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C2Star Strategy Momentum Mastery RTS C2Star: in evaluation Hypothetical

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The Prometheus Project
(123962173)

Created by: ThomasBopp4 ThomasBopp4
Started: 06/2019
Options
Last trade: 66 days ago
Trading style: Options Premium Collecting Short Volatility

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 $29.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

Trading Category: Options
Premium Collecting
Category: Equity

Premium Collecting

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

Short Volatility

This strategy employs one of the several ways that are available to construct a portfolio that will profit when volatility decreases or remains the same.
-
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.

(100.0%)
Max Drawdown
5624
Num Trades
77.4%
Win Trades
0.9 : 1
Profit Factor
45.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                   (0.4%)(1.3%)(0.6%)+2.4%+1.4%(1%)(1.7%)(1.2%)
2020(1.6%)(0.3%)(2.1%)(0.6%)+1.2%+4.1%(2.8%)+2.0%(7.7%)+1.5%+9.3%(3.1%)(1.2%)
2021+19.3%+9.4%+1.6%(7.3%)+3.0%+5.4%(0.5%)+5.8%(2.3%)+9.2%(7.1%)+1.2%+40.9%
2022(2.3%)+11.2%(2.6%)+1.5%(1.6%)(0.2%)(3.4%)(1.7%)+6.5%(2.3%)+11.5%+3.5%+20.4%
2023+6.1%(5.5%)+0.9%+8.2%+9.3%+2.5%(10.7%)+9.2%+1.8%(3.7%)+3.0%+2.4%+23.9%
2024(2.6%)(2.4%)+2.2%+7.1%+1.9%(0.6%)(1.7%)(4.6%)(7.7%)(2.1%)(1.7%)+8.3%(4.9%)
2025+4.0%(3.9%)+1.4%(19.1%)(2.9%)+6.8%+0.3%(6.2%)  -  (20.3%)(48.3%)
2026(64.1%)+101.1%(0.8%)(89.2%)(935.4%)(72.2%)                                    (211.4%)

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.

LiveSignal

Live broadcasts, recordings, and community highlights.
Open LiveSignal

Live Chat

The last 4 month of the yeatr ar before us. Most options expire in this month, so the best performance will be ahead of me.
Target 20% reached...
yearly target topped with +21,80%
Yearly-target reched, judz shy of a new alltimehigh. Just short-term weeklies are as shorts open, while I do have the stocks. Nect year we start new with target 20% again
Looks like we are reaching new alltimehighs here. Everything works fine, thanks to incorporating seasonality, pattern-AI-Signals and other systems for tradesignals....
Again reaching new Highs.
Open LiveSignal

System developer has asked us to delay this information by 48 hours.

Trading Record

This strategy has placed 8,814 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 398 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/22/25 9:57 TLT2617D110 TLT Apr17'26 110 call SHORT 4 0.99 4/18/26 9:35 0.27 0.13%
Trade id #151483181
Max drawdown($63)
Time4/29/25 0:00
Quant open3
Worst price1.20
Drawdown as % of equity-0.13%
 $284
Includes Typical Broker Commissions trade costs of $4.10
4/22/25 12:26 TLT2617P70 TLT Apr17'26 70 put SHORT 3 1.07 4/18/26 9:35 0.00 0.07%
Trade id #151487168
Max drawdown($32)
Time5/22/25 0:00
Quant open3
Worst price1.18
Drawdown as % of equity-0.07%
 $320
Includes Typical Broker Commissions trade costs of $2.10
4/17/25 10:06 TGNA2519L20 TGNA Dec19'25 20 call SHORT 2 0.65 12/20 9:35 0.00 0.59%
Trade id #151440917
Max drawdown($278)
Time8/29/25 0:00
Quant open2
Worst price2.04
Drawdown as % of equity-0.59%
 $129
Includes Typical Broker Commissions trade costs of $1.40
4/16/25 9:30 TBBB2521K35 TBBB Nov21'25 35 call SHORT 1 1.35 11/22 9:38 0.00 0.22%
Trade id #151424762
Max drawdown($105)
Time5/2/25 0:00
Quant open1
Worst price2.40
Drawdown as % of equity-0.22%
 $134
Includes Typical Broker Commissions trade costs of $1.00
4/21/25 9:32 LTBR2521K17.5 LTBR Nov21'25 17.5 call SHORT 1 0.75 11/22 9:38 0.00 4.7%
Trade id #151468577
Max drawdown($1,325)
Time10/16/25 0:00
Quant open1
Worst price14.00
Drawdown as % of equity-4.70%
 $74
Includes Typical Broker Commissions trade costs of $1.00
4/21/25 9:35 HSAI2517J25 HSAI Oct17'25 25 call SHORT 2 0.60 10/18 9:35 0.00 2.53%
Trade id #151468658
Max drawdown($1,140)
Time9/8/25 0:00
Quant open2
Worst price6.30
Drawdown as % of equity-2.53%
 $119
Includes Typical Broker Commissions trade costs of $1.40
4/22/25 9:32 HOOD2515H75 HOOD Aug15'25 75 call SHORT 1 0.95 8/16 9:35 0.00 8.28%
Trade id #151482395
Max drawdown($4,131)
Time8/11/25 0:00
Quant open1
Worst price42.26
Drawdown as % of equity-8.28%
 $94
Includes Typical Broker Commissions trade costs of $1.00
4/23/25 9:37 TLT2530Q83 TLT May30'25 83 put SHORT 2 0.46 5/31 9:35 0.00 0.13%
Trade id #151498108
Max drawdown($64)
Time5/22/25 0:00
Quant open2
Worst price0.78
Drawdown as % of equity-0.13%
 $91
Includes Typical Broker Commissions trade costs of $1.40
4/17/25 11:49 TLT2523E93 TLT May23'25 93 call SHORT 2 0.38 5/24 9:35 0.00 0.08%
Trade id #151443483
Max drawdown($40)
Time4/29/25 0:00
Quant open2
Worst price0.58
Drawdown as % of equity-0.08%
 $75
Includes Typical Broker Commissions trade costs of $1.40
4/23/25 11:10 HSAI2516Q10 HSAI May16'25 10 put SHORT 3 0.35 5/17 9:35 0.00 0.06%
Trade id #151500072
Max drawdown($30)
Time4/23/25 12:00
Quant open3
Worst price0.45
Drawdown as % of equity-0.06%
 $103
Includes Typical Broker Commissions trade costs of $2.10
4/23/25 13:09 NMAX2516E40 NMAX May16'25 40 call SHORT 1 0.55 5/17 9:35 0.00 0.02%
Trade id #151502767
Max drawdown($10)
Time4/23/25 15:56
Quant open1
Worst price0.65
Drawdown as % of equity-0.02%
 $54
Includes Typical Broker Commissions trade costs of $1.00
4/22/25 11:58 NMAX2516Q15 NMAX May16'25 15 put SHORT 1 0.60 5/17 9:35 0.00 0.01%
Trade id #151486680
Max drawdown($5)
Time4/23/25 0:00
Quant open1
Worst price0.65
Drawdown as % of equity-0.01%
 $59
Includes Typical Broker Commissions trade costs of $1.00
4/22/25 14:36 AU2516E49 AU May16'25 49 call SHORT 1 0.70 5/12 10:31 0.05 n/a $63
Includes Typical Broker Commissions trade costs of $2.00
4/21/25 9:37 SPT2516E20 SPT May16'25 20 call SHORT 1 1.25 5/9 11:41 4.30 0.6%
Trade id #151468705
Max drawdown($305)
Time5/9/25 11:41
Quant open1
Worst price4.30
Drawdown as % of equity-0.60%
 ($307)
Includes Typical Broker Commissions trade costs of $2.00
4/17/25 11:06 DAVE2518G155 DAVE Jul18'25 155 call SHORT 1 1.65 5/8 11:57 15.00 2.62%
Trade id #151442072
Max drawdown($1,335)
Time5/8/25 10:44
Quant open1
Worst price15.00
Drawdown as % of equity-2.62%
 ($1,337)
Includes Typical Broker Commissions trade costs of $2.00
4/16/25 15:32 TDOC2502E7.5 TDOC May2'25 7.5 call SHORT 1 0.26 5/3 9:35 0.00 0.07%
Trade id #151430859
Max drawdown($34)
Time4/29/25 0:00
Quant open1
Worst price0.60
Drawdown as % of equity-0.07%
 $25
Includes Typical Broker Commissions trade costs of $1.00
4/21/25 9:53 DLTR2502Q70 DLTR May2'25 70 put SHORT 1 0.57 5/3 9:35 0.00 0%
Trade id #151468964
Max drawdown($1)
Time4/21/25 11:54
Quant open1
Worst price0.58
Drawdown as % of equity-0.00%
 $56
Includes Typical Broker Commissions trade costs of $1.00
4/21/25 11:48 DLTR2502E86 DLTR May2'25 86 call SHORT 1 0.61 5/3 9:35 0.00 0.38%
Trade id #151471913
Max drawdown($184)
Time4/23/25 0:00
Quant open1
Worst price2.45
Drawdown as % of equity-0.38%
 $60
Includes Typical Broker Commissions trade costs of $1.00
4/26/25 9:35 HIMS HIMS AND HERS HEALTH INC SHORT 100 28.00 4/29 9:36 34.85 2.07%
Trade id #151534577
Max drawdown($994)
Time4/29/25 9:30
Quant open100
Worst price37.94
Drawdown as % of equity-2.07%
 ($687)
Includes Typical Broker Commissions trade costs of $2.00
4/16/25 13:53 UAL2525D73 UAL Apr25'25 73 call SHORT 1 0.54 4/26 9:35 0.00 0.27%
Trade id #151429721
Max drawdown($131)
Time4/23/25 0:00
Quant open1
Worst price1.85
Drawdown as % of equity-0.27%
 $53
Includes Typical Broker Commissions trade costs of $1.00
4/15/25 15:38 LVS2525P30 LVS Apr25'25 30 put SHORT 1 0.50 4/26 9:35 0.00 0.05%
Trade id #151415216
Max drawdown($26)
Time4/16/25 0:00
Quant open1
Worst price0.76
Drawdown as % of equity-0.05%
 $49
Includes Typical Broker Commissions trade costs of $1.00
4/16/25 11:39 UAL2525P61 UAL Apr25'25 61 put SHORT 1 0.50 4/26 9:35 0.00 0.16%
Trade id #151427130
Max drawdown($80)
Time4/16/25 15:10
Quant open1
Worst price1.30
Drawdown as % of equity-0.16%
 $49
Includes Typical Broker Commissions trade costs of $1.00
4/21/25 10:18 HIMS2525D28 HIMS Apr25'25 28 call SHORT 1 0.47 4/26 9:35 0.00 0.17%
Trade id #151469716
Max drawdown($82)
Time4/23/25 0:00
Quant open1
Worst price1.29
Drawdown as % of equity-0.17%
 $46
Includes Typical Broker Commissions trade costs of $1.00
4/15/25 15:28 SBUX2525D88 SBUX Apr25'25 88 call SHORT 1 0.57 4/26 9:35 0.00 n/a $56
Includes Typical Broker Commissions trade costs of $1.00
4/17/25 10:07 SBUX2525P75 SBUX Apr25'25 75 put SHORT 1 0.30 4/26 9:35 0.00 0.09%
Trade id #151440942
Max drawdown($41)
Time4/23/25 0:00
Quant open1
Worst price0.71
Drawdown as % of equity-0.09%
 $29
Includes Typical Broker Commissions trade costs of $1.00
4/16/25 9:44 TLT2523D89.5 TLT Apr23'25 89.5 call SHORT 2 0.25 4/24 8:05 0.00 0.06%
Trade id #151425218
Max drawdown($30)
Time4/16/25 15:13
Quant open2
Worst price0.40
Drawdown as % of equity-0.06%
 $49
Includes Typical Broker Commissions trade costs of $1.40
4/21/25 9:49 TLT2525D88.5 TLT Apr25'25 88.5 call SHORT 2 0.22 4/23 9:39 0.82 0.28%
Trade id #151468894
Max drawdown($136)
Time4/23/25 9:38
Quant open2
Worst price0.90
Drawdown as % of equity-0.28%
 ($123)
Includes Typical Broker Commissions trade costs of $2.80
4/16/25 15:38 LVS2525D35 LVS Apr25'25 35 call SHORT 1 0.31 4/23 9:39 1.40 0.23%
Trade id #151430931
Max drawdown($109)
Time4/23/25 9:39
Quant open1
Worst price1.40
Drawdown as % of equity-0.23%
 ($111)
Includes Typical Broker Commissions trade costs of $2.00
4/21/25 15:59 TLT2523D87 TLT Apr23'25 87 call SHORT 2 0.22 4/23 9:34 1.75 0.69%
Trade id #151475387
Max drawdown($332)
Time4/23/25 9:30
Quant open2
Worst price1.88
Drawdown as % of equity-0.69%
 ($309)
Includes Typical Broker Commissions trade costs of $2.80
4/21/25 12:31 SEDG2525D12.5 SEDG Apr25'25 12.5 call SHORT 2 0.42 4/22 9:47 1.33 0.4%
Trade id #151472510
Max drawdown($182)
Time4/22/25 9:47
Quant open2
Worst price1.33
Drawdown as % of equity-0.40%
 ($185)
Includes Typical Broker Commissions trade costs of $2.80

Statistics

  • Strategy began
    6/6/2019
  • Suggested Minimum Cap
    $30,000
  • Strategy Age (days)
    2573.92
  • Age
    86 months ago
  • What it trades
    Options
  • # Trades
    5624
  • # Profitable
    4354
  • % Profitable
    77.40%
  • Avg trade duration
    8.8 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    May 01, 2026 - June 23, 2026
  • Annual Return (Compounded)
    0.0%
  • Avg win
    $86.04
  • Avg loss
    $335.81
  • Model Account Values (Raw)
  • Cash
    $132,830
  • Margin Used
    $98,848
  • Buying Power
    ($64,505)
  • Ratios
  • W:L ratio
    0.89:1
  • Sharpe Ratio
    -0.33
  • Sortino Ratio
    -0.36
  • Calmar Ratio
    -0.881
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -375.14%
  • Correlation to SP500
    -0.06510
  • Return Percent SP500 (cumu) during strategy life
    160.36%
  • Return Statistics
  • Ann Return (w trading costs)
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.40%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    12.46%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    n/a
  • Instruments
  • Percent Trades Options
    0.91%
  • Percent Trades Stocks
    0.10%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    88.50%
  • Chance of 20% account loss
    73.00%
  • Chance of 30% account loss
    64.50%
  • Chance of 40% account loss
    40.00%
  • Chance of 60% account loss (Monte Carlo)
    12.00%
  • Chance of 70% account loss (Monte Carlo)
    4.00%
  • Chance of 80% account loss (Monte Carlo)
    2.00%
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    27.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    350
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $336
  • Avg Win
    $86
  • Sum Trade PL (losers)
    $426,485.000
  • Age
  • Num Months filled monthly returns table
    84
  • Win / Loss
  • Sum Trade PL (winners)
    $374,614.000
  • # Winners
    4354
  • Num Months Winners
    38
  • Dividends
  • Dividends Received in Model Acct
    3519
  • Win / Loss
  • # Losers
    1270
  • % Winners
    77.4%
  • Frequency
  • Avg Position Time (mins)
    87593.60
  • Avg Position Time (hrs)
    1459.89
  • Avg Trade Length
    60.8 days
  • Last Trade Ago
    66
  • Leverage
  • Daily leverage (average)
    6.95
  • Daily leverage (max)
    35.23
  • Regression
  • Alpha
    0.00
  • Beta
    -0.32
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.32
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    3.14
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    225.41
  • MAE:Equity, average, winning trades
    0.35
  • MAE:Equity, average, losing trades
    0.24
  • Avg(MAE) / Avg(PL) - All trades
    -655.239
  • 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
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    233.249
  • Avg(MAE) / Avg(PL) - Losing trades
    -39.178
  • Hold-and-Hope Ratio
    0.000
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.06766
  • SD
    0.49033
  • Sharpe ratio (Glass type estimate)
    -0.13799
  • Sharpe ratio (Hedges UMVUE)
    -0.13617
  • df
    57.00000
  • t
    -0.30337
  • p
    0.61864
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.02927
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.75446
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.02802
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.75569
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.14565
  • Upside Potential Ratio
    0.60352
  • Upside part of mean
    0.28037
  • Downside part of mean
    -0.34803
  • Upside SD
    0.14439
  • Downside SD
    0.46455
  • N nonnegative terms
    35.00000
  • N negative terms
    23.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    58.00000
  • Mean of predictor
    0.20962
  • Mean of criterion
    -0.06766
  • SD of predictor
    0.27009
  • SD of criterion
    0.49033
  • Covariance
    -0.07979
  • r
    -0.60252
  • b (slope, estimate of beta)
    -1.09382
  • a (intercept, estimate of alpha)
    0.16162
  • Mean Square Error
    0.15588
  • DF error
    56.00000
  • t(b)
    -5.64940
  • p(b)
    1.00000
  • t(a)
    0.87784
  • p(a)
    0.19189
  • Lowerbound of 95% confidence interval for beta
    -1.48168
  • Upperbound of 95% confidence interval for beta
    -0.70596
  • Lowerbound of 95% confidence interval for alpha
    -0.20720
  • Upperbound of 95% confidence interval for alpha
    0.53045
  • Treynor index (mean / b)
    0.06186
  • Jensen alpha (a)
    0.16162
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -2.16080
  • SD
    5.03391
  • Sharpe ratio (Glass type estimate)
    -0.42925
  • Sharpe ratio (Hedges UMVUE)
    -0.42358
  • df
    57.00000
  • t
    -0.94370
  • p
    0.82535
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.32236
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.46758
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.31847
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.47131
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.42981
  • Upside Potential Ratio
    0.05372
  • Upside part of mean
    0.27005
  • Downside part of mean
    -2.43085
  • Upside SD
    0.13668
  • Downside SD
    5.02730
  • N nonnegative terms
    35.00000
  • N negative terms
    23.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    58.00000
  • Mean of predictor
    0.17450
  • Mean of criterion
    -2.16080
  • SD of predictor
    0.25637
  • SD of criterion
    5.03391
  • Covariance
    -0.75208
  • r
    -0.58277
  • b (slope, estimate of beta)
    -11.44310
  • a (intercept, estimate of alpha)
    -0.16394
  • Mean Square Error
    17.03300
  • DF error
    56.00000
  • t(b)
    -5.36656
  • p(b)
    1.00000
  • t(a)
    -0.08566
  • p(a)
    0.53398
  • Lowerbound of 95% confidence interval for beta
    -15.71460
  • Upperbound of 95% confidence interval for beta
    -7.17159
  • Lowerbound of 95% confidence interval for alpha
    -3.99768
  • Upperbound of 95% confidence interval for alpha
    3.66980
  • Treynor index (mean / b)
    0.18883
  • Jensen alpha (a)
    -0.16394
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.92349
  • Expected Shortfall on VaR
    0.95323
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.05365
  • Expected Shortfall on VaR
    0.13128
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    58.00000
  • Minimum
    0.00002
  • Quartile 1
    0.98616
  • Median
    1.00954
  • Quartile 3
    1.03906
  • Maximum
    1.19673
  • Mean of quarter 1
    0.89644
  • Mean of quarter 2
    0.99772
  • Mean of quarter 3
    1.02171
  • Mean of quarter 4
    1.07262
  • Inter Quartile Range
    0.05290
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.03448
  • Mean of outliers low
    0.43688
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.01724
  • Mean of outliers high
    1.19673
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.06960
  • VaR(95%) (moments method)
    0.07773
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    1.73266
  • VaR(95%) (regression method)
    0.04928
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.01322
  • Quartile 1
    0.01989
  • Median
    0.03231
  • Quartile 3
    0.05217
  • Maximum
    0.99999
  • Mean of quarter 1
    0.01602
  • Mean of quarter 2
    0.02646
  • Mean of quarter 3
    0.04125
  • Mean of quarter 4
    0.37274
  • Inter Quartile Range
    0.03229
  • 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
    0.10000
  • Mean of outliers high
    0.99999
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    1.41153
  • VaR(95%) (moments method)
    0.41328
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    5.48966
  • VaR(95%) (regression method)
    4.59183
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.20689
  • Compounded annual return (geometric extrapolation)
    -0.88151
  • Calmar ratio (compounded annual return / max draw down)
    -0.88152
  • Compounded annual return / average of 25% largest draw downs
    -2.36495
  • Compounded annual return / Expected Shortfall lognormal
    -0.92476
  • 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
    -0.23230
  • SD
    0.64520
  • Sharpe ratio (Glass type estimate)
    -0.36005
  • Sharpe ratio (Hedges UMVUE)
    -0.35983
  • df
    1267.00000
  • t
    -0.79208
  • p
    0.51416
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.25103
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.53104
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.25086
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.53120
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.38315
  • Upside Potential Ratio
    2.16336
  • Upside part of mean
    1.31161
  • Downside part of mean
    -1.54391
  • Upside SD
    0.22040
  • Downside SD
    0.60628
  • N nonnegative terms
    675.00000
  • N negative terms
    593.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1268.00000
  • Mean of predictor
    0.19528
  • Mean of criterion
    -0.23230
  • SD of predictor
    0.22527
  • SD of criterion
    0.64520
  • Covariance
    -0.02159
  • r
    -0.14851
  • b (slope, estimate of beta)
    -0.42534
  • a (intercept, estimate of alpha)
    -0.14900
  • Mean Square Error
    0.40742
  • DF error
    1266.00000
  • t(b)
    -5.34339
  • p(b)
    0.57425
  • t(a)
    -0.51363
  • p(a)
    0.50722
  • Lowerbound of 95% confidence interval for beta
    -0.58151
  • Upperbound of 95% confidence interval for beta
    -0.26918
  • Lowerbound of 95% confidence interval for alpha
    -0.71927
  • Upperbound of 95% confidence interval for alpha
    0.42079
  • Treynor index (mean / b)
    0.54615
  • Jensen alpha (a)
    -0.14924
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -2.15800
  • SD
    4.41463
  • Sharpe ratio (Glass type estimate)
    -0.48883
  • Sharpe ratio (Hedges UMVUE)
    -0.48854
  • df
    1267.00000
  • t
    -1.07539
  • p
    0.51922
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.37988
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.40237
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.37966
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.40258
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.48935
  • Upside Potential Ratio
    0.29223
  • Upside part of mean
    1.28871
  • Downside part of mean
    -3.44671
  • Upside SD
    0.21001
  • Downside SD
    4.40990
  • N nonnegative terms
    675.00000
  • N negative terms
    593.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1268.00000
  • Mean of predictor
    0.16956
  • Mean of criterion
    -2.15800
  • SD of predictor
    0.22728
  • SD of criterion
    4.41463
  • Covariance
    -0.09227
  • r
    -0.09196
  • b (slope, estimate of beta)
    -1.78623
  • a (intercept, estimate of alpha)
    -1.85513
  • Mean Square Error
    19.33940
  • DF error
    1266.00000
  • t(b)
    -3.28598
  • p(b)
    0.54598
  • t(a)
    -0.92704
  • p(a)
    0.51302
  • Lowerbound of 95% confidence interval for beta
    -2.85267
  • Upperbound of 95% confidence interval for beta
    -0.71979
  • Lowerbound of 95% confidence interval for alpha
    -5.78101
  • Upperbound of 95% confidence interval for alpha
    2.07075
  • Treynor index (mean / b)
    1.20813
  • Jensen alpha (a)
    -1.85513
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.36672
  • Expected Shortfall on VaR
    0.43216
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01223
  • Expected Shortfall on VaR
    0.02975
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1268.00000
  • Minimum
    0.00007
  • Quartile 1
    0.99656
  • Median
    1.00053
  • Quartile 3
    1.00577
  • Maximum
    1.23129
  • Mean of quarter 1
    0.97789
  • Mean of quarter 2
    0.99878
  • Mean of quarter 3
    1.00282
  • Mean of quarter 4
    1.01739
  • Inter Quartile Range
    0.00921
  • Number outliers low
    88.00000
  • Percentage of outliers low
    0.06940
  • Mean of outliers low
    0.94103
  • Number of outliers high
    65.00000
  • Percentage of outliers high
    0.05126
  • Mean of outliers high
    1.04293
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.80474
  • VaR(95%) (moments method)
    0.01677
  • Expected Shortfall (moments method)
    0.09247
  • Extreme Value Index (regression method)
    0.60023
  • VaR(95%) (regression method)
    0.01365
  • Expected Shortfall (regression method)
    0.03838
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    44.00000
  • Minimum
    0.00004
  • Quartile 1
    0.00334
  • Median
    0.01501
  • Quartile 3
    0.07515
  • Maximum
    0.99999
  • Mean of quarter 1
    0.00170
  • Mean of quarter 2
    0.00828
  • Mean of quarter 3
    0.03711
  • Mean of quarter 4
    0.19886
  • Inter Quartile Range
    0.07182
  • 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
    0.02273
  • Mean of outliers high
    0.99999
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.70724
  • VaR(95%) (moments method)
    0.21173
  • Expected Shortfall (moments method)
    0.71167
  • Extreme Value Index (regression method)
    0.57411
  • VaR(95%) (regression method)
    0.15346
  • Expected Shortfall (regression method)
    0.32874
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.20662
  • Compounded annual return (geometric extrapolation)
    -0.88117
  • Calmar ratio (compounded annual return / max draw down)
    -0.88118
  • Compounded annual return / average of 25% largest draw downs
    -4.43107
  • Compounded annual return / Expected Shortfall lognormal
    -2.03898
  • 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
    -4.13523
  • SD
    1.86315
  • Sharpe ratio (Glass type estimate)
    -2.21949
  • Sharpe ratio (Hedges UMVUE)
    -2.20666
  • df
    130.00000
  • t
    -1.56941
  • p
    0.56818
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -5.00015
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.56954
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.99141
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.57810
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.27030
  • Upside Potential Ratio
    1.18184
  • Upside part of mean
    2.15266
  • Downside part of mean
    -6.28789
  • Upside SD
    0.43866
  • Downside SD
    1.82145
  • N nonnegative terms
    63.00000
  • N negative terms
    68.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.62791
  • Mean of criterion
    -4.13523
  • SD of predictor
    0.28616
  • SD of criterion
    1.86315
  • Covariance
    -0.22161
  • r
    -0.41566
  • b (slope, estimate of beta)
    -2.70632
  • a (intercept, estimate of alpha)
    -2.43592
  • Mean Square Error
    2.89384
  • DF error
    129.00000
  • t(b)
    -5.19057
  • p(b)
    0.75678
  • t(a)
    -1.00329
  • p(a)
    0.55595
  • Lowerbound of 95% confidence interval for beta
    -3.73790
  • Upperbound of 95% confidence interval for beta
    -1.67473
  • Lowerbound of 95% confidence interval for alpha
    -7.23964
  • Upperbound of 95% confidence interval for alpha
    2.36781
  • Treynor index (mean / b)
    1.52799
  • Jensen alpha (a)
    -2.43592
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -22.51600
  • SD
    13.69830
  • Sharpe ratio (Glass type estimate)
    -1.64370
  • Sharpe ratio (Hedges UMVUE)
    -1.63420
  • df
    130.00000
  • t
    -1.16227
  • p
    0.55071
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.41956
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.13832
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.41312
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.14471
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.64222
  • Upside Potential Ratio
    0.15069
  • Upside part of mean
    2.06612
  • Downside part of mean
    -24.58210
  • Upside SD
    0.40450
  • Downside SD
    13.71070
  • N nonnegative terms
    63.00000
  • N negative terms
    68.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.58726
  • Mean of criterion
    -22.51600
  • SD of predictor
    0.28228
  • SD of criterion
    13.69830
  • Covariance
    -0.88158
  • r
    -0.22799
  • b (slope, estimate of beta)
    -11.06390
  • a (intercept, estimate of alpha)
    -16.01860
  • Mean Square Error
    179.27000
  • DF error
    129.00000
  • t(b)
    -2.65951
  • p(b)
    0.64388
  • t(a)
    -0.83902
  • p(a)
    0.54686
  • VAR (95 Confidence Intrvl)
    0.36700
  • Lowerbound of 95% confidence interval for beta
    -19.29470
  • Upperbound of 95% confidence interval for beta
    -2.83299
  • Lowerbound of 95% confidence interval for alpha
    -53.79280
  • Upperbound of 95% confidence interval for alpha
    21.75560
  • Treynor index (mean / b)
    2.03510
  • Jensen alpha (a)
    -16.01860
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.77190
  • Expected Shortfall on VaR
    0.83284
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.05405
  • Expected Shortfall on VaR
    0.12719
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.00007
  • Quartile 1
    0.99229
  • Median
    1.00000
  • Quartile 3
    1.00607
  • Maximum
    1.23129
  • Mean of quarter 1
    0.90807
  • Mean of quarter 2
    0.99688
  • Mean of quarter 3
    1.00282
  • Mean of quarter 4
    1.03009
  • Inter Quartile Range
    0.01378
  • Number outliers low
    13.00000
  • Percentage of outliers low
    0.09924
  • Mean of outliers low
    0.78971
  • Number of outliers high
    9.00000
  • Percentage of outliers high
    0.06870
  • Mean of outliers high
    1.07366
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.27562
  • VaR(95%) (moments method)
    0.06291
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    1.33607
  • VaR(95%) (regression method)
    0.04340
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.99999
  • Quartile 1
    0.99999
  • Median
    0.99999
  • Quartile 3
    0.99999
  • Maximum
    0.99999
  • 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
  • Last 4 Months - Pcnt Negative
    0.75%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -381036000
  • Max Equity Drawdown (num days)
    53
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -1.99997
  • Compounded annual return (geometric extrapolation)
    -1.00000
  • Calmar ratio (compounded annual return / max draw down)
    -1.00001
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -1.20072

Strategy Description

The system has the Name “The Prometheus Project” for several reasons. Prometheus is the name of a god and it means “Look ahead”. We use several systems, who tell us, which option to sell.
One uses artificial intelligence, which learns with every new day and give better signals. Only signals will be traded, when a minimum move of 20 % in the next 120 days is predicted, based on historical data. Based on the signal we sell the opposite option far below the stop of 15%. Other systems give us the info with straddles, puts or Calls the best option to sell based on implied volatility.
The seasonal direction from signal day to closing day must be the same as the signal direction: If long, than the seasonality must be upward and viceversa. In case of a option going in the money we justify by using other options or stocks. I rare cases we buy back the options. Sometimes we get assigned, which allows us using this stock for the wheel-strategy.
We trade live. Every trade is done in realtime live via IB-Account!

We think, this multi-dimension approach is the right way to beat every other system on collective2 on a long term basis. Because through our unique system based on artificial intelligence, we are ahead of the game. Time will tell...
Again: This system is traded live via interactive broker!
Trade this strategy at Tradier

LiveSignal

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Live Chat

The last 4 month of the yeatr ar before us. Most options expire in this month, so the best performance will be ahead of me.
Target 20% reached...
yearly target topped with +21,80%
Yearly-target reched, judz shy of a new alltimehigh. Just short-term weeklies are as shorts open, while I do have the stocks. Nect year we start new with target 20% again
Looks like we are reaching new alltimehighs here. Everything works fine, thanks to incorporating seasonality, pattern-AI-Signals and other systems for tradesignals....
Again reaching new Highs.
Open LiveSignal

Summary Statistics

Strategy began
2019-06-06
Suggested Minimum Capital
$35,000
# Trades
5624
# Profitable
4354
% Profitable
77.4%
Net Dividends
$3,518
Correlation S&P500
-0.065
Sharpe Ratio
-0.33
Sortino Ratio
-0.36
Beta
-0.32
Alpha
0.00
Leverage
6.95 Average
35.23 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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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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