Collective2 Collective2
For your consideration Orange Cat Management +25.7% Annual Return (Compounded) since Jul 3, 2025 Hypothetical

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Zuma

By MatejGlavas

Futures · Started Aug 2017

hypothetical · Annual Return (Compounded)
29.6%
Max Drawdown
8.5%
Trades
116
Win Trades
85.3%
Profit Factor
0.10
Win Months
0.9%

About this strategy

Day trading futures.
Trading EU and US session. Trading commodities, currency and index futures.
Manual trading. All positions closed by end of NY session.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20172.6-20.7-94.4-1507.6-45.5-193.3
20180.00.0-0.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began8/22/2017
Suggested Minimum Capital$50,000
Age111 months
What it tradesFutures
# Trades116
# Profitable99
% Profitable85.3%
Avg trade duration1.8 days
Max peak-to-valley drawdown8.5%
drawdown periodSept 11, 2017 - Sept 13, 2017
Cumul. Return1.8%
Avg win$73
Avg loss$6,041

Ratios

W:L ratio0.07
Sharpe Ratio0.54
Sortino Ratio1.14
Calmar Ratio-1.00

CORRELATION STATISTICS

Correlation to SP500-0.29
Return Percent SP500 (cumu) during strategy life214.9%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-0.0%

Return Statistics

Ann Return (w trading costs)29.6%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.0%

Slump

Current Slump as Pcnt Equity—
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss3.5%
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 Automated0.7%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)780
Popularity (7 days, Percentile 1000 scale)607

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$6,041
Avg Win$73
# Winners99
Sum Trade PL (losers)$102,695
Sum Trade PL (winners)$7,229
Num Months Winners1
# Losers17
% Winners85.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table4

Frequency

Avg Position Time (mins)2591.12
Avg Position Time (hrs)43.19
Avg Trade Length1.80
Last Trade Ago3129

Regression

Alpha0
Beta-42.37
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat—
MAE:Equity, average, losing trades—
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 trades0
MAE:PL (avg, all trades)0
MAE:PL (avg, losing trades)—
MAE:PL - Winning Trades - this strat Percentile of All Strats0.03
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0
Avg(MAE) / Avg(PL) - Losing trades—
Hold-and-Hope Ratio0

RATIO STATISTICS

a (intercept, estimate of alpha)730.89
VAR (95 Confidence Intrvl)0.66

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)2
Last 4 Months - Pcnt Negative0.8%

Trading record

SymbolSideQtyOpenedClosedP/L
@ES Z7short1Sep 13, 2017Dec 18, 2017($8,821)
@YM Z7short7Sep 11, 2017Dec 15, 2017($93,276)
@ES Z7short1Sep 12, 2017Sep 12, 2017$80
@W Z7long2Sep 11, 2017Sep 11, 2017$59
QNG V7long1Sep 11, 2017Sep 11, 2017$132
@YM Z7short1Sep 11, 2017Sep 11, 2017$2
@EU Z7short1Sep 11, 2017Sep 11, 2017$111
@EU Z7short1Sep 11, 2017Sep 11, 2017$73
@YM U7short1Sep 10, 2017Sep 10, 2017$17
QNG V7long1Sep 8, 2017Sep 8, 2017($78)
@YM U7short1Sep 8, 2017Sep 8, 2017$27
@AD U7short1Sep 8, 2017Sep 8, 2017$102
@EU U7short1Sep 8, 2017Sep 8, 2017$36
@EU U7short1Sep 8, 2017Sep 8, 2017$30
QNG V7long1Sep 8, 2017Sep 8, 2017($28)
@EU U7short1Sep 8, 2017Sep 8, 2017$67
@EU U7short1Sep 8, 2017Sep 8, 2017$117
@EU U7short1Sep 8, 2017Sep 8, 2017$111
@EU U7short1Sep 8, 2017Sep 8, 2017$105
@EU U7short1Sep 7, 2017Sep 7, 2017$55
@EU U7short1Sep 7, 2017Sep 7, 2017$161
@YM U7short1Sep 7, 2017Sep 7, 2017$92
@EU U7short1Sep 7, 2017Sep 7, 2017$142
@EU U7short1Sep 7, 2017Sep 7, 2017$55
@EU U7short2Sep 7, 2017Sep 7, 2017$59
@EU U7short1Sep 7, 2017Sep 7, 2017$48
@EU U7short7Sep 7, 2017Sep 7, 2017$494
@QM V7short2Sep 6, 2017Sep 7, 2017($29)
@EU U7short1Sep 6, 2017Sep 6, 2017$73
@EU U7short1Sep 6, 2017Sep 6, 2017$23

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.