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AI TACTICAL GROWTH
(154666046)

Created by: NextGenTech NextGenTech
Started: 02/2026
Stocks
Last trade: 2 days ago
Trading style: Equity Trend-following Sector Rotation

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 $20.00 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.
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.
37.5%
Cumul. Return

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(28.7%)
Max Drawdown
201
Num Trades
46.3%
Win Trades
3.0 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2026       +0.8%(18.3%)+44.1%+25.2%(3%)(4.7%)                              +37.5%

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.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
3/11/26 10:40 RKLB ROCKET LAB CORPORATION LONG 10 72.55 7/10 14:29 81.41 0.41%
Trade id #154985947
Max drawdown($164)
Time3/30/26 0:00
Quant open10
Worst price56.13
Drawdown as % of equity-0.41%
 $89
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 11:21 GOOGL ALPHABET INC CLASS A LONG 10 309.41 7/10 14:29 355.69 0.94%
Trade id #154986595
Max drawdown($373)
Time3/30/26 0:00
Quant open10
Worst price272.11
Drawdown as % of equity-0.94%
 $463
Includes Typical Broker Commissions trade costs of $0.20
6/10/26 15:06 TCEHY TENCENT HOLDINGS ADR LONG 20 59.10 7/10 14:28 59.11 0.18%
Trade id #156521772
Max drawdown($125)
Time6/26/26 0:00
Quant open20
Worst price52.84
Drawdown as % of equity-0.18%
 $0
Includes Typical Broker Commissions trade costs of $0.40
6/10/26 15:09 NVT NVENT ELECTRIC PLC WHEN ISS LONG 10 157.00 7/10 14:28 161.24 0.15%
Trade id #156521801
Max drawdown($104)
Time7/7/26 0:00
Quant open10
Worst price146.56
Drawdown as % of equity-0.15%
 $42
Includes Typical Broker Commissions trade costs of $0.20
4/22/26 13:01 AXP AMERICAN EXPRESS LONG 10 332.58 7/10 14:28 349.93 0.41%
Trade id #155718284
Max drawdown($325)
Time6/3/26 0:00
Quant open10
Worst price300.03
Drawdown as % of equity-0.41%
 $174
Includes Typical Broker Commissions trade costs of $0.20
4/22/26 13:02 IREN IREN LIMITED LONG 50 47.72 7/10 14:28 42.03 0.73%
Trade id #155718299
Max drawdown($503)
Time7/2/26 0:00
Quant open50
Worst price37.66
Drawdown as % of equity-0.73%
 ($286)
Includes Typical Broker Commissions trade costs of $1.00
4/22/26 13:05 PBR PETROLEO BRASILEIRO SA LONG 10 21.11 7/10 14:28 17.16 0.07%
Trade id #155718368
Max drawdown($52)
Time7/1/26 0:00
Quant open10
Worst price15.86
Drawdown as % of equity-0.07%
 ($40)
Includes Typical Broker Commissions trade costs of $0.20
4/22/26 13:06 AAPL APPLE LONG 10 272.58 7/10 14:28 314.77 0.13%
Trade id #155718390
Max drawdown($75)
Time4/27/26 0:00
Quant open10
Worst price265.07
Drawdown as % of equity-0.13%
 $422
Includes Typical Broker Commissions trade costs of $0.20
4/22/26 13:07 NBIS NEBIUS GROUP N.V. CLASS A LONG 10 157.31 7/10 14:28 223.09 0.41%
Trade id #155718406
Max drawdown($246)
Time4/28/26 0:00
Quant open10
Worst price132.70
Drawdown as % of equity-0.41%
 $658
Includes Typical Broker Commissions trade costs of $0.20
4/22/26 13:08 NWG NATWEST GROUP PLC LONG 20 16.04 7/10 14:28 17.83 0.04%
Trade id #155718427
Max drawdown($26)
Time5/5/26 0:00
Quant open20
Worst price14.72
Drawdown as % of equity-0.04%
 $36
Includes Typical Broker Commissions trade costs of $0.40
6/10/26 14:33 ASTS AST SPACEMOBILE INC LONG 10 90.15 7/10 14:28 73.01 0.39%
Trade id #156519210
Max drawdown($264)
Time6/25/26 0:00
Quant open10
Worst price63.72
Drawdown as % of equity-0.39%
 ($171)
Includes Typical Broker Commissions trade costs of $0.20
6/10/26 14:33 AVGO BROADCOM LIMITED ORDINARY SHARES LONG 5 377.94 7/10 14:28 400.29 0.16%
Trade id #156519215
Max drawdown($107)
Time7/2/26 0:00
Quant open5
Worst price356.43
Drawdown as % of equity-0.16%
 $112
Includes Typical Broker Commissions trade costs of $0.10
6/10/26 14:55 NOW SERVICENOW LONG 10 106.94 7/10 14:28 107.35 0.26%
Trade id #156521577
Max drawdown($175)
Time6/25/26 0:00
Quant open10
Worst price89.39
Drawdown as % of equity-0.26%
 $4
Includes Typical Broker Commissions trade costs of $0.20
6/10/26 15:02 PLTR2618L150 PLTR Dec18'26 150 call LONG 1 15.75 7/10 14:28 11.95 1.44%
Trade id #156521727
Max drawdown($973)
Time6/25/26 0:00
Quant open1
Worst price6.02
Drawdown as % of equity-1.44%
 ($382)
Includes Typical Broker Commissions trade costs of $2.00
3/11/26 10:30 ADBE ADOBE INC LONG 5 272.85 7/10 14:28 223.54 0.56%
Trade id #154985678
Max drawdown($413)
Time6/18/26 0:00
Quant open5
Worst price190.12
Drawdown as % of equity-0.56%
 ($247)
Includes Typical Broker Commissions trade costs of $0.10
3/11/26 10:30 NFLX NETFLIX LONG 28 95.17 7/10 14:28 73.40 1%
Trade id #154985720
Max drawdown($680)
Time6/25/26 0:00
Quant open28
Worst price70.86
Drawdown as % of equity-1.00%
 ($611)
Includes Typical Broker Commissions trade costs of $0.56
3/11/26 10:31 APP APPLOVIN CORPORATION CLASS A LONG 2 471.49 7/10 14:28 505.76 0.43%
Trade id #154985723
Max drawdown($213)
Time4/10/26 0:00
Quant open2
Worst price364.64
Drawdown as % of equity-0.43%
 $69
Includes Typical Broker Commissions trade costs of $0.04
3/11/26 10:31 MSFT MICROSOFT LONG 5 404.39 7/10 14:28 385.15 0.41%
Trade id #154985731
Max drawdown($275)
Time6/25/26 0:00
Quant open5
Worst price349.20
Drawdown as % of equity-0.41%
 ($96)
Includes Typical Broker Commissions trade costs of $0.10
3/11/26 10:35 CEG CONSTELLATION ENERGY CORPORATION LONG 10 293.41 7/10 14:28 250.89 0.9%
Trade id #154985817
Max drawdown($647)
Time7/1/26 0:00
Quant open10
Worst price228.63
Drawdown as % of equity-0.90%
 ($425)
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 10:36 VRT VERTIV HOLDINGS LLC LONG 10 288.47 7/10 14:28 321.87 0.53%
Trade id #154985825
Max drawdown($211)
Time3/30/26 0:00
Quant open5
Worst price231.70
Drawdown as % of equity-0.53%
 $334
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 10:36 HOOD ROBINHOOD MARKETS INC LONG 20 78.29 7/10 14:28 112.30 0.75%
Trade id #154985831
Max drawdown($295)
Time3/30/26 0:00
Quant open20
Worst price63.52
Drawdown as % of equity-0.75%
 $680
Includes Typical Broker Commissions trade costs of $0.40
3/11/26 10:39 FIX COMFORT SYSTEMS LONG 5 1423.99 7/10 14:28 1755.10 2.14%
Trade id #154985895
Max drawdown($844)
Time3/30/26 0:00
Quant open5
Worst price1255.00
Drawdown as % of equity-2.14%
 $1,656
Includes Typical Broker Commissions trade costs of $0.10
3/11/26 10:41 ZS ZSCALER INC. COMMON STOCK LONG 10 155.62 7/10 14:28 139.56 0.83%
Trade id #154985980
Max drawdown($409)
Time4/10/26 0:00
Quant open10
Worst price114.62
Drawdown as % of equity-0.83%
 ($161)
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 10:35 APH AMPHENOL LONG 10 133.10 6/10 15:00 149.96 0.24%
Trade id #154985801
Max drawdown($150)
Time5/19/26 0:00
Quant open10
Worst price118.01
Drawdown as % of equity-0.24%
 $169
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 10:38 AVGO BROADCOM LIMITED ORDINARY SHARES LONG 5 341.65 6/10 14:33 377.76 0.65%
Trade id #154985885
Max drawdown($258)
Time3/30/26 0:00
Quant open5
Worst price289.96
Drawdown as % of equity-0.65%
 $181
Includes Typical Broker Commissions trade costs of $0.10
4/22/26 13:04 ASTS AST SPACEMOBILE INC LONG 10 83.89 6/10 14:33 90.07 0.33%
Trade id #155718338
Max drawdown($204)
Time5/5/26 0:00
Quant open10
Worst price63.43
Drawdown as % of equity-0.33%
 $62
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 10:31 SMCI SUPER MICRO COMPUTER LONG 50 32.15 6/10 14:32 32.24 1.52%
Trade id #154985744
Max drawdown($633)
Time3/23/26 0:00
Quant open50
Worst price19.48
Drawdown as % of equity-1.52%
 $4
Includes Typical Broker Commissions trade costs of $1.00
3/11/26 10:36 RELY REMITLY GLOBAL INC. COMMON STOCK LONG 100 16.95 6/10 14:31 18.01 0.49%
Trade id #154985841
Max drawdown($196)
Time3/27/26 0:00
Quant open100
Worst price14.99
Drawdown as % of equity-0.49%
 $104
Includes Typical Broker Commissions trade costs of $2.00
4/22/26 13:00 AA ALCOA LONG 10 68.14 5/13 12:06 68.77 0.12%
Trade id #155718263
Max drawdown($70)
Time5/4/26 0:00
Quant open10
Worst price61.06
Drawdown as % of equity-0.12%
 $6
Includes Typical Broker Commissions trade costs of $0.20
3/11/26 10:31 DDOG DATADOG INC. LONG 5 126.73 4/20 12:14 128.02 0.26%
Trade id #154985738
Max drawdown($129)
Time4/10/26 0:00
Quant open5
Worst price100.80
Drawdown as % of equity-0.26%
 $6
Includes Typical Broker Commissions trade costs of $0.10

Statistics

  • Strategy began
    2/19/2026
  • Suggested Minimum Cap
    $70,000
  • Strategy Age (days)
    143.19
  • Age
    143 days ago
  • What it trades
    Stocks
  • # Trades
    201
  • # Profitable
    93
  • % Profitable
    46.30%
  • Avg trade duration
    32.9 days
  • Max peak-to-valley drawdown
    28.69%
  • drawdown period
    Feb 25, 2026 - March 30, 2026
  • Cumul. Return
    37.5%
  • Avg win
    $306.76
  • Avg loss
    $89.63
  • Model Account Values (Raw)
  • Cash
    $25,813
  • Margin Used
    ($43,363)
  • Buying Power
    $69,088
  • Ratios
  • W:L ratio
    3.00:1
  • Sharpe Ratio
    1.45
  • Sortino Ratio
    2.21
  • Calmar Ratio
    5.179
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    27.09%
  • Correlation to SP500
    0.67230
  • Return Percent SP500 (cumu) during strategy life
    10.40%
  • Return Statistics
  • Ann Return (w trading costs)
    120.9%
  • Slump
  • Current Slump as Pcnt Equity
    14.80%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.28%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.375%
  • Instruments
  • Percent Trades Options
    0.00%
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    126.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    55.50%
  • Chance of 20% account loss
    17.00%
  • Chance of 30% account loss
    5.00%
  • Chance of 40% account loss
    1.00%
  • 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)
    749
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    921
  • Popularity (7 days, Percentile 1000 scale)
    475
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $90
  • Avg Win
    $307
  • Sum Trade PL (losers)
    $9,680.000
  • Age
  • Num Months filled monthly returns table
    6
  • Win / Loss
  • Sum Trade PL (winners)
    $28,529.000
  • # Winners
    93
  • Num Months Winners
    3
  • Dividends
  • Dividends Received in Model Acct
    239
  • Win / Loss
  • # Losers
    108
  • % Winners
    46.3%
  • Frequency
  • Avg Position Time (mins)
    47313.20
  • Avg Position Time (hrs)
    788.55
  • Avg Trade Length
    32.9 days
  • Last Trade Ago
    2
  • Leverage
  • Daily leverage (average)
    1.60
  • Daily leverage (max)
    2.53
  • Regression
  • Alpha
    0.09
  • Beta
    2.51
  • Treynor Index
    0.10
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.72
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    1.607
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.480
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.697
  • Hold-and-Hope Ratio
    0.621
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.21569
  • SD
    0.68810
  • Sharpe ratio (Glass type estimate)
    1.76673
  • Sharpe ratio (Hedges UMVUE)
    1.27841
  • df
    3.00000
  • t
    1.02002
  • p
    0.19140
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.00279
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.30149
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.26712
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.82393
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.17687
  • Upside Potential Ratio
    6.90892
  • Upside part of mean
    1.62242
  • Downside part of mean
    -0.40674
  • Upside SD
    0.65048
  • Downside SD
    0.23483
  • N nonnegative terms
    3.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.20080
  • Mean of criterion
    1.21569
  • SD of predictor
    0.19801
  • SD of criterion
    0.68810
  • Covariance
    0.13451
  • r
    0.98724
  • b (slope, estimate of beta)
    3.43068
  • a (intercept, estimate of alpha)
    0.52679
  • Mean Square Error
    0.01802
  • DF error
    2.00000
  • t(b)
    8.76616
  • p(b)
    0.00638
  • t(a)
    2.14665
  • p(a)
    0.08246
  • Lowerbound of 95% confidence interval for beta
    1.74682
  • Upperbound of 95% confidence interval for beta
    5.11455
  • Lowerbound of 95% confidence interval for alpha
    -0.52909
  • Upperbound of 95% confidence interval for alpha
    1.58267
  • Treynor index (mean / b)
    0.35436
  • Jensen alpha (a)
    0.52679
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.00520
  • SD
    0.63785
  • Sharpe ratio (Glass type estimate)
    1.57592
  • Sharpe ratio (Hedges UMVUE)
    1.14034
  • df
    3.00000
  • t
    0.90986
  • p
    0.21499
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.13332
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.06874
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.37490
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.65557
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.99329
  • Upside Potential Ratio
    5.72534
  • Upside part of mean
    1.44119
  • Downside part of mean
    -0.43599
  • Upside SD
    0.57094
  • Downside SD
    0.25172
  • N nonnegative terms
    3.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.18455
  • Mean of criterion
    1.00520
  • SD of predictor
    0.19405
  • SD of criterion
    0.63785
  • Covariance
    0.12135
  • r
    0.98041
  • b (slope, estimate of beta)
    3.22258
  • a (intercept, estimate of alpha)
    0.41047
  • Mean Square Error
    0.02367
  • DF error
    2.00000
  • t(b)
    7.03979
  • p(b)
    0.00979
  • t(a)
    1.46825
  • p(a)
    0.13988
  • Lowerbound of 95% confidence interval for beta
    1.25297
  • Upperbound of 95% confidence interval for beta
    5.19220
  • Lowerbound of 95% confidence interval for alpha
    -0.79240
  • Upperbound of 95% confidence interval for alpha
    1.61334
  • Treynor index (mean / b)
    0.31192
  • Jensen alpha (a)
    0.41047
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.19676
  • Expected Shortfall on VaR
    0.25456
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04813
  • Expected Shortfall on VaR
    0.10609
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    4.00000
  • Minimum
    0.86675
  • Quartile 1
    0.99094
  • Median
    1.11025
  • Quartile 3
    1.22294
  • Maximum
    1.32730
  • Mean of quarter 1
    0.86675
  • Mean of quarter 2
    1.03233
  • Mean of quarter 3
    1.18816
  • Mean of quarter 4
    1.32730
  • Inter Quartile Range
    0.23201
  • 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 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
    1.00000
  • Minimum
    0.13325
  • Quartile 1
    0.13325
  • Median
    0.13325
  • Quartile 3
    0.13325
  • Maximum
    0.13325
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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)
    1.23329
  • Compounded annual return (geometric extrapolation)
    1.80977
  • Calmar ratio (compounded annual return / max draw down)
    13.58170
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    7.10945
  • 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
    0.96620
  • SD
    0.53744
  • Sharpe ratio (Glass type estimate)
    1.79780
  • Sharpe ratio (Hedges UMVUE)
    1.78400
  • df
    98.00000
  • t
    1.10511
  • p
    0.13591
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.40507
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.99169
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.41422
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.98223
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.78300
  • Upside Potential Ratio
    11.33330
  • Upside part of mean
    3.93468
  • Downside part of mean
    -2.96848
  • Upside SD
    0.41103
  • Downside SD
    0.34718
  • N nonnegative terms
    57.00000
  • N negative terms
    42.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    99.00000
  • Mean of predictor
    0.24471
  • Mean of criterion
    0.96620
  • SD of predictor
    0.14701
  • SD of criterion
    0.53744
  • Covariance
    0.05198
  • r
    0.65793
  • b (slope, estimate of beta)
    2.40518
  • a (intercept, estimate of alpha)
    0.37800
  • Mean Square Error
    0.16550
  • DF error
    97.00000
  • t(b)
    8.60447
  • p(b)
    -0.00000
  • t(a)
    0.56759
  • p(a)
    0.28581
  • Lowerbound of 95% confidence interval for beta
    1.85040
  • Upperbound of 95% confidence interval for beta
    2.95996
  • Lowerbound of 95% confidence interval for alpha
    -0.94286
  • Upperbound of 95% confidence interval for alpha
    1.69812
  • Treynor index (mean / b)
    0.40172
  • Jensen alpha (a)
    0.37763
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.82254
  • SD
    0.53521
  • Sharpe ratio (Glass type estimate)
    1.53685
  • Sharpe ratio (Hedges UMVUE)
    1.52506
  • df
    98.00000
  • t
    0.94471
  • p
    0.17356
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.66270
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.72872
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.67054
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.72066
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.31164
  • Upside Potential Ratio
    10.82830
  • Upside part of mean
    3.85297
  • Downside part of mean
    -3.03043
  • Upside SD
    0.39941
  • Downside SD
    0.35582
  • N nonnegative terms
    57.00000
  • N negative terms
    42.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    99.00000
  • Mean of predictor
    0.23389
  • Mean of criterion
    0.82254
  • SD of predictor
    0.14693
  • SD of criterion
    0.53521
  • Covariance
    0.05201
  • r
    0.66132
  • b (slope, estimate of beta)
    2.40889
  • a (intercept, estimate of alpha)
    0.25913
  • Mean Square Error
    0.16283
  • DF error
    97.00000
  • t(b)
    8.68317
  • p(b)
    -0.00000
  • t(a)
    0.39283
  • p(a)
    0.34765
  • Lowerbound of 95% confidence interval for beta
    1.85828
  • Upperbound of 95% confidence interval for beta
    2.95949
  • Lowerbound of 95% confidence interval for alpha
    -1.05010
  • Upperbound of 95% confidence interval for alpha
    1.56836
  • Treynor index (mean / b)
    0.34146
  • Jensen alpha (a)
    0.25913
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04996
  • Expected Shortfall on VaR
    0.06292
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02374
  • Expected Shortfall on VaR
    0.04556
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    99.00000
  • Minimum
    0.93521
  • Quartile 1
    0.97972
  • Median
    1.00775
  • Quartile 3
    1.02477
  • Maximum
    1.10371
  • Mean of quarter 1
    0.96097
  • Mean of quarter 2
    0.99592
  • Mean of quarter 3
    1.01473
  • Mean of quarter 4
    1.04399
  • Inter Quartile Range
    0.04505
  • 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
    0.01010
  • Mean of outliers high
    1.10371
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.13066
  • VaR(95%) (moments method)
    0.04013
  • Expected Shortfall (moments method)
    0.05002
  • Extreme Value Index (regression method)
    -0.94817
  • VaR(95%) (regression method)
    0.03851
  • Expected Shortfall (regression method)
    0.04094
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.02003
  • Quartile 1
    0.02945
  • Median
    0.08471
  • Quartile 3
    0.15513
  • Maximum
    0.25886
  • Mean of quarter 1
    0.02073
  • Mean of quarter 2
    0.05355
  • Mean of quarter 3
    0.11587
  • Mean of quarter 4
    0.21354
  • Inter Quartile Range
    0.12568
  • 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)
    1.00298
  • Compounded annual return (geometric extrapolation)
    1.34068
  • Calmar ratio (compounded annual return / max draw down)
    5.17918
  • Compounded annual return / average of 25% largest draw downs
    6.27834
  • Compounded annual return / Expected Shortfall lognormal
    21.30670
  • 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)
    0.05000
  • 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?
    -402563000
  • Max Equity Drawdown (num days)
    33

Strategy Description

AI Tactical Growth: Model v1.2.19.26

Institutional-Grade Intelligence. Built for Growth.

Our AI system was engineered to bring hedge fund–level quantitative strategy to individual investors through a structured, disciplined, growth-oriented framework.

At its foundation, the model is inspired by the quantitative pattern-recognition principles popularized by Medallion-style statistical arbitrage approaches. The core theory is straightforward: markets express recurring probabilistic patterns. When multi-factor data is analyzed at scale, inefficiencies emerge. When those inefficiencies are systematically acted upon with disciplined risk controls, a consistent edge becomes possible.

Our proprietary AI enhances this framework through:

Multi-factor quantitative modeling

Market regime detection

Sector and factor rotation analysis

Real-time news and analyst revisions

Social and macro sentiment monitoring

Alternative and exchange-based data feeds

Trained on over 20 years of real-time market data, the system synthesizes structured inputs such as price, volume, volatility, and earnings trends with unstructured inputs including news flow and narrative momentum. These are translated into probability-weighted portfolio decisions.

Importantly, this strategy operates exclusively in U.S.-listed stocks and ETFs. No derivatives, no leverage overlays, and no alternative asset classes are required. Performance is generated through intelligent equity and ETF selection combined with disciplined capital allocation.

Built for Automation, Designed for Discipline

Automation is the optimal execution method for this strategy. Precision timing, systematic position sizing, and the removal of emotional bias are essential to maintaining consistency.

While signals can be followed manually, automation preserves model integrity and ensures the framework operates exactly as designed.

Performance & Risk Control

Our AI system has been live traded for approximately two years prior to launching on Collective2, producing an average annual return of approximately 40%.

In accordance with Collective2’s performance equality and track-record policies, this prior live performance is not displayed within the platform’s performance chart. We adhere strictly to Collective2’s standards and only present performance generated directly within the Collective2 environment. Transparency and compliance are fundamental to how we operate.

Equally important as returns, portfolio risk has consistently remained approximately 40 to 50 percent lower than the broader market through:

Volatility targeting

Adaptive exposure control

Portfolio-level risk modeling

Dynamic position sizing

This is a growth-oriented strategy pursued with structured risk management and capital preservation in mind.

Adaptive and Actively Rebalanced

The portfolio recalibrates approximately every one to two weeks based on evolving market conditions. As signals strengthen, weaken, or rotate across sectors, exposure adjusts accordingly. This approach allows for responsiveness without overtrading while maintaining alignment with prevailing market regimes.

Institutional Oversight

Our AI system is overseen by a team with decades of combined experience in asset management, fintech, and AI infrastructure. Institutional research standards, systematic testing, and disciplined governance guide ongoing development and refinement.

A Platform, Not Just a Strategy

This system represents the first of multiple AI-driven strategies we are launching. Future systems will target different market styles, capital bases, and risk profiles to serve a broader range of investors.

What you see here is the foundation: a systematic, growth-focused equity strategy built exclusively on stocks and ETFs. No unnecessary complexity. No performance enhancers. Just disciplined artificial intelligence applied to modern markets.

We believe intelligent automation, probabilistic edge, and structured risk control represent the future of active investing. This is only the beginning.
Trade this strategy at Tradier

Summary Statistics

Strategy began
2026-02-19
Suggested Minimum Capital
$70,000
Rank at C2 %
Top 7.9%
Rank # 
#259
# Trades
201
# Profitable
93
% Profitable
46.3%
Net Dividends
$239
Correlation S&P500
0.672
Sharpe Ratio
1.45
Sortino Ratio
2.21
Beta
2.51
Alpha
0.09
Leverage
1.60 Average
2.53 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.