Collective2 Collective2
Featured Strategy Income Trades Followed by live capital $27,200 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Long Stock Growth
(111816220)

Created by: JohnSnow2019 JohnSnow2019
Started: 05/2017
Stocks
Last trade: 2,273 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 $50.00 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.

-19.9%
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.

(14.2%)
Max Drawdown
84
Num Trades
36.9%
Win Trades
1.4 : 1
Profit Factor
6.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                            +1.3%(5.7%)(6.6%)(4.1%)+3.8%+12.9%+7.3%+8.5%+16.8%
2018(5.6%)(2.2%)  -    -    -    -    -    -    -    -    -    -  (7.7%)
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -                                                  

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 462 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 2484 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/19/17 9:30 VSH VISHAY INTERTECHNOLOGY LONG 27 17.95 2/15/18 9:43 17.55 n/a ($12)
Includes Typical Broker Commissions trade costs of $0.54
7/18/17 9:39 SRT STARTEK LONG 36 12.42 2/15/18 9:43 10.98 n/a ($53)
Includes Typical Broker Commissions trade costs of $0.72
6/26/17 14:36 SNX TD SYNNEX CORP LONG 17 127.06 2/15/18 9:43 119.57 n/a ($127)
Includes Typical Broker Commissions trade costs of $0.34
7/17/17 9:30 SDLP SEADRILL PARTNERS LONG 307 3.33 2/15/18 9:43 3.36 n/a $4
Includes Typical Broker Commissions trade costs of $6.14
7/10/17 9:30 MIXT MIX TELEMATICS LIMITED LONG 413 8.04 2/15/18 9:42 11.54 n/a $1,436
Includes Typical Broker Commissions trade costs of $8.26
7/17/17 9:32 LGIH LGI HOMES INC. COMMON STOCK LONG 33 42.99 2/15/18 9:42 64.00 n/a $692
Includes Typical Broker Commissions trade costs of $0.66
7/19/17 9:30 CONN CONN'S LONG 22 21.60 2/15/18 9:42 31.85 n/a $226
Includes Typical Broker Commissions trade costs of $0.44
6/29/17 9:32 LAKE LAKELAND INDUSTRIES LONG 215 15.32 2/14/18 11:46 13.27 n/a ($445)
Includes Typical Broker Commissions trade costs of $4.30
7/11/17 9:30 SORL SORL AUTO PARTS LONG 273 7.97 2/14/18 11:45 6.10 n/a ($517)
Includes Typical Broker Commissions trade costs of $5.46
7/5/17 9:31 BIOS BIOPLUS ACQUISITION CORP. CLASS A LONG 683 2.79 2/14/18 11:45 2.94 n/a $94
Includes Typical Broker Commissions trade costs of $10.89
7/10/17 9:32 VOXX VOXX INTERNATIONAL LONG 125 7.86 7/18 9:52 6.37 n/a ($189)
Includes Typical Broker Commissions trade costs of $2.50
7/6/17 9:35 SRT STARTEK LONG 117 12.97 7/17 9:31 13.07 0.07%
Trade id #112441009
Max drawdown($6)
Time7/6/17 9:53
Quant open35
Worst price12.07
Drawdown as % of equity-0.07%
 $9
Includes Typical Broker Commissions trade costs of $2.34
7/5/17 9:35 XPO XPO INC LONG 5 64.95 7/14 11:40 63.65 0.14%
Trade id #112416500
Max drawdown($13)
Time7/10/17 15:54
Quant open5
Worst price62.18
Drawdown as % of equity-0.14%
 ($6)
Includes Typical Broker Commissions trade costs of $0.10
6/29/17 9:30 LNTH LANTHEUS HOLDINGS INC. COMMON STOCK LONG 52 17.74 7/14 11:40 17.90 0.09%
Trade id #112279344
Max drawdown($8)
Time6/29/17 10:07
Quant open19
Worst price16.95
Drawdown as % of equity-0.09%
 $8
Includes Typical Broker Commissions trade costs of $1.04
7/5/17 9:30 KBH KB HOME LONG 56 23.62 7/14 11:39 23.86 0.11%
Trade id #112415391
Max drawdown($10)
Time7/6/17 15:34
Quant open34
Worst price23.39
Drawdown as % of equity-0.11%
 $12
Includes Typical Broker Commissions trade costs of $1.12
6/26/17 14:40 REGI RENEWABLE ENERGY GROUP LONG 202 12.80 7/14 11:39 12.40 1.56%
Trade id #112219075
Max drawdown($152)
Time7/5/17 9:41
Quant open145
Worst price11.75
Drawdown as % of equity-1.56%
 ($86)
Includes Typical Broker Commissions trade costs of $4.04
6/30/17 9:39 WHF WHITEHORSE FINANCE LONG 22 13.46 7/14 11:39 13.35 0.03%
Trade id #112301307
Max drawdown($3)
Time7/5/17 9:41
Quant open14
Worst price13.22
Drawdown as % of equity-0.03%
 ($2)
Includes Typical Broker Commissions trade costs of $0.44
6/30/17 9:31 STRL STERLING CONSTRUCTION CO LONG 52 13.04 7/14 11:38 12.99 0.08%
Trade id #112300890
Max drawdown($8)
Time6/30/17 9:52
Quant open23
Worst price12.61
Drawdown as % of equity-0.08%
 ($3)
Includes Typical Broker Commissions trade costs of $1.04
6/26/17 14:35 GNC GNC ACQUISITION HOLDINGS LONG 327 8.05 7/14 11:38 8.33 0.25%
Trade id #112218986
Max drawdown($23)
Time7/6/17 15:56
Quant open98
Worst price7.81
Drawdown as % of equity-0.25%
 $82
Includes Typical Broker Commissions trade costs of $6.54
6/26/17 14:45 AFLYY AIR FRANCE ADS LONG 194 12.96 7/14 11:37 14.25 0.06%
Trade id #112219145
Max drawdown($5)
Time6/26/17 15:58
Quant open194
Worst price12.93
Drawdown as % of equity-0.06%
 $245
Includes Typical Broker Commissions trade costs of $3.88
6/6/17 9:50 CAMT CAMTEK LONG 152 6.27 6/26 14:30 5.97 1.18%
Trade id #111929491
Max drawdown($112)
Time6/12/17 9:57
Quant open65
Worst price5.20
Drawdown as % of equity-1.18%
 ($50)
Includes Typical Broker Commissions trade costs of $3.04
6/6/17 9:32 HTHIY HITACHI LTD ADR LONG 8 61.46 6/26 14:30 61.17 0.15%
Trade id #111928759
Max drawdown($14)
Time6/15/17 9:31
Quant open6
Worst price59.48
Drawdown as % of equity-0.15%
 ($2)
Includes Typical Broker Commissions trade costs of $0.16
6/16/17 9:30 CENX CENTURY ALUMINUM LONG 6 15.11 6/26 14:30 15.39 0.1%
Trade id #112094631
Max drawdown($9)
Time6/21/17 15:50
Quant open6
Worst price13.52
Drawdown as % of equity-0.10%
 $2
Includes Typical Broker Commissions trade costs of $0.12
6/13/17 9:46 AIMC ALTRA INDUSTRIAL MOTION CORP. LONG 16 43.05 6/26 14:30 39.91 0.68%
Trade id #112030188
Max drawdown($61)
Time6/22/17 10:35
Quant open16
Worst price39.20
Drawdown as % of equity-0.68%
 ($50)
Includes Typical Broker Commissions trade costs of $0.32
6/12/17 9:30 SQ BLOCK INC LONG 54 23.72 6/26 14:30 24.00 0.02%
Trade id #112012037
Max drawdown($1)
Time6/12/17 9:54
Quant open5
Worst price22.41
Drawdown as % of equity-0.02%
 $14
Includes Typical Broker Commissions trade costs of $1.08
6/21/17 9:32 REGI RENEWABLE ENERGY GROUP LONG 24 12.14 6/26 14:30 12.70 0.08%
Trade id #112149848
Max drawdown($7)
Time6/23/17 9:48
Quant open24
Worst price11.85
Drawdown as % of equity-0.08%
 $13
Includes Typical Broker Commissions trade costs of $0.48
6/6/17 9:31 LPL LG DISPLAY COMPANY LONG 68 16.22 6/26 14:30 16.20 0.13%
Trade id #111928709
Max drawdown($12)
Time6/12/17 9:52
Quant open25
Worst price15.17
Drawdown as % of equity-0.13%
 ($2)
Includes Typical Broker Commissions trade costs of $1.36
5/30/17 9:40 SORL SORL AUTO PARTS LONG 180 8.84 6/26 14:30 6.94 4.17%
Trade id #111829440
Max drawdown($387)
Time6/19/17 11:45
Quant open138
Worst price6.03
Drawdown as % of equity-4.17%
 ($345)
Includes Typical Broker Commissions trade costs of $3.60
6/19/17 9:32 MIXT MIX TELEMATICS LIMITED LONG 68 7.99 6/26 14:30 7.99 0.14%
Trade id #112116137
Max drawdown($12)
Time6/20/17 11:29
Quant open33
Worst price7.67
Drawdown as % of equity-0.14%
 ($1)
Includes Typical Broker Commissions trade costs of $1.36
6/12/17 9:30 IMOS CHIPMOS TECHNOLOGIES INC. ADS LONG 5 21.63 6/26 14:30 20.31 0.08%
Trade id #112011925
Max drawdown($7)
Time6/23/17 9:31
Quant open5
Worst price20.14
Drawdown as % of equity-0.08%
 ($7)
Includes Typical Broker Commissions trade costs of $0.10
Next

Statistics

  • Strategy began
    5/29/2017
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    2527.37
  • Age
    85 months ago
  • What it trades
    Stocks
  • # Trades
    84
  • # Profitable
    31
  • % Profitable
    36.90%
  • Avg trade duration
    37.1 days
  • Max peak-to-valley drawdown
    14.18%
  • drawdown period
    June 08, 2017 - June 22, 2017
  • Cumul. Return
    -3.3%
  • Avg win
    $106.23
  • Avg loss
    $46.58
  • Model Account Values (Raw)
  • Cash
    $10,977
  • Margin Used
    $0
  • Buying Power
    $10,977
  • Ratios
  • W:L ratio
    1.40:1
  • Sharpe Ratio
    -0.05
  • Sortino Ratio
    -0.07
  • Calmar Ratio
    0.448
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -5.58%
  • Correlation to SP500
    0.04950
  • Return Percent SP500 (cumu) during strategy life
    114.98%
  • Return Statistics
  • Ann Return (w trading costs)
    -19.9%
  • Slump
  • Current Slump as Pcnt Equity
    10.80%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.033%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.91%
  • 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)
    1.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    17.00%
  • 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)
    475
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $106
  • Avg Loss
    $47
  • Sum Trade PL (losers)
    $2,469.000
  • # Winners
    31
  • Num Months Winners
    5
  • Age
  • Num Months filled monthly returns table
    84
  • Win / Loss
  • Sum Trade PL (winners)
    $3,293.000
  • Dividends
  • Dividends Received in Model Acct
    154
  • Win / Loss
  • # Losers
    53
  • % Winners
    36.9%
  • Frequency
  • Avg Position Time (mins)
    53413.80
  • Avg Position Time (hrs)
    890.23
  • Avg Trade Length
    37.1 days
  • Last Trade Ago
    2266
  • Regression
  • Alpha
    -0.00
  • Beta
    0.02
  • Treynor Index
    -0.06
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • 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
    38.41
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -1.14
  • Avg(MAE) / Avg(PL) - All trades
    -6.290
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    60.80
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.348
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.545
  • Hold-and-Hope Ratio
    -0.157
  • 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)
    0.06000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01800
  • 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)
    14
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

This strategy takes long positions in stocks for short term gains. Each day stocks are purchased then held for a week at which time they are checked against the criteria used to originally purchase them. Depending on the results, the stock will be held or replaced. Essentially 20% of the account is traded each weekday. Purchases and sales are made nearly every day. For a larger account this is not a problem. For a smaller account brokerage commission levels are very important. That is why I use Interactive Brokers for my personal account. For a smaller account a user could further reduce the cost of commissions by only taking the trades that occur on a particular day of the week to decrees transaction costs. This is also a good idea for those who wish to follow only by email rather than AutoTrader. This strategy holds approximately 10-20% cash in the account at a time.
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2017-05-29
Suggested Minimum Capital
$5,000
# Trades
84
# Profitable
31
% Profitable
36.9%
Net Dividends
$153
Correlation S&P500
0.050
Sharpe Ratio
-0.05
Sortino Ratio
-0.07
Beta
0.02
Alpha
-0.00

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.