Spare for Anything
(134823914)
Subscription terms. Subscriptions to this system cost $125.00 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.
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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2021  +6.3%  +13.3%  (9.2%)  (3%)              +6.1%  
2022                          0.0 
2023                   
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.
Started  $250,000  
Buy Power  $266,346  
Cash  $1  
Equity  $1  
Cumulative $  $16,346  
Total System Equity  $266,346  
Margined  $1  
Open P/L  $0  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began3/23/2021

Suggested Minimum Cap$250,000

Strategy Age (days)918.45

Age31 months ago

What it tradesOptions, Futures

# Trades17

# Profitable6

% Profitable35.30%

Avg trade duration14.7 days

Max peaktovalley drawdown25.89%

drawdown periodApril 16, 2021  May 19, 2021

Cumul. Return6.9%

Avg win$8,360

Avg loss$3,074
 Model Account Values (Raw)

Cash$266,346

Margin Used$0

Buying Power$266,346
 Ratios

W:L ratio1.48:1

Sharpe Ratio0.09

Sortino Ratio0.12

Calmar Ratio0.504
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)0.55%

Correlation to SP5000.13570

Return Percent SP500 (cumu) during strategy life9.65%
 Return Statistics

Ann Return (w trading costs)38.3%
 Slump

Current Slump as Pcnt Equity20.10%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.069%
 Instruments

Percent Trades Options0.34%

Percent Trades Futures0.66%
 Slump

Current Slump, time of slump as pcnt of strategy life0.97%
 Instruments

Percent Trades Stocksn/a

Short Options  Percent Covered100.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)2.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss57.00%

Chance of 20% account loss15.00%

Chance of 30% account loss0.50%

Chance of 40% account lossn/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 Automated1.85%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)623

Popularity (Last 6 weeks)909

Popularity (7 days, Percentile 1000 scale)533
 Trading Style

Any stock shorts? 0/11
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Win$8,360

Avg Loss$3,074

Sum Trade PL (losers)$33,816.000

# Winners6

Num Months Winners2
 Age

Num Months filled monthly returns table31
 Win / Loss

Sum Trade PL (winners)$50,162.000
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers11

% Winners35.3%
 Frequency

Avg Position Time (mins)21173.90

Avg Position Time (hrs)352.90

Avg Trade Length14.7 days

Last Trade Ago847
 Leverage

Daily leverage (average)2.41

Daily leverage (max)3.38
 Regression

Alpha0.00

Beta0.12

Treynor Index0.04
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03

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)0.18

Avg(MAE) / Avg(PL)  All trades5.825

MAE:Equity, 95th Percentile Value for this strat0.00

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  Winning trades0.740

Avg(MAE) / Avg(PL)  Losing trades1.719

HoldandHope Ratio0.172
 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)0.11700
 Analysis based on DAILY values, last 6 months only
 Ratio statistics of excess log return rates

VAR (95 Confidence Intrvl)0.03500
 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?323658000

Max Equity Drawdown (num days)33

Last 4 Months  Pcnt Negativen/a
Strategy Description
This strategy is based on the same principles behind my strategy Patience is a Virtue. For the sake of length, I will not discuss those principles here, but you can read about them on Patience is a Virtue’s description. This strategy will be more volatile than Patience is a Virtue because it will have more concentrated positions. At times 50% of the account can be used to short or long a single VX futures contract. For reference that is roughly 3.5 times more exposure to short VX contracts than Patience is a Virtue takes at this time. My point being that while this strategy has the same fundamental principles as Patience is a Virtue it is much more aggressive.
Roughly 95% or more of the strategy is allocated to futures trades. The remaining 5% can be allocated to purchasing options as hedges. These options will lose money nearly 90% of the time or more. However, I keep them in place to help protect myself from owing money to my broker should there be a catastrophic black swan. Of course, they can’t guarantee it, but they are great protection in my opinion.
The strategy will buy long positions in MNQ, MES, ZB, VX, MGC, and various other futures contracts. The strategy will also take short positions in VX. The overall leverage factor of the strategy should average around 3 or less with a max leverage use for the overall portfolio of about 4.
This strategy uses four layers of protection.
1. Limited position sizing to a max of about 50% of NLV with a max leverage for any trade of 3 and no more than 1 for VX trades.
2. Algorithmic exits to try to avoid losses.
3. Stop losses at 12% above or below close price for the instrument for leveraged positions and 36% for unleveraged positions. Those are huge stop losses, but remember these stops are the third layer of protection  not the primary or secondary. In theory the algorithm should exit long before they are needed. However, there is no guarantee the algorithm would exit in time making these stops crucial to have in place just in case.
4. Options provide coverage that the first three protections do not offer in the case of massive overnight gaps or liquidity crunches. If you turn off options trades, you are ignoring this fourth layer and relying on the first 3 only.
I do not intend to answer questions on the strategy or provide updates via broadcasts. Take it or leave it. Any strategy intentions or stated objectives are subject to change without notice. This is a risky strategy that could result in the loss of funds.
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.