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This is an archived track record. This track record was archived on 7/1/20 23:47 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

Top Profits Stocks Only
(129296783)

Created by: irfan_shaikh irfan_shaikh
Started: 06/2020
Stocks, Futures
Last trade: 1,366 days ago
Trading style: Equity Trend-following Momentum

Subscriptions not available

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

Subscription terms. You can subscribe to this system for free.

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
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.
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
-92.3%
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.

(34.9%)
Max Drawdown
29
Num Trades
48.3%
Win Trades
0.6 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                   (20.9%)(0.6%)  -    -    -    -    -  (21.4%)
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.

Trading Record

This strategy has placed 5 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 1386 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/29/20 15:39 BIIB BIOGEN INC. COMMON STOCK LONG 200 259.15 7/1 23:47 264.77 0.35%
Trade id #129808567
Max drawdown($134)
Time6/29/20 15:50
Quant open200
Worst price258.48
Drawdown as % of equity-0.35%
$1,120
Includes Typical Broker Commissions trade costs of $4.00
6/29/20 12:34 TWTR TWITTER INC LONG 300 29.83 7/1 23:47 30.81 0.64%
Trade id #129805288
Max drawdown($243)
Time6/30/20 0:00
Quant open300
Worst price29.02
Drawdown as % of equity-0.64%
$288
Includes Typical Broker Commissions trade costs of $6.00
6/29/20 11:03: Rescaled upward by +-400% of previous Model Account size
6/19/20 15:14 CCF CHASE LONG 500 102.69 6/29 10:47 98.19 12.16%
Trade id #129666704
Max drawdown($4,605)
Time6/26/20 0:00
Quant open500
Worst price93.48
Drawdown as % of equity-12.16%
($2,260)
Includes Typical Broker Commissions trade costs of $10.00
6/9/20 9:30 HWM2017G18 HWM Jul17'20 18 call LONG 10 0.95 6/29 10:47 0.30 1.84%
Trade id #129433570
Max drawdown($826)
Time6/11/20 0:00
Quant open10
Worst price0.12
Drawdown as % of equity-1.84%
($661)
Includes Typical Broker Commissions trade costs of $14.00
6/9/20 13:01 JWN2026F21.5 JWN Jun26'20 21.5 call LONG 10 1.65 6/27 9:35 0.00 20.44%
Trade id #129439532
Max drawdown($8,200)
Time6/24/20 0:00
Quant open50
Worst price0.01
Drawdown as % of equity-20.44%
($1,657)
Includes Typical Broker Commissions trade costs of $7.00
6/5/20 14:15 AEE2019F80 AEE Jun19'20 80 call LONG 15 0.30 6/20 9:35 0.00 4.84%
Trade id #129386684
Max drawdown($2,025)
Time6/19/20 0:00
Quant open75
Worst price0.03
Drawdown as % of equity-4.84%
($461)
Includes Typical Broker Commissions trade costs of $10.50
6/17/20 13:17 @MESM0 MICRO E-MINI S&P 500 SHORT 5 3134.25 6/19 9:29 3160.00 7.7%
Trade id #129607318
Max drawdown($3,218)
Time6/19/20 9:29
Quant open25
Worst price3160.00
Drawdown as % of equity-7.70%
($649)
Includes Typical Broker Commissions trade costs of $4.70
6/16/20 3:13 @M2KM0 MICRO E-MINI RUSSELL 2000 LONG 15 1443.50 6/16 11:04 1432.30 22.24%
Trade id #129572777
Max drawdown($9,375)
Time6/16/20 11:01
Quant open75
Worst price1418.50
Drawdown as % of equity-22.24%
($854)
Includes Typical Broker Commissions trade costs of $14.10
6/12/20 11:12 @M2KM0 MICRO E-MINI RUSSELL 2000 SHORT 10 1374.00 6/16 2:46 1442.00 46.67%
Trade id #129531533
Max drawdown($20,375)
Time6/16/20 1:38
Quant open50
Worst price1455.50
Drawdown as % of equity-46.67%
($3,409)
Includes Typical Broker Commissions trade costs of $9.40
6/12/20 11:04 @M2KM0 MICRO E-MINI RUSSELL 2000 SHORT 15 1358.50 6/12 11:04 1359.10 0.48%
Trade id #129531369
Max drawdown($225)
Time6/12/20 11:04
Quant open75
Worst price1359.10
Drawdown as % of equity-0.48%
($59)
Includes Typical Broker Commissions trade costs of $14.10
6/12/20 5:01 @M2KM0 MICRO E-MINI RUSSELL 2000 LONG 10 1409.90 6/12 11:03 1361.00 24.13%
Trade id #129524637
Max drawdown($11,325)
Time6/12/20 11:03
Quant open50
Worst price1364.60
Drawdown as % of equity-24.13%
($2,454)
Includes Typical Broker Commissions trade costs of $9.40
6/11/20 14:15 @M2KM0 MICRO E-MINI RUSSELL 2000 SHORT 15 1375.90 6/12 4:51 1415.00 27.89%
Trade id #129511713
Max drawdown($14,625)
Time6/12/20 4:51
Quant open75
Worst price1414.90
Drawdown as % of equity-27.89%
($2,947)
Includes Typical Broker Commissions trade costs of $14.10
6/11/20 10:33 @ESM0 E-MINI S&P 500 SHORT 5 3108.00 6/11 11:48 3073.25 1.47%
Trade id #129494087
Max drawdown($625)
Time6/11/20 10:40
Quant open25
Worst price3108.50
Drawdown as % of equity-1.47%
$8,648
Includes Typical Broker Commissions trade costs of $40.00
6/5/20 9:48 MGI MONEYGRAM INTERNATIONAL LONG 5,000 3.48 6/11 10:30 3.26 23.36%
Trade id #129378616
Max drawdown($10,500)
Time6/11/20 9:31
Quant open25,000
Worst price3.06
Drawdown as % of equity-23.36%
($1,105)
Includes Typical Broker Commissions trade costs of $5.00
6/4/20 15:22 APHA APHRIA INC LONG 1,500 4.43 6/11 10:29 4.52 1.46%
Trade id #129363310
Max drawdown($750)
Time6/5/20 0:00
Quant open7,500
Worst price4.33
Drawdown as % of equity-1.46%
$130
Includes Typical Broker Commissions trade costs of $5.00
6/10/20 19:36 @MNQM0 MICRO E-MINI NASDAQ 100 SHORT 15 10039.50 6/10 20:30 10074.00 11%
Trade id #129480495
Max drawdown($4,950)
Time6/10/20 20:30
Quant open75
Worst price10072.50
Drawdown as % of equity-11.00%
($1,049)
Includes Typical Broker Commissions trade costs of $14.10
6/10/20 11:57 @MYMM0 MICRO E-MINI DOW LONG 5 27087 6/10 14:03 27300 1.15%
Trade id #129472352
Max drawdown($525)
Time6/10/20 14:01
Quant open25
Worst price27045
Drawdown as % of equity-1.15%
$528
Includes Typical Broker Commissions trade costs of $4.70
6/8/20 3:51 @QOQ0 miNY Gold SHORT 5 1697.00 6/10 10:16 1734.00 94.14%
Trade id #129404046
Max drawdown($44,375)
Time6/10/20 10:16
Quant open25
Worst price1732.50
Drawdown as % of equity-94.14%
($9,290)
Includes Typical Broker Commissions trade costs of $40.00
6/9/20 4:39 @M2KM0 MICRO E-MINI RUSSELL 2000 LONG 5 1503.00 6/9 7:35 1506.20 1.67%
Trade id #129429005
Max drawdown($887)
Time6/9/20 6:27
Quant open25
Worst price1495.90
Drawdown as % of equity-1.67%
$75
Includes Typical Broker Commissions trade costs of $4.70
6/4/20 7:51 GBP/USD GBP/USD LONG 5 1.25555 6/5 13:43 1.26683 1.99%
Trade id #129352152
Max drawdown($1,015)
Time6/4/20 8:44
Quant open25
Worst price1.25149
Drawdown as % of equity-1.99%
$564
6/3/20 11:36 GM2019F31 GM Jun19'20 31 call LONG 25 0.43 6/5 13:25 0.89 3.22%
Trade id #129333825
Max drawdown($1,625)
Time6/3/20 13:09
Quant open125
Worst price0.30
Drawdown as % of equity-3.22%
$1,115
Includes Typical Broker Commissions trade costs of $35.00
6/4/20 15:26 IVR INVESCO MORTGAGE CAPITAL LONG 2,500 3.53 6/5 13:24 4.62 0.49%
Trade id #129363393
Max drawdown($250)
Time6/4/20 15:53
Quant open12,500
Worst price3.51
Drawdown as % of equity-0.49%
$2,720
Includes Typical Broker Commissions trade costs of $5.00
6/4/20 10:05 ROKU2017G110 ROKU Jul17'20 110 call LONG 5 7.90 6/4 15:39 5.60 11.16%
Trade id #129355034
Max drawdown($5,750)
Time6/4/20 15:08
Quant open25
Worst price5.60
Drawdown as % of equity-11.16%
($1,157)
Includes Typical Broker Commissions trade costs of $7.00
6/2/20 9:30 TWTR TWITTER INC LONG 250 32.19 6/4 14:21 33.96 1.43%
Trade id #129308209
Max drawdown($725)
Time6/2/20 11:10
Quant open1,250
Worst price31.61
Drawdown as % of equity-1.43%
$438
Includes Typical Broker Commissions trade costs of $5.00
6/3/20 10:48 DIS WALT DISNEY LONG 250 120.97 6/4 14:21 123.44 0.27%
Trade id #129332777
Max drawdown($137)
Time6/3/20 11:00
Quant open1,250
Worst price120.86
Drawdown as % of equity-0.27%
$613
Includes Typical Broker Commissions trade costs of $5.00
6/3/20 11:45 SAVE2017G17.5 SAVE Jul17'20 17.5 call LONG 5 2.15 6/4 9:40 4.10 1.24%
Trade id #129334023
Max drawdown($625)
Time6/3/20 11:53
Quant open25
Worst price1.90
Drawdown as % of equity-1.24%
$968
Includes Typical Broker Commissions trade costs of $7.00
6/2/20 12:05 DIS WALT DISNEY SHORT 250 118.18 6/3 10:47 120.90 10.55%
Trade id #129312813
Max drawdown($5,337)
Time6/3/20 0:00
Quant open1,250
Worst price122.45
Drawdown as % of equity-10.55%
($685)
Includes Typical Broker Commissions trade costs of $5.00
6/2/20 4:11 GBP/JPY GBP/JPY LONG 5 134.845 6/2 16:10 136.321 n/a $679
6/1/20 18:54 GBP/USD GBP/USD LONG 5 1.24849 6/2 16:10 1.25435 0.32%
Trade id #129296822
Max drawdown($160)
Time6/2/20 0:00
Quant open25
Worst price1.24785
Drawdown as % of equity-0.32%
$293

Statistics

  • Strategy began
    6/1/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    1394.7
  • Age
    47 months ago
  • What it trades
    Stocks, Options, Futures
  • # Trades
    29
  • # Profitable
    14
  • % Profitable
    48.30%
  • Avg trade duration
    3.5 days
  • Max peak-to-valley drawdown
    34.87%
  • drawdown period
    June 08, 2020 - June 26, 2020
  • Cumul. Return
    -21.0%
  • Avg win
    $1,307
  • Avg loss
    $1,901
  • Model Account Values (Raw)
  • Cash
    $39,781
  • Margin Used
    $0
  • Buying Power
    $39,781
  • Ratios
  • W:L ratio
    0.64:1
  • Sharpe Ratio
    -0.7
  • Sortino Ratio
    -0.81
  • Calmar Ratio
    -1.016
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.04450
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -22.99%
  • Return Percent SP500 (cumu) during strategy life
    71.84%
  • Return Statistics
  • Ann Return (w trading costs)
    -92.3%
  • Instruments
  • Percent Trades Options
    0.20%
  • Percent Trades Futures
    0.39%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    0.30%
  • Slump
  • Current Slump as Pcnt Equity
    42.20%
  • 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)
    -0.210%
  • Instruments
  • Percent Trades Forex
    0.10%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -5.8%
  • Automation
  • Percentage Signals Automated
    3.77%
  • Popularity
  • Popularity (Today)
    408
  • Popularity (Last 6 weeks)
    939
  • Popularity (7 days, Percentile 1000 scale)
    717
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,307
  • Avg Loss
    $1,901
  • Sum Trade PL (losers)
    $28,519.000
  • Sum Trade PL (winners)
    $18,301.000
  • # Winners
    14
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    0
  • Age
  • Num Months filled monthly returns table
    46
  • Win / Loss
  • # Losers
    15
  • % Winners
    48.3%
  • Frequency
  • Avg Position Time (mins)
    4988.83
  • Avg Position Time (hrs)
    83.15
  • Avg Trade Length
    3.5 days
  • Last Trade Ago
    1364
  • Leverage
  • Daily leverage (average)
    3.85
  • Daily leverage (max)
    19.96
  • Regression
  • Alpha
    -0.02
  • Beta
    0.02
  • Treynor Index
    -0.86
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -2.02
  • MAE:Equity, average, all trades
    0.12
  • Avg(MAE) / Avg(PL) - All trades
    -14.079
  • 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
    0.08
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.21
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.437
  • Avg(MAE) / Avg(PL) - Losing trades
    -5.109
  • Hold-and-Hope Ratio
    -0.071
  • 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)
    -0.41600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02500
  • 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)
    18
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -270518000

Strategy Description

My strategy is free until the end of Aug 2020, I want to build trust and show results, you can try the strategy in simulation or with real account or paper trade, whatever way you feel comfortable with. However, my strategy is not a get rich quick scheme, rather I have designed it to make consistent returns on the investment, and hopefully you can see good results in the next few months.

Summary Statistics

Strategy began
2020-06-01
Suggested Minimum Capital
$40,000
# Trades
29
# Profitable
14
% Profitable
48.3%
Correlation S&P500
0.044
Sharpe Ratio
-0.70
Sortino Ratio
-0.81
Beta
0.02
Alpha
-0.02
Leverage
3.85 Average
19.96 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.