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This is an archived track record. This track record was archived on 5/18/21 9:07 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

ForeX Trend trade
(135612105)

Created by: Karl_Colin Karl_Colin
Started: 05/2021
Futures
Last trade: 1,267 days ago
Trading style: Futures Momentum Financials / Indexes

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 $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.

Trading Category: Futures
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).
Financials / Indexes
Category: Equity

Financials / Indexes

Focuses on market indexes or interest rates futures.
167417237.5%
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.

(11.5%)
Max Drawdown
24
Num Trades
62.5%
Win Trades
2.8 : 1
Profit Factor
2.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021                            +35.0%  -    -    -    -    -    -    -  +35.0%
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -              

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

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/18/21 2:46 @ESM1 E-MINI S&P 500 LONG 2 4176.75 5/18 3:25 4176.25 n/a ($66)
Includes Typical Broker Commissions trade costs of $16.00
5/17/21 18:17: Rescaled downward to 99% of previous Model Account size
5/17/21 15:43 @ESM1 E-MINI S&P 500 LONG 3.960000000 4155.00 5/17 15:58 4158.75 0.51%
Trade id #135653678
Max drawdown($198)
Time5/17/21 15:53
Quant open4
Worst price4154.00
Drawdown as % of equity-0.51%
$711
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 15:44 @ESU1 E-MINI S&P 500 LONG 3.960000000 4146.00 5/17 15:58 4148.25 0.64%
Trade id #135653683
Max drawdown($247)
Time5/17/21 15:50
Quant open4
Worst price4144.75
Drawdown as % of equity-0.64%
$414
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 15:43 QHGK1 Copper SHORT 3.960000000 473.00 5/17 15:50 472.35 n/a $612
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 10:44 @RTYM1 Russell 2000 CME LONG 4.950000000 2211.64 5/17 15:43 2221.90 6.35%
Trade id #135647260
Max drawdown($2,757)
Time5/17/21 12:15
Quant open5
Worst price2200.50
Drawdown as % of equity-6.35%
$2,499
Includes Typical Broker Commissions trade costs of $39.60
5/17/21 10:41 @RTYU1 Russell 2000 CME LONG 4.950000000 2209.92 5/17 15:43 2217.60 2.46%
Trade id #135647166
Max drawdown($1,069)
Time5/17/21 11:05
Quant open5
Worst price2205.60
Drawdown as % of equity-2.46%
$1,861
Includes Typical Broker Commissions trade costs of $39.60
5/17/21 10:32 @RTYU1 Russell 2000 CME SHORT 3.960000000 2195.40 5/17 10:38 2206.20 4.93%
Trade id #135646926
Max drawdown($2,138)
Time5/17/21 10:38
Quant open4
Worst price2206.20
Drawdown as % of equity-4.93%
($2,170)
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 10:32 @ESU1 E-MINI S&P 500 SHORT 1.980000000 4136.25 5/17 10:38 4144.75 2.22%
Trade id #135646928
Max drawdown($965)
Time5/17/21 10:38
Quant open2
Worst price4146.00
Drawdown as % of equity-2.22%
($858)
Includes Typical Broker Commissions trade costs of $15.84
5/17/21 10:18 @ESM1 E-MINI S&P 500 LONG 1.980000000 4157.00 5/17 10:31 4147.25 2.74%
Trade id #135646427
Max drawdown($1,188)
Time5/17/21 10:30
Quant open2
Worst price4145.00
Drawdown as % of equity-2.74%
($981)
Includes Typical Broker Commissions trade costs of $15.84
5/17/21 10:19 @ESU1 E-MINI S&P 500 LONG 1.980000000 4148.00 5/17 10:31 4136.75 2.57%
Trade id #135646454
Max drawdown($1,113)
Time5/17/21 10:29
Quant open2
Worst price4136.75
Drawdown as % of equity-2.57%
($1,130)
Includes Typical Broker Commissions trade costs of $15.84
5/17/21 10:11 @RTYU1 Russell 2000 CME SHORT 3.960000000 2196.90 5/17 10:12 2200.50 1.64%
Trade id #135646167
Max drawdown($713)
Time5/17/21 10:12
Quant open4
Worst price2200.50
Drawdown as % of equity-1.64%
($745)
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 10:02 @RTYU1 Russell 2000 CME SHORT 3.960000000 2194.20 5/17 10:05 2196.00 0.82%
Trade id #135645829
Max drawdown($356)
Time5/17/21 10:05
Quant open4
Worst price2196.00
Drawdown as % of equity-0.82%
($388)
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 9:50 @ESM1 E-MINI S&P 500 SHORT 1.980000000 4154.50 5/17 9:58 4153.00 n/a $133
Includes Typical Broker Commissions trade costs of $15.84
5/17/21 9:53 @RTYU1 Russell 2000 CME SHORT 3.960000000 2199.00 5/17 9:57 2196.00 n/a $562
Includes Typical Broker Commissions trade costs of $31.68
5/17/21 9:36 @ESM1 E-MINI S&P 500 LONG 1.980000000 4162.38 5/17 9:46 4158.75 1.16%
Trade id #135644667
Max drawdown($507)
Time5/17/21 9:44
Quant open2
Worst price4157.25
Drawdown as % of equity-1.16%
($375)
Includes Typical Broker Commissions trade costs of $15.84
5/14/21 10:52 @MNQM1 MICRO E-MINI NASDAQ 100 LONG 4.950000000 13318.25 5/14 11:28 13329.50 0.26%
Trade id #135621873
Max drawdown($88)
Time5/14/21 11:03
Quant open5
Worst price13309.20
Drawdown as % of equity-0.26%
$106
Includes Typical Broker Commissions trade costs of $4.66
5/14/21 10:28 QHGK1 Copper SHORT 3.960000000 470.85 5/14 11:04 465.95 n/a $4,819
Includes Typical Broker Commissions trade costs of $31.68
5/14/21 10:40 @CK1 CORN SHORT 3.960000000 718 3/4 5/14 10:45 713 1/4 n/a $1,057
Includes Typical Broker Commissions trade costs of $31.68
5/14/21 10:41 @SK1 SOYBEANS SHORT 3.960000000 1621 5/14 10:45 1620 3/4 n/a $18
Includes Typical Broker Commissions trade costs of $31.68
5/14/21 9:53 @NQM1 E-MINI NASDAQ 100 STK IDX LONG 0.990000000 13245.50 5/14 10:30 13295.00 0.74%
Trade id #135620292
Max drawdown($254)
Time5/14/21 10:09
Quant open1
Worst price13232.50
Drawdown as % of equity-0.74%
$972
Includes Typical Broker Commissions trade costs of $7.92
5/14/21 10:10 @CK1 CORN SHORT 3.960000000 729 5/14 10:27 717 1/4 n/a $2,295
Includes Typical Broker Commissions trade costs of $31.68
5/14/21 9:45 @MNQM1 MICRO E-MINI NASDAQ 100 LONG 9.900000000 13236.25 5/14 10:01 13268.25 1.47%
Trade id #135620082
Max drawdown($504)
Time5/14/21 9:50
Quant open10
Worst price13210.50
Drawdown as % of equity-1.47%
$625
Includes Typical Broker Commissions trade costs of $9.31
5/14/21 9:22 @MNQM1 MICRO E-MINI NASDAQ 100 LONG 4.950000000 13245.25 5/14 9:41 13223.75 0.89%
Trade id #135618286
Max drawdown($306)
Time5/14/21 9:32
Quant open5
Worst price13214.00
Drawdown as % of equity-0.89%
($218)
Includes Typical Broker Commissions trade costs of $4.66
5/14/21 1:19 @BOK1 SOYBEAN OIL SHORT 3.960000000 71.51 5/14 3:15 70.74 n/a $1,798
Includes Typical Broker Commissions trade costs of $31.68

Statistics

  • Strategy began
    5/14/2021
  • Suggested Minimum Cap
    $32,524
  • Strategy Age (days)
    1265.74
  • Age
    42 months ago
  • What it trades
    Futures
  • # Trades
    24
  • # Profitable
    15
  • % Profitable
    62.50%
  • Avg trade duration
    42.6 minutes
  • Max peak-to-valley drawdown
    11.51%
  • drawdown period
    May 14, 2021 - May 17, 2021
  • Cumul. Return
    35.1%
  • Avg win
    $1,259
  • Avg loss
    $750.00
  • Model Account Values (Raw)
  • Cash
    $44,658
  • Margin Used
    $0
  • Buying Power
    $44,658
  • Ratios
  • W:L ratio
    2.80:1
  • Sharpe Ratio
    0.22
  • Sortino Ratio
    0.8
  • Calmar Ratio
    615.55
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    35.34%
  • Correlation to SP500
    -0.00710
  • Return Percent SP500 (cumu) during strategy life
    38.55%
  • Return Statistics
  • Ann Return (w trading costs)
    167417000.0%
  • Slump
  • Current Slump as Pcnt Equity
    0.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.351%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    9.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    29.00%
  • 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
    88.33%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    689
  • Popularity (Last 6 weeks)
    605
  • Popularity (7 days, Percentile 1000 scale)
    600
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,259
  • Avg Loss
    $750
  • Sum Trade PL (losers)
    $6,750.000
  • # Winners
    15
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    42
  • Win / Loss
  • Sum Trade PL (winners)
    $18,888.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    9
  • % Winners
    62.5%
  • Frequency
  • Avg Position Time (mins)
    42.57
  • Avg Position Time (hrs)
    0.71
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    1262
  • Leverage
  • Daily leverage (average)
    40.73
  • Daily leverage (max)
    54.36
  • Regression
  • Alpha
    0.01
  • Beta
    -0.00
  • Treynor Index
    -1.67
  • 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)
    -0.33
  • Avg(MAE) / Avg(PL) - All trades
    18.972
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.696
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.088
  • Hold-and-Hope Ratio
    0.053
  • 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)
    0.28900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01400
  • 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?
    -285885000
  • Max Equity Drawdown (num days)
    3
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

mainly trade mini NQ and MNQ

Summary Statistics

Strategy began
2021-05-14
Suggested Minimum Capital
$45,000
# Trades
24
# Profitable
15
% Profitable
62.5%
Correlation S&P500
-0.007
Sharpe Ratio
0.22
Sortino Ratio
0.80
Beta
-0.00
Alpha
0.01
Leverage
40.73 Average
54.36 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.