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

AgoraOpus US-EQ Next 10
(124653266)

Created by: AgoraOpus AgoraOpus
Started: 07/2019
Stocks
Last trade: 5 days ago
Trading style: Equity Non-hedged Equity

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $89.00 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
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
-2.6%
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.

(6.4%)
Max Drawdown
16
Num Trades
25.0%
Win Trades
0.3 : 1
Profit Factor
-
Win Months

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 120 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/29/19 9:33 V VISA LONG 26 183.54 8/5 9:33 173.09 0.63%
Trade id #124655709
Max drawdown($313)
Time7/29/19 9:33
Quant open26
Worst price171.48
Drawdown as % of equity-0.63%
($273)
Includes Typical Broker Commissions trade costs of $0.52
7/29/19 9:33 SYK STRYKER LONG 22 214.31 8/5 9:33 208.72 0.26%
Trade id #124655706
Max drawdown($127)
Time7/29/19 9:33
Quant open22
Worst price208.51
Drawdown as % of equity-0.26%
($123)
Includes Typical Broker Commissions trade costs of $0.44
7/29/19 9:33 SBUX STARBUCKS LONG 50 97.41 8/5 9:33 94.77 0.39%
Trade id #124655701
Max drawdown($195)
Time7/29/19 9:33
Quant open50
Worst price93.50
Drawdown as % of equity-0.39%
($133)
Includes Typical Broker Commissions trade costs of $1.00
7/29/19 9:33 IQV IQVIA HOLDINGS INC LONG 30 159.50 8/5 9:33 152.76 0.5%
Trade id #124655695
Max drawdown($251)
Time7/29/19 9:33
Quant open30
Worst price151.11
Drawdown as % of equity-0.50%
($203)
Includes Typical Broker Commissions trade costs of $0.60
7/29/19 9:33 FIS FIDELITY NATIONAL INFO LONG 36 136.23 8/5 9:33 128.32 0.65%
Trade id #124655686
Max drawdown($322)
Time7/29/19 9:33
Quant open36
Worst price127.27
Drawdown as % of equity-0.65%
($286)
Includes Typical Broker Commissions trade costs of $0.72
7/29/19 9:33 AON AON LONG 25 194.04 8/5 9:33 188.74 0.31%
Trade id #124655680
Max drawdown($154)
Time7/29/19 9:33
Quant open25
Worst price187.87
Drawdown as % of equity-0.31%
($134)
Includes Typical Broker Commissions trade costs of $0.50

Statistics

  • Strategy began
    7/29/2019
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    19.35
  • Age
    20 days ago
  • What it trades
    Stocks
  • # Trades
    16
  • # Profitable
    4
  • % Profitable
    25.00%
  • Avg trade duration
    11.1 days
  • Max peak-to-valley drawdown
    6.38%
  • drawdown period
    July 29, 2019 - Aug 05, 2019
  • Avg win
    $115.00
  • Avg loss
    $138.17
  • Model Account Values (Raw)
  • Cash
    $25,129
  • Margin Used
    $0
  • Buying Power
    $25,073
  • Ratios
  • W:L ratio
    0.29:1
  • Sharpe Ratio
  • Sortino Ratio
  • Calmar Ratio
  • Return Statistics
  • Ann Return (w trading costs)
    -34.4%
  • Ann Return (Compnd, No Fees)
    -34.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    559
  • C2 Score
    781
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $146
  • Avg Loss
    $149
  • # Winners
    4
  • # Losers
    12
  • % Winners
    25.0%
  • Frequency
  • Avg Position Time (mins)
    15964.20
  • Avg Position Time (hrs)
    266.07
  • Avg Trade Length
    11.1 days
  • Last Trade Ago
    5
  • Leverage
  • Daily leverage (average)
    1.00
  • Daily leverage (max)
    1.31
  • Maximum Adverse Excursion (MAE)
  • Hold-and-Hope Ratio
    -0.291

Strategy Description

Using advanced statistical models, 10 companies are selected. Long only, rebalanced on Mondays.

Summary Statistics

Strategy began
2019-07-29
Suggested Minimum Capital
$15,000
# Trades
16
# Profitable
4
% Profitable
25.0%
Net Dividends
Sharpe Ratio
-
Sortino Ratio
0.00
Beta
0.00
Alpha
0.00
Leverage
1.00 Average
1.31 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

#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.