Collective2 Collective2
For your consideration Adaptive Investments +89.2% Annual Return (Compounded) since Jul 22, 2024 Hypothetical

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.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

TopTradingProfits

By irfan_shaikh

Equity · Stocks, Futures · Started Jun 2020

hypothetical · Annual Return (Compounded)
-92.3%
Max Drawdown
34.9%
Trades
29
Win Trades
48.3%
Profit Factor
0.60
Win Months
0.0%

About this strategy

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.

Trend-following Momentum

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2020-20.9-0.60.00.00.00.00.0-21.4
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began6/1/2020
Suggested Minimum Capital$50,000
Age78 months
What it tradesStocks, Options, Futures
# Trades29
# Profitable14
% Profitable48.3%
Avg trade duration3.5 days
Max peak-to-valley drawdown34.9%
drawdown periodJune 08, 2020 - June 26, 2020
Cumul. Return-21.0%
Avg win$1,307
Avg loss$1,901

Ratios

W:L ratio0.64
Sharpe Ratio-0.55
Sortino Ratio-0.67
Calmar Ratio-0.77

CORRELATION STATISTICS

Correlation to SP5000.12
Return Percent SP500 (cumu) during strategy life146.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-23.0%

Return Statistics

Ann Return (w trading costs)-92.3%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.2%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-3.5%

Slump

Current Slump as Pcnt Equity42.2%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.1%
Percent Trades Futures0.4%
Percent Trades Options0.2%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.3%

Automation

Percentage Signals Automated3.8%

Popularity

Popularity (Today)408
Popularity (Last 6 weeks)939
Popularity (7 days, Percentile 1000 scale)717

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$1,901
Avg Win$1,307
# Winners14
Sum Trade PL (losers)$28,519
Sum Trade PL (winners)$18,301
Num Months Winners0
# Losers15
% Winners48.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table78

Frequency

Avg Position Time (mins)4988.83
Avg Position Time (hrs)83.15
Avg Trade Length3.50
Last Trade Ago2315

Leverage

Daily leverage (average)3.85
Daily leverage (max)19.96

Regression

Alpha-0.02
Beta0.06
Treynor Index-0.24

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.04
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.07
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-4.68
MAE:PL (avg, all trades)-0.90
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats65.38
MAE:PL - Winning Trades - this strat Percentile of All Strats18.75
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.26
Avg(MAE) / Avg(PL) - Losing trades-1.63
Hold-and-Hope Ratio-0.21

RATIO STATISTICS

a (intercept, estimate of alpha)-0.36
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-270517568
Max Equity Drawdown (num days)18
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 5 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
BIIB long200Jun 29, 2020Jul 1, 2020$1,120
TWTR long300Jun 29, 2020Jul 1, 2020$288
CCF long500Jun 19, 2020Jun 29, 2020($2,260)
HWM2017G18 long10Jun 9, 2020Jun 29, 2020($661)
JWN2026F21.5 long10Jun 9, 2020Jun 27, 2020($1,657)
AEE2019F80 long15Jun 5, 2020Jun 20, 2020($461)
@MES M0short5Jun 17, 2020Jun 19, 2020($650)
@M2K M0long15Jun 16, 2020Jun 16, 2020($854)
@M2K M0short10Jun 12, 2020Jun 16, 2020($3,409)
@M2K M0short15Jun 12, 2020Jun 12, 2020($59)
@M2K M0long10Jun 12, 2020Jun 12, 2020($2,454)
@M2K M0short15Jun 11, 2020Jun 12, 2020($2,947)
@ES M0short5Jun 11, 2020Jun 11, 2020$8,648
MGI long5000Jun 5, 2020Jun 11, 2020($1,125)
APHA long1500Jun 4, 2020Jun 11, 2020$105
@MNQ M0short15Jun 10, 2020Jun 10, 2020($1,049)
@MYM M0long5Jun 10, 2020Jun 10, 2020$528
@QO Q0short5Jun 8, 2020Jun 10, 2020($9,290)
@M2K M0long5Jun 9, 2020Jun 9, 2020$75
GBP/USD long50Jun 4, 2020Jun 5, 2020$564
GM2019F31 long25Jun 3, 2020Jun 5, 2020$1,115
IVR long2500Jun 4, 2020Jun 5, 2020$2,675
ROKU2017G110 long5Jun 4, 2020Jun 4, 2020($1,160)
TWTR long250Jun 2, 2020Jun 4, 2020$438
DIS long250Jun 3, 2020Jun 4, 2020$613
SAVE2017G17.5 long5Jun 3, 2020Jun 4, 2020$965
DIS short250Jun 2, 2020Jun 3, 2020($685)
GBP/JPY long50Jun 2, 2020Jun 2, 2020$468
GBP/USD long50Jun 1, 2020Jun 2, 2020$293

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.