Collective2 Collective2
For your consideration ares Rank on Leaderboard #2 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Total Portfolio

By JohnSnow2019

Stocks · Started Jul 2017

hypothetical · Annual Return (Compounded)
-52.5%
Max Drawdown
9.4%
Trades
22
Win Trades
40.9%
Profit Factor
0.30
Win Months
4.5%

About this strategy

This strategy consists of 40% Long Term Bonds, 15% Volatility Products, 15% Stocks, 15% short term bonds, 7.5% Gold/Crypto Currencies, 7.5% commodities/Crypto Currencies. There is at least a yearly rebalance and ocassional trading in the Volatility Products. In my real accounts I replace the Volatility Products with my "Simple Volatility" strategy, and holding MGK for the stock portion is replaced with my "Small Stock Portfolio" strategy.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20170.0-5.01.53.61.84.36.0
20181.5-23.30.00.00.00.00.00.00.00.00.00.0-22.2
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began7/19/2017
Suggested Minimum Capital$10,000
Age113 months
What it tradesStocks
# Trades22
# Profitable9
% Profitable40.9%
Avg trade duration56.4 days
Max peak-to-valley drawdown9.4%
drawdown periodAug 08, 2017 - Aug 10, 2017
Cumul. Return-6.0%
Avg win$62
Avg loss$182

Ratios

W:L ratio0.27
Sharpe Ratio-0.45
Sortino Ratio-0.46
Calmar Ratio-0.57

CORRELATION STATISTICS

Correlation to SP5000.07
Return Percent SP500 (cumu) during strategy life208.2%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-5.7%

Return Statistics

Ann Return (w trading costs)-52.5%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-2.0%

Slump

Current Slump as Pcnt Equity31.5%
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss5.5%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)569
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$182
Avg Win$62
# Winners9
Sum Trade PL (losers)$2,365
Sum Trade PL (winners)$560
Num Months Winners6
# Losers13
% Winners40.9%

Dividends

Dividends Received in Model Acct82

Age

Num Months filled monthly returns table112

Frequency

Avg Position Time (mins)81192.48
Avg Position Time (hrs)1353.21
Avg Trade Length56.40
Last Trade Ago3164

Regression

Alpha-0.01
Beta0.03
Treynor Index-0.35

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.04
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-1.35
MAE:PL (avg, all trades)-0.82
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats23.11
MAE:PL - Winning Trades - this strat Percentile of All Strats19.97
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.85
Avg(MAE) / Avg(PL) - Losing trades-1.12
Hold-and-Hope Ratio-0.74

RATIO STATISTICS

a (intercept, estimate of alpha)-0.19
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)2
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 49 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
XIV long17Aug 15, 2017Feb 15, 2018($1,364)
MGK long14Aug 15, 2017Feb 15, 2018$169
GLD long7Aug 10, 2017Feb 15, 2018$43
DBC long48Aug 15, 2017Feb 15, 2018$89
BLV long39Aug 10, 2017Feb 15, 2018($145)
BIV long17Aug 15, 2017Feb 15, 2018($57)
YRCW long76Aug 7, 2017Aug 15, 2017($22)
KEM long19Aug 14, 2017Aug 15, 2017$19
CROX long41Aug 14, 2017Aug 15, 2017($11)
CONN long84Jul 20, 2017Aug 15, 2017($130)
LGIH long48Jul 20, 2017Aug 15, 2017$155
ZAGG long36Aug 14, 2017Aug 15, 2017$15
HTHIY long7Jul 31, 2017Aug 14, 2017($21)
XIV long50Aug 9, 2017Aug 10, 2017($411)
XIV long52Jul 20, 2017Aug 9, 2017($163)
AFLYY long68Jul 24, 2017Jul 31, 2017($38)
TLRD long78Jul 21, 2017Jul 31, 2017$49
MIXT long32Jul 20, 2017Jul 24, 2017($5)
VSH long48Jul 20, 2017Jul 24, 2017($8)
BIOS long109Jul 20, 2017Jul 21, 2017($3)
SDLP long212Jul 20, 2017Jul 21, 2017$6
SRT long25Jul 20, 2017Jul 21, 2017$6

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.