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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

VIXRIDE
(129199211)

Created by: ETFCapital ETFCapital
Started: 05/2020
Stocks
Last trade: 1,594 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 $149.00 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.

18.5%
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.

(33.8%)
Max Drawdown
91
Num Trades
39.6%
Win Trades
1.1 : 1
Profit Factor
3.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                            (3.2%)+20.0%(19.9%)+11.4%  -    -    -    -  +3.7%
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0

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 222 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 1606 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/7/20 13:52 WIZ MERLYN.AI BULL-RIDER BEAR-FIGHTER ETF LONG 820 31.54 8/11 11:32 31.45 0.52%
Trade id #130516431
Max drawdown($270)
Time8/11/20 10:07
Quant open820
Worst price31.21
Drawdown as % of equity-0.52%
($79)
Includes Typical Broker Commissions trade costs of $5.00
8/7/20 13:53 GUSH DIREXION DAILY S&P OIL GAS EXPL BULL 2X LONG 720 34.99 8/11 11:32 39.04 0.23%
Trade id #130516451
Max drawdown($115)
Time8/7/20 14:07
Quant open720
Worst price34.83
Drawdown as % of equity-0.23%
$2,911
Includes Typical Broker Commissions trade costs of $6.60
7/31/20 14:59 TQQQ PROSHARES ULTRAPRO QQQ LONG 210 116.36 8/7 13:52 124.83 0.16%
Trade id #130394443
Max drawdown($73)
Time7/31/20 15:02
Quant open210
Worst price116.01
Drawdown as % of equity-0.16%
$1,775
Includes Typical Broker Commissions trade costs of $4.20
7/31/20 14:59 UCO PROSHARES ULTRA BLOOMBERG CRUD LONG 710 30.28 8/7 13:52 32.34 0.08%
Trade id #130394450
Max drawdown($35)
Time7/31/20 15:10
Quant open710
Worst price30.23
Drawdown as % of equity-0.08%
$1,458
Includes Typical Broker Commissions trade costs of $6.50
7/30/20 10:11 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 900 27.71 7/31 11:33 25.56 5.74%
Trade id #130364659
Max drawdown($2,616)
Time7/31/20 0:00
Quant open900
Worst price24.80
Drawdown as % of equity-5.74%
($1,938)
Includes Typical Broker Commissions trade costs of $5.00
7/30/20 10:11 DRIP DIREXION DAILY S&P OIL GAS EXPL BEAR 2X LONG 4,000 5.38 7/31 11:33 5.40 1.94%
Trade id #130364651
Max drawdown($880)
Time7/30/20 15:33
Quant open4,000
Worst price5.16
Drawdown as % of equity-1.94%
$75
Includes Typical Broker Commissions trade costs of $5.00
7/29/20 14:45 GUSH DIREXION DAILY S&P OIL GAS EXPL BULL 2X LONG 720 33.88 7/30 10:08 31.24 4.1%
Trade id #130345386
Max drawdown($2,029)
Time7/30/20 10:07
Quant open720
Worst price31.06
Drawdown as % of equity-4.10%
($1,904)
Includes Typical Broker Commissions trade costs of $5.00
7/29/20 14:44 UCO PROSHARES ULTRA BLOOMBERG CRUD LONG 760 31.72 7/30 10:08 29.13 4.06%
Trade id #130345366
Max drawdown($2,013)
Time7/30/20 10:08
Quant open760
Worst price29.07
Drawdown as % of equity-4.06%
($1,970)
Includes Typical Broker Commissions trade costs of $5.00
7/29/20 14:44 TQQQ PROSHARES ULTRAPRO QQQ LONG 210 112.40 7/30 10:08 109.01 2.06%
Trade id #130345359
Max drawdown($1,022)
Time7/30/20 10:00
Quant open210
Worst price107.53
Drawdown as % of equity-2.06%
($715)
Includes Typical Broker Commissions trade costs of $4.20
7/28/20 15:23 DRIP DIREXION DAILY S&P OIL GAS EXPL BEAR 2X LONG 5,000 5.32 7/29 14:38 5.09 2.24%
Trade id #130323706
Max drawdown($1,175)
Time7/29/20 14:38
Quant open5,000
Worst price5.08
Drawdown as % of equity-2.24%
($1,123)
Includes Typical Broker Commissions trade costs of $5.00
7/28/20 15:23 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 1,000 25.17 7/29 14:37 25.21 0.64%
Trade id #130323692
Max drawdown($337)
Time7/29/20 14:00
Quant open1,000
Worst price24.83
Drawdown as % of equity-0.64%
$39
Includes Typical Broker Commissions trade costs of $5.00
7/27/20 15:51 TQQQ PROSHARES ULTRAPRO QQQ LONG 230 111.85 7/28 15:23 109.15 1.44%
Trade id #130300739
Max drawdown($775)
Time7/28/20 15:17
Quant open230
Worst price108.48
Drawdown as % of equity-1.44%
($626)
Includes Typical Broker Commissions trade costs of $4.60
7/27/20 15:50 UCO PROSHARES ULTRA BLOOMBERG CRUD LONG 820 31.96 7/28 15:23 31.14 1.57%
Trade id #130300724
Max drawdown($841)
Time7/28/20 11:17
Quant open820
Worst price30.93
Drawdown as % of equity-1.57%
($674)
Includes Typical Broker Commissions trade costs of $5.00
7/24/20 13:49 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 980 27.88 7/27 15:11 26.44 3.01%
Trade id #130266089
Max drawdown($1,637)
Time7/27/20 10:23
Quant open980
Worst price26.21
Drawdown as % of equity-3.01%
($1,418)
Includes Typical Broker Commissions trade costs of $6.00
7/24/20 13:45 DRIP DIREXION DAILY S&P OIL GAS EXPL BEAR 2X LONG 5,000 5.01 7/27 15:11 5.26 0.55%
Trade id #130265971
Max drawdown($300)
Time7/24/20 14:40
Quant open5,000
Worst price4.95
Drawdown as % of equity-0.55%
$1,245
Includes Typical Broker Commissions trade costs of $5.00
7/24/20 13:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 250 105.96 7/24 13:49 106.56 n/a $146
Includes Typical Broker Commissions trade costs of $5.00
7/23/20 15:29 TQQQ PROSHARES ULTRAPRO QQQ LONG 50 109.16 7/24 13:44 105.77 0.73%
Trade id #130246098
Max drawdown($407)
Time7/24/20 9:40
Quant open50
Worst price101.01
Drawdown as % of equity-0.73%
($171)
Includes Typical Broker Commissions trade costs of $1.00
7/23/20 15:29 UCO PROSHARES ULTRA BLOOMBERG CRUD LONG 600 31.19 7/24 13:44 31.00 0.72%
Trade id #130246089
Max drawdown($393)
Time7/24/20 11:37
Quant open600
Worst price30.53
Drawdown as % of equity-0.72%
($115)
Includes Typical Broker Commissions trade costs of $5.00
7/23/20 15:29 GUSH DIREXION DAILY S&P OIL GAS EXPL BULL 2X LONG 800 34.49 7/24 13:44 34.45 0.4%
Trade id #130246084
Max drawdown($219)
Time7/23/20 15:32
Quant open800
Worst price34.22
Drawdown as % of equity-0.40%
($35)
Includes Typical Broker Commissions trade costs of $5.00
7/21/20 12:36 GUSH DIREXION DAILY S&P OIL GAS EXPL BULL 2X LONG 880 35.23 7/23 14:04 34.63 2.58%
Trade id #130191915
Max drawdown($1,472)
Time7/22/20 0:00
Quant open580
Worst price33.16
Drawdown as % of equity-2.58%
($533)
Includes Typical Broker Commissions trade costs of $8.00
7/20/20 9:30 UCO PROSHARES ULTRA BLOOMBERG CRUD LONG 600 30.25 7/23 14:04 31.37 0.73%
Trade id #130164435
Max drawdown($406)
Time7/20/20 10:00
Quant open600
Worst price29.57
Drawdown as % of equity-0.73%
$669
Includes Typical Broker Commissions trade costs of $5.00
7/20/20 9:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 100 112.81 7/23 14:04 109.12 0.7%
Trade id #130164392
Max drawdown($396)
Time7/23/20 14:04
Quant open100
Worst price108.85
Drawdown as % of equity-0.70%
($371)
Includes Typical Broker Commissions trade costs of $2.00
7/17/20 13:11 GUSH DIREXION DAILY S&P OIL GAS EXPL BULL 2X LONG 1,600 32.16 7/17 14:30 31.62 1.66%
Trade id #130139379
Max drawdown($923)
Time7/17/20 14:30
Quant open1,600
Worst price31.58
Drawdown as % of equity-1.66%
($858)
Includes Typical Broker Commissions trade costs of $5.00
7/14/20 15:44 TQQQ PROSHARES ULTRAPRO QQQ LONG 520 111.67 7/16 11:47 108.42 4.34%
Trade id #130079000
Max drawdown($2,433)
Time7/16/20 11:09
Quant open520
Worst price106.99
Drawdown as % of equity-4.34%
($1,695)
Includes Typical Broker Commissions trade costs of $5.00
7/14/20 14:57 TQQQ PROSHARES ULTRAPRO QQQ LONG 550 111.05 7/14 15:44 111.74 2.31%
Trade id #130077744
Max drawdown($1,336)
Time7/14/20 15:16
Quant open550
Worst price108.62
Drawdown as % of equity-2.31%
$376
Includes Typical Broker Commissions trade costs of $5.00
7/13/20 12:24 DRIP DIREXION DAILY S&P OIL GAS EXPL BEAR 2X LONG 4,500 6.04 7/14 11:20 5.75 2.55%
Trade id #130050221
Max drawdown($1,485)
Time7/14/20 11:11
Quant open4,500
Worst price5.71
Drawdown as % of equity-2.55%
($1,310)
Includes Typical Broker Commissions trade costs of $5.00
7/13/20 12:23 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 900 30.29 7/14 11:20 32.93 n/a $2,372
Includes Typical Broker Commissions trade costs of $5.00
7/9/20 11:39 DRIP DIREXION DAILY S&P OIL GAS EXPL BEAR 2X LONG 1,900 6.25 7/13 11:10 6.04 0.87%
Trade id #129994477
Max drawdown($489)
Time7/13/20 9:30
Quant open952
Worst price5.74
Drawdown as % of equity-0.87%
($431)
Includes Typical Broker Commissions trade costs of $16.38
7/9/20 11:39 NUGT DIREXION DAILY GOLD MINERS BULL 2X LONG 140 85.73 7/13 11:10 86.29 0.34%
Trade id #129994470
Max drawdown($194)
Time7/9/20 12:54
Quant open140
Worst price84.34
Drawdown as % of equity-0.34%
$76
Includes Typical Broker Commissions trade costs of $2.80
7/9/20 11:39 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 370 42.33 7/13 11:10 42.43 0.22%
Trade id #129994461
Max drawdown($124)
Time7/13/20 9:40
Quant open186
Worst price41.66
Drawdown as % of equity-0.22%
$30
Includes Typical Broker Commissions trade costs of $7.40

Statistics

  • Strategy began
    5/26/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    1669.25
  • Age
    56 months ago
  • What it trades
    Stocks
  • # Trades
    91
  • # Profitable
    36
  • % Profitable
    39.60%
  • Avg trade duration
    1.7 days
  • Max peak-to-valley drawdown
    33.76%
  • drawdown period
    June 15, 2020 - July 30, 2020
  • Cumul. Return
    3.9%
  • Avg win
    $1,351
  • Avg loss
    $831.85
  • Model Account Values (Raw)
  • Cash
    $52,913
  • Margin Used
    $0
  • Buying Power
    $52,913
  • Ratios
  • W:L ratio
    1.06:1
  • Sharpe Ratio
    -0.02
  • Sortino Ratio
    -0.03
  • Calmar Ratio
    0.293
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.05400
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -9.21%
  • Return Percent SP500 (cumu) during strategy life
    98.24%
  • Return Statistics
  • Ann Return (w trading costs)
    18.6%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    32.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.039%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.2%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    825
  • Popularity (7 days, Percentile 1000 scale)
    538
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,352
  • Avg Loss
    $832
  • Sum Trade PL (losers)
    $45,752.000
  • Sum Trade PL (winners)
    $48,655.000
  • # Winners
    36
  • Dividends
  • Dividends Received in Model Acct
    10
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    56
  • Win / Loss
  • # Losers
    55
  • % Winners
    39.6%
  • Frequency
  • Avg Position Time (mins)
    2376.87
  • Avg Position Time (hrs)
    39.61
  • Avg Trade Length
    1.7 days
  • Last Trade Ago
    1592
  • Leverage
  • Daily leverage (average)
    2.41
  • Daily leverage (max)
    3.87
  • Regression
  • Alpha
    -0.00
  • Beta
    0.04
  • Treynor Index
    -0.02
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.90
  • MAE:Equity, average, all trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    340.469
  • 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
    0.04
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.395
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.411
  • Hold-and-Hope Ratio
    0.003
  • 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)
    0.05200
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03000
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    45
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -261321000

Strategy Description

VIXRIDE is a swing trading strategy that uses a truly proprietary method for entering and exiting positions.
Will only go long ETFs both regular and inverse.
Goal is not to use margin.
IRA FRIENDLY
Goal is 70 to 200% returns yearly, the last 2 years returns have well exceeded this.
I have much confidence in my system that it will be very rewarding.
Trading is risky, you may lose money doing so.

Summary Statistics

Strategy began
2020-05-26
Suggested Minimum Capital
$35,000
# Trades
91
# Profitable
36
% Profitable
39.6%
Net Dividends
Correlation S&P500
0.054
Sharpe Ratio
-0.02
Sortino Ratio
-0.03
Beta
0.04
Alpha
-0.00
Leverage
2.41 Average
3.87 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.