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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

QT DayTrader Gold Jr
(110032990)

Created by: quantimer-dot-net quantimer-dot-net
Started: 03/2017
Stocks
Last trade: 2,549 days ago

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 $180.00 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.

-59.4%
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.

(14.5%)
Max Drawdown
62
Num Trades
32.3%
Win Trades
0.9 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017              (5.4%)(3.4%)  -    -    -    -    -    -    -    -  (8.6%)
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -                                                        0.0

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

This strategy has placed 315 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/5/17 15:10 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 645 6.94 4/5 15:50 6.94 0.09%
Trade id #110737756
Max drawdown($25)
Time4/5/17 15:46
Quant open645
Worst price6.90
Drawdown as % of equity-0.09%
($3)
Includes Typical Broker Commissions trade costs of $5.00
4/5/17 9:48 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 973 14.18 4/5 15:06 14.10 0.57%
Trade id #110722036
Max drawdown($166)
Time4/5/17 10:25
Quant open288
Worst price13.86
Drawdown as % of equity-0.57%
($91)
Includes Typical Broker Commissions trade costs of $19.46
4/4/17 14:59 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,037 6.91 4/4 15:50 6.98 0.3%
Trade id #110696972
Max drawdown($87)
Time4/4/17 15:15
Quant open2,037
Worst price6.87
Drawdown as % of equity-0.30%
$116
Includes Typical Broker Commissions trade costs of $15.00
4/4/17 11:38 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,402 14.01 4/4 15:50 13.78 1.31%
Trade id #110689743
Max drawdown($384)
Time4/4/17 15:47
Quant open1,001
Worst price13.63
Drawdown as % of equity-1.31%
($356)
Includes Typical Broker Commissions trade costs of $28.04
4/4/17 9:51 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 646 6.96 4/4 13:50 6.83 0.46%
Trade id #110684795
Max drawdown($137)
Time4/4/17 10:41
Quant open646
Worst price6.75
Drawdown as % of equity-0.46%
($90)
Includes Typical Broker Commissions trade costs of $5.00
4/3/17 10:13 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,078 6.81 4/3 15:50 6.76 0.79%
Trade id #110646694
Max drawdown($234)
Time4/3/17 15:18
Quant open1,415
Worst price6.64
Drawdown as % of equity-0.79%
($117)
Includes Typical Broker Commissions trade costs of $15.00
4/3/17 12:36 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,591 14.24 4/3 15:50 14.17 0.44%
Trade id #110653520
Max drawdown($131)
Time4/3/17 15:37
Quant open591
Worst price14.02
Drawdown as % of equity-0.44%
($154)
Includes Typical Broker Commissions trade costs of $31.82
3/31/17 13:51 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 989 14.34 3/31 15:50 14.47 0.43%
Trade id #110590310
Max drawdown($127)
Time3/31/17 14:21
Quant open592
Worst price14.13
Drawdown as % of equity-0.43%
$108
Includes Typical Broker Commissions trade costs of $19.78
3/31/17 10:48 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,180 6.52 3/31 15:50 6.59 0.43%
Trade id #110583951
Max drawdown($128)
Time3/31/17 10:57
Quant open2,180
Worst price6.46
Drawdown as % of equity-0.43%
$140
Includes Typical Broker Commissions trade costs of $15.00
3/31/17 9:53 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 278 15.22 3/31 10:50 14.63 0.56%
Trade id #110581319
Max drawdown($165)
Time3/31/17 10:50
Quant open0
Worst price14.63
Drawdown as % of equity-0.56%
($171)
Includes Typical Broker Commissions trade costs of $5.56
3/30/17 10:04 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,490 15.23 3/30 15:31 15.26 1.06%
Trade id #110547711
Max drawdown($314)
Time3/30/17 10:47
Quant open651
Worst price14.78
Drawdown as % of equity-1.06%
$10
Includes Typical Broker Commissions trade costs of $29.80
3/29/17 10:07 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,182 6.53 3/29 15:50 6.57 0.59%
Trade id #110515656
Max drawdown($175)
Time3/29/17 10:14
Quant open2,182
Worst price6.45
Drawdown as % of equity-0.59%
$70
Includes Typical Broker Commissions trade costs of $15.00
3/29/17 15:30 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 294 14.48 3/29 15:50 14.54 0.05%
Trade id #110525342
Max drawdown($15)
Time3/29/17 15:32
Quant open294
Worst price14.43
Drawdown as % of equity-0.05%
$12
Includes Typical Broker Commissions trade costs of $5.88
3/29/17 12:24 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 288 14.84 3/29 13:26 14.26 0.56%
Trade id #110520132
Max drawdown($167)
Time3/29/17 13:26
Quant open0
Worst price14.26
Drawdown as % of equity-0.56%
($173)
Includes Typical Broker Commissions trade costs of $5.76
3/28/17 10:00 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,524 14.49 3/28 15:50 15.09 0.2%
Trade id #110478186
Max drawdown($57)
Time3/28/17 10:02
Quant open584
Worst price14.12
Drawdown as % of equity-0.20%
$891
Includes Typical Broker Commissions trade costs of $30.48
3/27/17 11:29 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 992 14.22 3/27 15:50 13.88 1.69%
Trade id #110446996
Max drawdown($486)
Time3/27/17 14:58
Quant open992
Worst price13.73
Drawdown as % of equity-1.69%
($356)
Includes Typical Broker Commissions trade costs of $19.84
3/27/17 14:45 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,012 7.00 3/27 15:50 6.99 0.86%
Trade id #110451943
Max drawdown($246)
Time3/27/17 15:27
Quant open2,012
Worst price6.88
Drawdown as % of equity-0.86%
($48)
Includes Typical Broker Commissions trade costs of $15.00
3/27/17 10:15 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 292 14.45 3/27 11:03 13.92 0.53%
Trade id #110444825
Max drawdown($154)
Time3/27/17 11:03
Quant open0
Worst price13.92
Drawdown as % of equity-0.53%
($160)
Includes Typical Broker Commissions trade costs of $5.84
3/24/17 15:15 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,150 6.87 3/24 15:50 6.62 1.85%
Trade id #110428203
Max drawdown($542)
Time3/24/17 15:50
Quant open1,459
Worst price6.65
Drawdown as % of equity-1.85%
($557)
Includes Typical Broker Commissions trade costs of $15.00
3/24/17 11:07 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,006 14.66 3/24 15:20 14.06 1.99%
Trade id #110422487
Max drawdown($596)
Time3/24/17 15:20
Quant open602
Worst price14.01
Drawdown as % of equity-1.99%
($616)
Includes Typical Broker Commissions trade costs of $20.12
3/24/17 10:11 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 693 6.81 3/24 14:10 6.64 0.51%
Trade id #110421053
Max drawdown($156)
Time3/24/17 11:08
Quant open693
Worst price6.58
Drawdown as % of equity-0.51%
($116)
Includes Typical Broker Commissions trade costs of $5.00
3/23/17 13:12 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 1,383 6.81 3/23 15:50 6.63 1.22%
Trade id #110404733
Max drawdown($373)
Time3/23/17 14:32
Quant open1,383
Worst price6.54
Drawdown as % of equity-1.22%
($257)
Includes Typical Broker Commissions trade costs of $10.00
3/23/17 14:30 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 595 14.82 3/23 15:50 14.48 0.83%
Trade id #110406300
Max drawdown($255)
Time3/23/17 15:38
Quant open595
Worst price14.39
Drawdown as % of equity-0.83%
($212)
Includes Typical Broker Commissions trade costs of $11.90
3/23/17 9:51 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,066 13.77 3/23 13:18 14.32 0.37%
Trade id #110399527
Max drawdown($113)
Time3/23/17 9:53
Quant open1,066
Worst price13.66
Drawdown as % of equity-0.37%
$570
Includes Typical Broker Commissions trade costs of $21.32
3/22/17 13:52 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 639 7.43 3/22 15:50 7.20 0.63%
Trade id #110384337
Max drawdown($190)
Time3/22/17 15:03
Quant open639
Worst price7.13
Drawdown as % of equity-0.63%
($151)
Includes Typical Broker Commissions trade costs of $5.00
3/22/17 9:45 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 2,529 13.54 3/22 15:50 13.51 1.65%
Trade id #110376925
Max drawdown($505)
Time3/22/17 10:12
Quant open1,112
Worst price13.00
Drawdown as % of equity-1.65%
($122)
Includes Typical Broker Commissions trade costs of $50.58
3/21/17 9:50 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 2,741 7.54 3/21 15:50 7.48 2.18%
Trade id #110351738
Max drawdown($690)
Time3/21/17 10:40
Quant open1,518
Worst price7.02
Drawdown as % of equity-2.18%
($193)
Includes Typical Broker Commissions trade costs of $22.35
3/21/17 15:18 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 695 12.97 3/21 15:50 12.86 0.54%
Trade id #110362441
Max drawdown($164)
Time3/21/17 15:46
Quant open695
Worst price12.73
Drawdown as % of equity-0.54%
($91)
Includes Typical Broker Commissions trade costs of $13.90
3/21/17 11:32 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 1,057 13.30 3/21 13:50 12.80 1.73%
Trade id #110356221
Max drawdown($535)
Time3/21/17 13:50
Quant open465
Worst price12.66
Drawdown as % of equity-1.73%
($549)
Includes Typical Broker Commissions trade costs of $14.30
3/20/17 13:27 JNUG DIREXION DAILY JR GOLD BULL 2X LONG 1,623 6.94 3/20 15:50 7.23 0.75%
Trade id #110334782
Max drawdown($231)
Time3/20/17 14:05
Quant open1,623
Worst price6.80
Drawdown as % of equity-0.75%
$464
Includes Typical Broker Commissions trade costs of $10.00

Statistics

  • Strategy began
    3/5/2017
  • Suggested Minimum Cap
    $30,000
  • Strategy Age (days)
    2579.83
  • Age
    86 months ago
  • What it trades
    Stocks
  • # Trades
    62
  • # Profitable
    20
  • % Profitable
    32.30%
  • Avg trade duration
    2.6 hours
  • Max peak-to-valley drawdown
    14.5%
  • drawdown period
    March 06, 2017 - April 05, 2017
  • Cumul. Return
    -8.4%
  • Avg win
    $565.25
  • Avg loss
    $286.67
  • Model Account Values (Raw)
  • Cash
    $29,268
  • Margin Used
    $0
  • Buying Power
    $29,268
  • Ratios
  • W:L ratio
    0.94:1
  • Sharpe Ratio
    -0.67
  • Sortino Ratio
    -0.91
  • Calmar Ratio
    -0.794
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -7.34%
  • Correlation to SP500
    0.01040
  • Return Percent SP500 (cumu) during strategy life
    120.24%
  • Return Statistics
  • Ann Return (w trading costs)
    -59.4%
  • Slump
  • Current Slump as Pcnt Equity
    16.90%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.084%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -0.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    39.00%
  • Chance of 20% account loss
    0.50%
  • 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
    98.14%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    550
  • Popularity (Last 6 weeks)
    895
  • Popularity (7 days, Percentile 1000 scale)
    816
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $565
  • Avg Loss
    $287
  • Sum Trade PL (losers)
    $12,040.000
  • # Winners
    20
  • Num Months Winners
    0
  • Age
  • Num Months filled monthly returns table
    85
  • Win / Loss
  • Sum Trade PL (winners)
    $11,305.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    42
  • % Winners
    32.3%
  • Frequency
  • Avg Position Time (mins)
    153.12
  • Avg Position Time (hrs)
    2.55
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    2548
  • Regression
  • Alpha
    -0.01
  • Beta
    0.00
  • Treynor Index
    -4.01
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    36.30
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.55
  • Avg(MAE) / Avg(PL) - All trades
    -19.472
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    17.82
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.266
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.211
  • Hold-and-Hope Ratio
    -0.051
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    -0.09400
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00800
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    30
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

This is a long-only day trading system with max allocation set at 100%. All positions are closed at the end of the day with no overnight market risks.

In order to preserve the effectiveness of the strategy the number of subscribers will be limited to 7.

Summary Statistics

Strategy began
2017-03-05
Suggested Minimum Capital
$25,000
# Trades
62
# Profitable
20
% Profitable
32.3%
Correlation S&P500
0.010
Sharpe Ratio
-0.67
Sortino Ratio
-0.91
Beta
0.00
Alpha
-0.01

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.