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Ochados Management 1
(137056431)

Created by: Ochados Ochados
Started: 08/2021
Stocks
Last trade: 8 days ago
Trading style: Equity Trend-following Momentum
Subscriptions not currently available. This is a new strategy, and Collective2 is verifying the strategy developer. Please check back soon.

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).
-0.2%
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.

(3.0%)
Max Drawdown
103
Num Trades
40.8%
Win Trades
1.0 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021                                                 +0.6%(0.8%)                  (0.2%)

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

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/20/21 13:53 DCPH DECIPHERA PHARMACEUTICALS INC. COMMON STOCK LONG 40 32.50 9/20 15:20 31.94 0.02%
Trade id #137447817
Max drawdown($22)
Time9/20/21 15:20
Quant open40
Worst price31.94
Drawdown as % of equity-0.02%
($23)
Includes Typical Broker Commissions trade costs of $0.80
9/20/21 13:58 BLUE BLUEBIRD BIO INC. COMMON STOC LONG 60 18.18 9/20 15:16 17.88 0.02%
Trade id #137448000
Max drawdown($19)
Time9/20/21 15:16
Quant open60
Worst price17.85
Drawdown as % of equity-0.02%
($19)
Includes Typical Broker Commissions trade costs of $1.20
9/20/21 13:20 SLNO SOLENO THERAPEUTICS INC. COMMON STOCK LONG 1,200 0.95 9/20 15:10 0.90 0.06%
Trade id #137447075
Max drawdown($63)
Time9/20/21 15:10
Quant open1,200
Worst price0.90
Drawdown as % of equity-0.06%
($63)
Includes Typical Broker Commissions trade costs of $5.00
8/27/21 15:58 DOYU DOUYU INTERNATIONAL HOLDINGS ADR LONG 264 3.78 9/20 14:56 3.20 0.15%
Trade id #137155675
Max drawdown($153)
Time9/20/21 14:56
Quant open264
Worst price3.20
Drawdown as % of equity-0.15%
($158)
Includes Typical Broker Commissions trade costs of $5.28
9/20/21 13:32 IOVA IOVANCE BIOTHERAPEUTICS INC. COMMON STOCK LONG 50 24.05 9/20 14:08 23.94 0.01%
Trade id #137447381
Max drawdown($5)
Time9/20/21 14:08
Quant open50
Worst price23.94
Drawdown as % of equity-0.01%
($7)
Includes Typical Broker Commissions trade costs of $1.00
9/13/21 15:55 DRQ DRIL-QUIP LONG 60 24.94 9/20 9:36 23.12 0.12%
Trade id #137354987
Max drawdown($118)
Time9/20/21 9:36
Quant open60
Worst price22.97
Drawdown as % of equity-0.12%
($110)
Includes Typical Broker Commissions trade costs of $1.20
8/27/21 15:31 CDE COUER MINING INC LONG 142 7.02 9/16 9:37 6.51 0.08%
Trade id #137154998
Max drawdown($76)
Time9/16/21 9:37
Quant open142
Worst price6.48
Drawdown as % of equity-0.08%
($75)
Includes Typical Broker Commissions trade costs of $2.84
9/13/21 14:23 CSPR CASPER SLEEP INC LONG 195 5.26 9/14 15:16 4.98 0.06%
Trade id #137353440
Max drawdown($56)
Time9/14/21 0:00
Quant open195
Worst price4.97
Drawdown as % of equity-0.06%
($59)
Includes Typical Broker Commissions trade costs of $3.90
9/13/21 15:47 BOOM DMC GLOBAL INC. COMMON STOCK LONG 20 41.25 9/14 13:12 40.02 0.03%
Trade id #137354800
Max drawdown($28)
Time9/14/21 0:00
Quant open20
Worst price39.83
Drawdown as % of equity-0.03%
($25)
Includes Typical Broker Commissions trade costs of $0.40
8/30/21 9:32 EGAN EGAIN CORPORATION COMMON STOCK LONG 84 11.92 9/13 10:44 11.13 0.07%
Trade id #137172003
Max drawdown($66)
Time9/13/21 10:44
Quant open84
Worst price11.13
Drawdown as % of equity-0.07%
($68)
Includes Typical Broker Commissions trade costs of $1.68
8/24/21 13:34 PING PING IDENTITY HOLDING CORP LONG 41 24.55 9/13 9:39 25.30 0.01%
Trade id #137102370
Max drawdown($10)
Time8/24/21 15:34
Quant open41
Worst price24.29
Drawdown as % of equity-0.01%
$30
Includes Typical Broker Commissions trade costs of $0.82
8/20/21 14:53 SKLZ SKILLZ INC LONG 48 10.56 9/13 9:37 10.88 0.01%
Trade id #137060688
Max drawdown($5)
Time8/23/21 0:00
Quant open48
Worst price10.44
Drawdown as % of equity-0.01%
$14
Includes Typical Broker Commissions trade costs of $0.96
8/20/21 15:23 ALT ALTIMMUNE INC. COMMON STOCK LONG 81 12.44 9/10 9:56 17.18 n/a $382
Includes Typical Broker Commissions trade costs of $1.62
8/27/21 15:26 AVAH AVEANNA HEALTHCARE HOLDINGS INC. LONG 107 9.43 9/9 9:41 8.97 0.06%
Trade id #137154932
Max drawdown($56)
Time9/9/21 9:41
Quant open107
Worst price8.90
Drawdown as % of equity-0.06%
($51)
Includes Typical Broker Commissions trade costs of $2.14
8/31/21 15:56 NKLA NIKOLA CORP LONG 97 10.40 9/9 9:30 9.86 0.05%
Trade id #137199154
Max drawdown($53)
Time9/9/21 9:30
Quant open97
Worst price9.85
Drawdown as % of equity-0.05%
($54)
Includes Typical Broker Commissions trade costs of $1.94
8/30/21 9:32 ANGI ANGI INC LONG 95 10.59 9/8 15:31 10.05 0.05%
Trade id #137172024
Max drawdown($51)
Time9/8/21 15:31
Quant open95
Worst price10.05
Drawdown as % of equity-0.05%
($53)
Includes Typical Broker Commissions trade costs of $1.90
9/7/21 14:26 EVI EVI INDUSTRIES INC LONG 38 27.20 9/8 14:26 24.54 0.1%
Trade id #137277691
Max drawdown($101)
Time9/8/21 0:00
Quant open38
Worst price24.54
Drawdown as % of equity-0.10%
($102)
Includes Typical Broker Commissions trade costs of $0.76
8/31/21 15:50 FUV ARCIMOTO INC. COMMON STOCK LONG 81 12.38 9/8 10:34 11.55 0.07%
Trade id #137198998
Max drawdown($67)
Time9/8/21 10:34
Quant open81
Worst price11.55
Drawdown as % of equity-0.07%
($69)
Includes Typical Broker Commissions trade costs of $1.62
8/27/21 15:17 ROOT ROOT INC. CLASS A COMMON STOCK LONG 156 6.39 9/8 9:30 5.85 0.08%
Trade id #137154752
Max drawdown($84)
Time9/8/21 9:30
Quant open156
Worst price5.85
Drawdown as % of equity-0.08%
($87)
Includes Typical Broker Commissions trade costs of $3.12
8/30/21 9:32 OPK OPKO HEALTH LONG 259 3.83 9/7 11:55 3.58 0.06%
Trade id #137171981
Max drawdown($64)
Time9/7/21 11:55
Quant open259
Worst price3.58
Drawdown as % of equity-0.06%
($70)
Includes Typical Broker Commissions trade costs of $5.18
8/27/21 15:45 QSI QUANTUM-SI INC LONG 104 9.58 9/7 11:27 9.02 0.06%
Trade id #137155265
Max drawdown($60)
Time9/7/21 11:27
Quant open104
Worst price9.00
Drawdown as % of equity-0.06%
($60)
Includes Typical Broker Commissions trade costs of $2.08
8/27/21 15:37 YEXT YEXT INC LONG 100 13.22 9/3 9:30 11.98 0.13%
Trade id #137155142
Max drawdown($129)
Time9/3/21 9:30
Quant open100
Worst price11.93
Drawdown as % of equity-0.13%
($126)
Includes Typical Broker Commissions trade costs of $2.00
9/1/21 15:58 SPRT SUPPORT.COM LONG 40 24.15 9/2 9:30 25.86 n/a $67
Includes Typical Broker Commissions trade costs of $0.80
8/27/21 15:40 GCP GCP APPLIED TECHNOLOGIES INC LONG 40 24.29 8/31 13:00 23.89 0.02%
Trade id #137155188
Max drawdown($16)
Time8/31/21 13:00
Quant open40
Worst price23.89
Drawdown as % of equity-0.02%
($17)
Includes Typical Broker Commissions trade costs of $0.80
8/23/21 15:45 LVTX LAVA THERAPEUTICS N.V. ORDINARY SHARES LONG 80 6.45 8/31 10:41 6.51 0.01%
Trade id #137086916
Max drawdown($7)
Time8/23/21 15:50
Quant open80
Worst price6.36
Drawdown as % of equity-0.01%
$3
Includes Typical Broker Commissions trade costs of $1.60
8/30/21 9:32 SUMO SUMO LOGIC INC. COMMON STOCK LONG 48 20.86 8/31 9:30 20.50 0.02%
Trade id #137172027
Max drawdown($24)
Time8/31/21 0:00
Quant open48
Worst price20.34
Drawdown as % of equity-0.02%
($18)
Includes Typical Broker Commissions trade costs of $0.96
8/23/21 15:49 OESX ORION ENERGY SYSTEMS INC. COMMON STOCK LONG 120 4.55 8/30 13:20 4.41 0.02%
Trade id #137086983
Max drawdown($16)
Time8/30/21 13:20
Quant open120
Worst price4.41
Drawdown as % of equity-0.02%
($19)
Includes Typical Broker Commissions trade costs of $2.40
8/26/21 14:58 GBS GBS INC. COMMON STOCK LONG 312 3.23 8/30 10:46 3.12 0.04%
Trade id #137138573
Max drawdown($40)
Time8/30/21 10:46
Quant open312
Worst price3.10
Drawdown as % of equity-0.04%
($40)
Includes Typical Broker Commissions trade costs of $6.24
8/27/21 15:43 WABC WESTAMERICA BANCORP LONG 12 57.41 8/30 10:30 56.66 0.01%
Trade id #137155209
Max drawdown($9)
Time8/30/21 10:30
Quant open12
Worst price56.66
Drawdown as % of equity-0.01%
($9)
Includes Typical Broker Commissions trade costs of $0.24
8/24/21 15:16 VMAR VISION MARINE TECHNOLOGIES INC. COMMON SHARES LONG 69 7.28 8/30 9:50 6.38 0.09%
Trade id #137104928
Max drawdown($94)
Time8/26/21 0:00
Quant open69
Worst price5.91
Drawdown as % of equity-0.09%
($63)
Includes Typical Broker Commissions trade costs of $1.38

Statistics

  • Strategy began
    8/20/2021
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    38.92
  • Age
    39 days ago
  • What it trades
    Stocks
  • # Trades
    103
  • # Profitable
    42
  • % Profitable
    40.80%
  • Avg trade duration
    10.1 days
  • Max peak-to-valley drawdown
    2.96%
  • drawdown period
    Sept 02, 2021 - Sept 21, 2021
  • Cumul. Return
    -0.2%
  • Avg win
    $76.88
  • Avg loss
    $51.15
  • Model Account Values (Raw)
  • Cash
    $28,981
  • Margin Used
    $0
  • Buying Power
    $30,293
  • Ratios
  • W:L ratio
    1.03:1
  • Sharpe Ratio
  • Sortino Ratio
  • Calmar Ratio
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -0.24%
  • Return Percent SP500 (cumu) during strategy life
    0.03%
  • Return Statistics
  • Ann Return (w trading costs)
    -1.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.65%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    2.50%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.002%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • 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)
    0
  • Popularity (Last 6 weeks)
    518
  • Popularity (7 days, Percentile 1000 scale)
    290
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    724
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $77
  • Avg Loss
    $51
  • Sum Trade PL (losers)
    $3,120.000
  • Sum Trade PL (winners)
    $3,229.000
  • # Winners
    42
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    2
  • Win / Loss
  • # Losers
    61
  • % Winners
    40.8%
  • Frequency
  • Avg Position Time (mins)
    14586.60
  • Avg Position Time (hrs)
    243.11
  • Avg Trade Length
    10.1 days
  • Last Trade Ago
    4
  • Leverage
  • Daily leverage (average)
    0.31
  • Daily leverage (max)
    1.00
  • Maximum Adverse Excursion (MAE)
  • Hold-and-Hope Ratio
    -0.133
  • Analysis based on DAILY values, last 6 months only
  • 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)
    19
  • Last 4 Months - Pcnt Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -314979000

Strategy Description

Summary Statistics

Strategy began
2021-08-20
Suggested Minimum Capital
$35,000
# Trades
103
# Profitable
42
% Profitable
40.8%
Sharpe Ratio
-
Sortino Ratio
0.00
Beta
0.00
Alpha
0.00
Leverage
0.31 Average
1.00 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.