26 0:00
Quant open50
Worst price27.42
Drawdown as % of equity-0.71%
 $839
Includes Typical Broker Commissions trade costs of $3.00
4/1/26 10:28 AAOI APPLIED OPTOELECTRONICS INC. LONG 70 97.45 4/8 9:38 122.14 1.52%
Trade id #155341073
Max drawdown($339)
Time4/2/26 0:00
Quant open25
Worst price81.51
Drawdown as % of equity-1.52%
 $1,727
Includes Typical Broker Commissions trade costs of $1.40
3/19/26 12:48 LITE LUMENTUM HOLDINGS INC LONG 2.500000000 756.02 3/27 11:15 706.35 0.39%
Trade id #155112776
Max drawdown($94)
Time3/20/26 0:00
Quant open1
Worst price680.66
Drawdown as % of equity-0.39%
 ($124)
Includes Typical Broker Commissions trade costs of $0.05

Statistics

  • Strategy began
    1/22/2026
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    171.29
  • Age
    171 days ago
  • What it trades
    Stocks
  • # Trades
    35
  • # Profitable
    18
  • % Profitable
    51.40%
  • Avg trade duration
    4.8 days
  • Max peak-to-valley drawdown
    10.52%
  • drawdown period
    Jan 27, 2026 - April 01, 2026
  • Cumul. Return
    6.7%
  • Avg win
    $385.00
  • Avg loss
    $271.06
  • Model Account Values (Raw)
  • Cash
    $27,331
  • Margin Used
    $0
  • Buying Power
    $27,331
  • Ratios
  • W:L ratio
    1.51:1
  • Sharpe Ratio
    0.66
  • Sortino Ratio
    1.07
  • Calmar Ratio
    2.515
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -2.84%
  • Correlation to SP500
    0.31180
  • Return Percent SP500 (cumu) during strategy life
    9.58%
  • Return Statistics
  • Ann Return (w trading costs)
    14.6%
  • Slump
  • Current Slump as Pcnt Equity
    8.60%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.48%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.067%
  • Instruments
  • Percent Trades Options
    0.02%
  • Percent Trades Stocks
    0.98%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    20.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    9.00%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    344
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    921
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $271
  • Avg Win
    $385
  • Sum Trade PL (losers)
    $4,608.000
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $6,930.000
  • # Winners
    18
  • Num Months Winners
    1
  • Dividends
  • Dividends Received in Model Acct
    9
  • Win / Loss
  • # Losers
    17
  • % Winners
    51.4%
  • Frequency
  • Avg Position Time (mins)
    6956.20
  • Avg Position Time (hrs)
    115.94
  • Avg Trade Length
    4.8 days
  • Last Trade Ago
    61
  • Leverage
  • Daily leverage (average)
    0.68
  • Daily leverage (max)
    1.06
  • Regression
  • Alpha
    0.02
  • Beta
    0.41
  • Treynor Index
    0.10
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.17
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    3.994
  • 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 strat
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.289
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.976
  • Hold-and-Hope Ratio
    0.250
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.22478
  • SD
    0.31375
  • Sharpe ratio (Glass type estimate)
    0.71642
  • Sharpe ratio (Hedges UMVUE)
    0.57162
  • df
    4.00000
  • t
    0.46245
  • p
    0.33390
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.39933
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.74854
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.49047
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.63371
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.98002
  • Upside Potential Ratio
    4.03901
  • Upside part of mean
    0.45852
  • Downside part of mean
    -0.23374
  • Upside SD
    0.26471
  • Downside SD
    0.11352
  • N nonnegative terms
    2.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.13450
  • Mean of criterion
    0.22478
  • SD of predictor
    0.17447
  • SD of criterion
    0.31375
  • Covariance
    0.03029
  • r
    0.55334
  • b (slope, estimate of beta)
    0.99504
  • a (intercept, estimate of alpha)
    0.09095
  • Mean Square Error
    0.09106
  • DF error
    3.00000
  • t(b)
    1.15063
  • p(b)
    0.16664
  • t(a)
    0.18879
  • p(a)
    0.43116
  • Lowerbound of 95% confidence interval for beta
    -1.75709
  • Upperbound of 95% confidence interval for beta
    3.74718
  • Lowerbound of 95% confidence interval for alpha
    -1.44219
  • Upperbound of 95% confidence interval for alpha
    1.62408
  • Treynor index (mean / b)
    0.22590
  • Jensen alpha (a)
    0.09095
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.18613
  • SD
    0.29679
  • Sharpe ratio (Glass type estimate)
    0.62714
  • Sharpe ratio (Hedges UMVUE)
    0.50039
  • df
    4.00000
  • t
    0.40482
  • p
    0.35316
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.47485
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.65549
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.55571
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.55649
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.59150
  • Upside Potential Ratio
    3.64269
  • Upside part of mean
    0.42602
  • Downside part of mean
    -0.23989
  • Upside SD
    0.24429
  • Downside SD
    0.11695
  • N nonnegative terms
    2.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.12177
  • Mean of criterion
    0.18613
  • SD of predictor
    0.17017
  • SD of criterion
    0.29679
  • Covariance
    0.02596
  • r
    0.51397
  • b (slope, estimate of beta)
    0.89639
  • a (intercept, estimate of alpha)
    0.07698
  • Mean Square Error
    0.08642
  • DF error
    3.00000
  • t(b)
    1.03780
  • p(b)
    0.18783
  • t(a)
    0.16470
  • p(a)
    0.43983
  • Lowerbound of 95% confidence interval for beta
    -1.85243
  • Upperbound of 95% confidence interval for beta
    3.64522
  • Lowerbound of 95% confidence interval for alpha
    -1.41052
  • Upperbound of 95% confidence interval for alpha
    1.56448
  • Treynor index (mean / b)
    0.20764
  • Jensen alpha (a)
    0.07698
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11787
  • Expected Shortfall on VaR
    0.14847
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.05027
  • Expected Shortfall on VaR
    0.08449
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    5.00000
  • Minimum
    0.93423
  • Quartile 1
    0.97536
  • Median
    1.00000
  • Quartile 3
    1.02387
  • Maximum
    1.17184
  • Mean of quarter 1
    0.95480
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.02387
  • Mean of quarter 4
    1.17184
  • Inter Quartile Range
    0.04851
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.20000
  • Mean of outliers high
    1.17184
  • Risk estimates for a one-period 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 observations
    2.00000
  • Minimum
    0.02464
  • Quartile 1
    0.03492
  • Median
    0.04520
  • Quartile 3
    0.05549
  • Maximum
    0.06577
  • Mean of quarter 1
    0.02464
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.06577
  • Inter Quartile Range
    0.02056
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.22387
  • Compounded annual return (geometric extrapolation)
    0.23867
  • Calmar ratio (compounded annual return / max draw down)
    3.62900
  • Compounded annual return / average of 25% largest draw downs
    3.62900
  • Compounded annual return / Expected Shortfall lognormal
    1.60758
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.18136
  • SD
    0.18079
  • Sharpe ratio (Glass type estimate)
    1.00317
  • Sharpe ratio (Hedges UMVUE)
    0.99689
  • df
    120.00000
  • t
    0.68174
  • p
    0.46894
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.88566
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.88794
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.88994
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.88371
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.64752
  • Upside Potential Ratio
    6.45314
  • Upside part of mean
    0.71037
  • Downside part of mean
    -0.52901
  • Upside SD
    0.14290
  • Downside SD
    0.11008
  • N nonnegative terms
    27.00000
  • N negative terms
    94.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    121.00000
  • Mean of predictor
    0.18009
  • Mean of criterion
    0.18136
  • SD of predictor
    0.14141
  • SD of criterion
    0.18079
  • Covariance
    0.00700
  • r
    0.27396
  • b (slope, estimate of beta)
    0.35024
  • a (intercept, estimate of alpha)
    0.11800
  • Mean Square Error
    0.03048
  • DF error
    119.00000
  • t(b)
    3.10742
  • p(b)
    0.32780
  • t(a)
    0.45896
  • p(a)
    0.47325
  • Lowerbound of 95% confidence interval for beta
    0.12706
  • Upperbound of 95% confidence interval for beta
    0.57342
  • Lowerbound of 95% confidence interval for alpha
    -0.39203
  • Upperbound of 95% confidence interval for alpha
    0.62860
  • Treynor index (mean / b)
    0.51782
  • Jensen alpha (a)
    0.11828
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.16520
  • SD
    0.17980
  • Sharpe ratio (Glass type estimate)
    0.91879
  • Sharpe ratio (Hedges UMVUE)
    0.91303
  • df
    120.00000
  • t
    0.62439
  • p
    0.47155
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.96946
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.80337
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.97335
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.79941
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.47986
  • Upside Potential Ratio
    6.27351
  • Upside part of mean
    0.70032
  • Downside part of mean
    -0.53512
  • Upside SD
    0.14037
  • Downside SD
    0.11163
  • N nonnegative terms
    27.00000
  • N negative terms
    94.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    121.00000
  • Mean of predictor
    0.17011
  • Mean of criterion
    0.16520
  • SD of predictor
    0.14132
  • SD of criterion
    0.17980
  • Covariance
    0.00699
  • r
    0.27510
  • b (slope, estimate of beta)
    0.35000
  • a (intercept, estimate of alpha)
    0.10566
  • Mean Square Error
    0.03013
  • DF error
    119.00000
  • t(b)
    3.12141
  • p(b)
    0.32710
  • t(a)
    0.41250
  • p(a)
    0.47595
  • Lowerbound of 95% confidence interval for beta
    0.12797
  • Upperbound of 95% confidence interval for beta
    0.57203
  • Lowerbound of 95% confidence interval for alpha
    -0.40153
  • Upperbound of 95% confidence interval for alpha
    0.61285
  • Treynor index (mean / b)
    0.47199
  • Jensen alpha (a)
    0.10566
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01749
  • Expected Shortfall on VaR
    0.02203
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00601
  • Expected Shortfall on VaR
    0.01298
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    121.00000
  • Minimum
    0.96560
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.05011
  • Mean of quarter 1
    0.99244
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.01103
  • Inter Quartile Range
    0.00000
  • Number outliers low
    16.00000
  • Percentage of outliers low
    0.13223
  • Mean of outliers low
    0.98536
  • Number of outliers high
    27.00000
  • Percentage of outliers high
    0.22314
  • Mean of outliers high
    1.01226
  • Risk estimates for a one-period 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)
    -0.33114
  • VaR(95%) (regression method)
    0.00918
  • Expected Shortfall (regression method)
    0.01484
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.06614
  • Quartile 1
    0.07078
  • Median
    0.07543
  • Quartile 3
    0.08007
  • Maximum
    0.08471
  • Mean of quarter 1
    0.06614
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.08471
  • Inter Quartile Range
    0.00929
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.20198
  • Compounded annual return (geometric extrapolation)
    0.21301
  • Calmar ratio (compounded annual return / max draw down)
    2.51451
  • Compounded annual return / average of 25% largest draw downs
    2.51451
  • Compounded annual return / Expected Shortfall lognormal
    9.67016
  • 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)
    0.01700
  • 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 Negative
    0.50%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -375088000
  • Max Equity Drawdown (num days)
    64

Strategy Description

Alpha-ER is designed to deliver strong outperformance in bull markets while keeping losses contained during market downturns. The strategy avoids margin, futures, leveraged ETFs, and speculative stocks — focusing instead on fundamentally sound growth stocks showing favorable technical momentum.

It’s meant for investors who value steady, risk-controlled growth over short-term speculation. AlphaER is not a day-trading or high-risk compounding system — no ODTEs, no leverage.

At any point, the portfolio holds a maximum of 5 to 10 positions, each protected by a mental stop-loss. Profits are captured based on signals. At times it may hold max 1 to 2 cash covered put positions to get entry to a good stock at a lower price or if option expires, realize juicy premiums.

By actively rotating across the market, AlphaER seeks to outperform traditional funds and ETFs on an annualized basis, capturing more of the upside in bull markets and giving back less in bear phases — all through a disciplined, rules-driven process.
Trade this strategy at Tradier

Summary Statistics

Strategy began
2026-01-22
Suggested Minimum Capital
$25,000
Rank at C2 %
Top 7.9%
Rank # 
#251
# Trades
35
# Profitable
18
% Profitable
51.4%
Net Dividends
$9
Correlation S&P500
0.312
Sharpe Ratio
0.66
Sortino Ratio
1.07
Beta
0.41
Alpha
0.02
Leverage
0.68 Average
1.06 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

subscribed on started simulation

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.