Collective2 Collective2
Featured Strategy Alpha Algo Trade ETF Followed by live capital $2.21 million Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 09/21/2020
Most recent certification approved 9/21/20 9:56 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 1,134
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 1,133
Percent signals followed since 09/21/2020 99.9%
This information was last updated 6/6/23 2:04 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 09/21/2020, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

Patience is a Virtue
(123937705)

Created by: InteractiveAssets InteractiveAssets
Started: 06/2019
Stocks
Last trade: 11 days ago
Trading style: Equity Trend-following Sector Rotation

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 $125.00 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: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.
33.4%
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.

(53.8%)
Max Drawdown
180
Num Trades
40.6%
Win Trades
1.7 : 1
Profit Factor
57.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                   +17.1%(0.6%)+3.4%(7.9%)+1.6%+0.7%+7.2%+21.5%
2020+9.6%+9.4%+30.2%+8.5%(0.7%)+4.3%+15.3%+18.3%(17.6%)+5.8%+20.2%+15.4%+189.5%
2021(1.1%)+7.9%+7.4%+7.1%(6.8%)+2.3%+2.8%+9.1%(12%)+15.2%(0.3%)(2.8%)+29.0%
2022(13.4%)(4%)(2.4%)(14%)(8.4%)(2.1%)(0.4%)(9.2%)+0.7%(0.5%)(0.5%)(6.3%)(47.1%)
2023+6.9%(4.7%)+5.2%+6.5%+9.1%+6.4%                                    +32.4%

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

This strategy has placed 1,407 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/24/23 15:49 GLD SPDR GOLD SHARES LONG 41 182.10 5/26 15:46 180.83 0.08%
Trade id #144736011
Max drawdown($82)
Time5/26/23 11:13
Quant open41
Worst price180.09
Drawdown as % of equity-0.08%
 ($53)
Includes Typical Broker Commissions trade costs of $0.82
5/9/23 15:49 GLD SPDR GOLD SHARES LONG 81 188.06 5/23 15:46 183.82 0.36%
Trade id #144570401
Max drawdown($370)
Time5/17/23 0:00
Quant open81
Worst price183.48
Drawdown as % of equity-0.36%
 ($345)
Includes Typical Broker Commissions trade costs of $1.62
5/8/23 15:58 DBC INVESCO DB COMMODITY INDEX LONG 316 23.27 5/9 15:46 23.32 0.08%
Trade id #144561169
Max drawdown($77)
Time5/9/23 11:29
Quant open316
Worst price23.02
Drawdown as % of equity-0.08%
 $10
Includes Typical Broker Commissions trade costs of $6.32
5/2/23 15:49 GLD SPDR GOLD SHARES LONG 39 187.48 5/5 15:46 187.50 0.07%
Trade id #144506428
Max drawdown($66)
Time5/5/23 10:07
Quant open39
Worst price185.77
Drawdown as % of equity-0.07%
 $0
Includes Typical Broker Commissions trade costs of $0.78
4/4/23 15:49 GLD SPDR GOLD SHARES LONG 36 187.99 4/5 15:46 187.92 0.05%
Trade id #144186682
Max drawdown($43)
Time4/5/23 10:34
Quant open36
Worst price186.78
Drawdown as % of equity-0.05%
 ($3)
Includes Typical Broker Commissions trade costs of $0.72
3/30/23 15:22 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 10 8.53 3/30 15:24 8.52 n/a $0
Includes Typical Broker Commissions trade costs of $0.20
3/29/23 9:37 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 10 8.27 3/29 15:08 8.36 0%
Trade id #144102197
Max drawdown($0)
Time3/29/23 10:00
Quant open10
Worst price8.26
Drawdown as % of equity-0.00%
 $1
Includes Typical Broker Commissions trade costs of $0.20
3/23/23 15:49 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 3,944 8.94 3/27 15:47 8.43 2.26%
Trade id #144018260
Max drawdown($2,041)
Time3/27/23 15:36
Quant open3,944
Worst price8.42
Drawdown as % of equity-2.26%
 ($2,004)
Includes Typical Broker Commissions trade costs of $5.02
3/21/23 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 2,362 15.22 3/23 15:46 14.42 2.8%
Trade id #143985998
Max drawdown($2,583)
Time3/23/23 15:22
Quant open2,362
Worst price14.13
Drawdown as % of equity-2.80%
 ($1,902)
Includes Typical Broker Commissions trade costs of $5.00
3/17/23 15:49 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 2,604 9.21 3/21 15:46 8.54 1.98%
Trade id #143951041
Max drawdown($1,872)
Time3/21/23 14:44
Quant open2,604
Worst price8.49
Drawdown as % of equity-1.98%
 ($1,739)
Includes Typical Broker Commissions trade costs of $5.00
3/15/23 15:49 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 404 28.41 3/21 15:46 28.04 0.19%
Trade id #143917827
Max drawdown($177)
Time3/21/23 9:32
Quant open404
Worst price27.97
Drawdown as % of equity-0.19%
 ($157)
Includes Typical Broker Commissions trade costs of $8.08
3/10/23 15:49 UDN INVESCO DB US DOLLAR INDEX LONG 601 18.39 3/15 15:46 18.36 0.05%
Trade id #143851156
Max drawdown($49)
Time3/15/23 11:45
Quant open601
Worst price18.30
Drawdown as % of equity-0.05%
 ($24)
Includes Typical Broker Commissions trade costs of $5.00
3/9/23 15:49 GLD SPDR GOLD SHARES LONG 38 170.19 3/13 15:49 177.94 0%
Trade id #143833021
Max drawdown($0)
Time3/9/23 15:59
Quant open38
Worst price170.17
Drawdown as % of equity-0.00%
 $294
Includes Typical Broker Commissions trade costs of $0.76
3/7/23 15:49 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 398 28.61 3/10 15:46 28.36 0.19%
Trade id #143807064
Max drawdown($163)
Time3/10/23 10:45
Quant open398
Worst price28.20
Drawdown as % of equity-0.19%
 ($104)
Includes Typical Broker Commissions trade costs of $7.96
3/8/23 15:49 UPRO PROSHARES ULTRAPRO S&P 500 LONG 318 35.93 3/9 15:46 33.87 0.83%
Trade id #143819650
Max drawdown($739)
Time3/9/23 15:22
Quant open318
Worst price33.60
Drawdown as % of equity-0.83%
 ($661)
Includes Typical Broker Commissions trade costs of $6.36
3/6/23 15:49 GLD SPDR GOLD SHARES LONG 39 171.64 3/8 15:46 168.70 0.13%
Trade id #143791672
Max drawdown($121)
Time3/7/23 0:00
Quant open39
Worst price168.52
Drawdown as % of equity-0.13%
 ($116)
Includes Typical Broker Commissions trade costs of $0.78
3/6/23 15:49 UDN INVESCO DB US DOLLAR INDEX LONG 624 18.43 3/7 15:46 18.20 0.16%
Trade id #143791666
Max drawdown($146)
Time3/7/23 15:29
Quant open624
Worst price18.20
Drawdown as % of equity-0.16%
 ($149)
Includes Typical Broker Commissions trade costs of $5.00
2/23/23 15:51 UPRO PROSHARES ULTRAPRO S&P 500 LONG 318 36.61 3/6 15:46 37.53 0.83%
Trade id #143680785
Max drawdown($750)
Time3/2/23 0:00
Quant open318
Worst price34.25
Drawdown as % of equity-0.83%
 $287
Includes Typical Broker Commissions trade costs of $6.36
12/27/22 9:38 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 403 28.43 3/6/23 15:46 28.26 0.07%
Trade id #143004811
Max drawdown($65)
Time3/6/23 15:46
Quant open403
Worst price28.27
Drawdown as % of equity-0.07%
 ($73)
Includes Typical Broker Commissions trade costs of $8.06
2/16/23 15:49 UDN INVESCO DB US DOLLAR INDEX LONG 1,287 18.47 3/2 15:46 18.34 0.17%
Trade id #143611171
Max drawdown($158)
Time2/22/23 0:00
Quant open1,286
Worst price18.35
Drawdown as % of equity-0.17%
 ($186)
Includes Typical Broker Commissions trade costs of $10.03
1/31/23 15:49 TQQQ PROSHARES ULTRAPRO QQQ LONG 584 22.56 3/1 15:49 22.16 0.68%
Trade id #143404756
Max drawdown($631)
Time2/24/23 0:00
Quant open521
Worst price21.35
Drawdown as % of equity-0.68%
 ($240)
Includes Typical Broker Commissions trade costs of $6.17
2/16/23 15:49 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 2,999 7.91 2/22 15:47 7.95 0.4%
Trade id #143611165
Max drawdown($379)
Time2/17/23 0:00
Quant open2,998
Worst price7.78
Drawdown as % of equity-0.40%
 $111
Includes Typical Broker Commissions trade costs of $7.53
2/14/23 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 1,976 17.97 2/16 15:46 17.33 1.37%
Trade id #143582279
Max drawdown($1,320)
Time2/16/23 10:02
Quant open1,976
Worst price17.30
Drawdown as % of equity-1.37%
 ($1,258)
Includes Typical Broker Commissions trade costs of $5.00
2/14/23 15:49 UPRO PROSHARES ULTRAPRO S&P 500 LONG 292 40.44 2/16 15:46 38.95 0.48%
Trade id #143582273
Max drawdown($466)
Time2/16/23 9:37
Quant open292
Worst price38.84
Drawdown as % of equity-0.48%
 ($441)
Includes Typical Broker Commissions trade costs of $5.84
2/9/23 15:49 UDN INVESCO DB US DOLLAR INDEX LONG 635 18.59 2/14 15:46 18.60 0.05%
Trade id #143530839
Max drawdown($50)
Time2/10/23 0:00
Quant open635
Worst price18.51
Drawdown as % of equity-0.05%
 $2
Includes Typical Broker Commissions trade costs of $5.00
2/9/23 15:49 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 2,721 8.67 2/14 15:46 8.52 1.04%
Trade id #143530835
Max drawdown($969)
Time2/14/23 11:47
Quant open2,721
Worst price8.31
Drawdown as % of equity-1.04%
 ($397)
Includes Typical Broker Commissions trade costs of $5.00
11/29/22 15:49 GLD SPDR GOLD SHARES LONG 398 169.22 2/14/23 15:46 171.07 0.01%
Trade id #142712888
Max drawdown($13)
Time11/30/22 0:00
Quant open42
Worst price162.40
Drawdown as % of equity-0.01%
 $728
Includes Typical Broker Commissions trade costs of $7.96
2/2/23 15:49 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 2,070 18.03 2/9 15:46 16.92 2.83%
Trade id #143437178
Max drawdown($2,656)
Time2/9/23 15:35
Quant open2,070
Worst price16.75
Drawdown as % of equity-2.83%
 ($2,296)
Includes Typical Broker Commissions trade costs of $5.00
1/4/23 15:49 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 10,613 8.86 2/2 15:46 9.14 1.66%
Trade id #143095740
Max drawdown($1,502)
Time1/5/23 0:00
Quant open5,367
Worst price8.10
Drawdown as % of equity-1.66%
 $2,958
Includes Typical Broker Commissions trade costs of $24.49
1/3/23 9:42 UPRO PROSHARES ULTRAPRO S&P 500 LONG 303 40.08 2/2 15:46 41.15 0%
Trade id #143071829
Max drawdown($4)
Time1/3/23 12:47
Quant open2
Worst price31.56
Drawdown as % of equity-0.00%
 $321
Includes Typical Broker Commissions trade costs of $6.06
Next

Statistics

  • Strategy began
    6/4/2019
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    1462.42
  • Age
    49 months ago
  • What it trades
    Stocks
  • # Trades
    180
  • # Profitable
    73
  • % Profitable
    40.60%
  • Avg trade duration
    36.9 days
  • Max peak-to-valley drawdown
    53.83%
  • drawdown period
    Nov 22, 2021 - Dec 22, 2022
  • Annual Return (Compounded)
    33.4%
  • Avg win
    $3,004
  • Avg loss
    $1,221
  • Model Account Values (Raw)
  • Cash
    $44,316
  • Margin Used
    $0
  • Buying Power
    $80,177
  • Ratios
  • W:L ratio
    1.69:1
  • Sharpe Ratio
    0.92
  • Sortino Ratio
    1.35
  • Calmar Ratio
    0.74
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    165.34%
  • Correlation to SP500
    0.20800
  • Return Percent SP500 (cumu) during strategy life
    52.46%
  • Return Statistics
  • Ann Return (w trading costs)
    33.4%
  • Slump
  • Current Slump as Pcnt Equity
    57.10%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.38%
  • Return Statistics
  • Return Pcnt Since TOS Status
    143.940%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.334%
  • Instruments
  • Percent Trades Options
    0.02%
  • Percent Trades Stocks
    0.98%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    35.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    50.00%
  • Chance of 20% account loss
    19.00%
  • Chance of 30% account loss
    7.50%
  • Chance of 40% account loss
    1.00%
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    547
  • Popularity (Last 6 weeks)
    877
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    868
  • Popularity (7 days, Percentile 1000 scale)
    812
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $1,221
  • Avg Win
    $3,005
  • Sum Trade PL (losers)
    $130,661.000
  • Age
  • Num Months filled monthly returns table
    49
  • Win / Loss
  • Sum Trade PL (winners)
    $219,354.000
  • # Winners
    73
  • Num Months Winners
    28
  • Dividends
  • Dividends Received in Model Acct
    1987
  • AUM
  • AUM (AutoTrader live capital)
    204522
  • Win / Loss
  • # Losers
    107
  • % Winners
    40.6%
  • Frequency
  • Avg Position Time (mins)
    53078.20
  • Avg Position Time (hrs)
    884.64
  • Avg Trade Length
    36.9 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.47
  • Daily leverage (max)
    3.62
  • Regression
  • Alpha
    0.08
  • Beta
    0.25
  • Treynor Index
    0.34
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.08
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    3.016
  • 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
    0.03
  • Avg(MAE) / Avg(PL) - Winning trades
    0.247
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.166
  • Hold-and-Hope Ratio
    0.358
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.29781
  • SD
    0.30726
  • Sharpe ratio (Glass type estimate)
    0.96925
  • Sharpe ratio (Hedges UMVUE)
    0.95335
  • df
    46.00000
  • t
    1.91820
  • p
    0.03065
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.04563
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.97407
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.05598
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96268
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.98442
  • Upside Potential Ratio
    3.71074
  • Upside part of mean
    0.55688
  • Downside part of mean
    -0.25907
  • Upside SD
    0.27797
  • Downside SD
    0.15007
  • N nonnegative terms
    25.00000
  • N negative terms
    22.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    47.00000
  • Mean of predictor
    0.08953
  • Mean of criterion
    0.29781
  • SD of predictor
    0.19685
  • SD of criterion
    0.30726
  • Covariance
    0.01387
  • r
    0.22925
  • b (slope, estimate of beta)
    0.35783
  • a (intercept, estimate of alpha)
    0.26577
  • Mean Square Error
    0.09143
  • DF error
    45.00000
  • t(b)
    1.57994
  • p(b)
    0.06056
  • t(a)
    1.72434
  • p(a)
    0.04576
  • Lowerbound of 95% confidence interval for beta
    -0.09833
  • Upperbound of 95% confidence interval for beta
    0.81400
  • Lowerbound of 95% confidence interval for alpha
    -0.04466
  • Upperbound of 95% confidence interval for alpha
    0.57620
  • Treynor index (mean / b)
    0.83225
  • Jensen alpha (a)
    0.26577
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.25022
  • SD
    0.29669
  • Sharpe ratio (Glass type estimate)
    0.84338
  • Sharpe ratio (Hedges UMVUE)
    0.82954
  • df
    46.00000
  • t
    1.66909
  • p
    0.05095
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.16620
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.84412
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.17522
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.83429
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.57309
  • Upside Potential Ratio
    3.27440
  • Upside part of mean
    0.52084
  • Downside part of mean
    -0.27062
  • Upside SD
    0.25704
  • Downside SD
    0.15907
  • N nonnegative terms
    25.00000
  • N negative terms
    22.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    47.00000
  • Mean of predictor
    0.06978
  • Mean of criterion
    0.25022
  • SD of predictor
    0.19991
  • SD of criterion
    0.29669
  • Covariance
    0.01411
  • r
    0.23793
  • b (slope, estimate of beta)
    0.35312
  • a (intercept, estimate of alpha)
    0.22558
  • Mean Square Error
    0.08489
  • DF error
    45.00000
  • t(b)
    1.64326
  • p(b)
    0.05365
  • t(a)
    1.52439
  • p(a)
    0.06720
  • Lowerbound of 95% confidence interval for beta
    -0.07969
  • Upperbound of 95% confidence interval for beta
    0.78594
  • Lowerbound of 95% confidence interval for alpha
    -0.07247
  • Upperbound of 95% confidence interval for alpha
    0.52363
  • Treynor index (mean / b)
    0.70860
  • Jensen alpha (a)
    0.22558
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11310
  • Expected Shortfall on VaR
    0.14386
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04781
  • Expected Shortfall on VaR
    0.09346
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    47.00000
  • Minimum
    0.84267
  • Quartile 1
    0.97739
  • Median
    1.01393
  • Quartile 3
    1.06977
  • Maximum
    1.21850
  • Mean of quarter 1
    0.92775
  • Mean of quarter 2
    0.99373
  • Mean of quarter 3
    1.03742
  • Mean of quarter 4
    1.15054
  • Inter Quartile Range
    0.09238
  • 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
    0.04255
  • Mean of outliers high
    1.21573
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.49600
  • VaR(95%) (moments method)
    0.06418
  • Expected Shortfall (moments method)
    0.07570
  • Extreme Value Index (regression method)
    -0.04754
  • VaR(95%) (regression method)
    0.08024
  • Expected Shortfall (regression method)
    0.11219
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.01571
  • Quartile 1
    0.04158
  • Median
    0.07903
  • Quartile 3
    0.09905
  • Maximum
    0.45093
  • Mean of quarter 1
    0.02309
  • Mean of quarter 2
    0.07491
  • Mean of quarter 3
    0.08315
  • Mean of quarter 4
    0.27764
  • Inter Quartile Range
    0.05747
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.45093
  • 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)
    0.50357
  • Compounded annual return (geometric extrapolation)
    0.32066
  • Calmar ratio (compounded annual return / max draw down)
    0.71111
  • Compounded annual return / average of 25% largest draw downs
    1.15496
  • Compounded annual return / Expected Shortfall lognormal
    2.22903
  • 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
    0.31713
  • SD
    0.26752
  • Sharpe ratio (Glass type estimate)
    1.18544
  • Sharpe ratio (Hedges UMVUE)
    1.18459
  • df
    1040.00000
  • t
    2.36295
  • p
    0.46346
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.20058
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.16976
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.20000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.16917
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.73735
  • Upside Potential Ratio
    9.07933
  • Upside part of mean
    1.65730
  • Downside part of mean
    -1.34017
  • Upside SD
    0.19637
  • Downside SD
    0.18254
  • N nonnegative terms
    568.00000
  • N negative terms
    473.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1041.00000
  • Mean of predictor
    0.10508
  • Mean of criterion
    0.31713
  • SD of predictor
    0.23109
  • SD of criterion
    0.26752
  • Covariance
    0.01325
  • r
    0.21426
  • b (slope, estimate of beta)
    0.24803
  • a (intercept, estimate of alpha)
    0.29100
  • Mean Square Error
    0.06835
  • DF error
    1039.00000
  • t(b)
    7.07047
  • p(b)
    0.36465
  • t(a)
    2.21837
  • p(a)
    0.45632
  • Lowerbound of 95% confidence interval for beta
    0.17920
  • Upperbound of 95% confidence interval for beta
    0.31687
  • Lowerbound of 95% confidence interval for alpha
    0.03360
  • Upperbound of 95% confidence interval for alpha
    0.54853
  • Treynor index (mean / b)
    1.27858
  • Jensen alpha (a)
    0.29107
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.28118
  • SD
    0.26760
  • Sharpe ratio (Glass type estimate)
    1.05073
  • Sharpe ratio (Hedges UMVUE)
    1.04997
  • df
    1040.00000
  • t
    2.09443
  • p
    0.46759
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.06618
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.03480
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.06567
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.03428
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.51252
  • Upside Potential Ratio
    8.81272
  • Upside part of mean
    1.63827
  • Downside part of mean
    -1.35710
  • Upside SD
    0.19309
  • Downside SD
    0.18590
  • N nonnegative terms
    568.00000
  • N negative terms
    473.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1041.00000
  • Mean of predictor
    0.07823
  • Mean of criterion
    0.28118
  • SD of predictor
    0.23214
  • SD of criterion
    0.26760
  • Covariance
    0.01339
  • r
    0.21555
  • b (slope, estimate of beta)
    0.24847
  • a (intercept, estimate of alpha)
    0.26174
  • Mean Square Error
    0.06835
  • DF error
    1039.00000
  • t(b)
    7.11519
  • p(b)
    0.36385
  • t(a)
    1.99518
  • p(a)
    0.46070
  • Lowerbound of 95% confidence interval for beta
    0.17995
  • Upperbound of 95% confidence interval for beta
    0.31700
  • Lowerbound of 95% confidence interval for alpha
    0.00432
  • Upperbound of 95% confidence interval for alpha
    0.51916
  • Treynor index (mean / b)
    1.13161
  • Jensen alpha (a)
    0.26174
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02578
  • Expected Shortfall on VaR
    0.03247
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01100
  • Expected Shortfall on VaR
    0.02258
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1041.00000
  • Minimum
    0.93610
  • Quartile 1
    0.99393
  • Median
    1.00094
  • Quartile 3
    1.00925
  • Maximum
    1.09412
  • Mean of quarter 1
    0.98168
  • Mean of quarter 2
    0.99820
  • Mean of quarter 3
    1.00455
  • Mean of quarter 4
    1.02092
  • Inter Quartile Range
    0.01532
  • Number outliers low
    44.00000
  • Percentage of outliers low
    0.04227
  • Mean of outliers low
    0.95793
  • Number of outliers high
    38.00000
  • Percentage of outliers high
    0.03650
  • Mean of outliers high
    1.04259
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.28408
  • VaR(95%) (moments method)
    0.01735
  • Expected Shortfall (moments method)
    0.02955
  • Extreme Value Index (regression method)
    0.03419
  • VaR(95%) (regression method)
    0.01730
  • Expected Shortfall (regression method)
    0.02471
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    50.00000
  • Minimum
    0.00005
  • Quartile 1
    0.00774
  • Median
    0.01789
  • Quartile 3
    0.04462
  • Maximum
    0.48952
  • Mean of quarter 1
    0.00327
  • Mean of quarter 2
    0.01232
  • Mean of quarter 3
    0.03243
  • Mean of quarter 4
    0.13515
  • Inter Quartile Range
    0.03688
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.14000
  • Mean of outliers high
    0.20324
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.55486
  • VaR(95%) (moments method)
    0.14552
  • Expected Shortfall (moments method)
    0.36183
  • Extreme Value Index (regression method)
    0.79104
  • VaR(95%) (regression method)
    0.12884
  • Expected Shortfall (regression method)
    0.56875
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.60772
  • Compounded annual return (geometric extrapolation)
    0.36218
  • Calmar ratio (compounded annual return / max draw down)
    0.73986
  • Compounded annual return / average of 25% largest draw downs
    2.67973
  • Compounded annual return / Expected Shortfall lognormal
    11.15390
  • 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
    0.42516
  • SD
    0.22860
  • Sharpe ratio (Glass type estimate)
    1.85984
  • Sharpe ratio (Hedges UMVUE)
    1.84909
  • df
    130.00000
  • t
    1.31511
  • p
    0.44271
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.92468
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.63735
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.93181
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.63000
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.96035
  • Upside Potential Ratio
    11.03030
  • Upside part of mean
    1.58417
  • Downside part of mean
    -1.15900
  • Upside SD
    0.17867
  • Downside SD
    0.14362
  • N nonnegative terms
    74.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.11709
  • Mean of criterion
    0.42516
  • SD of predictor
    0.15539
  • SD of criterion
    0.22860
  • Covariance
    0.02081
  • r
    0.58576
  • b (slope, estimate of beta)
    0.86172
  • a (intercept, estimate of alpha)
    0.32426
  • Mean Square Error
    0.03459
  • DF error
    129.00000
  • t(b)
    8.20863
  • p(b)
    0.14968
  • t(a)
    1.23142
  • p(a)
    0.43151
  • Lowerbound of 95% confidence interval for beta
    0.65402
  • Upperbound of 95% confidence interval for beta
    1.06942
  • Lowerbound of 95% confidence interval for alpha
    -0.19673
  • Upperbound of 95% confidence interval for alpha
    0.84525
  • Treynor index (mean / b)
    0.49339
  • Jensen alpha (a)
    0.32426
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.39896
  • SD
    0.22804
  • Sharpe ratio (Glass type estimate)
    1.74952
  • Sharpe ratio (Hedges UMVUE)
    1.73940
  • df
    130.00000
  • t
    1.23710
  • p
    0.44607
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.03370
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.52620
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.04045
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.51926
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.74655
  • Upside Potential Ratio
    10.79670
  • Upside part of mean
    1.56831
  • Downside part of mean
    -1.16935
  • Upside SD
    0.17639
  • Downside SD
    0.14526
  • N nonnegative terms
    74.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.10509
  • Mean of criterion
    0.39896
  • SD of predictor
    0.15532
  • SD of criterion
    0.22804
  • Covariance
    0.02074
  • r
    0.58552
  • b (slope, estimate of beta)
    0.85969
  • a (intercept, estimate of alpha)
    0.30862
  • Mean Square Error
    0.03444
  • DF error
    129.00000
  • t(b)
    8.20361
  • p(b)
    0.14980
  • t(a)
    1.17490
  • p(a)
    0.43461
  • VAR (95 Confidence Intrvl)
    0.02600
  • Lowerbound of 95% confidence interval for beta
    0.65235
  • Upperbound of 95% confidence interval for beta
    1.06703
  • Lowerbound of 95% confidence interval for alpha
    -0.21109
  • Upperbound of 95% confidence interval for alpha
    0.82833
  • Treynor index (mean / b)
    0.46407
  • Jensen alpha (a)
    0.30862
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02142
  • Expected Shortfall on VaR
    0.02715
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00935
  • Expected Shortfall on VaR
    0.01847
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.96405
  • Quartile 1
    0.99294
  • Median
    1.00117
  • Quartile 3
    1.00749
  • Maximum
    1.04208
  • Mean of quarter 1
    0.98438
  • Mean of quarter 2
    0.99843
  • Mean of quarter 3
    1.00434
  • Mean of quarter 4
    1.01985
  • Inter Quartile Range
    0.01455
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.96498
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.03344
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00208
  • VaR(95%) (moments method)
    0.01516
  • Expected Shortfall (moments method)
    0.02012
  • Extreme Value Index (regression method)
    -0.12157
  • VaR(95%) (regression method)
    0.01608
  • Expected Shortfall (regression method)
    0.02048
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    9.00000
  • Minimum
    0.00012
  • Quartile 1
    0.00837
  • Median
    0.04485
  • Quartile 3
    0.05367
  • Maximum
    0.09651
  • Mean of quarter 1
    0.00296
  • Mean of quarter 2
    0.03605
  • Mean of quarter 3
    0.05314
  • Mean of quarter 4
    0.08094
  • Inter Quartile Range
    0.04530
  • 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)
    -1.13484
  • VaR(95%) (moments method)
    0.08597
  • Expected Shortfall (moments method)
    0.08984
  • Extreme Value Index (regression method)
    0.41083
  • VaR(95%) (regression method)
    0.10616
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.17640
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -346551000
  • Max Equity Drawdown (num days)
    395
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.47584
  • Compounded annual return (geometric extrapolation)
    0.53245
  • Calmar ratio (compounded annual return / max draw down)
    5.51720
  • Compounded annual return / average of 25% largest draw downs
    6.57820
  • Compounded annual return / Expected Shortfall lognormal
    19.61240

Strategy Description

In addition to this description, you can go to PatienceToInvest.com to see a video describing my investment philosophy. You can also ask questions there anytime.

I believe the logic behind this strategy is very sound. In short, invest in a diversified basket of historically appreciating assets with leverage and use various algorithmic trading signals to reduce leverage at various times in an effort to reduce drawdowns.

I use a mix of short, medium, and long-term signals to algorithmically determine entries and exits. I mostly buy things that have a long-term history of going up in value. On rare occasions like March of 2020, there are certain metrics that can trigger bets on inverse volatility. For example, in March of 2020 I did buy TVIX which has a long-term history of going down in value but does great in times of turmoil.

To be very clear, I expect to have high drawdowns when compared to investing in something like a balanced mutual fund. However, I do not expect to have drawdowns nearly as big as just buying and holding leveraged funds.

I have a Roth IRA at Interactive Brokers and this strategy reads the trades I make in it. For context, I have about 30 years before I plan to use the money in this Roth IRA. Like any REASONABLE investor, I know I won't make money every day, week, month, or year - especially if I want to target HIGH long-term growth - patience is needed! This strategy is very risky and volatile especially on a daily time frame. For example, September 3rd, 2020 it dropped by almost 11% in a single day.

Stops are generally not the primary way the system is designed to exit trades. However, the algorithm places stops with each position. I do this because you just never know what will happen. If price changes way faster than the signals can capture it, I don’t want to hold on to a 3X leveraged ETF during a day where the overall market drops 20% in a single day like it did in 1987! Because I use BrokerTransmit (AKA my strategy literally just copies my real brokerage account) you are not able to see stop orders until they trigger. On your end a stop triggered would just look like a market sell order. If it makes you feel more secure you could certainly instruct C2 to place stops on each position for you. I would not put them too tight though. For example, if you were to use a 1% stop you would probably experience too much whipsaw on these investments. Leveraged ETFs need more space to move when swing trading. Perhaps 10% would work well.

While I hope you follow, please consider the risks and your willingness to remain consistent. By jumping in and out I believe you will decrease your odds of success dramatically. Therefore, I suggest you only follow with money that you will feel comfortable remaining consistent with.

Good luck!
patiencetoinvest.com
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2019-06-04
Suggested Minimum Capital
$15,000
Rank at C2 
#107
# Trades
180
# Profitable
73
% Profitable
40.6%
Net Dividends
$1,986
Correlation S&P500
0.208
Sharpe Ratio
0.92
Sortino Ratio
1.35
Beta
0.25
Alpha
0.08
Leverage
1.47 Average
3.62 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

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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.