Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

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

3x Hyperbolic DIA
(122352294)

Created by: CraigSchulenberg CraigSchulenberg
Started: 02/2019
Stocks
Last trade: 32 days ago

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 $200.00 per month.

-11.8%
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.

(15.0%)
Max Drawdown
18
Num Trades
50.0%
Win Trades
0.7 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019       (10.5%)+1.5%+11.7%(13.1%)                                          (11.8%)

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
4/23/19 9:31 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,838 12.74 4/25 9:30 12.88 1.85%
Trade id #123399128
Max drawdown($921)
Time4/23/19 12:08
Quant open3,838
Worst price12.50
Drawdown as % of equity-1.85%
$532
Includes Typical Broker Commissions trade costs of $5.00
4/18/19 9:31 UDOW PROSHARES ULTRAPRO DOW30 LONG 483 102.79 4/23 9:30 103.28 0.71%
Trade id #123356702
Max drawdown($356)
Time4/18/19 10:42
Quant open483
Worst price102.05
Drawdown as % of equity-0.71%
$228
Includes Typical Broker Commissions trade costs of $9.66
4/17/19 9:31 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,804 12.80 4/18 9:31 12.76 0.45%
Trade id #123340834
Max drawdown($226)
Time4/18/19 9:30
Quant open3,804
Worst price12.74
Drawdown as % of equity-0.45%
($155)
Includes Typical Broker Commissions trade costs of $5.00
4/9/19 9:30 UDOW PROSHARES ULTRAPRO DOW30 LONG 464 99.20 4/17 9:31 102.73 1.4%
Trade id #123252396
Max drawdown($668)
Time4/11/19 14:30
Quant open464
Worst price97.76
Drawdown as % of equity-1.40%
$1,629
Includes Typical Broker Commissions trade costs of $9.28
4/8/19 9:32 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,722 13.07 4/9 9:30 13.18 1.02%
Trade id #123237776
Max drawdown($483)
Time4/8/19 19:43
Quant open3,722
Worst price12.94
Drawdown as % of equity-1.02%
$404
Includes Typical Broker Commissions trade costs of $5.00
3/19/19 9:30 UDOW PROSHARES ULTRAPRO DOW30 LONG 482 98.00 4/8 9:31 100.34 8.35%
Trade id #122969020
Max drawdown($3,645)
Time3/25/19 10:15
Quant open482
Worst price90.44
Drawdown as % of equity-8.35%
$1,115
Includes Typical Broker Commissions trade costs of $9.64
3/18/19 9:31 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,434 13.84 3/19 9:30 13.52 2.59%
Trade id #122950384
Max drawdown($1,220)
Time3/19/19 9:11
Quant open3,434
Worst price13.48
Drawdown as % of equity-2.59%
($1,088)
Includes Typical Broker Commissions trade costs of $5.00
3/7/19 9:30 UDOW PROSHARES ULTRAPRO DOW30 LONG 484 93.50 3/18 9:30 95.66 4.43%
Trade id #122817267
Max drawdown($2,030)
Time3/8/19 9:12
Quant open484
Worst price89.30
Drawdown as % of equity-4.43%
$1,038
Includes Typical Broker Commissions trade costs of $9.68
2/27/19 9:30 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,310 13.59 3/7 9:30 14.19 2.02%
Trade id #122712089
Max drawdown($893)
Time3/4/19 8:24
Quant open3,310
Worst price13.32
Drawdown as % of equity-2.02%
$1,981
Includes Typical Broker Commissions trade costs of $5.00
2/25/19 9:31 UDOW PROSHARES ULTRAPRO DOW30 LONG 470 100.00 2/27 9:30 97.69 2.72%
Trade id #122666377
Max drawdown($1,223)
Time2/27/19 4:33
Quant open470
Worst price97.40
Drawdown as % of equity-2.72%
($1,096)
Includes Typical Broker Commissions trade costs of $9.40
2/21/19 9:31 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,455 13.70 2/25 9:30 13.29 3.34%
Trade id #122618132
Max drawdown($1,554)
Time2/25/19 9:22
Quant open3,455
Worst price13.25
Drawdown as % of equity-3.34%
($1,422)
Includes Typical Broker Commissions trade costs of $5.00
2/20/19 9:30 UDOW PROSHARES ULTRAPRO DOW30 LONG 484 96.75 2/21 9:30 96.73 0.64%
Trade id #122599898
Max drawdown($300)
Time2/20/19 14:23
Quant open484
Worst price96.13
Drawdown as % of equity-0.64%
($20)
Includes Typical Broker Commissions trade costs of $9.68
2/19/19 9:30 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,430 13.88 2/20 9:30 13.75 1.76%
Trade id #122583651
Max drawdown($823)
Time2/19/19 14:56
Quant open3,430
Worst price13.64
Drawdown as % of equity-1.76%
($451)
Includes Typical Broker Commissions trade costs of $5.00
2/12/19 9:31 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,175 14.90 2/15 9:30 14.19 4.64%
Trade id #122474739
Max drawdown($2,254)
Time2/15/19 9:30
Quant open3,175
Worst price14.19
Drawdown as % of equity-4.64%
($2,259)
Includes Typical Broker Commissions trade costs of $5.00
2/11/19 9:31 UDOW PROSHARES ULTRAPRO DOW30 LONG 565 89.03 2/12 9:31 89.48 2.31%
Trade id #122454571
Max drawdown($1,124)
Time2/11/19 17:41
Quant open565
Worst price87.04
Drawdown as % of equity-2.31%
$250
Includes Typical Broker Commissions trade costs of $5.00
2/7/19 9:31 SDOW PROSHARES ULTRAPRO SHORT DOW30 LONG 3,400 14.97 2/11 9:30 15.02 3.19%
Trade id #122412962
Max drawdown($1,598)
Time2/11/19 4:14
Quant open3,400
Worst price14.50
Drawdown as % of equity-3.19%
$165
Includes Typical Broker Commissions trade costs of $5.00
2/5/19 9:30 UDOW PROSHARES ULTRAPRO DOW30 LONG 560 90.29 2/7 9:30 89.17 2.03%
Trade id #122362938
Max drawdown($1,019)
Time2/7/19 7:01
Quant open560
Worst price88.47
Drawdown as % of equity-2.03%
($632)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    2/4/2019
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    107.92
  • Age
    112 days ago
  • What it trades
    Stocks
  • # Trades
    18
  • # Profitable
    9
  • % Profitable
    50.00%
  • Avg trade duration
    5.9 days
  • Max peak-to-valley drawdown
    15.03%
  • drawdown period
    Feb 08, 2019 - March 25, 2019
  • Cumul. Return
    -11.8%
  • Avg win
    $822.89
  • Avg loss
    $1,260
  • Model Account Values (Raw)
  • Cash
    $14,742
  • Margin Used
    $0
  • Buying Power
    $10,473
  • Ratios
  • W:L ratio
    0.67:1
  • Sharpe Ratio
    -0.77
  • Sortino Ratio
    -0.99
  • Calmar Ratio
    -1.812
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.51750
  • Return Statistics
  • Ann Return (w trading costs)
    -34.0%
  • Ann Return (Compnd, No Fees)
    -29.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    18.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    359
  • C2 Score
    37.2
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Loss
    $1,391
  • Avg Win
    $823
  • # Winners
    9
  • # Losers
    9
  • % Winners
    50.0%
  • Frequency
  • Avg Position Time (mins)
    8255.13
  • Avg Position Time (hrs)
    137.59
  • Avg Trade Length
    5.7 days
  • Last Trade Ago
    28
  • Leverage
  • Daily leverage (average)
    2.98
  • Daily leverage (max)
    3.05
  • Unknown
  • Alpha
    -0.11
  • Beta
    1.11
  • Treynor Index
    -0.05
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.10370
  • SD
    0.22326
  • Sharpe ratio (Glass type estimate)
    -0.46448
  • Sharpe ratio (Hedges UMVUE)
    -0.26205
  • df
    2.00000
  • t
    -0.23224
  • p
    0.58102
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.35498
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.53018
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.19038
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.66628
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.65460
  • Upside Potential Ratio
    1.34540
  • Upside part of mean
    0.21313
  • Downside part of mean
    -0.31683
  • Upside SD
    0.09503
  • Downside SD
    0.15842
  • N nonnegative terms
    2.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.20348
  • Mean of criterion
    -0.10370
  • SD of predictor
    0.08127
  • SD of criterion
    0.22326
  • Covariance
    0.00714
  • r
    0.39326
  • b (slope, estimate of beta)
    1.08032
  • a (intercept, estimate of alpha)
    -0.32352
  • Mean Square Error
    0.08427
  • DF error
    1.00000
  • t(b)
    0.42772
  • p(b)
    0.37135
  • t(a)
    -0.41724
  • p(a)
    0.62582
  • Lowerbound of 95% confidence interval for beta
    -31.01280
  • Upperbound of 95% confidence interval for beta
    33.17350
  • Lowerbound of 95% confidence interval for alpha
    -10.17580
  • Upperbound of 95% confidence interval for alpha
    9.52876
  • Treynor index (mean / b)
    -0.09599
  • Jensen alpha (a)
    -0.32352
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.12101
  • SD
    0.22741
  • Sharpe ratio (Glass type estimate)
    -0.53212
  • Sharpe ratio (Hedges UMVUE)
    -0.30022
  • df
    2.00000
  • t
    -0.26606
  • p
    0.59244
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.42231
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.47681
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.23117
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.63074
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.73498
  • Upside Potential Ratio
    1.26502
  • Upside part of mean
    0.20828
  • Downside part of mean
    -0.32929
  • Upside SD
    0.09268
  • Downside SD
    0.16464
  • N nonnegative terms
    2.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.19919
  • Mean of criterion
    -0.12101
  • SD of predictor
    0.07962
  • SD of criterion
    0.22741
  • Covariance
    0.00676
  • r
    0.37317
  • b (slope, estimate of beta)
    1.06582
  • a (intercept, estimate of alpha)
    -0.33331
  • Mean Square Error
    0.08903
  • DF error
    1.00000
  • t(b)
    0.40222
  • p(b)
    0.37827
  • t(a)
    -0.41837
  • p(a)
    0.62613
  • Lowerbound of 95% confidence interval for beta
    -32.60330
  • Upperbound of 95% confidence interval for beta
    34.73490
  • Lowerbound of 95% confidence interval for alpha
    -10.45620
  • Upperbound of 95% confidence interval for alpha
    9.78953
  • Treynor index (mean / b)
    -0.11354
  • Jensen alpha (a)
    -0.33331
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11136
  • Expected Shortfall on VaR
    0.13515
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04807
  • Expected Shortfall on VaR
    0.09049
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    3.00000
  • Minimum
    0.92312
  • Quartile 1
    0.96581
  • Median
    1.00850
  • Quartile 3
    1.02897
  • Maximum
    1.04944
  • Mean of quarter 1
    0.92312
  • Mean of quarter 2
    1.00850
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    1.04944
  • Inter Quartile Range
    0.06316
  • 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 for a one-period unit investment (based on Ex
  • 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
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.07688
  • Quartile 1
    0.07688
  • Median
    0.07688
  • Quartile 3
    0.07688
  • Maximum
    0.07688
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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)
    -0.09203
  • Compounded annual return (geometric extrapolation)
    -0.08890
  • Calmar ratio (compounded annual return / max draw down)
    -1.15634
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -0.65777
  • 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
    -0.28226
  • SD
    0.22820
  • Sharpe ratio (Glass type estimate)
    -1.23689
  • Sharpe ratio (Hedges UMVUE)
    -1.22481
  • df
    77.00000
  • t
    -0.67488
  • p
    0.74911
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.83037
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.36450
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.82213
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.37252
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.60772
  • Upside Potential Ratio
    7.36125
  • Upside part of mean
    1.29239
  • Downside part of mean
    -1.57465
  • Upside SD
    0.14453
  • Downside SD
    0.17557
  • N nonnegative terms
    40.00000
  • N negative terms
    38.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    78.00000
  • Mean of predictor
    0.07925
  • Mean of criterion
    -0.28226
  • SD of predictor
    0.11114
  • SD of criterion
    0.22820
  • Covariance
    0.01421
  • r
    0.56040
  • b (slope, estimate of beta)
    1.15063
  • a (intercept, estimate of alpha)
    -0.37300
  • Mean Square Error
    0.03619
  • DF error
    76.00000
  • t(b)
    5.89874
  • p(b)
    0.00000
  • t(a)
    -1.07002
  • p(a)
    0.85600
  • Lowerbound of 95% confidence interval for beta
    0.76213
  • Upperbound of 95% confidence interval for beta
    1.53913
  • Lowerbound of 95% confidence interval for alpha
    -1.06855
  • Upperbound of 95% confidence interval for alpha
    0.32166
  • Treynor index (mean / b)
    -0.24531
  • Jensen alpha (a)
    -0.37345
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.30818
  • SD
    0.22873
  • Sharpe ratio (Glass type estimate)
    -1.34734
  • Sharpe ratio (Hedges UMVUE)
    -1.33417
  • df
    77.00000
  • t
    -0.73515
  • p
    0.76776
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.94140
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.25535
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.93247
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.26412
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.73501
  • Upside Potential Ratio
    7.21710
  • Upside part of mean
    1.28195
  • Downside part of mean
    -1.59014
  • Upside SD
    0.14304
  • Downside SD
    0.17763
  • N nonnegative terms
    40.00000
  • N negative terms
    38.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    78.00000
  • Mean of predictor
    0.07311
  • Mean of criterion
    -0.30818
  • SD of predictor
    0.11145
  • SD of criterion
    0.22873
  • Covariance
    0.01432
  • r
    0.56171
  • b (slope, estimate of beta)
    1.15282
  • a (intercept, estimate of alpha)
    -0.39247
  • Mean Square Error
    0.03628
  • DF error
    76.00000
  • t(b)
    5.91879
  • p(b)
    0.00000
  • t(a)
    -1.12326
  • p(a)
    0.86757
  • Lowerbound of 95% confidence interval for beta
    0.76490
  • Upperbound of 95% confidence interval for beta
    1.54075
  • Lowerbound of 95% confidence interval for alpha
    -1.08835
  • Upperbound of 95% confidence interval for alpha
    0.30342
  • Treynor index (mean / b)
    -0.26733
  • Jensen alpha (a)
    -0.39247
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02412
  • Expected Shortfall on VaR
    0.02986
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01378
  • Expected Shortfall on VaR
    0.02511
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    78.00000
  • Minimum
    0.97029
  • Quartile 1
    0.98993
  • Median
    1.00089
  • Quartile 3
    1.00772
  • Maximum
    1.03352
  • Mean of quarter 1
    0.98035
  • Mean of quarter 2
    0.99625
  • Mean of quarter 3
    1.00369
  • Mean of quarter 4
    1.01592
  • Inter Quartile Range
    0.01779
  • 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 for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.27324
  • VaR(95%) (moments method)
    0.02078
  • Expected Shortfall (moments method)
    0.02473
  • Extreme Value Index (regression method)
    -1.76349
  • VaR(95%) (regression method)
    0.02029
  • Expected Shortfall (regression method)
    0.02065
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.11241
  • Quartile 1
    0.11804
  • Median
    0.12366
  • Quartile 3
    0.12928
  • Maximum
    0.13490
  • Mean of quarter 1
    0.11241
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.13490
  • Inter Quartile Range
    0.01124
  • 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)
    -0.26890
  • Compounded annual return (geometric extrapolation)
    -0.24443
  • Calmar ratio (compounded annual return / max draw down)
    -1.81188
  • Compounded annual return / average of 25% largest draw downs
    -1.81188
  • Compounded annual return / Expected Shortfall lognormal
    -8.18666

Strategy Description

Trades the 3x ETFs UDOW and SDOW and will occasionally go to Cash.

Summary Statistics

Strategy began
2019-02-04
Suggested Minimum Capital
$15,000
# Trades
18
# Profitable
9
% Profitable
50.0%
Net Dividends
Correlation S&P500
0.517
Sharpe Ratio
-0.77
Sortino Ratio
-0.99
Beta
1.11
Alpha
-0.11
Leverage
2.98 Average
3.05 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 nominal 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.