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

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 07/19/2021
Most recent certification approved 9/29/21 13:57 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 762
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 739
Percent signals followed since 07/19/2021 97%
This information was last updated 10/17/21 22:35 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 07/19/2021, 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 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.

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

Avi Butz and Goldshtein
(128081688)

Created by: AviButz AviButz
Started: 03/2020
Futures
Last trade: 7 days ago

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $595.00 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.

119.1%
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.

(26.0%)
Max Drawdown
863
Num Trades
95.4%
Win Trades
2.4 : 1
Profit Factor
85.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020              +24.4%+5.2%+0.7%+10.0%+6.5%+66.4%+7.9%+3.0%+1.3%+0.1%+189.6%
2021+3.2%+0.3%+2.8%(11.4%)+17.2%+3.5%(0.5%)(7.6%)+9.3%+5.1%            +20.8%

Model Account Details

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

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

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 2,418 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/8/21 15:02 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14842.15 10/8 15:04 14849.10 n/a $131
Includes Typical Broker Commissions trade costs of $8.00
10/8/21 11:46 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14821.80 10/8 12:06 14840.15 0.15%
Trade id #137730480
Max drawdown($256)
Time10/8/21 11:51
Quant open1
Worst price14809.00
Drawdown as % of equity-0.15%
$359
Includes Typical Broker Commissions trade costs of $8.00
10/8/21 9:54 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14857.25 10/8 9:54 14870.75 n/a $262
Includes Typical Broker Commissions trade costs of $8.00
10/8/21 9:47 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14868.60 10/8 9:49 14885.00 n/a $320
Includes Typical Broker Commissions trade costs of $8.00
10/7/21 15:01 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14927.10 10/7 15:05 14936.35 0.03%
Trade id #137717351
Max drawdown($57)
Time10/7/21 15:04
Quant open1
Worst price14924.20
Drawdown as % of equity-0.03%
$177
Includes Typical Broker Commissions trade costs of $8.00
10/6/21 22:48 @NQZ1 E-MINI NASDAQ 100 STK IDX SHORT 1 14876.25 10/6 23:13 14869.75 0.06%
Trade id #137702710
Max drawdown($95)
Time10/6/21 23:00
Quant open1
Worst price14881.00
Drawdown as % of equity-0.06%
$122
Includes Typical Broker Commissions trade costs of $8.00
10/6/21 15:37 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 2 14692.00 10/6 15:43 14701.17 0.07%
Trade id #137698781
Max drawdown($120)
Time10/6/21 15:40
Quant open2
Worst price14689.00
Drawdown as % of equity-0.07%
$351
Includes Typical Broker Commissions trade costs of $16.00
10/6/21 3:45 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14493.25 10/6 4:32 14499.80 0.34%
Trade id #137685424
Max drawdown($580)
Time10/6/21 4:08
Quant open1
Worst price14464.20
Drawdown as % of equity-0.34%
$123
Includes Typical Broker Commissions trade costs of $8.00
10/6/21 2:05 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14552.35 10/6 2:17 14561.65 0.1%
Trade id #137683471
Max drawdown($177)
Time10/6/21 2:10
Quant open1
Worst price14543.50
Drawdown as % of equity-0.10%
$178
Includes Typical Broker Commissions trade costs of $8.00
10/5/21 15:23 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14712.50 10/5 15:36 14719.15 0.15%
Trade id #137678151
Max drawdown($255)
Time10/5/21 15:33
Quant open1
Worst price14699.80
Drawdown as % of equity-0.15%
$125
Includes Typical Broker Commissions trade costs of $8.00
10/5/21 15:02 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14732.50 10/5 15:10 14740.50 0.01%
Trade id #137677653
Max drawdown($10)
Time10/5/21 15:07
Quant open1
Worst price14732.00
Drawdown as % of equity-0.01%
$152
Includes Typical Broker Commissions trade costs of $8.00
10/5/21 11:40 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14673.00 10/5 11:58 14694.80 0.11%
Trade id #137672307
Max drawdown($190)
Time10/5/21 11:50
Quant open1
Worst price14663.50
Drawdown as % of equity-0.11%
$428
Includes Typical Broker Commissions trade costs of $8.00
10/5/21 10:46 @NQZ1 E-MINI NASDAQ 100 STK IDX SHORT 1 14661.15 10/5 11:40 14677.10 0.61%
Trade id #137670938
Max drawdown($1,017)
Time10/5/21 11:15
Quant open1
Worst price14712.00
Drawdown as % of equity-0.61%
($327)
Includes Typical Broker Commissions trade costs of $8.00
10/4/21 9:41 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14630.20 10/5 10:13 14626.15 3.21%
Trade id #137643873
Max drawdown($5,249)
Time10/4/21 13:04
Quant open1
Worst price14367.80
Drawdown as % of equity-3.21%
($89)
Includes Typical Broker Commissions trade costs of $8.00
10/4/21 10:24 S SENTINELONE INC LONG 500 51.40 10/5 9:51 52.86 0.19%
Trade id #137645737
Max drawdown($311)
Time10/4/21 13:45
Quant open250
Worst price50.58
Drawdown as % of equity-0.19%
$722
Includes Typical Broker Commissions trade costs of $10.00
10/1/21 9:55 NIU NIU TECHNOLOGIES AMERICAN DEPOSITARY SHARES LONG 1,100 22.53 10/4 13:57 22.79 0.27%
Trade id #137617327
Max drawdown($462)
Time10/4/21 10:45
Quant open600
Worst price21.76
Drawdown as % of equity-0.27%
$258
Includes Typical Broker Commissions trade costs of $22.00
10/4/21 3:34 @ESZ1 E-MINI S&P 500 LONG 1 4316.25 10/4 3:44 4321.75 n/a $267
Includes Typical Broker Commissions trade costs of $8.00
10/4/21 2:13 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14680.25 10/4 2:31 14690.35 0.34%
Trade id #137637319
Max drawdown($565)
Time10/4/21 2:20
Quant open1
Worst price14652.00
Drawdown as % of equity-0.34%
$194
Includes Typical Broker Commissions trade costs of $8.00
10/1/21 9:43 S SENTINELONE INC LONG 500 52.90 10/1 11:24 53.66 0.24%
Trade id #137616978
Max drawdown($405)
Time10/1/21 10:40
Quant open500
Worst price52.09
Drawdown as % of equity-0.24%
$371
Includes Typical Broker Commissions trade costs of $10.00
10/1/21 11:17 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14647.60 10/1 11:18 14665.00 n/a $340
Includes Typical Broker Commissions trade costs of $8.00
10/1/21 11:13 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14619.50 10/1 11:13 14632.85 n/a $259
Includes Typical Broker Commissions trade costs of $8.00
9/30/21 21:32 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14613.20 10/1 2:02 14630.35 0.47%
Trade id #137609931
Max drawdown($774)
Time10/1/21 0:00
Quant open1
Worst price14574.50
Drawdown as % of equity-0.47%
$335
Includes Typical Broker Commissions trade costs of $8.00
9/30/21 21:37 @ESZ1 E-MINI S&P 500 LONG 1 4273.25 9/30 21:44 4277.25 0.11%
Trade id #137609944
Max drawdown($175)
Time9/30/21 21:39
Quant open1
Worst price4269.75
Drawdown as % of equity-0.11%
$192
Includes Typical Broker Commissions trade costs of $8.00
9/30/21 15:24 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14787.90 9/30 15:33 14795.25 0.21%
Trade id #137606538
Max drawdown($348)
Time9/30/21 15:30
Quant open1
Worst price14770.50
Drawdown as % of equity-0.21%
$139
Includes Typical Broker Commissions trade costs of $8.00
9/30/21 10:58 S SENTINELONE INC LONG 250 53.38 9/30 11:36 53.83 0.03%
Trade id #137599599
Max drawdown($56)
Time9/30/21 11:01
Quant open250
Worst price53.15
Drawdown as % of equity-0.03%
$109
Includes Typical Broker Commissions trade costs of $5.00
9/28/21 9:50 NIU NIU TECHNOLOGIES AMERICAN DEPOSITARY SHARES LONG 1,000 23.36 9/29 15:25 23.58 0.33%
Trade id #137559573
Max drawdown($537)
Time9/28/21 12:49
Quant open900
Worst price22.82
Drawdown as % of equity-0.33%
$197
Includes Typical Broker Commissions trade costs of $20.00
9/29/21 9:47 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14795.65 9/29 9:48 14814.85 n/a $376
Includes Typical Broker Commissions trade costs of $8.00
9/28/21 23:32 @NQZ1 E-MINI NASDAQ 100 STK IDX SHORT 1 14846.90 9/28 23:59 14836.35 0.04%
Trade id #137572943
Max drawdown($72)
Time9/28/21 23:53
Quant open1
Worst price14850.50
Drawdown as % of equity-0.04%
$203
Includes Typical Broker Commissions trade costs of $8.00
9/28/21 15:36 @NQZ1 E-MINI NASDAQ 100 STK IDX LONG 1 14802.20 9/28 15:36 14814.00 n/a $228
Includes Typical Broker Commissions trade costs of $8.00
9/28/21 14:49 @NQZ1 E-MINI NASDAQ 100 STK IDX SHORT 1 14851.65 9/28 14:53 14842.35 0.05%
Trade id #137568144
Max drawdown($87)
Time9/28/21 14:52
Quant open1
Worst price14856.00
Drawdown as % of equity-0.05%
$178
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    3/17/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    579.69
  • Age
    19 months ago
  • What it trades
    Stocks, Futures
  • # Trades
    863
  • # Profitable
    823
  • % Profitable
    95.40%
  • Avg trade duration
    17.1 hours
  • Max peak-to-valley drawdown
    25.98%
  • drawdown period
    April 01, 2021 - April 26, 2021
  • Annual Return (Compounded)
    119.1%
  • Avg win
    $307.81
  • Avg loss
    $2,631
  • Model Account Values (Raw)
  • Cash
    $188,524
  • Margin Used
    $17,910
  • Buying Power
    $170,387
  • Ratios
  • W:L ratio
    2.41:1
  • Sharpe Ratio
    1.8
  • Sortino Ratio
    3.62
  • Calmar Ratio
    7.29
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    172.97%
  • Correlation to SP500
    -0.03440
  • Return Percent SP500 (cumu) during strategy life
    76.79%
  • Return Statistics
  • Ann Return (w trading costs)
    119.1%
  • Slump
  • Current Slump as Pcnt Equity
    0.50%
  • Instruments
  • Percent Trades Futures
    0.78%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.191%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    0.22%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    137.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    28.50%
  • Chance of 20% account loss
    5.50%
  • Chance of 30% account loss
    1.00%
  • Chance of 40% account loss
    n/a
  • 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)
    888
  • Popularity (Last 6 weeks)
    962
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    848
  • Popularity (7 days, Percentile 1000 scale)
    969
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $2,634
  • Avg Win
    $308
  • Sum Trade PL (losers)
    $105,360.000
  • AUM
  • AUM (AutoTrader num accounts)
    1
  • Age
  • Num Months filled monthly returns table
    20
  • Win / Loss
  • Sum Trade PL (winners)
    $253,329.000
  • # Winners
    823
  • Num Months Winners
    17
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    187534
  • Win / Loss
  • # Losers
    40
  • % Winners
    95.4%
  • Frequency
  • Avg Position Time (mins)
    1027.70
  • Avg Position Time (hrs)
    17.13
  • Avg Trade Length
    0.7 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    3.75
  • Daily leverage (max)
    47.87
  • Regression
  • Alpha
    0.23
  • Beta
    -0.06
  • Treynor Index
    -3.67
  • 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)
    2.44
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - All trades
    6.114
  • 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
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    2.175
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.746
  • Hold-and-Hope Ratio
    0.165
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.99156
  • SD
    0.56569
  • Sharpe ratio (Glass type estimate)
    1.75282
  • Sharpe ratio (Hedges UMVUE)
    1.67414
  • df
    17.00000
  • t
    2.14676
  • p
    0.21681
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.02647
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.43400
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.02222
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.37050
  • Statistics related to Sortino ratio
  • Sortino ratio
    19.12810
  • Upside Potential Ratio
    20.70180
  • Upside part of mean
    1.07314
  • Downside part of mean
    -0.08158
  • Upside SD
    0.61764
  • Downside SD
    0.05184
  • N nonnegative terms
    14.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    18.00000
  • Mean of predictor
    0.35740
  • Mean of criterion
    0.99156
  • SD of predictor
    0.15074
  • SD of criterion
    0.56569
  • Covariance
    0.02810
  • r
    0.32954
  • b (slope, estimate of beta)
    1.23665
  • a (intercept, estimate of alpha)
    0.54958
  • Mean Square Error
    0.30309
  • DF error
    16.00000
  • t(b)
    1.39615
  • p(b)
    0.33523
  • t(a)
    0.99962
  • p(a)
    0.37877
  • Lowerbound of 95% confidence interval for beta
    -0.64107
  • Upperbound of 95% confidence interval for beta
    3.11438
  • Lowerbound of 95% confidence interval for alpha
    -0.61592
  • Upperbound of 95% confidence interval for alpha
    1.71509
  • Treynor index (mean / b)
    0.80181
  • Jensen alpha (a)
    0.54958
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.84630
  • SD
    0.44694
  • Sharpe ratio (Glass type estimate)
    1.89354
  • Sharpe ratio (Hedges UMVUE)
    1.80854
  • df
    17.00000
  • t
    2.31910
  • p
    0.20090
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.14916
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.59003
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.09667
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.52042
  • Statistics related to Sortino ratio
  • Sortino ratio
    16.08200
  • Upside Potential Ratio
    17.65460
  • Upside part of mean
    0.92906
  • Downside part of mean
    -0.08276
  • Upside SD
    0.49555
  • Downside SD
    0.05262
  • N nonnegative terms
    14.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    18.00000
  • Mean of predictor
    0.34119
  • Mean of criterion
    0.84630
  • SD of predictor
    0.14721
  • SD of criterion
    0.44694
  • Covariance
    0.01975
  • r
    0.30021
  • b (slope, estimate of beta)
    0.91147
  • a (intercept, estimate of alpha)
    0.53531
  • Mean Square Error
    0.19311
  • DF error
    16.00000
  • t(b)
    1.25892
  • p(b)
    0.34989
  • t(a)
    1.22885
  • p(a)
    0.35317
  • Lowerbound of 95% confidence interval for beta
    -0.62337
  • Upperbound of 95% confidence interval for beta
    2.44631
  • Lowerbound of 95% confidence interval for alpha
    -0.38816
  • Upperbound of 95% confidence interval for alpha
    1.45878
  • Treynor index (mean / b)
    0.92850
  • Jensen alpha (a)
    0.53531
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.13211
  • Expected Shortfall on VaR
    0.17674
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00853
  • Expected Shortfall on VaR
    0.02033
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    18.00000
  • Minimum
    0.96528
  • Quartile 1
    1.01369
  • Median
    1.02924
  • Quartile 3
    1.09544
  • Maximum
    1.66640
  • Mean of quarter 1
    0.97982
  • Mean of quarter 2
    1.02347
  • Mean of quarter 3
    1.05919
  • Mean of quarter 4
    1.25991
  • Inter Quartile Range
    0.08175
  • 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
    0.11111
  • Mean of outliers high
    1.46412
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -3.47547
  • VaR(95%) (regression method)
    0.05231
  • Expected Shortfall (regression method)
    0.05247
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.04419
  • Quartile 1
    0.04996
  • Median
    0.05573
  • Quartile 3
    0.06150
  • Maximum
    0.06727
  • Mean of quarter 1
    0.04419
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.06727
  • Inter Quartile Range
    0.01154
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.80735
  • Compounded annual return (geometric extrapolation)
    1.39697
  • Calmar ratio (compounded annual return / max draw down)
    20.76690
  • Compounded annual return / average of 25% largest draw downs
    20.76690
  • Compounded annual return / Expected Shortfall lognormal
    7.90406
  • 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
    0.90755
  • SD
    0.35145
  • Sharpe ratio (Glass type estimate)
    2.58230
  • Sharpe ratio (Hedges UMVUE)
    2.57744
  • df
    398.00000
  • t
    3.18672
  • p
    0.00078
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.98238
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.17904
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.97915
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.17572
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.93829
  • Upside Potential Ratio
    11.54630
  • Upside part of mean
    1.76462
  • Downside part of mean
    -0.85707
  • Upside SD
    0.32093
  • Downside SD
    0.15283
  • N nonnegative terms
    246.00000
  • N negative terms
    153.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    399.00000
  • Mean of predictor
    0.37104
  • Mean of criterion
    0.90755
  • SD of predictor
    0.22263
  • SD of criterion
    0.35145
  • Covariance
    -0.00264
  • r
    -0.03377
  • b (slope, estimate of beta)
    -0.05331
  • a (intercept, estimate of alpha)
    0.92700
  • Mean Square Error
    0.12369
  • DF error
    397.00000
  • t(b)
    -0.67328
  • p(b)
    0.74942
  • t(a)
    3.23678
  • p(a)
    0.00066
  • Lowerbound of 95% confidence interval for beta
    -0.20898
  • Upperbound of 95% confidence interval for beta
    0.10236
  • Lowerbound of 95% confidence interval for alpha
    0.36409
  • Upperbound of 95% confidence interval for alpha
    1.49058
  • Treynor index (mean / b)
    -17.02320
  • Jensen alpha (a)
    0.92733
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.84864
  • SD
    0.33359
  • Sharpe ratio (Glass type estimate)
    2.54397
  • Sharpe ratio (Hedges UMVUE)
    2.53917
  • df
    398.00000
  • t
    3.13940
  • p
    0.00091
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.94442
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.14044
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.94118
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.13716
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.42823
  • Upside Potential Ratio
    10.98670
  • Upside part of mean
    1.71765
  • Downside part of mean
    -0.86901
  • Upside SD
    0.29885
  • Downside SD
    0.15634
  • N nonnegative terms
    246.00000
  • N negative terms
    153.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    399.00000
  • Mean of predictor
    0.34625
  • Mean of criterion
    0.84864
  • SD of predictor
    0.22130
  • SD of criterion
    0.33359
  • Covariance
    -0.00267
  • r
    -0.03613
  • b (slope, estimate of beta)
    -0.05447
  • a (intercept, estimate of alpha)
    0.86750
  • Mean Square Error
    0.11142
  • DF error
    397.00000
  • t(b)
    -0.72044
  • p(b)
    0.76416
  • t(a)
    3.19231
  • p(a)
    0.00076
  • Lowerbound of 95% confidence interval for beta
    -0.20311
  • Upperbound of 95% confidence interval for beta
    0.09417
  • Lowerbound of 95% confidence interval for alpha
    0.33326
  • Upperbound of 95% confidence interval for alpha
    1.40175
  • Treynor index (mean / b)
    -15.58040
  • Jensen alpha (a)
    0.86750
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03019
  • Expected Shortfall on VaR
    0.03848
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00607
  • Expected Shortfall on VaR
    0.01395
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    399.00000
  • Minimum
    0.91536
  • Quartile 1
    0.99850
  • Median
    1.00112
  • Quartile 3
    1.00604
  • Maximum
    1.27262
  • Mean of quarter 1
    0.98722
  • Mean of quarter 2
    1.00019
  • Mean of quarter 3
    1.00325
  • Mean of quarter 4
    1.02361
  • Inter Quartile Range
    0.00754
  • Number outliers low
    29.00000
  • Percentage of outliers low
    0.07268
  • Mean of outliers low
    0.97085
  • Number of outliers high
    37.00000
  • Percentage of outliers high
    0.09273
  • Mean of outliers high
    1.04640
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.53586
  • VaR(95%) (moments method)
    0.00814
  • Expected Shortfall (moments method)
    0.02136
  • Extreme Value Index (regression method)
    0.18763
  • VaR(95%) (regression method)
    0.01113
  • Expected Shortfall (regression method)
    0.01962
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    32.00000
  • Minimum
    0.00006
  • Quartile 1
    0.00160
  • Median
    0.00423
  • Quartile 3
    0.04253
  • Maximum
    0.19239
  • Mean of quarter 1
    0.00064
  • Mean of quarter 2
    0.00269
  • Mean of quarter 3
    0.01269
  • Mean of quarter 4
    0.09406
  • Inter Quartile Range
    0.04093
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.09375
  • Mean of outliers high
    0.15615
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.45198
  • VaR(95%) (moments method)
    0.10946
  • Expected Shortfall (moments method)
    0.20897
  • Extreme Value Index (regression method)
    1.25926
  • VaR(95%) (regression method)
    0.09091
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.83834
  • Compounded annual return (geometric extrapolation)
    1.40260
  • Calmar ratio (compounded annual return / max draw down)
    7.29041
  • Compounded annual return / average of 25% largest draw downs
    14.91170
  • Compounded annual return / Expected Shortfall lognormal
    36.44740
  • 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
    0.76324
  • SD
    0.33361
  • Sharpe ratio (Glass type estimate)
    2.28784
  • Sharpe ratio (Hedges UMVUE)
    2.27461
  • df
    130.00000
  • t
    1.61774
  • p
    0.42976
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.50213
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.06919
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.51095
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.06017
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.62229
  • Upside Potential Ratio
    10.10480
  • Upside part of mean
    2.12914
  • Downside part of mean
    -1.36590
  • Upside SD
    0.26129
  • Downside SD
    0.21071
  • N nonnegative terms
    80.00000
  • N negative terms
    51.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.11807
  • Mean of criterion
    0.76324
  • SD of predictor
    0.11509
  • SD of criterion
    0.33361
  • Covariance
    -0.00223
  • r
    -0.05802
  • b (slope, estimate of beta)
    -0.16819
  • a (intercept, estimate of alpha)
    0.78310
  • Mean Square Error
    0.11178
  • DF error
    129.00000
  • t(b)
    -0.66012
  • p(b)
    0.53692
  • t(a)
    1.65289
  • p(a)
    0.40864
  • Lowerbound of 95% confidence interval for beta
    -0.67229
  • Upperbound of 95% confidence interval for beta
    0.33591
  • Lowerbound of 95% confidence interval for alpha
    -0.15428
  • Upperbound of 95% confidence interval for alpha
    1.72047
  • Treynor index (mean / b)
    -4.53798
  • Jensen alpha (a)
    0.78310
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.70713
  • SD
    0.33278
  • Sharpe ratio (Glass type estimate)
    2.12490
  • Sharpe ratio (Hedges UMVUE)
    2.11262
  • df
    130.00000
  • t
    1.50253
  • p
    0.43467
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.66292
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.90472
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.67106
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.89629
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.26697
  • Upside Potential Ratio
    9.68305
  • Upside part of mean
    2.09590
  • Downside part of mean
    -1.38876
  • Upside SD
    0.25487
  • Downside SD
    0.21645
  • N nonnegative terms
    80.00000
  • N negative terms
    51.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.11145
  • Mean of criterion
    0.70713
  • SD of predictor
    0.11519
  • SD of criterion
    0.33278
  • Covariance
    -0.00219
  • r
    -0.05710
  • b (slope, estimate of beta)
    -0.16497
  • a (intercept, estimate of alpha)
    0.72552
  • Mean Square Error
    0.11124
  • DF error
    129.00000
  • t(b)
    -0.64959
  • p(b)
    0.53633
  • t(a)
    1.53540
  • p(a)
    0.41497
  • VAR (95 Confidence Intrvl)
    0.03000
  • Lowerbound of 95% confidence interval for beta
    -0.66743
  • Upperbound of 95% confidence interval for beta
    0.33749
  • Lowerbound of 95% confidence interval for alpha
    -0.20939
  • Upperbound of 95% confidence interval for alpha
    1.66043
  • Treynor index (mean / b)
    -4.28651
  • Jensen alpha (a)
    0.72552
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03064
  • Expected Shortfall on VaR
    0.03890
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00993
  • Expected Shortfall on VaR
    0.02189
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.91536
  • Quartile 1
    0.99519
  • Median
    1.00256
  • Quartile 3
    1.00979
  • Maximum
    1.09011
  • Mean of quarter 1
    0.98080
  • Mean of quarter 2
    0.99941
  • Mean of quarter 3
    1.00573
  • Mean of quarter 4
    1.02622
  • Inter Quartile Range
    0.01460
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.95247
  • Number of outliers high
    9.00000
  • Percentage of outliers high
    0.06870
  • Mean of outliers high
    1.04983
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.20905
  • VaR(95%) (moments method)
    0.01542
  • Expected Shortfall (moments method)
    0.02517
  • Extreme Value Index (regression method)
    0.67117
  • VaR(95%) (regression method)
    0.01272
  • Expected Shortfall (regression method)
    0.03657
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00015
  • Quartile 1
    0.00364
  • Median
    0.03122
  • Quartile 3
    0.07238
  • Maximum
    0.14578
  • Mean of quarter 1
    0.00157
  • Mean of quarter 2
    0.00824
  • Mean of quarter 3
    0.05536
  • Mean of quarter 4
    0.11752
  • Inter Quartile Range
    0.06874
  • 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)
    -53.78440
  • VaR(95%) (moments method)
    0.12237
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -2.79545
  • VaR(95%) (regression method)
    0.19498
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.19575
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -319829000
  • Max Equity Drawdown (num days)
    25
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.88830
  • Compounded annual return (geometric extrapolation)
    1.08557
  • Calmar ratio (compounded annual return / max draw down)
    7.44685
  • Compounded annual return / average of 25% largest draw downs
    9.23719
  • Compounded annual return / Expected Shortfall lognormal
    27.90420

Strategy Description

Dear client,

At Collective2, we are a signal provider, meaning we don't take any responsibility for client order execution nor any technical problem that may occur.
This strategy is managed in a real portfolio (TOS). All trades that seen on Collective2 are fully executed on our side. We are trading our own developed models. We will take short-term & swing positions depending on the market's environment.
*******************************************************************************************************************************
Please be advised; It is a high-risk business! We will try to minimize the risk as much as possible. We believe the bigger the account, the lower the risk because we prefer not to use leverage and try to avoid it. One must understand what is involved in trading.
We were there in 1987 / 1997 / 2000 / 2008 and saw how the market crashed many people.
Therefore, we must emphasize that those who cannot afford to lose should not participate in this game.
*******************************************************************************************************************************
PLEASE NOTE:
We don't replay here nor visiting the platform that often. If you have any urgent questions or inquiries, please send an email to: Daniel@goldshteinandco.com

In addition, Collective2 doesn’t support pre and after market trades execution. Nonetheless, sometimes WE WILL trade pre and after market on our account, especially when there is earning season, so please consider this factor when you choose to subscribe to the strategy; you can modify which product to execute from your side when subscribing to the strategy.
*******************************************************************************************************************************
************************************************************FAQ**************************************************************
*******************************************************************************************************************************

Q: How much should I allocate to this strategy?
A: As we mentioned before, we are managing a portfolio of 1MM; based on your risk tolerance and capital available, you should allocate as you see right (Scaling).

Q: Can I get a discount?
A: No, we don't provide any discounts.

Q: Why is the strategy so expensive?
A: Our strategy trades Futures; one of the limitations we have in Collective2 is the higher we go in AUM, the more effect it has on our buying quantity, know as " Position Limits" (Weird, right?).
So, after working in Collective2 for some time, we saw that the more clients we have, the less we have buying quantity ( There are situations that we can buy at all... and that's unfair towards the current clients)
that said, we decided to try to avoid this problem by having a higher fee so it will have a more negligible effect on the quantity we can buy (This position limits mainly for Futures contracts and not stocks).

Q: Why the Leverage is so high, and how come you have all this buying power?
A: Our portfolio size is 1 Million USD, and Collective2 doesn't adjust the strategy starting capital. Once a strategy opens with starting capital, it is unchangeable.

Q: One of the orders didn't fill what I need to do?
A: Please get in touch with Collective2; We can't do anything regarding that from our side.

Q: Is it an Algo Strategy?
A: No, the strategy is managed by a group of people and manually executed.

Q: I see a different fill price and P&L from the trade on my side.
A: Often, system vendors at C2 will submit a limit order at a price that is not "market clearing".

Q: Are you double down or doing martingale?
A: No, by our strategy, we have a price range which we will accumulate the asset

Q: Do you have a take profit & stop loss?
A: Each trade has a strategic plan prepared in advance.

Q: The returns of the strategy doesn't add up why there are different numbers
A: Collective2 has to calculate by the requirements of the regulations. If you do due diligence, you will see different numbers that, in the end, are much higher.

Q: What do you trade?
A: We will trade Futures, Stocks, and maybe option depends on market conditions.

Q: I don't want to trade one of those products.
A: You can choose which trades to follow; you don't have to trade them all.

Summary Statistics

Strategy began
2020-03-17
Suggested Minimum Capital
$50,000
Rank at C2 
#121
# Trades
863
# Profitable
823
% Profitable
95.4%
Correlation S&P500
-0.034
Sharpe Ratio
1.80
Sortino Ratio
3.62
Beta
-0.06
Alpha
0.23
Leverage
3.75 Average
47.87 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.

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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.