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

Stock Miner All
(125578980)

Created by: JamesScheibel JamesScheibel
Started: 10/2019
Stocks
Last trade: Yesterday
Trading style: Equity Non-hedged Equity Trend-following

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 $100.00 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."
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.
0.5%
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.

(5.1%)
Max Drawdown
114
Num Trades
64.0%
Win Trades
1.1 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                                               +3.7%(3.1%)      +0.5%

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/14/19 13:24 SKY SKYLINE CORPORATION LONG 63 31.06 11/15 13:20 30.83 0.07%
Trade id #126214668
Max drawdown($44)
Time11/15/19 10:42
Quant open63
Worst price30.36
Drawdown as % of equity-0.07%
($15)
Includes Typical Broker Commissions trade costs of $1.26
11/14/19 13:24 CNR CORNERSTONE BUILDING BRANDS INC LONG 307 6.48 11/15 13:20 6.94 0.02%
Trade id #126214658
Max drawdown($12)
Time11/14/19 14:13
Quant open307
Worst price6.44
Drawdown as % of equity-0.02%
$135
Includes Typical Broker Commissions trade costs of $6.14
11/11/19 9:30 RLH RED LION HOTELS LONG 694 2.84 11/15 13:20 2.76 0.36%
Trade id #126151968
Max drawdown($222)
Time11/14/19 0:00
Quant open694
Worst price2.52
Drawdown as % of equity-0.36%
($61)
Includes Typical Broker Commissions trade costs of $5.00
11/11/19 9:30 SBUX STARBUCKS LONG 24 81.77 11/14 14:30 84.50 0.02%
Trade id #126151987
Max drawdown($9)
Time11/11/19 9:33
Quant open24
Worst price81.37
Drawdown as % of equity-0.02%
$66
Includes Typical Broker Commissions trade costs of $0.48
11/13/19 11:51 FTSI FTS INTERNATIONAL INC LONG 2,752 1.01 11/14 13:24 0.94 0.48%
Trade id #126192089
Max drawdown($294)
Time11/13/19 15:48
Quant open2,752
Worst price0.90
Drawdown as % of equity-0.48%
($189)
Includes Typical Broker Commissions trade costs of $5.00
11/13/19 11:51 LPCN LIPOCINE INC. COMMON STOCK LONG 3,797 0.75 11/14 13:24 0.40 2.29%
Trade id #126192080
Max drawdown($1,409)
Time11/14/19 0:00
Quant open3,797
Worst price0.38
Drawdown as % of equity-2.29%
($1,348)
Includes Typical Broker Commissions trade costs of $5.00
11/8/19 10:25 GERN GERON LONG 2,684 1.49 11/14 13:24 1.36 0.7%
Trade id #126130614
Max drawdown($429)
Time11/14/19 10:43
Quant open2,684
Worst price1.33
Drawdown as % of equity-0.70%
($354)
Includes Typical Broker Commissions trade costs of $5.00
11/8/19 10:25 ARLP ALLIANCE RESOURCE PARTNER LONG 338 11.65 11/13 12:36 12.05 0.12%
Trade id #126130600
Max drawdown($74)
Time11/11/19 0:00
Quant open338
Worst price11.43
Drawdown as % of equity-0.12%
$128
Includes Typical Broker Commissions trade costs of $6.76
11/11/19 9:30 UNT UNIT LONG 1,904 1.04 11/13 11:50 0.97 0.64%
Trade id #126151955
Max drawdown($399)
Time11/12/19 0:00
Quant open1,904
Worst price0.83
Drawdown as % of equity-0.64%
($134)
Includes Typical Broker Commissions trade costs of $5.00
11/7/19 9:57 ASRT ASSERTIO THERAPEUTICS INC. COMMON STOCK LONG 4,794 0.73 11/13 11:50 0.78 0.22%
Trade id #126110605
Max drawdown($139)
Time11/12/19 0:00
Quant open4,794
Worst price0.70
Drawdown as % of equity-0.22%
$254
Includes Typical Broker Commissions trade costs of $5.00
11/11/19 9:30 PRTY PARTY CITY HOLDCO INC LONG 847 2.29 11/13 11:50 1.84 0.92%
Trade id #126151941
Max drawdown($575)
Time11/13/19 9:55
Quant open847
Worst price1.61
Drawdown as % of equity-0.92%
($386)
Includes Typical Broker Commissions trade costs of $5.00
11/11/19 9:30 CORT CORCEPT THERAPEUTICS LONG 131 15.00 11/13 11:50 16.34 0.01%
Trade id #126151918
Max drawdown($5)
Time11/11/19 9:35
Quant open131
Worst price14.96
Drawdown as % of equity-0.01%
$172
Includes Typical Broker Commissions trade costs of $2.62
11/8/19 10:25 SERV SERVICEMASTER GLOBAL HOLDINGS LONG 108 36.16 11/13 11:50 34.04 0.4%
Trade id #126130612
Max drawdown($246)
Time11/13/19 11:32
Quant open108
Worst price33.88
Drawdown as % of equity-0.40%
($231)
Includes Typical Broker Commissions trade costs of $2.16
11/11/19 9:30 TDG TRANSDIGM GROUP LONG 3 540.09 11/13 11:50 545.13 0.01%
Trade id #126151996
Max drawdown($5)
Time11/11/19 9:31
Quant open3
Worst price538.29
Drawdown as % of equity-0.01%
$15
Includes Typical Broker Commissions trade costs of $0.06
11/11/19 9:30 TTD THE TRADE DESK INC. CLASS A COMMON STOCK LONG 10 192.50 11/13 11:50 225.17 0.02%
Trade id #126151964
Max drawdown($15)
Time11/11/19 9:34
Quant open10
Worst price191.00
Drawdown as % of equity-0.02%
$327
Includes Typical Broker Commissions trade costs of $0.20
11/8/19 10:25 TLND TALEND SA ADS LONG 113 34.67 11/11 10:09 35.83 0.02%
Trade id #126130604
Max drawdown($14)
Time11/8/19 11:10
Quant open113
Worst price34.54
Drawdown as % of equity-0.02%
$129
Includes Typical Broker Commissions trade costs of $2.26
11/8/19 10:25 FLDM FLUIDIGM LONG 1,581 2.52 11/11 9:31 2.33 0.54%
Trade id #126130602
Max drawdown($332)
Time11/8/19 15:36
Quant open1,581
Worst price2.31
Drawdown as % of equity-0.54%
($305)
Includes Typical Broker Commissions trade costs of $5.00
11/7/19 9:30 IDEX IDEANOMICS INC LONG 3,017 1.16 11/8 10:25 1.12 0.38%
Trade id #126109455
Max drawdown($241)
Time11/8/19 0:00
Quant open3,017
Worst price1.08
Drawdown as % of equity-0.38%
($126)
Includes Typical Broker Commissions trade costs of $5.00
11/6/19 9:32 CRVL CORVEL LONG 44 78.02 11/7 9:30 77.71 0.11%
Trade id #126089914
Max drawdown($69)
Time11/7/19 0:00
Quant open44
Worst price76.45
Drawdown as % of equity-0.11%
($15)
Includes Typical Broker Commissions trade costs of $0.88
11/4/19 9:30 WKHS WORKHORSE GROUP INC. COMMON STOCK LONG 905 2.75 11/6 9:30 2.54 0.4%
Trade id #126059435
Max drawdown($253)
Time11/5/19 0:00
Quant open905
Worst price2.47
Drawdown as % of equity-0.40%
($195)
Includes Typical Broker Commissions trade costs of $5.00
11/4/19 9:30 BW BABCOCK & WILCOX ENTERPRISES INC LONG 525 4.75 11/6 9:30 4.80 0.09%
Trade id #126059365
Max drawdown($57)
Time11/4/19 9:31
Quant open525
Worst price4.64
Drawdown as % of equity-0.09%
$21
Includes Typical Broker Commissions trade costs of $5.00
11/4/19 9:30 ENPH ENPHASE ENERGY LONG 131 18.92 11/6 9:30 18.54 0.36%
Trade id #126059382
Max drawdown($227)
Time11/4/19 14:24
Quant open131
Worst price17.18
Drawdown as % of equity-0.36%
($53)
Includes Typical Broker Commissions trade costs of $2.62
11/4/19 9:30 INS INTELLIGENT SYSTEMS LONG 56 44.24 11/6 9:30 41.06 0.29%
Trade id #126059423
Max drawdown($181)
Time11/5/19 0:00
Quant open56
Worst price41.00
Drawdown as % of equity-0.29%
($179)
Includes Typical Broker Commissions trade costs of $1.12
11/1/19 9:30 PED PEDEVCO CORP. LONG 2,586 1.15 11/4 9:31 1.16 0.16%
Trade id #126037212
Max drawdown($103)
Time11/1/19 13:51
Quant open2,586
Worst price1.11
Drawdown as % of equity-0.16%
$21
Includes Typical Broker Commissions trade costs of $5.00
11/1/19 9:30 UNT UNIT LONG 1,456 2.06 11/4 9:31 2.10 0.05%
Trade id #126037269
Max drawdown($29)
Time11/1/19 9:34
Quant open1,456
Worst price2.04
Drawdown as % of equity-0.05%
$53
Includes Typical Broker Commissions trade costs of $5.00
11/1/19 9:30 MGEN MIRAGEN THERAPEUTICS INC LONG 4,615 0.65 11/4 9:31 0.75 0.03%
Trade id #126037190
Max drawdown($17)
Time11/1/19 9:31
Quant open4,615
Worst price0.65
Drawdown as % of equity-0.03%
$457
Includes Typical Broker Commissions trade costs of $5.00
11/1/19 9:30 COUP COUPA SOFTWARE INCORPORATED COMMON STOCK LONG 21 138.06 11/4 9:30 144.18 0.04%
Trade id #126037209
Max drawdown($23)
Time11/1/19 9:34
Quant open21
Worst price136.95
Drawdown as % of equity-0.04%
$129
Includes Typical Broker Commissions trade costs of $0.42
10/30/19 11:21 SVRA SAVARA INC. COMMON STOCK LONG 4,444 0.89 11/1 10:10 0.92 0.22%
Trade id #126006273
Max drawdown($137)
Time10/30/19 14:29
Quant open4,444
Worst price0.86
Drawdown as % of equity-0.22%
$128
Includes Typical Broker Commissions trade costs of $5.00
10/31/19 11:24 BW BABCOCK & WILCOX ENTERPRISES INC LONG 565 4.41 11/1 9:30 4.62 0.03%
Trade id #126022747
Max drawdown($16)
Time10/31/19 11:28
Quant open565
Worst price4.38
Drawdown as % of equity-0.03%
$114
Includes Typical Broker Commissions trade costs of $5.00
10/30/19 11:22 ADAP ADAPTIMMUNE THERAPEUTICS PLC AMERICAN DEPOSITARY S LONG 4,494 0.89 11/1 9:30 0.88 0.19%
Trade id #126006319
Max drawdown($119)
Time10/31/19 0:00
Quant open4,494
Worst price0.86
Drawdown as % of equity-0.19%
($35)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    10/1/2019
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    45.97
  • Age
    46 days ago
  • What it trades
    Stocks
  • # Trades
    114
  • # Profitable
    73
  • % Profitable
    64.00%
  • Avg trade duration
    3.6 days
  • Max peak-to-valley drawdown
    5.07%
  • drawdown period
    Nov 01, 2019 - Nov 14, 2019
  • Cumul. Return
    0.5%
  • Avg win
    $99.99
  • Avg loss
    $156.49
  • Model Account Values (Raw)
  • Cash
    $41,914
  • Margin Used
    $0
  • Buying Power
    $41,543
  • Ratios
  • W:L ratio
    1.14:1
  • Sharpe Ratio
    0.16
  • Sortino Ratio
    0.22
  • Calmar Ratio
    2.587
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -5.59%
  • Correlation to SP500
    0.40780
  • Return Percent SP500 (cumu) during strategy life
    6.13%
  • Return Statistics
  • Ann Return (w trading costs)
    4.1%
  • Slump
  • Current Slump as Pcnt Equity
    0.05%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.005%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.31%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    11.9%
  • 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
  • Automation
  • Percentage Signals Automated
    10000.00%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 50% account loss
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    606
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    760
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $100
  • Avg Loss
    $156
  • Sum Trade PL (losers)
    $6,416.000
  • # Winners
    73
  • Num Months Winners
    1
  • Age
  • Num Months (Age strategy)
    2
  • Win / Loss
  • Sum Trade PL (winners)
    $7,299.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    41
  • % Winners
    64.0%
  • Frequency
  • Avg Position Time (mins)
    5127.92
  • Avg Position Time (hrs)
    85.47
  • Avg Trade Length
    3.6 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.46
  • Daily leverage (max)
    0.88
  • Regression
  • Alpha
    -0.05
  • Beta
    0.48
  • Treynor Index
    0.01
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.19
  • Avg(MAE) / Avg(PL) - All trades
    -121.492
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.772
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.412
  • Hold-and-Hope Ratio
    0.020
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    -0.13900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01300
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -231380000
  • Max Equity Drawdown (num days)
    13
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Summary Statistics

Strategy began
2019-10-01
Suggested Minimum Capital
$15,000
# Trades
114
# Profitable
73
% Profitable
64.0%
Correlation S&P500
0.408
Sharpe Ratio
0.16
Sortino Ratio
0.22
Beta
0.48
Alpha
-0.05
Leverage
0.46 Average
0.88 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.