SPX Liquid Portfolio
Subscription terms. Subscriptions to this system cost $139.00 per month.
Hedged EquityCore holding of long equities hedged at all times with short sales of stocks and/or stock index options.
Rate of Return Calculations
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.
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.
|Includes dividends and cash-settled expirations:||$105||Itemized|
|Total System Equity||$88,691|
|Opened Date/Time||Symbol||Description||Side||Qty||Avg Price||Closed Date/Time||Avg Price||Drawdown||P/L|
|6/13/18 15:24||INTU||INTUIT||LONG||135||208.47||7/13 14:29||211.04||1.62%
Includes Typical Broker Commissions trade costs of $2.70
|6/13/18 15:22||CNC||CENTENE||LONG||224||124.72||7/2 11:03||122.22||1.14%
Includes Typical Broker Commissions trade costs of $4.48
|6/13/18 15:26||@ESU8||E-MINI S&P 500||SHORT||1||2790.75||7/2 11:02||2717.00||0.19%
Includes Typical Broker Commissions trade costs of $8.00
|5/29/18 9:44||HUM||HUMANA||LONG||78.2||292.70||6/13 12:51||306.91||0.48%
Includes Typical Broker Commissions trade costs of $1.56
|5/29/18 9:53||INTU||INTUIT||LONG||117.3||197.47||6/13 12:42||208.55||0.39%
Includes Typical Broker Commissions trade costs of $2.34
|5/29/18 9:45||MCK||MCKESSON||LONG||156.4||142.81||6/13 12:42||149.95||0.52%
Includes Typical Broker Commissions trade costs of $3.12
|5/29/18 9:46||CNC||CENTENE||LONG||193.2||117.35||6/13 12:41||124.84||0.48%
Includes Typical Broker Commissions trade costs of $3.86
|5/29/18 9:43||EXPE||EXPEDIA||LONG||195.5||117.20||6/13 12:41||123.11||0.17%
Includes Typical Broker Commissions trade costs of $3.92
|5/30/18 10:00||SPY1804R272||SPY Jun4'18 272 put||LONG||2.3||2.24||6/5 8:05||0.00||1.44%
Includes Typical Broker Commissions trade costs of $1.61
|5/11/18 15:47||FCX||FREEPORT-MCMORAN INC||LONG||1,978||16.24||5/14 9:58||16.46||1.13%
Includes Typical Broker Commissions trade costs of $7.50
|5/11/18 15:49||ESRX||EXPRESS SCRIPTS||LONG||437||72.62||5/14 9:58||73.24||0.44%
Includes Typical Broker Commissions trade costs of $8.75
|5/11/18 15:51||CI||CIGNA||LONG||188.6||173.76||5/14 9:57||175.89||2.08%
Includes Typical Broker Commissions trade costs of $3.77
|5/11/18 15:48||CAH||CARDINAL HEALTH||LONG||579.6||55.27||5/14 9:57||55.00||1.17%
Includes Typical Broker Commissions trade costs of $8.30
|5/11/18 15:47||BLL||BALL CORP||LONG||837.2||38.48||5/14 9:56||38.46||0.11%
Includes Typical Broker Commissions trade costs of $10.88
Suggested Minimum Cap$90,000
Strategy Age (days)74.4
Age74 days ago
What it tradesStocks
Avg trade duration16.4 days
Max peak-to-valley drawdown5.12%
drawdown periodJune 19, 2018 - June 28, 2018
- Model Account Values (Raw)
- CORRELATION STATISTICS
Correlation to SP5000.17800
- Return Statistics
Ann Return (w trading costs)53.5%
Ann Return (Compnd, No Fees)59.8%
- Risk of Ruin (Monte-Carlo)
Chance of 10% account lossn/a
Chance of 20% account lossn/a
Chance of 30% account lossn/a
Chance of 40% account lossn/a
Chance of 50% account lossn/a
Popularity (Last 6 weeks)958
- Trades-Own-System Certification
Trades Own System?0
- Subscription Price
Billing Period (days)30
- Win / Loss
Avg Position Time (mins)23558.90
Avg Position Time (hrs)392.65
Avg Trade Length16.4 days
Last Trade Ago9
- 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)0.45900
Easy to Trade for C2 Investors (S&P Stocks are Liquid Hence Low Slippage).
Combines Fundamentals with Precise Technical Timing Method.
Top 'Five' Ranking Stocks are Bought (Holding Period Between 1-4 Weeks).
Very Low Margin Used - Rarely Above 2x Leverage.
During Bear Markets, Portfolio is 50% Hedged Using S&P500 ETF (Symbol: SPY).
Note: The SPX Liquid Portfolio strategy is completely independent from our other strategies (namely 'Cash Flow Matrix' and 'Five Squared'). For instance, the strategy trades only S&P500 stocks for maximum liquidity and zero/low slippage. The strategy also follows it's own specified screening rules, entry/exit timing indicators, and holding periods.
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.