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

3x Hyperbolic SPY
(134366278)

Created by: CraigSchulenberg CraigSchulenberg
Started: 03/2021
Stocks
Last trade: 2 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 $100.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

20.3%
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.

(11.5%)
Max Drawdown
27
Num Trades
59.3%
Win Trades
1.8 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021              +14.5%(3.5%)+8.9%                                          +20.3%

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 7 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 30 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/12/21 9:30 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,975 21.00 5/14 9:32 20.62 2.32%
Trade id #135574715
Max drawdown($1,383)
Time5/14/21 9:31
Quant open2,975
Worst price20.54
Drawdown as % of equity-2.32%
($1,136)
Includes Typical Broker Commissions trade costs of $5.00
5/11/21 9:30 UPRO PROSHARES ULTRAPRO S&P500 LONG 555 101.61 5/12 9:30 100.23 2.15%
Trade id #135555444
Max drawdown($1,259)
Time5/11/21 10:46
Quant open555
Worst price99.34
Drawdown as % of equity-2.15%
($771)
Includes Typical Broker Commissions trade costs of $5.00
5/10/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,911 19.38 5/11 9:30 20.71 0.06%
Trade id #135534018
Max drawdown($32)
Time5/10/21 12:25
Quant open2,911
Worst price19.37
Drawdown as % of equity-0.06%
$3,863
Includes Typical Broker Commissions trade costs of $5.00
5/7/21 9:31 UPRO PROSHARES ULTRAPRO S&P500 LONG 527 106.84 5/10 9:31 108.86 0.39%
Trade id #135504360
Max drawdown($216)
Time5/7/21 9:34
Quant open527
Worst price106.43
Drawdown as % of equity-0.39%
$1,060
Includes Typical Broker Commissions trade costs of $5.00
5/3/21 9:32 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,735 19.83 5/7 9:31 19.75 0.41%
Trade id #135418792
Max drawdown($232)
Time5/7/21 9:30
Quant open2,735
Worst price19.75
Drawdown as % of equity-0.41%
($216)
Includes Typical Broker Commissions trade costs of $5.00
4/30/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 510 105.24 5/3 9:32 106.50 0.91%
Trade id #135395267
Max drawdown($504)
Time4/30/21 15:47
Quant open510
Worst price104.25
Drawdown as % of equity-0.91%
$638
Includes Typical Broker Commissions trade costs of $5.00
4/28/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,755 20.10 4/30 9:32 20.10 2.18%
Trade id #135348965
Max drawdown($1,208)
Time4/29/21 0:00
Quant open2,755
Worst price19.66
Drawdown as % of equity-2.18%
($5)
Includes Typical Broker Commissions trade costs of $5.00
4/22/21 9:31 UPRO PROSHARES ULTRAPRO S&P500 LONG 522 104.06 4/27 9:31 105.49 3.45%
Trade id #135265992
Max drawdown($1,868)
Time4/22/21 14:02
Quant open522
Worst price100.48
Drawdown as % of equity-3.45%
$741
Includes Typical Broker Commissions trade costs of $5.00
4/21/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,700 21.07 4/22 9:31 20.41 3.64%
Trade id #135247545
Max drawdown($1,998)
Time4/21/21 15:50
Quant open2,700
Worst price20.33
Drawdown as % of equity-3.64%
($1,787)
Includes Typical Broker Commissions trade costs of $5.00
4/16/21 9:31 UPRO PROSHARES ULTRAPRO S&P500 LONG 572 105.15 4/21 9:31 100.84 4.91%
Trade id #135183657
Max drawdown($2,851)
Time4/20/21 0:00
Quant open572
Worst price100.17
Drawdown as % of equity-4.91%
($2,470)
Includes Typical Broker Commissions trade costs of $5.00
4/15/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,815 20.68 4/16 9:31 20.20 2.34%
Trade id #135163306
Max drawdown($1,393)
Time4/16/21 0:00
Quant open2,815
Worst price20.19
Drawdown as % of equity-2.34%
($1,370)
Includes Typical Broker Commissions trade costs of $5.00
4/13/21 9:31 UPRO PROSHARES ULTRAPRO S&P500 LONG 585 100.95 4/15 9:30 102.51 0.5%
Trade id #135121328
Max drawdown($298)
Time4/14/21 0:00
Quant open585
Worst price100.44
Drawdown as % of equity-0.50%
$907
Includes Typical Broker Commissions trade costs of $5.00
4/12/21 9:35 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,836 21.15 4/13 9:30 21.10 0.76%
Trade id #135101502
Max drawdown($451)
Time4/13/21 0:00
Quant open2,836
Worst price20.99
Drawdown as % of equity-0.76%
($147)
Includes Typical Broker Commissions trade costs of $5.00
4/9/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 590 98.74 4/12 9:30 100.42 0.03%
Trade id #135077669
Max drawdown($17)
Time4/9/21 10:43
Quant open590
Worst price98.71
Drawdown as % of equity-0.03%
$986
Includes Typical Broker Commissions trade costs of $5.00
4/7/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,700 21.93 4/9 9:32 21.60 1.69%
Trade id #135041311
Max drawdown($999)
Time4/8/21 0:00
Quant open2,700
Worst price21.56
Drawdown as % of equity-1.69%
($904)
Includes Typical Broker Commissions trade costs of $5.00
4/1/21 9:35 UPRO PROSHARES ULTRAPRO S&P500 LONG 630 91.92 4/7 9:30 96.97 0.3%
Trade id #134965230
Max drawdown($173)
Time4/1/21 9:56
Quant open630
Worst price91.65
Drawdown as % of equity-0.30%
$3,173
Includes Typical Broker Commissions trade costs of $5.00
3/30/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,470 24.05 4/1 9:30 23.32 3.28%
Trade id #134926722
Max drawdown($1,877)
Time4/1/21 9:30
Quant open2,470
Worst price23.29
Drawdown as % of equity-3.28%
($1,808)
Includes Typical Broker Commissions trade costs of $5.00
3/25/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 635 83.55 3/30 9:31 89.09 1.6%
Trade id #134857057
Max drawdown($863)
Time3/25/21 10:55
Quant open635
Worst price82.19
Drawdown as % of equity-1.60%
$3,513
Includes Typical Broker Commissions trade costs of $5.00
3/24/21 9:31 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,000 24.71 3/25 9:32 25.69 1.25%
Trade id #134831288
Max drawdown($660)
Time3/24/21 11:07
Quant open2,000
Worst price24.38
Drawdown as % of equity-1.25%
$1,958
Includes Typical Broker Commissions trade costs of $5.00
3/19/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 604 86.21 3/24 9:31 86.87 2.12%
Trade id #134729580
Max drawdown($1,105)
Time3/19/21 10:08
Quant open604
Worst price84.38
Drawdown as % of equity-2.12%
$394
Includes Typical Broker Commissions trade costs of $5.00
3/18/21 9:33 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 2,140 24.37 3/19 9:32 24.95 1.82%
Trade id #134696895
Max drawdown($920)
Time3/18/21 12:15
Quant open2,140
Worst price23.94
Drawdown as % of equity-1.82%
$1,236
Includes Typical Broker Commissions trade costs of $5.00
3/15/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 565 88.41 3/16 9:32 90.24 1.73%
Trade id #134615321
Max drawdown($864)
Time3/15/21 11:38
Quant open565
Worst price86.88
Drawdown as % of equity-1.73%
$1,029
Includes Typical Broker Commissions trade costs of $5.00
3/11/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 590 86.91 3/12 9:33 86.91 0.62%
Trade id #134559038
Max drawdown($312)
Time3/12/21 0:00
Quant open590
Worst price86.38
Drawdown as % of equity-0.62%
($4)
Includes Typical Broker Commissions trade costs of $5.00
3/9/21 9:32 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 1,880 26.00 3/11 9:32 24.80 4.52%
Trade id #134509434
Max drawdown($2,296)
Time3/11/21 9:30
Quant open1,880
Worst price24.78
Drawdown as % of equity-4.52%
($2,261)
Includes Typical Broker Commissions trade costs of $5.00
3/4/21 9:32 UPRO PROSHARES ULTRAPRO S&P500 LONG 630 80.13 3/9 9:32 82.88 7.69%
Trade id #134412920
Max drawdown($3,729)
Time3/4/21 13:59
Quant open630
Worst price74.21
Drawdown as % of equity-7.69%
$1,728
Includes Typical Broker Commissions trade costs of $5.00
3/2/21 11:14 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 1,935 25.86 3/3 9:31 26.24 1.58%
Trade id #134366406
Max drawdown($793)
Time3/2/21 13:39
Quant open1,935
Worst price25.45
Drawdown as % of equity-1.58%
$730
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    3/2/2021
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    74.5
  • Age
    75 days ago
  • What it trades
    Stocks
  • # Trades
    27
  • # Profitable
    16
  • % Profitable
    59.30%
  • Avg trade duration
    2.5 days
  • Max peak-to-valley drawdown
    11.47%
  • drawdown period
    April 14, 2021 - April 22, 2021
  • Cumul. Return
    20.3%
  • Avg win
    $1,468
  • Avg loss
    $1,165
  • Model Account Values (Raw)
  • Cash
    $13,240
  • Margin Used
    $0
  • Buying Power
    $14,702
  • Ratios
  • W:L ratio
    1.83:1
  • Sharpe Ratio
    2.81
  • Sortino Ratio
    5.72
  • Calmar Ratio
    16.648
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    12.47%
  • Correlation to SP500
    -0.02460
  • Return Percent SP500 (cumu) during strategy life
    7.84%
  • Return Statistics
  • Ann Return (w trading costs)
    138.5%
  • Slump
  • Current Slump as Pcnt Equity
    3.70%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.203%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.03%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    155.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    10.00%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • 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)
    685
  • Popularity (Last 6 weeks)
    934
  • Popularity (7 days, Percentile 1000 scale)
    845
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    703
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,468
  • Avg Loss
    $1,165
  • Sum Trade PL (losers)
    $12,820.000
  • # Winners
    16
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • Sum Trade PL (winners)
    $23,489.000
  • Dividends
  • Dividends Received in Model Acct
    17
  • Win / Loss
  • # Losers
    11
  • % Winners
    59.3%
  • Frequency
  • Avg Position Time (mins)
    3601.42
  • Avg Position Time (hrs)
    60.02
  • Avg Trade Length
    2.5 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.97
  • Daily leverage (max)
    3.19
  • Regression
  • Alpha
    0.26
  • Beta
    -0.05
  • Treynor Index
    -5.30
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    11.94
  • Avg(MAE) / Avg(PL) - All trades
    2.549
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.03
  • Avg(MAE) / Avg(PL) - Winning trades
    0.527
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.150
  • Hold-and-Hope Ratio
    0.325
  • 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)
    0.99200
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02400
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -307718000
  • Max Equity Drawdown (num days)
    8
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Trades the 3x ETFs UPRO and SPXU and will occasionally go to Cash.

Summary Statistics

Strategy began
2021-03-02
Suggested Minimum Capital
$15,000
# Trades
27
# Profitable
16
% Profitable
59.3%
Net Dividends
Correlation S&P500
-0.025
Sharpe Ratio
2.81
Sortino Ratio
5.72
Beta
-0.05
Alpha
0.26
Leverage
2.97 Average
3.19 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.