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These are hypothetical performance results that have certain inherent limitations. Learn more

SlowESa
(116712183)

Created by: JimmyT2 JimmyT2
Started: 02/2018
Futures
Last trade: 2 days ago
Trading style: CTA-like Financials / Indexes

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 $100.00 per month.

Trading Category: CTA-like
Financials / Indexes
Category: Equity

Financials / Indexes

Focuses on market indexes or interest rates futures.
47.9%
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.

13.0%
Max Drawdown
29
Num Trades
58.6%
Win Trades
2.7 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018       +1.3%+52.4%(4.2%)                                                +47.9%

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 60 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/20/18 11:26 @ESM8 E-MINI S&P 500 SHORT 3 2670.86 4/20 16:00 2669.83 3.16%
Trade id #117598475
Max drawdown($1,183)
Time4/20/18 11:43
Quant open-3
Worst price2678.75
Drawdown as % of equity-3.16%
$130
Includes Typical Broker Commissions trade costs of $24.00
4/19/18 14:57 @ESM8 E-MINI S&P 500 SHORT 3 2689.09 4/19 16:00 2693.00 3.92%
Trade id #117585560
Max drawdown($1,485)
Time4/19/18 15:38
Quant open-3
Worst price2699.00
Drawdown as % of equity-3.92%
($610)
Includes Typical Broker Commissions trade costs of $24.00
4/19/18 14:56 @ESM8 E-MINI S&P 500 SHORT 3 2689.25 4/19 14:57 2689.25 n/a ($24)
Includes Typical Broker Commissions trade costs of $24.00
4/19/18 14:43 @ESM8 E-MINI S&P 500 SHORT 3 2688.50 4/19 14:49 2688.25 0.59%
Trade id #117585403
Max drawdown($225)
Time4/19/18 14:47
Quant open-3
Worst price2690.00
Drawdown as % of equity-0.59%
$14
Includes Typical Broker Commissions trade costs of $24.00
4/19/18 14:16 @ESM8 E-MINI S&P 500 SHORT 3 2687.25 4/19 14:41 2688.00 0.3%
Trade id #117584979
Max drawdown($113)
Time4/19/18 14:41
Quant open0
Worst price2688.00
Drawdown as % of equity-0.30%
($137)
Includes Typical Broker Commissions trade costs of $24.00
4/19/18 14:14 @ESM8 E-MINI S&P 500 SHORT 3 2687.00 4/19 14:15 2687.25 0.1%
Trade id #117584946
Max drawdown($38)
Time4/19/18 14:15
Quant open0
Worst price2687.25
Drawdown as % of equity-0.10%
($62)
Includes Typical Broker Commissions trade costs of $24.00
4/19/18 10:57 @ESM8 E-MINI S&P 500 SHORT 3 2691.58 4/19 14:13 2688.50 0.79%
Trade id #117580560
Max drawdown($300)
Time4/19/18 11:01
Quant open-2
Worst price2696.25
Drawdown as % of equity-0.79%
$439
Includes Typical Broker Commissions trade costs of $24.00
4/17/18 11:26 @ESM8 E-MINI S&P 500 LONG 1 2707.50 4/17 16:00 2706.50 0.83%
Trade id #117543229
Max drawdown($312)
Time4/17/18 13:16
Quant open1
Worst price2701.25
Drawdown as % of equity-0.83%
($58)
Includes Typical Broker Commissions trade costs of $8.00
4/16/18 12:52 @ESM8 E-MINI S&P 500 LONG 1 2683.00 4/16 12:54 2683.50 n/a $17
Includes Typical Broker Commissions trade costs of $8.00
4/16/18 12:48 @ESM8 E-MINI S&P 500 LONG 1 2679.75 4/16 12:50 2680.75 0.13%
Trade id #117528962
Max drawdown($50)
Time4/16/18 12:50
Quant open1
Worst price2678.75
Drawdown as % of equity-0.13%
$42
Includes Typical Broker Commissions trade costs of $8.00
4/16/18 10:28 @ESM8 E-MINI S&P 500 LONG 1 2675.50 4/16 12:11 2676.25 0.86%
Trade id #117526010
Max drawdown($325)
Time4/16/18 11:16
Quant open1
Worst price2669.00
Drawdown as % of equity-0.86%
$30
Includes Typical Broker Commissions trade costs of $8.00
4/6/18 14:49 @ESM8 E-MINI S&P 500 SHORT 1 2593.00 4/6 15:11 2590.88 0.33%
Trade id #117409748
Max drawdown($125)
Time4/6/18 15:01
Quant open-1
Worst price2595.50
Drawdown as % of equity-0.33%
$98
Includes Typical Broker Commissions trade costs of $8.00
4/4/18 10:56 @ESM8 E-MINI S&P 500 SHORT 1 2597.50 4/4 14:32 2628.50 4.07%
Trade id #117366585
Max drawdown($1,575)
Time4/4/18 14:30
Quant open-1
Worst price2629.00
Drawdown as % of equity-4.07%
($1,558)
Includes Typical Broker Commissions trade costs of $8.00
4/4/18 9:59 @ESM8 E-MINI S&P 500 SHORT 1 2588.28 4/4 10:39 2587.00 0.85%
Trade id #117364636
Max drawdown($335)
Time4/4/18 10:14
Quant open-1
Worst price2595.00
Drawdown as % of equity-0.85%
$56
Includes Typical Broker Commissions trade costs of $8.00
4/3/18 14:35 @ESM8 E-MINI S&P 500 SHORT 2 2581.25 4/3 14:39 2583.78 0.64%
Trade id #117353019
Max drawdown($253)
Time4/3/18 14:39
Quant open0
Worst price2583.78
Drawdown as % of equity-0.64%
($269)
Includes Typical Broker Commissions trade costs of $16.00
4/3/18 10:57 @ESM8 E-MINI S&P 500 LONG 1 2594.00 4/3 14:35 2581.25 1.66%
Trade id #117347209
Max drawdown($662)
Time4/3/18 14:35
Quant open1
Worst price2580.75
Drawdown as % of equity-1.66%
($646)
Includes Typical Broker Commissions trade costs of $8.00
4/2/18 9:59 @ESM8 E-MINI S&P 500 SHORT 1 2624.50 4/2 10:36 2606.25 0.06%
Trade id #117324443
Max drawdown($25)
Time4/2/18 10:01
Quant open-1
Worst price2625.00
Drawdown as % of equity-0.06%
$905
Includes Typical Broker Commissions trade costs of $8.00
3/29/18 14:49 @ESM8 E-MINI S&P 500 LONG 1 2652.75 3/29 16:01 2639.75 1.71%
Trade id #117303774
Max drawdown($675)
Time3/29/18 16:01
Quant open1
Worst price2639.25
Drawdown as % of equity-1.71%
($658)
Includes Typical Broker Commissions trade costs of $8.00
3/27/18 14:49 @ESM8 E-MINI S&P 500 SHORT 2 2624.00 3/27 16:01 2618.75 0.19%
Trade id #117261031
Max drawdown($75)
Time3/27/18 14:55
Quant open-1
Worst price2646.25
Drawdown as % of equity-0.19%
$509
Includes Typical Broker Commissions trade costs of $16.00
3/26/18 11:54 @ESM8 E-MINI S&P 500 LONG 5 2620.77 3/26 16:00 2657.95 4.37%
Trade id #117232979
Max drawdown($1,279)
Time3/26/18 12:05
Quant open4
Worst price2613.50
Drawdown as % of equity-4.37%
$9,256
Includes Typical Broker Commissions trade costs of $40.00
3/26/18 9:59 @ESM8 E-MINI S&P 500 LONG 4 2630.62 3/26 11:09 2613.19 11.6%
Trade id #117229234
Max drawdown($3,488)
Time3/26/18 11:09
Quant open1
Worst price2612.25
Drawdown as % of equity-11.60%
($3,520)
Includes Typical Broker Commissions trade costs of $32.00
3/22/18 13:11 @ESM8 E-MINI S&P 500 SHORT 2 2676.50 3/22 15:03 2672.25 4.64%
Trade id #117186482
Max drawdown($1,525)
Time3/22/18 13:46
Quant open-2
Worst price2691.75
Drawdown as % of equity-4.64%
$409
Includes Typical Broker Commissions trade costs of $16.00
3/22/18 9:59 @ESM8 E-MINI S&P 500 SHORT 2 2679.38 3/22 12:19 2677.50 1.68%
Trade id #117179306
Max drawdown($550)
Time3/22/18 10:15
Quant open-1
Worst price2698.25
Drawdown as % of equity-1.68%
$172
Includes Typical Broker Commissions trade costs of $16.00
3/19/18 10:16 @ESM8 E-MINI S&P 500 SHORT 5 2729.75 3/19 16:00 2717.30 1.09%
Trade id #117115404
Max drawdown($325)
Time3/19/18 10:33
Quant open-2
Worst price2738.50
Drawdown as % of equity-1.09%
$3,073
Includes Typical Broker Commissions trade costs of $40.00
3/13/18 15:18 @ESM8 E-MINI S&P 500 SHORT 1 2769.25 3/13 16:00 2769.50 0.46%
Trade id #117027351
Max drawdown($137)
Time3/13/18 16:00
Quant open-1
Worst price2772.00
Drawdown as % of equity-0.46%
($21)
Includes Typical Broker Commissions trade costs of $8.00
3/9/18 10:28 @ESM8 E-MINI S&P 500 LONG 5 2772.35 3/9 16:00 2789.40 0.3%
Trade id #116959930
Max drawdown($75)
Time3/9/18 10:32
Quant open1
Worst price2766.00
Drawdown as % of equity-0.30%
$4,223
Includes Typical Broker Commissions trade costs of $40.00
3/5/18 13:22 @ESH8 E-MINI S&P 500 LONG 2 2722.88 3/5 16:00 2721.00 2%
Trade id #116866724
Max drawdown($512)
Time3/5/18 14:20
Quant open1
Worst price2708.50
Drawdown as % of equity-2.00%
($204)
Includes Typical Broker Commissions trade costs of $16.00
3/1/18 13:51 @ESH8 E-MINI S&P 500 SHORT 1 2679.00 3/1 16:00 2676.25 1.97%
Trade id #116807267
Max drawdown($500)
Time3/1/18 15:21
Quant open-1
Worst price2689.00
Drawdown as % of equity-1.97%
$130
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 12:25 @ESH8 E-MINI S&P 500 SHORT 2 2761.00 2/27 15:48 2756.50 3.05%
Trade id #116752482
Max drawdown($762)
Time2/27/18 13:11
Quant open-1
Worst price2773.00
Drawdown as % of equity-3.05%
$434
Includes Typical Broker Commissions trade costs of $16.00

Statistics

  • Strategy began
    2/25/2018
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    56.01
  • Age
    56 days ago
  • What it trades
    Futures
  • # Trades
    29
  • # Profitable
    17
  • % Profitable
    58.60%
  • Avg trade duration
    2.0 hours
  • Max peak-to-valley drawdown
    13.02%
  • drawdown period
    March 22, 2018 - March 26, 2018
  • Cumul. Return
    47.9%
  • Avg win
    $1,191
  • Avg loss
    $630.58
  • Model Account Values (Raw)
  • Cash
    $37,682
  • Margin Used
    $0
  • Buying Power
    $37,682
  • Ratios
  • W:L ratio
    2.68:1
  • Sharpe Ratio
    4.745
  • Sortino Ratio
    27.508
  • Calmar Ratio
    279.397
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.21800
  • Return Statistics
  • Ann Return (w trading costs)
    995.1%
  • Ann Return (Compnd, No Fees)
    1279.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    3.00%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    365
  • Popularity (Last 6 weeks)
    971
  • C2 Score
    76.5
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $1,191
  • Avg Loss
    $631
  • # Winners
    17
  • # Losers
    12
  • % Winners
    58.6%
  • Frequency
  • Avg Position Time (mins)
    117.60
  • Avg Position Time (hrs)
    1.96
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    2
  • 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)
    2.72500

Strategy Description

The Slow ES portfolio is a collection of 5 different day trading strategies utilizing different trading logic. Each system is traded independently so the net position of the portfolio can change. In addition, since they trade independently, at any one time, some systems could be long and some short at the same time. As an example, two of the day trading strategies could be long and three could be short, giving you a net portfolio position of short 1 contract. The systems have been developed independently, utilizing data files that can be separated into three parts, training, testing and validation. The training and testing portions of the data are used in optimizing the parameters, and the validation section is used to test the overall results. Sophisticated walk forward analysis is used along with statistical sensitivity analysis, including Monte Carlo testing . All systems close out prior to the end of the day trading.

Summary Statistics

Strategy began
2018-02-25
Suggested Minimum Capital
$35,000
# Trades
29
# Profitable
17
% Profitable
58.6%
Correlation S&P500
-0.218
Sharpe Ratio
4.745

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.