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

Honey Growth Fund
(117390638)

Created by: Honey_Investments Honey_Investments
Started: 04/2018
Options
Last trade: 7 days ago
Trading style: Options Premium Collecting Directional Bets

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 $275.00 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.

Trading Category: Options
Premium Collecting
Category: Equity

Premium Collecting

A trading strategy that, while typically profitable on a trade-by-trade basis, has some possibility of infrequent, but extremely large, losses.
Directional Bets
Category: Equity

Directional Bets

Uses primarily options to make bets about the direction or magnitude of price movements in assets.
790.3%
Annual Return (Compounded)

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 Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(51.7%)
Max Drawdown
1657
Num Trades
66.4%
Win Trades
1.1 : 1
Profit Factor
56.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                     +97.3%+323.3%+92.5%(19.2%)+310.3%+0.7%+26.7%+54.2%(17%)+8601.3%
2019+16.9%+10.3%+12.1%(0.1%)(18.5%)+0.6%(11.1%)+1.4%(2%)+13.3%(3%)(1.4%)+13.5%
2020(20.1%)(17.3%)                                                            (33.9%)

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/14/20 12:51 MU2021B57.5 MU Feb21'20 57.5 call SHORT 500 1.95 2/21 10:13 0.45 0.28%
Trade id #127518070
Max drawdown($43,140)
Time2/19/20 0:00
Quant open500
Worst price2.81
Drawdown as % of equity-0.28%
$74,160
Includes Typical Broker Commissions trade costs of $700.00
2/14/20 12:49 MU2021B57 MU Feb21'20 57 call SHORT 3,500 2.33 2/21 10:13 0.81 2.08%
Trade id #127517981
Max drawdown($320,810)
Time2/19/20 0:00
Quant open3,500
Worst price3.25
Drawdown as % of equity-2.08%
$528,290
Includes Typical Broker Commissions trade costs of $4,900.00
2/14/20 12:54 FB2021B215 FB Feb21'20 215 call SHORT 2,120 1.55 2/21 10:12 0.11 3.34%
Trade id #127518138
Max drawdown($518,780)
Time2/20/20 0:00
Quant open2,120
Worst price4.00
Drawdown as % of equity-3.34%
$302,932
Includes Typical Broker Commissions trade costs of $2,968.00
2/14/20 12:56 BABA2021B220 BABA Feb21'20 220 call SHORT 420 2.90 2/21 10:12 0.07 0.37%
Trade id #127518211
Max drawdown($56,910)
Time2/19/20 0:00
Quant open420
Worst price4.25
Drawdown as % of equity-0.37%
$118,062
Includes Typical Broker Commissions trade costs of $588.00
2/14/20 12:57 EA2021B110 EA Feb21'20 110 call SHORT 560 0.90 2/21 10:12 0.03 0.18%
Trade id #127518257
Max drawdown($28,140)
Time2/19/20 0:00
Quant open560
Worst price1.40
Drawdown as % of equity-0.18%
$47,796
Includes Typical Broker Commissions trade costs of $784.00
2/18/20 11:28 AMD2021B55 AMD Feb21'20 55 call SHORT 1,050 1.87 2/21 10:11 0.56 1.65%
Trade id #127575458
Max drawdown($255,010)
Time2/19/20 0:00
Quant open1,050
Worst price4.30
Drawdown as % of equity-1.65%
$136,220
Includes Typical Broker Commissions trade costs of $1,470.00
2/15/20 9:35 AMD ADVANCED MICRO DEVICES INC. C SHORT 105,000 48.50 2/18 9:30 54.94 4.48%
Trade id #127525703
Max drawdown($675,150)
Time2/18/20 9:30
Quant open105,000
Worst price54.93
Drawdown as % of equity-4.48%
($676,205)
Includes Typical Broker Commissions trade costs of $5.00
2/7/20 12:06 AMD2014B48.5 AMD Feb14'20 48.5 call SHORT 1,050 2.40 2/15 9:35 0.00 3.16%
Trade id #127415531
Max drawdown($466,970)
Time2/14/20 0:00
Quant open1,050
Worst price6.85
Drawdown as % of equity-3.16%
$251,545
Includes Typical Broker Commissions trade costs of $735.00
2/7/20 11:59 EA2014B109 EA Feb14'20 109 call SHORT 560 2.28 2/14 12:57 0.55 n/a $96,096
Includes Typical Broker Commissions trade costs of $784.00
2/7/20 12:09 BABA2014B222.5 BABA Feb14'20 222.5 call SHORT 420 3.11 2/14 12:55 0.02 1.26%
Trade id #127415606
Max drawdown($171,850)
Time2/12/20 0:00
Quant open420
Worst price7.20
Drawdown as % of equity-1.26%
$129,122
Includes Typical Broker Commissions trade costs of $588.00
2/7/20 11:55 FB2014B215 FB Feb14'20 215 call SHORT 2,120 1.54 2/14 12:53 0.05 0.86%
Trade id #127415249
Max drawdown($118,280)
Time2/10/20 0:00
Quant open2,120
Worst price2.10
Drawdown as % of equity-0.86%
$313,352
Includes Typical Broker Commissions trade costs of $2,968.00
2/7/20 12:01 NXPI2014B133 NXPI Feb14'20 133 call SHORT 560 2.33 2/14 12:51 2.09 1.28%
Trade id #127415391
Max drawdown($183,050)
Time2/13/20 0:00
Quant open560
Worst price5.60
Drawdown as % of equity-1.28%
$12,726
Includes Typical Broker Commissions trade costs of $784.00
2/7/20 12:04 MU2014B56.5 MU Feb14'20 56.5 call SHORT 500 1.78 2/14 12:49 2.44 1.06%
Trade id #127415500
Max drawdown($144,480)
Time2/12/20 0:00
Quant open500
Worst price4.67
Drawdown as % of equity-1.06%
($33,680)
Includes Typical Broker Commissions trade costs of $700.00
2/7/20 12:03 MU2014B56 MU Feb14'20 56 call SHORT 3,500 2.13 2/14 12:49 2.93 7.55%
Trade id #127415442
Max drawdown($1,026,200)
Time2/12/20 0:00
Quant open3,500
Worst price5.06
Drawdown as % of equity-7.55%
($285,600)
Includes Typical Broker Commissions trade costs of $4,900.00
1/30/20 9:52 BABA2007B212.5 BABA Feb7'20 212.5 call SHORT 1,050 2.19 2/7 12:07 4.15 9.33%
Trade id #127287016
Max drawdown($1,212,960)
Time2/5/20 0:00
Quant open1,050
Worst price13.74
Drawdown as % of equity-9.33%
($207,480)
Includes Typical Broker Commissions trade costs of $1,470.00
1/31/20 14:28 AMD2007B48 AMD Feb7'20 48 call SHORT 1,050 1.06 2/7 12:05 2.40 1.25%
Trade id #127315039
Max drawdown($167,090)
Time2/7/20 11:21
Quant open1,050
Worst price2.65
Drawdown as % of equity-1.25%
($142,310)
Includes Typical Broker Commissions trade costs of $1,470.00
1/31/20 14:26 MU2007B54.5 MU Feb7'20 54.5 call SHORT 500 0.73 2/7 12:02 2.90 1.42%
Trade id #127314964
Max drawdown($188,500)
Time2/6/20 0:00
Quant open500
Worst price4.50
Drawdown as % of equity-1.42%
($109,200)
Includes Typical Broker Commissions trade costs of $700.00
1/31/20 14:24 MU2007B55 MU Feb7'20 55 call SHORT 3,500 0.58 2/7 12:01 2.39 9.29%
Trade id #127314896
Max drawdown($1,233,750)
Time2/6/20 0:00
Quant open3,500
Worst price4.10
Drawdown as % of equity-9.29%
($640,150)
Includes Typical Broker Commissions trade costs of $4,900.00
2/3/20 13:26 NXPI2007B130 NXPI Feb7'20 130 call SHORT 560 1.62 2/7 12:00 3.85 1.91%
Trade id #127339672
Max drawdown($248,290)
Time2/5/20 0:00
Quant open560
Worst price6.05
Drawdown as % of equity-1.91%
($125,874)
Includes Typical Broker Commissions trade costs of $784.00
2/4/20 15:29 EA2007B108 EA Feb7'20 108 call SHORT 560 0.75 2/7 11:58 2.40 0.79%
Trade id #127362870
Max drawdown($106,050)
Time2/7/20 10:24
Quant open560
Worst price2.64
Drawdown as % of equity-0.79%
($93,394)
Includes Typical Broker Commissions trade costs of $784.00
1/27/20 9:30 BABA2014N212.5 BABA Feb14'20 212.5 put LONG 1,050 12.39 2/7 11:57 3.60 8.95%
Trade id #127231123
Max drawdown($1,163,750)
Time2/5/20 0:00
Quant open1,050
Worst price1.31
Drawdown as % of equity-8.95%
($924,770)
Includes Typical Broker Commissions trade costs of $1,470.00
2/5/20 15:20 BABA2007N215 BABA Feb7'20 215 put SHORT 1,050 0.93 2/7 11:56 0.25 0.45%
Trade id #127382086
Max drawdown($59,570)
Time2/7/20 9:36
Quant open1,050
Worst price1.50
Drawdown as % of equity-0.45%
$70,210
Includes Typical Broker Commissions trade costs of $1,470.00
2/7/20 11:55 FB2007B210 FB Feb7'20 210 call SHORT 70 1.97 2/7 11:55 2.07 0.01%
Trade id #127415245
Max drawdown($700)
Time2/7/20 11:55
Quant open70
Worst price2.07
Drawdown as % of equity-0.01%
($798)
Includes Typical Broker Commissions trade costs of $98.00
1/31/20 14:22 FB2007B210 FB Feb7'20 210 call SHORT 2,120 0.91 2/7 11:54 1.96 4.55%
Trade id #127314837
Max drawdown($591,360)
Time2/5/20 0:00
Quant open2,120
Worst price3.70
Drawdown as % of equity-4.55%
($225,448)
Includes Typical Broker Commissions trade costs of $2,968.00
1/31/20 14:18 BABA2007N212.5 BABA Feb7'20 212.5 put SHORT 1,050 7.59 2/5 15:19 0.55 0.27%
Trade id #127314736
Max drawdown($32,200)
Time1/31/20 15:57
Quant open1,050
Worst price7.90
Drawdown as % of equity-0.27%
$738,080
Includes Typical Broker Commissions trade costs of $1,470.00
2/3/20 15:33 GOOGL2007B1500 GOOGL Feb7'20 1500 call SHORT 280 33.98 2/5 15:17 0.72 0.68%
Trade id #127342198
Max drawdown($84,700)
Time2/3/20 16:00
Quant open280
Worst price37.00
Drawdown as % of equity-0.68%
$930,608
Includes Typical Broker Commissions trade costs of $392.00
2/3/20 15:32 GOOGL2007B1560 GOOGL Feb7'20 1560 call LONG 140 15.85 2/5 15:17 0.10 1.77%
Trade id #127342193
Max drawdown($221,200)
Time2/4/20 0:00
Quant open140
Worst price0.05
Drawdown as % of equity-1.77%
($220,696)
Includes Typical Broker Commissions trade costs of $196.00
2/3/20 15:31 GOOGL2007B1440 GOOGL Feb7'20 1440 call LONG 140 65.50 2/5 15:11 13.00 6.44%
Trade id #127342179
Max drawdown($804,940)
Time2/4/20 0:00
Quant open140
Worst price8.00
Drawdown as % of equity-6.44%
($735,137)
Includes Typical Broker Commissions trade costs of $196.60
1/31/20 14:21 FB2031A210 FB Jan31'20 210 call SHORT 70 0.01 2/1 9:35 0.00 n/a $21
Includes Typical Broker Commissions trade costs of $49.00
1/29/20 15:00 AMD2031A48.5 AMD Jan31'20 48.5 call SHORT 1,050 0.37 1/31 14:27 0.02 0.18%
Trade id #127274263
Max drawdown($28,490)
Time1/30/20 0:00
Quant open1,050
Worst price0.64
Drawdown as % of equity-0.18%
$35,140
Includes Typical Broker Commissions trade costs of $1,470.00

Statistics

  • Strategy began
    4/5/2018
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    694.1
  • Age
    23 months ago
  • What it trades
    Options
  • # Trades
    1657
  • # Profitable
    1101
  • % Profitable
    66.40%
  • Avg trade duration
    7.9 days
  • Max peak-to-valley drawdown
    51.7%
  • drawdown period
    May 01, 2019 - Feb 28, 2020
  • Annual Return (Compounded)
    790.3%
  • Avg win
    $153,585
  • Avg loss
    $282,482
  • Model Account Values (Raw)
  • Cash
    $3,225,550
  • Margin Used
    $1,910,050
  • Buying Power
    $1,482,310
  • Ratios
  • W:L ratio
    1.08:1
  • Sharpe Ratio
    1.83
  • Sortino Ratio
    5.3
  • Calmar Ratio
    23.483
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    6420.65%
  • Correlation to SP500
    0.19850
  • Return Percent SP500 (cumu) during strategy life
    10.57%
  • Return Statistics
  • Ann Return (w trading costs)
    790.3%
  • Slump
  • Current Slump as Pcnt Equity
    1.02%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.44%
  • Instruments
  • Short Options - Percent Covered
    29.77%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    7.903%
  • Instruments
  • Percent Trades Options
    0.94%
  • Percent Trades Stocks
    0.06%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    910.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    49.00%
  • Chance of 20% account loss
    19.00%
  • Chance of 30% account loss
    5.50%
  • Chance of 40% account loss
    4.00%
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 50% account loss
    0.50%
  • Popularity
  • Popularity (Today)
    688
  • Popularity (Last 6 weeks)
    873
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    181
  • Popularity (7 days, Percentile 1000 scale)
    724
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $282,147
  • Avg Win
    $154,251
  • Sum Trade PL (losers)
    $157,438,000.000
  • Age
  • Num Months filled monthly returns table
    23
  • Win / Loss
  • Sum Trade PL (winners)
    $169,522,000.000
  • # Winners
    1099
  • Num Months Winners
    13
  • Dividends
  • Dividends Received in Model Acct
    45478
  • Win / Loss
  • # Losers
    558
  • % Winners
    66.3%
  • Frequency
  • Avg Position Time (mins)
    11303.50
  • Avg Position Time (hrs)
    188.39
  • Avg Trade Length
    7.8 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    13.68
  • Daily leverage (max)
    188.76
  • Regression
  • Alpha
    0.76
  • Beta
    1.78
  • Treynor Index
    0.44
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    36.65
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    30.95
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.31
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.03
  • Avg(MAE) / Avg(PL) - All trades
    -8.315
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    0.828
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.190
  • Hold-and-Hope Ratio
    -0.118
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    4.71616
  • SD
    3.08971
  • Sharpe ratio (Glass type estimate)
    1.52641
  • Sharpe ratio (Hedges UMVUE)
    1.47113
  • df
    21.00000
  • t
    2.06677
  • p
    0.24584
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.00852
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.02850
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.04323
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.98549
  • Statistics related to Sortino ratio
  • Sortino ratio
    37.44990
  • Upside Potential Ratio
    39.12960
  • Upside part of mean
    4.92770
  • Downside part of mean
    -0.21154
  • Upside SD
    3.30908
  • Downside SD
    0.12593
  • N nonnegative terms
    15.00000
  • N negative terms
    7.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    22.00000
  • Mean of predictor
    0.13680
  • Mean of criterion
    4.71616
  • SD of predictor
    0.10244
  • SD of criterion
    3.08971
  • Covariance
    -0.01834
  • r
    -0.05795
  • b (slope, estimate of beta)
    -1.74802
  • a (intercept, estimate of alpha)
    4.95529
  • Mean Square Error
    9.98994
  • DF error
    20.00000
  • t(b)
    -0.25961
  • p(b)
    0.52898
  • t(a)
    1.97463
  • p(a)
    0.29804
  • Lowerbound of 95% confidence interval for beta
    -15.79310
  • Upperbound of 95% confidence interval for beta
    12.29710
  • Lowerbound of 95% confidence interval for alpha
    -0.27938
  • Upperbound of 95% confidence interval for alpha
    10.19000
  • Treynor index (mean / b)
    -2.69801
  • Jensen alpha (a)
    4.95529
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    2.61104
  • SD
    1.48365
  • Sharpe ratio (Glass type estimate)
    1.75988
  • Sharpe ratio (Hedges UMVUE)
    1.69614
  • df
    21.00000
  • t
    2.38289
  • p
    0.21708
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.20032
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.28262
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.16041
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.23187
  • Statistics related to Sortino ratio
  • Sortino ratio
    19.77580
  • Upside Potential Ratio
    21.44200
  • Upside part of mean
    2.83103
  • Downside part of mean
    -0.21998
  • Upside SD
    1.62845
  • Downside SD
    0.13203
  • N nonnegative terms
    15.00000
  • N negative terms
    7.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    22.00000
  • Mean of predictor
    0.13107
  • Mean of criterion
    2.61104
  • SD of predictor
    0.10217
  • SD of criterion
    1.48365
  • Covariance
    -0.00919
  • r
    -0.06060
  • b (slope, estimate of beta)
    -0.88004
  • a (intercept, estimate of alpha)
    2.72639
  • Mean Square Error
    2.30278
  • DF error
    20.00000
  • t(b)
    -0.27152
  • p(b)
    0.53030
  • t(a)
    2.27473
  • p(a)
    0.27332
  • Lowerbound of 95% confidence interval for beta
    -7.64093
  • Upperbound of 95% confidence interval for beta
    5.88085
  • Lowerbound of 95% confidence interval for alpha
    0.22625
  • Upperbound of 95% confidence interval for alpha
    5.22654
  • Treynor index (mean / b)
    -2.96696
  • Jensen alpha (a)
    2.72639
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.38547
  • Expected Shortfall on VaR
    0.48010
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02989
  • Expected Shortfall on VaR
    0.06335
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    22.00000
  • Minimum
    0.88014
  • Quartile 1
    0.98089
  • Median
    1.04137
  • Quartile 3
    1.28850
  • Maximum
    4.57667
  • Mean of quarter 1
    0.93839
  • Mean of quarter 2
    1.01247
  • Mean of quarter 3
    1.08857
  • Mean of quarter 4
    2.41846
  • Inter Quartile Range
    0.30762
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.18182
  • Mean of outliers high
    2.93918
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -2.99984
  • VaR(95%) (moments method)
    0.05034
  • Expected Shortfall (moments method)
    0.05059
  • Extreme Value Index (regression method)
    -0.56032
  • VaR(95%) (regression method)
    0.07969
  • Expected Shortfall (regression method)
    0.09389
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.06013
  • Quartile 1
    0.06288
  • Median
    0.06563
  • Quartile 3
    0.13867
  • Maximum
    0.21171
  • Mean of quarter 1
    0.06013
  • Mean of quarter 2
    0.06563
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.21171
  • Inter Quartile Range
    0.07579
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    64.87130
  • Compounded annual return (geometric extrapolation)
    12.61330
  • Calmar ratio (compounded annual return / max draw down)
    59.57950
  • Compounded annual return / average of 25% largest draw downs
    59.57950
  • Compounded annual return / Expected Shortfall lognormal
    26.27240
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    2.98198
  • SD
    1.23835
  • Sharpe ratio (Glass type estimate)
    2.40803
  • Sharpe ratio (Hedges UMVUE)
    2.40432
  • df
    486.00000
  • t
    3.28304
  • p
    0.00055
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.96132
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.85239
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.95880
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.84983
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.14853
  • Upside Potential Ratio
    13.65770
  • Upside part of mean
    5.69727
  • Downside part of mean
    -2.71529
  • Upside SD
    1.17910
  • Downside SD
    0.41715
  • N nonnegative terms
    271.00000
  • N negative terms
    216.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    487.00000
  • Mean of predictor
    0.05927
  • Mean of criterion
    2.98198
  • SD of predictor
    0.14558
  • SD of criterion
    1.23835
  • Covariance
    0.03706
  • r
    0.20558
  • b (slope, estimate of beta)
    1.74875
  • a (intercept, estimate of alpha)
    2.87800
  • Mean Square Error
    1.47172
  • DF error
    485.00000
  • t(b)
    4.62623
  • p(b)
    0.00000
  • t(a)
    3.23373
  • p(a)
    0.00065
  • Lowerbound of 95% confidence interval for beta
    1.00601
  • Upperbound of 95% confidence interval for beta
    2.49148
  • Lowerbound of 95% confidence interval for alpha
    1.12941
  • Upperbound of 95% confidence interval for alpha
    4.62725
  • Treynor index (mean / b)
    1.70521
  • Jensen alpha (a)
    2.87833
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    2.37436
  • SD
    1.03342
  • Sharpe ratio (Glass type estimate)
    2.29758
  • Sharpe ratio (Hedges UMVUE)
    2.29403
  • df
    486.00000
  • t
    3.13245
  • p
    0.00092
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.85164
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.74123
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.84923
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.73883
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.37122
  • Upside Potential Ratio
    11.72620
  • Upside part of mean
    5.18361
  • Downside part of mean
    -2.80925
  • Upside SD
    0.94439
  • Downside SD
    0.44205
  • N nonnegative terms
    271.00000
  • N negative terms
    216.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    487.00000
  • Mean of predictor
    0.04865
  • Mean of criterion
    2.37436
  • SD of predictor
    0.14599
  • SD of criterion
    1.03342
  • Covariance
    0.03712
  • r
    0.24608
  • b (slope, estimate of beta)
    1.74196
  • a (intercept, estimate of alpha)
    2.28961
  • Mean Square Error
    1.00535
  • DF error
    485.00000
  • t(b)
    5.59127
  • p(b)
    0.00000
  • t(a)
    3.11261
  • p(a)
    0.00098
  • Lowerbound of 95% confidence interval for beta
    1.12981
  • Upperbound of 95% confidence interval for beta
    2.35412
  • Lowerbound of 95% confidence interval for alpha
    0.84427
  • Upperbound of 95% confidence interval for alpha
    3.73495
  • Treynor index (mean / b)
    1.36304
  • Jensen alpha (a)
    2.28961
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.09149
  • Expected Shortfall on VaR
    0.11516
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02164
  • Expected Shortfall on VaR
    0.04665
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    487.00000
  • Minimum
    0.79966
  • Quartile 1
    0.99019
  • Median
    1.00105
  • Quartile 3
    1.01828
  • Maximum
    1.88264
  • Mean of quarter 1
    0.96169
  • Mean of quarter 2
    0.99700
  • Mean of quarter 3
    1.00885
  • Mean of quarter 4
    1.07796
  • Inter Quartile Range
    0.02809
  • Number outliers low
    23.00000
  • Percentage of outliers low
    0.04723
  • Mean of outliers low
    0.90404
  • Number of outliers high
    42.00000
  • Percentage of outliers high
    0.08624
  • Mean of outliers high
    1.16774
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.31834
  • VaR(95%) (moments method)
    0.03248
  • Expected Shortfall (moments method)
    0.05890
  • Extreme Value Index (regression method)
    0.25345
  • VaR(95%) (regression method)
    0.03449
  • Expected Shortfall (regression method)
    0.05945
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    31.00000
  • Minimum
    0.00188
  • Quartile 1
    0.01347
  • Median
    0.03052
  • Quartile 3
    0.09383
  • Maximum
    0.41494
  • Mean of quarter 1
    0.00850
  • Mean of quarter 2
    0.02136
  • Mean of quarter 3
    0.05587
  • Mean of quarter 4
    0.23693
  • Inter Quartile Range
    0.08036
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.12903
  • Mean of outliers high
    0.33100
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -1.06077
  • VaR(95%) (moments method)
    0.23061
  • Expected Shortfall (moments method)
    0.24814
  • Extreme Value Index (regression method)
    -0.91188
  • VaR(95%) (regression method)
    0.30486
  • Expected Shortfall (regression method)
    0.33467
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    43.87300
  • Compounded annual return (geometric extrapolation)
    9.74412
  • Calmar ratio (compounded annual return / max draw down)
    23.48300
  • Compounded annual return / average of 25% largest draw downs
    41.12680
  • Compounded annual return / Expected Shortfall lognormal
    84.61090
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.36555
  • SD
    0.45175
  • Sharpe ratio (Glass type estimate)
    -0.80918
  • Sharpe ratio (Hedges UMVUE)
    -0.80450
  • df
    130.00000
  • t
    -0.57217
  • p
    0.52506
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.58128
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.96582
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.57803
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96903
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.90153
  • Upside Potential Ratio
    4.31250
  • Upside part of mean
    1.74861
  • Downside part of mean
    -2.11416
  • Upside SD
    0.19653
  • Downside SD
    0.40548
  • N nonnegative terms
    68.00000
  • N negative terms
    63.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.04114
  • Mean of criterion
    -0.36555
  • SD of predictor
    0.13774
  • SD of criterion
    0.45175
  • Covariance
    0.03444
  • r
    0.55352
  • b (slope, estimate of beta)
    1.81546
  • a (intercept, estimate of alpha)
    -0.44023
  • Mean Square Error
    0.14265
  • DF error
    129.00000
  • t(b)
    7.54866
  • p(b)
    0.16655
  • t(a)
    -0.82406
  • p(a)
    0.54603
  • Lowerbound of 95% confidence interval for beta
    1.33962
  • Upperbound of 95% confidence interval for beta
    2.29130
  • Lowerbound of 95% confidence interval for alpha
    -1.49722
  • Upperbound of 95% confidence interval for alpha
    0.61675
  • Treynor index (mean / b)
    -0.20135
  • Jensen alpha (a)
    -0.44023
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.47461
  • SD
    0.47664
  • Sharpe ratio (Glass type estimate)
    -0.99573
  • Sharpe ratio (Hedges UMVUE)
    -0.98997
  • df
    130.00000
  • t
    -0.70408
  • p
    0.53082
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.76836
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.78053
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.76439
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.78445
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.09249
  • Upside Potential Ratio
    3.98144
  • Upside part of mean
    1.72965
  • Downside part of mean
    -2.20425
  • Upside SD
    0.19388
  • Downside SD
    0.43443
  • N nonnegative terms
    68.00000
  • N negative terms
    63.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.03161
  • Mean of criterion
    -0.47461
  • SD of predictor
    0.13896
  • SD of criterion
    0.47664
  • Covariance
    0.03640
  • r
    0.54962
  • b (slope, estimate of beta)
    1.88525
  • a (intercept, estimate of alpha)
    -0.53420
  • Mean Square Error
    0.15979
  • DF error
    129.00000
  • t(b)
    7.47236
  • p(b)
    0.16862
  • t(a)
    -0.94488
  • p(a)
    0.55272
  • VAR (95 Confidence Intrvl)
    0.09100
  • Lowerbound of 95% confidence interval for beta
    1.38607
  • Upperbound of 95% confidence interval for beta
    2.38442
  • Lowerbound of 95% confidence interval for alpha
    -1.65280
  • Upperbound of 95% confidence interval for alpha
    0.58439
  • Treynor index (mean / b)
    -0.25175
  • Jensen alpha (a)
    -0.53420
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04901
  • Expected Shortfall on VaR
    0.06058
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01752
  • Expected Shortfall on VaR
    0.03947
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.83239
  • Quartile 1
    0.99585
  • Median
    1.00044
  • Quartile 3
    1.01058
  • Maximum
    1.03803
  • Mean of quarter 1
    0.96964
  • Mean of quarter 2
    0.99835
  • Mean of quarter 3
    1.00498
  • Mean of quarter 4
    1.02164
  • Inter Quartile Range
    0.01473
  • Number outliers low
    9.00000
  • Percentage of outliers low
    0.06870
  • Mean of outliers low
    0.92179
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.06107
  • Mean of outliers high
    1.03522
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.76936
  • VaR(95%) (moments method)
    0.02339
  • Expected Shortfall (moments method)
    0.11431
  • Extreme Value Index (regression method)
    0.49950
  • VaR(95%) (regression method)
    0.02702
  • Expected Shortfall (regression method)
    0.06829
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    11.00000
  • Minimum
    0.00050
  • Quartile 1
    0.00379
  • Median
    0.02314
  • Quartile 3
    0.02767
  • Maximum
    0.34448
  • Mean of quarter 1
    0.00154
  • Mean of quarter 2
    0.01320
  • Mean of quarter 3
    0.02600
  • Mean of quarter 4
    0.15632
  • Inter Quartile Range
    0.02388
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.18182
  • Mean of outliers high
    0.22045
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -1.94742
  • VaR(95%) (moments method)
    0.10109
  • Expected Shortfall (moments method)
    0.10534
  • Extreme Value Index (regression method)
    0.85942
  • VaR(95%) (regression method)
    0.36351
  • Last 4 Months - Pcnt Negative
    1.00%
  • Expected Shortfall (regression method)
    3.10054
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -252357000
  • Max Equity Drawdown (num days)
    303
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.42250
  • Compounded annual return (geometric extrapolation)
    -0.37787
  • Calmar ratio (compounded annual return / max draw down)
    -1.09692
  • Compounded annual return / average of 25% largest draw downs
    -2.41725
  • Compounded annual return / Expected Shortfall lognormal
    -6.23751

Strategy Description

NOTICE FOR ALL SUBSCRIBERS AND SIMS: YOU MUST PURCHASE THE LONG END TO PORTFOLIO POSITIONS IF YOU WISH TO TRADE THIS STRATEGY. DO NOT AUTO TRADE! SELECT MAUAL INPUT. WE SOMETIMES SET UP SINGLE POSITIONS LARGER THAN MOST ACCOUNTS. YOU MUST MANUALLY SCALE YOUR OWN POSITIONS AS C2 DOES NOT HAVE ENOUGH FLEXIBILITY ON SIZING.

YOU MUST AGREE TO THE ABOVE IF YOU WISH TO SUBSCRIBE OR SIMULATE.



To view full a disclaimer, strategy details, risk management, and tools, visit our website: www.Honey.Investments

Summary Statistics

Strategy began
2018-04-05
Suggested Minimum Capital
$35,000
# Trades
1657
# Profitable
1101
% Profitable
66.4%
Net Dividends
Correlation S&P500
0.199
Sharpe Ratio
1.83
Sortino Ratio
5.30
Beta
1.78
Alpha
0.76
Leverage
13.68 Average
188.76 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.