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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

QF Day Trader 3 Stocks
(111819952)

Created by: AvcBvc AvcBvc
Started: 05/2017
Stocks
Last trade: 1,877 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 $99.00 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.

9.3%
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.

(8.6%)
Max Drawdown
48
Num Trades
50.0%
Win Trades
1.3 : 1
Profit Factor
3.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                              -  +1.8%+4.7%(4.4%)  -    -    -    -  +1.9%
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -                    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

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/9/17 9:30 WMT WALMART INC LONG 890 81.19 8/9 15:59 81.57 0.71%
Trade id #113056019
Max drawdown($257)
Time8/9/17 9:32
Quant open890
Worst price80.90
Drawdown as % of equity-0.71%
$333
Includes Typical Broker Commissions trade costs of $5.00
8/7/17 9:38 HON HONEYWELL INTERNATIONAL LONG 521 139.33 8/7 15:59 139.03 2.01%
Trade id #113015087
Max drawdown($724)
Time8/7/17 12:13
Quant open521
Worst price137.94
Drawdown as % of equity-2.01%
($161)
Includes Typical Broker Commissions trade costs of $5.00
8/4/17 10:12 WMT WALMART INC LONG 903 80.47 8/4 15:59 80.47 0.65%
Trade id #112989534
Max drawdown($234)
Time8/4/17 11:16
Quant open903
Worst price80.21
Drawdown as % of equity-0.65%
($5)
Includes Typical Broker Commissions trade costs of $5.00
8/3/17 9:55 HON HONEYWELL INTERNATIONAL LONG 522 138.09 8/3 15:59 138.94 0.11%
Trade id #112963968
Max drawdown($39)
Time8/3/17 9:57
Quant open522
Worst price138.01
Drawdown as % of equity-0.11%
$433
Includes Typical Broker Commissions trade costs of $7.72
8/3/17 9:32 INTC INTEL LONG 1,979 36.43 8/3 15:59 36.35 1.54%
Trade id #112962981
Max drawdown($554)
Time8/3/17 10:22
Quant open1,979
Worst price36.15
Drawdown as % of equity-1.54%
($176)
Includes Typical Broker Commissions trade costs of $7.50
8/2/17 9:30 DIS WALT DISNEY LONG 679 109.85 8/2 12:18 107.89 3.65%
Trade id #112939677
Max drawdown($1,331)
Time8/2/17 12:18
Quant open0
Worst price107.89
Drawdown as % of equity-3.65%
($1,336)
Includes Typical Broker Commissions trade costs of $5.00
8/1/17 11:50 BA BOEING LONG 315 241.30 8/1 15:59 239.41 1.78%
Trade id #112922365
Max drawdown($675)
Time8/1/17 15:22
Quant open315
Worst price239.16
Drawdown as % of equity-1.78%
($601)
Includes Typical Broker Commissions trade costs of $6.30
7/28/17 9:31 BA BOEING LONG 158 239.80 7/28 15:59 241.67 0.52%
Trade id #112860730
Max drawdown($197)
Time7/28/17 9:46
Quant open158
Worst price238.55
Drawdown as % of equity-0.52%
$292
Includes Typical Broker Commissions trade costs of $3.16
7/28/17 9:30 T AT&T LONG 865 39.24 7/28 15:59 39.00 0.94%
Trade id #112860575
Max drawdown($354)
Time7/28/17 11:09
Quant open865
Worst price38.83
Drawdown as % of equity-0.94%
($213)
Includes Typical Broker Commissions trade costs of $5.00
7/27/17 10:28 HON HONEYWELL INTERNATIONAL LONG 557 137.97 7/27 15:59 136.97 2.35%
Trade id #112827030
Max drawdown($902)
Time7/27/17 12:18
Quant open557
Worst price136.35
Drawdown as % of equity-2.35%
($562)
Includes Typical Broker Commissions trade costs of $5.00
7/26/17 9:36 DD DU PONT DE NEMOURS & CO LONG 404 85.00 7/26 15:59 84.76 0.83%
Trade id #112787974
Max drawdown($323)
Time7/26/17 11:58
Quant open404
Worst price84.20
Drawdown as % of equity-0.83%
($105)
Includes Typical Broker Commissions trade costs of $8.08
7/26/17 9:34 CAT CATERPILLAR LONG 338 113.75 7/26 15:59 113.45 0.58%
Trade id #112787772
Max drawdown($226)
Time7/26/17 12:48
Quant open338
Worst price113.08
Drawdown as % of equity-0.58%
($108)
Includes Typical Broker Commissions trade costs of $6.76
7/26/17 9:37 MCD MCDONALD'S LONG 244 158.40 7/26 9:40 158.34 0.13%
Trade id #112788042
Max drawdown($51)
Time7/26/17 9:39
Quant open244
Worst price158.19
Drawdown as % of equity-0.13%
($20)
Includes Typical Broker Commissions trade costs of $4.88
7/25/17 9:34 HON HONEYWELL INTERNATIONAL LONG 563 137.26 7/25 15:59 137.31 1.09%
Trade id #112767349
Max drawdown($416)
Time7/25/17 10:16
Quant open563
Worst price136.52
Drawdown as % of equity-1.09%
$23
Includes Typical Broker Commissions trade costs of $5.00
7/20/17 9:51 HON HONEYWELL INTERNATIONAL LONG 283 135.62 7/20 10:40 136.01 n/a $103
Includes Typical Broker Commissions trade costs of $5.66
7/20/17 9:43 MSFT MICROSOFT LONG 523 73.44 7/20 10:15 73.62 0.22%
Trade id #112697403
Max drawdown($83)
Time7/20/17 9:55
Quant open523
Worst price73.28
Drawdown as % of equity-0.22%
$84
Includes Typical Broker Commissions trade costs of $7.73
7/18/17 10:06 MSFT MICROSOFT LONG 1,040 73.08 7/18 15:43 73.07 0.35%
Trade id #112659613
Max drawdown($134)
Time7/18/17 12:35
Quant open320
Worst price72.66
Drawdown as % of equity-0.35%
($14)
Includes Typical Broker Commissions trade costs of $8.20
7/18/17 10:45 AA ALCOA LONG 1,289 36.03 7/18 15:43 36.36 n/a $413
Includes Typical Broker Commissions trade costs of $9.82
7/18/17 9:41 IP INTERNATIONAL PAPER LONG 1,314 57.75 7/18 9:45 57.64 0.38%
Trade id #112658825
Max drawdown($145)
Time7/18/17 9:45
Quant open0
Worst price57.64
Drawdown as % of equity-0.38%
($150)
Includes Typical Broker Commissions trade costs of $5.00
7/18/17 9:30 IP INTERNATIONAL PAPER LONG 1,314 57.75 7/18 9:32 57.85 0.21%
Trade id #112658078
Max drawdown($78)
Time7/18/17 9:32
Quant open1,314
Worst price57.69
Drawdown as % of equity-0.21%
$126
Includes Typical Broker Commissions trade costs of $5.00
7/17/17 10:01 IP INTERNATIONAL PAPER LONG 1,294 57.81 7/17 14:20 58.27 n/a $585
Includes Typical Broker Commissions trade costs of $11.94
7/14/17 9:30 AXP AMERICAN EXPRESS LONG 869 84.72 7/14 15:59 85.29 0.3%
Trade id #112606877
Max drawdown($112)
Time7/14/17 9:33
Quant open869
Worst price84.59
Drawdown as % of equity-0.30%
$490
Includes Typical Broker Commissions trade costs of $5.00
7/13/17 9:37 MCD MCDONALD'S LONG 479 156.06 7/13 15:59 155.13 2.23%
Trade id #112578781
Max drawdown($823)
Time7/13/17 12:11
Quant open479
Worst price154.34
Drawdown as % of equity-2.23%
($455)
Includes Typical Broker Commissions trade costs of $9.58
7/12/17 13:12 AA ALCOA LONG 2,152 34.55 7/12 15:09 34.64 0.64%
Trade id #112556375
Max drawdown($236)
Time7/12/17 13:17
Quant open2,152
Worst price34.44
Drawdown as % of equity-0.64%
$173
Includes Typical Broker Commissions trade costs of $13.02
7/11/17 9:35 CAT CATERPILLAR LONG 686 107.20 7/11 11:52 107.79 0.23%
Trade id #112517563
Max drawdown($87)
Time7/11/17 11:27
Quant open586
Worst price107.05
Drawdown as % of equity-0.23%
$396
Includes Typical Broker Commissions trade costs of $9.36
7/10/17 9:35 JPM JPMORGAN CHASE LONG 786 93.39 7/10 15:18 93.48 0.64%
Trade id #112493617
Max drawdown($235)
Time7/10/17 11:37
Quant open786
Worst price93.09
Drawdown as % of equity-0.64%
$65
Includes Typical Broker Commissions trade costs of $10.36
7/6/17 9:44 JPM JPMORGAN CHASE LONG 778 93.13 7/6 15:33 93.76 0.54%
Trade id #112441357
Max drawdown($194)
Time7/6/17 9:52
Quant open778
Worst price92.88
Drawdown as % of equity-0.54%
$482
Includes Typical Broker Commissions trade costs of $10.28
7/5/17 11:22 IP INTERNATIONAL PAPER LONG 1,271 56.64 7/5 15:59 56.81 0.61%
Trade id #112420519
Max drawdown($217)
Time7/5/17 12:19
Quant open1,271
Worst price56.47
Drawdown as % of equity-0.61%
$211
Includes Typical Broker Commissions trade costs of $5.00
6/29/17 9:43 UTX UNITED TECHNOLOGIES LONG 593 122.01 6/29 15:59 121.65 2.29%
Trade id #112280244
Max drawdown($823)
Time6/29/17 13:30
Quant open593
Worst price120.62
Drawdown as % of equity-2.29%
($218)
Includes Typical Broker Commissions trade costs of $5.00
6/26/17 11:47 BA BOEING LONG 364 201.25 6/26 15:59 199.98 1.3%
Trade id #112215901
Max drawdown($473)
Time6/26/17 15:58
Quant open364
Worst price199.95
Drawdown as % of equity-1.30%
($469)
Includes Typical Broker Commissions trade costs of $7.28

Statistics

  • Strategy began
    5/29/2017
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    1948.28
  • Age
    65 months ago
  • What it trades
    Stocks
  • # Trades
    48
  • # Profitable
    24
  • % Profitable
    50.00%
  • Avg trade duration
    4.8 hours
  • Max peak-to-valley drawdown
    8.55%
  • drawdown period
    July 20, 2017 - Aug 07, 2017
  • Cumul. Return
    2.3%
  • Avg win
    $303.75
  • Avg loss
    $240.00
  • Model Account Values (Raw)
  • Cash
    $36,532
  • Margin Used
    $0
  • Buying Power
    $36,532
  • Ratios
  • W:L ratio
    1.27:1
  • Sharpe Ratio
    -0.43
  • Sortino Ratio
    -0.6
  • Calmar Ratio
    0.602
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    1.19%
  • Correlation to SP500
    -0.00110
  • Return Percent SP500 (cumu) during strategy life
    53.95%
  • Return Statistics
  • Ann Return (w trading costs)
    9.3%
  • Slump
  • Current Slump as Pcnt Equity
    7.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.023%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.97%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    0.50%
  • 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
    37.09%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    790
  • 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
    $304
  • Avg Loss
    $240
  • Sum Trade PL (losers)
    $5,760.000
  • # Winners
    24
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    65
  • Win / Loss
  • Sum Trade PL (winners)
    $7,290.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    24
  • % Winners
    50.0%
  • Frequency
  • Avg Position Time (mins)
    287.38
  • Avg Position Time (hrs)
    4.79
  • Avg Trade Length
    0.2 days
  • Last Trade Ago
    1876
  • Regression
  • Alpha
    -0.00
  • Beta
    -0.00
  • Treynor Index
    20.15
  • 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
    65.46
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -1.34
  • Avg(MAE) / Avg(PL) - All trades
    36.805
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    86.22
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.726
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.786
  • Hold-and-Hope Ratio
    0.026
  • 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)
    0.01600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00600
  • 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)
    18
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

day trading system with stocks
No overnight Risk!!

Summary Statistics

Strategy began
2017-05-29
Suggested Minimum Capital
$25,000
# Trades
48
# Profitable
24
% Profitable
50.0%
Correlation S&P500
-0.001
Sharpe Ratio
-0.43
Sortino Ratio
-0.60
Beta
-0.00
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.