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This is an archived track record. This track record was archived on 6/22/18 11:32 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

Five Squared
(117827010)

Created by: tradeLab tradeLab
Started: 05/2018
Stocks
Last trade: 118 days ago
Trading style: Equity Non-hedged Equity Hedged Equity

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 $139.00 per month.

Trading Category: Equity
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
Hedged Equity
Category: Equity

Hedged Equity

Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.
0.1%
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.

(10.1%)
Max Drawdown
34
Num Trades
55.9%
Win Trades
1.1 : 1
Profit Factor
33.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                            +10.4%(9.7%)+0.2%  -    -    -              (0.1%)

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
6/18/18 10:09 PHM PULTEGROUP LONG 333 30.05 6/22 11:32 28.80 n/a ($423)
Includes Typical Broker Commissions trade costs of $6.66
6/8/18 13:20 WDC WESTERN DIGITAL LONG 122 82.30 6/22 11:31 80.51 n/a ($220)
Includes Typical Broker Commissions trade costs of $2.44
6/18/18 10:10 ORCL ORACLE CORP LONG 217 46.06 6/22 11:31 43.65 n/a ($528)
Includes Typical Broker Commissions trade costs of $4.34
6/4/18 9:42 BLL BALL CORP LONG 271 36.85 6/22 11:30 35.52 n/a ($365)
Includes Typical Broker Commissions trade costs of $5.42
6/8/18 13:13 AMAT APPLIED MATERIALS LONG 197 50.78 6/22 11:30 48.12 n/a ($529)
Includes Typical Broker Commissions trade costs of $3.94
6/8/18 13:11 LRCX LAM RESEARCH LONG 54 187.77 6/18 10:08 176.07 2.72%
Trade id #118338910
Max drawdown($738)
Time6/18/18 9:40
Quant open54
Worst price174.09
Drawdown as % of equity-2.72%
($633)
Includes Typical Broker Commissions trade costs of $1.08
6/11/18 9:53 WBA WALGREEN BOOTS ALLIANCE INC. LONG 158 63.33 6/18 10:08 64.84 0.09%
Trade id #118368540
Max drawdown($25)
Time6/12/18 10:43
Quant open158
Worst price63.17
Drawdown as % of equity-0.09%
$236
Includes Typical Broker Commissions trade costs of $3.16
5/31/18 9:30 PRSP PERSPECTA INC LONG 50 0.00 6/11 9:51 24.30 n/a $1,214
Includes Typical Broker Commissions trade costs of $1.00
5/18/18 9:39 DXC DXC TECHNOLOGY CO LONG 100 99.95 6/11 9:49 85.34 7.14%
Trade id #117994015
Max drawdown($1,990)
Time6/1/18 9:31
Quant open100
Worst price80.05
Drawdown as % of equity-7.14%
($1,463)
Includes Typical Broker Commissions trade costs of $2.00
5/30/18 9:55 NEM NEWMONT MINING LONG 255 39.17 6/8 13:18 38.33 0.96%
Trade id #118166732
Max drawdown($260)
Time6/4/18 15:50
Quant open255
Worst price38.15
Drawdown as % of equity-0.96%
($219)
Includes Typical Broker Commissions trade costs of $5.10
5/29/18 9:40 IBM INTERNATIONAL BUSINESS MACHINE LONG 69 142.08 6/8 13:12 145.72 0.48%
Trade id #118144503
Max drawdown($129)
Time5/29/18 12:16
Quant open69
Worst price140.21
Drawdown as % of equity-0.48%
$250
Includes Typical Broker Commissions trade costs of $1.38
6/4/18 9:45 EBAY EBAY LONG 257 38.78 6/8 13:10 40.39 0.28%
Trade id #118248474
Max drawdown($77)
Time6/4/18 10:10
Quant open257
Worst price38.48
Drawdown as % of equity-0.28%
$409
Includes Typical Broker Commissions trade costs of $5.14
5/30/18 10:00 SPY1804R272 SPY Jun4'18 272 put LONG 1 2.24 6/5 8:05 0.00 0.83%
Trade id #118166907
Max drawdown($224)
Time6/5/18 8:05
Quant open0
Worst price0.00
Drawdown as % of equity-0.83%
($225)
Includes Typical Broker Commissions trade costs of $1.00
5/25/18 10:57 MCK MCKESSON LONG 69 145.86 6/4 9:44 142.82 1.47%
Trade id #118115397
Max drawdown($395)
Time5/29/18 12:14
Quant open69
Worst price140.13
Drawdown as % of equity-1.47%
($211)
Includes Typical Broker Commissions trade costs of $1.38
6/1/18 15:27 LRCX LAM RESEARCH LONG 25 201.81 6/4 9:41 200.85 0.11%
Trade id #118219549
Max drawdown($30)
Time6/4/18 9:41
Quant open25
Worst price200.59
Drawdown as % of equity-0.11%
($25)
Includes Typical Broker Commissions trade costs of $0.50
5/25/18 10:55 NTAP NETAPP LONG 150 67.08 6/1 15:10 69.66 1.27%
Trade id #118115362
Max drawdown$313
Time5/30/18 12:13
Quant open
Worst price67.20
Drawdown as % of equity1.27%
$384
Includes Typical Broker Commissions trade costs of $3.00
5/25/18 15:54 EBAY EBAY LONG 85 37.98 5/30 9:54 37.76 0.21%
Trade id #118121972
Max drawdown$51
Time5/25/18 16:05
Quant open
Worst price37.36
Drawdown as % of equity0.21%
($21)
Includes Typical Broker Commissions trade costs of $1.70
5/21/18 11:05 AMAT APPLIED MATERIALS LONG 200 50.10 5/30 9:48 52.10 1.36%
Trade id #118021111
Max drawdown$348
Time5/22/18 9:45
Quant open
Worst price49.59
Drawdown as % of equity1.36%
$396
Includes Typical Broker Commissions trade costs of $4.00
5/7/18 15:24 CAH CARDINAL HEALTH LONG 190 53.69 5/29 9:39 52.15 3.11%
Trade id #117827379
Max drawdown$796
Time5/14/18 10:39
Quant open
Worst price51.40
Drawdown as % of equity3.11%
($296)
Includes Typical Broker Commissions trade costs of $3.80
5/23/18 9:47 ORCL ORACLE CORP LONG 216 46.31 5/25 10:54 46.91 0.65%
Trade id #118067656
Max drawdown$164
Time5/24/18 8:08
Quant open
Worst price46.14
Drawdown as % of equity0.65%
$126
Includes Typical Broker Commissions trade costs of $4.32
5/21/18 11:06 LRCX LAM RESEARCH LONG 51 198.40 5/25 10:54 203.48 1.1%
Trade id #118021155
Max drawdown$281
Time5/22/18 9:53
Quant open
Worst price199.80
Drawdown as % of equity1.10%
$258
Includes Typical Broker Commissions trade costs of $1.02
5/21/18 11:07 SJM J.M. SMUCKER LONG 92 108.58 5/23 9:45 110.29 0.35%
Trade id #118021160
Max drawdown$89
Time5/22/18 10:19
Quant open
Worst price108.94
Drawdown as % of equity0.35%
$155
Includes Typical Broker Commissions trade costs of $1.84
5/18/18 9:30 PHM PULTEGROUP LONG 338 29.57 5/21 11:04 29.86 0.65%
Trade id #117993565
Max drawdown$162
Time5/18/18 14:51
Quant open
Worst price29.58
Drawdown as % of equity0.65%
$91
Includes Typical Broker Commissions trade costs of $6.76
5/14/18 10:02 IBM INTERNATIONAL BUSINESS MACHINE LONG 69 144.92 5/21 11:04 145.75 0.59%
Trade id #117917778
Max drawdown$151
Time5/14/18 10:33
Quant open
Worst price142.92
Drawdown as % of equity0.59%
$56
Includes Typical Broker Commissions trade costs of $1.38
5/14/18 10:03 BLL BALL CORP LONG 260 38.51 5/21 11:03 38.05 1.22%
Trade id #117917790
Max drawdown$313
Time5/14/18 10:17
Quant open
Worst price37.36
Drawdown as % of equity1.22%
($125)
Includes Typical Broker Commissions trade costs of $5.20
5/7/18 15:23 FCX FREEPORT-MCMORAN INC LONG 656 15.82 5/18 9:34 16.96 2.1%
Trade id #117827338
Max drawdown$551
Time5/11/18 9:45
Quant open
Worst price15.69
Drawdown as % of equity2.10%
$736
Includes Typical Broker Commissions trade costs of $9.06
5/7/18 15:22 MU MICRON TECHNOLOGY LONG 103 48.37 5/14 9:59 53.32 0.49%
Trade id #117827307
Max drawdown$123
Time5/10/18 16:26
Quant open
Worst price51.68
Drawdown as % of equity0.49%
$508
Includes Typical Broker Commissions trade costs of $2.06
5/7/18 15:25 HUM HUMANA LONG 18 283.71 5/14 9:55 287.20 1.3%
Trade id #117827430
Max drawdown$329
Time5/8/18 9:31
Quant open
Worst price268.88
Drawdown as % of equity1.30%
$63
Includes Typical Broker Commissions trade costs of $0.36
5/7/18 15:27 WDC WESTERN DIGITAL LONG 63 78.60 5/14 9:55 82.14 0.47%
Trade id #117827496
Max drawdown$117
Time5/8/18 9:31
Quant open
Worst price77.03
Drawdown as % of equity0.47%
$222
Includes Typical Broker Commissions trade costs of $1.26
5/7/18 15:25 EXPE EXPEDIA LONG 45 110.78 5/14 9:54 114.06 0.54%
Trade id #117827413
Max drawdown$140
Time5/10/18 12:57
Quant open
Worst price112.60
Drawdown as % of equity0.54%
$147
Includes Typical Broker Commissions trade costs of $0.90

Statistics

  • Strategy began
    5/7/2018
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    162.86
  • Age
    164 days ago
  • What it trades
    Stocks
  • # Trades
    34
  • # Profitable
    19
  • % Profitable
    55.90%
  • Avg trade duration
    8.3 days
  • Max peak-to-valley drawdown
    10.08%
  • drawdown period
    June 13, 2018 - June 22, 2018
  • Cumul. Return
    0.1%
  • Avg win
    $291.95
  • Avg loss
    $349.67
  • Model Account Values (Raw)
  • Cash
    $25,420
  • Margin Used
    $0
  • Buying Power
    $25,420
  • Ratios
  • W:L ratio
    1.08:1
  • Sharpe Ratio
    0.346
  • Sortino Ratio
    0.524
  • Calmar Ratio
    0.83
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.12700
  • Return Statistics
  • Ann Return (w trading costs)
    0.4%
  • Ann Return (Compnd, No Fees)
    3.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    11.00%
  • 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)
    514
  • Popularity (Last 6 weeks)
    897
  • 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
    $292
  • Avg Loss
    $350
  • # Winners
    19
  • # Losers
    15
  • % Winners
    55.9%
  • Frequency
  • Avg Position Time (mins)
    11887.80
  • Avg Position Time (hrs)
    198.13
  • Avg Trade Length
    8.3 days
  • Last Trade Ago
    117
  • 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)
    0.05700

Strategy Description

100% Focus on High Liquidity S&P 500 Stocks.
Very Easy to Trade (High Liquidity).
We Hold 5 Stocks for Precisely One Week Holding Period, then Rebalance/Refresh.

Note: The SPX1 Strategy is Completely Unique/Independent to the SPX2 Strategy.

Stock Screen Filters for Strategy SPX1 Include...
Strong Free Cash Flow to Enterprise Value Yields.
Gross Profit Improvements.
Low Debt to Capital Ratio
Minimum Cash Flow to Capital Ratio.
Minimum Cash Flow to Equity Ratio.

Qualifying Stocks from Above Screen are Ranked by Strongest Smart/Institutional Money Flow (In-House Algorithm).

Full Details and Step-by-Step Methods Available on the Tradepilot Website.
Includes Deep Trade by Trade (and Period by Period) Performance Data...
Backtested Since December 2008, Producing Avg 46.9%/Yr Returns Without Leverage.

(Note: Backtesting data is hypothetical and it has not been verified by C2. Forward trades published live since May 7th 2018 on the C2 platform are verified by C2).

Summary Statistics

Strategy began
2018-05-07
Suggested Minimum Capital
$25,000
# Trades
34
# Profitable
19
% Profitable
55.9%
Net Dividends
Correlation S&P500
0.127
Sharpe Ratio
0.346

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.