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Ochados Management 3
(137056528)

Created by: Ochados Ochados
Started: 08/2021
Stocks
Last trade: 7 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).
0.5%
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.

(2.4%)
Max Drawdown
101
Num Trades
37.6%
Win Trades
0.7 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021                                                 +0.6%(0.2%)                  +0.5%

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 14:27 EPZM EPIZYME INC LONG 200 5.48 9/21 9:30 5.27 0.04%
Trade id #137448764
Max drawdown($42)
Time9/21/21 9:30
Quant open200
Worst price5.27
Drawdown as % of equity-0.04%
($46)
Includes Typical Broker Commissions trade costs of $4.00
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 #137447826
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 18.17 9/20 15:16 17.88 0.02%
Trade id #137448013
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 #137447095
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
9/20/21 13:33 IOVA IOVANCE BIOTHERAPEUTICS INC. COMMON STOCK LONG 50 24.06 9/20 14:08 23.94 0.01%
Trade id #137447398
Max drawdown($6)
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
8/26/21 15:24 RETO RETO ECO-SOLUTIONS INC. COMMON SHARES LONG 1,000 0.90 9/20 9:36 0.79 0.13%
Trade id #137139041
Max drawdown($127)
Time9/20/21 9:36
Quant open1,000
Worst price0.77
Drawdown as % of equity-0.13%
($113)
Includes Typical Broker Commissions trade costs of $5.00
9/13/21 15:45 PUMP PROPETRO HOLDING CORP LONG 125 8.05 9/20 9:30 7.36 0.1%
Trade id #137354767
Max drawdown($98)
Time9/20/21 9:30
Quant open125
Worst price7.26
Drawdown as % of equity-0.10%
($89)
Includes Typical Broker Commissions trade costs of $2.50
9/14/21 10:50 SAND SANDSTORM GOLD LONG 150 6.64 9/17 9:50 6.21 0.06%
Trade id #137366284
Max drawdown($64)
Time9/17/21 9:50
Quant open150
Worst price6.21
Drawdown as % of equity-0.06%
($68)
Includes Typical Broker Commissions trade costs of $3.00
9/14/21 14:40 ONEM 1LIFE HEALTHCARE INC. LONG 40 25.03 9/16 10:57 24.29 0.03%
Trade id #137371297
Max drawdown($30)
Time9/16/21 10:57
Quant open40
Worst price24.26
Drawdown as % of equity-0.03%
($31)
Includes Typical Broker Commissions trade costs of $0.80
8/30/21 9:32 ATHA ATHIRA PHARMA INC. LONG 93 10.80 9/15 13:12 10.01 0.08%
Trade id #137172152
Max drawdown($75)
Time9/15/21 13:12
Quant open93
Worst price9.99
Drawdown as % of equity-0.08%
($75)
Includes Typical Broker Commissions trade costs of $1.86
8/30/21 9:32 API AGORA INC. AMERICAN DEPOSITARY SHARES LONG 34 29.78 9/15 12:03 28.00 0.06%
Trade id #137172114
Max drawdown($60)
Time9/15/21 12:03
Quant open34
Worst price28.00
Drawdown as % of equity-0.06%
($62)
Includes Typical Broker Commissions trade costs of $0.68
8/27/21 13:03 RGLS REGULUS THERAPEUTICS LONG 1,388 0.72 9/15 11:18 0.70 0.03%
Trade id #137153104
Max drawdown($30)
Time9/15/21 11:18
Quant open1,388
Worst price0.70
Drawdown as % of equity-0.03%
($31)
Includes Typical Broker Commissions trade costs of $5.00
8/24/21 14:59 JOB GEE GROUP INC LONG 4,000 0.50 9/14 10:29 0.47 0.11%
Trade id #137104464
Max drawdown($112)
Time9/14/21 10:29
Quant open4,000
Worst price0.47
Drawdown as % of equity-0.11%
($118)
Includes Typical Broker Commissions trade costs of $5.00
8/23/21 15:34 MBIO MUSTANG BIO INC. COMMON STOCK LONG 200 2.87 9/13 10:10 2.78 0.02%
Trade id #137086697
Max drawdown($18)
Time9/13/21 10:10
Quant open200
Worst price2.78
Drawdown as % of equity-0.02%
($22)
Includes Typical Broker Commissions trade costs of $4.00
8/30/21 9:32 SOLO ELECTRAMECCANICA VEHICLES CORP LONG 279 3.59 9/13 9:40 3.27 0.09%
Trade id #137172132
Max drawdown($91)
Time9/13/21 9:40
Quant open279
Worst price3.26
Drawdown as % of equity-0.09%
($95)
Includes Typical Broker Commissions trade costs of $5.58
8/30/21 9:32 FROG JFROG LTD. ORDINARY SHARES LONG 26 39.27 9/13 9:35 36.27 0.08%
Trade id #137172115
Max drawdown($80)
Time9/13/21 9:35
Quant open26
Worst price36.18
Drawdown as % of equity-0.08%
($79)
Includes Typical Broker Commissions trade costs of $0.52
8/30/21 9:32 AYX ALTERYX INC LONG 14 74.78 9/13 9:30 71.55 0.05%
Trade id #137172147
Max drawdown($45)
Time9/13/21 9:30
Quant open14
Worst price71.55
Drawdown as % of equity-0.05%
($45)
Includes Typical Broker Commissions trade costs of $0.28
8/30/21 9:32 DRRX DURECT LONG 714 1.38 9/10 14:23 1.21 0.12%
Trade id #137172148
Max drawdown($121)
Time9/10/21 14:23
Quant open714
Worst price1.21
Drawdown as % of equity-0.12%
($126)
Includes Typical Broker Commissions trade costs of $5.00
8/23/21 15:30 PRTK PARATEK PHARMACEUTICALS INC. LONG 200 5.47 9/9 11:32 5.12 0.07%
Trade id #137086639
Max drawdown($72)
Time9/9/21 11:32
Quant open200
Worst price5.11
Drawdown as % of equity-0.07%
($74)
Includes Typical Broker Commissions trade costs of $4.00
8/25/21 9:30 AYTU AYTU BIOPHARMA INC LONG 139 3.60 9/9 9:33 3.39 0.03%
Trade id #137113865
Max drawdown($29)
Time9/9/21 9:33
Quant open139
Worst price3.39
Drawdown as % of equity-0.03%
($32)
Includes Typical Broker Commissions trade costs of $2.78
8/27/21 13:00 GLMD GALMED PHARMACEUTICALS LTD. OR LONG 303 3.33 9/8 11:17 3.00 0.1%
Trade id #137153056
Max drawdown($99)
Time9/8/21 11:17
Quant open303
Worst price3.00
Drawdown as % of equity-0.10%
($106)
Includes Typical Broker Commissions trade costs of $6.06
8/24/21 15:59 ENG ENGLOBAL LONG 250 2.02 9/8 10:56 1.94 0.02%
Trade id #137106149
Max drawdown($22)
Time9/8/21 10:43
Quant open250
Worst price1.93
Drawdown as % of equity-0.02%
($25)
Includes Typical Broker Commissions trade costs of $5.00
8/27/21 13:10 BAOS BAOSHENG MEDIA GROUP HOLDINGS LIMITED ORDINARY SHA LONG 431 2.32 9/8 10:37 2.12 0.09%
Trade id #137153210
Max drawdown($90)
Time9/8/21 10:37
Quant open431
Worst price2.11
Drawdown as % of equity-0.09%
($95)
Includes Typical Broker Commissions trade costs of $8.62
8/31/21 15:54 ICPT NTERCEPT PHARMACEUTICALS LONG 69 14.78 9/7 12:58 13.99 0.05%
Trade id #137199104
Max drawdown($54)
Time9/7/21 12:58
Quant open69
Worst price13.99
Drawdown as % of equity-0.05%
($56)
Includes Typical Broker Commissions trade costs of $1.38
8/30/21 9:32 AVRO AVROBIO INC. COMMON STOCK LONG 159 6.27 9/3 15:58 6.27 n/a ($3)
Includes Typical Broker Commissions trade costs of $3.18
8/30/21 9:32 POSH POSHMARK INC. CLASS A COMMON STOCK LONG 35 28.80 9/3 9:30 27.11 0.06%
Trade id #137172130
Max drawdown($62)
Time9/3/21 9:30
Quant open35
Worst price27.02
Drawdown as % of equity-0.06%
($60)
Includes Typical Broker Commissions trade costs of $0.70
8/30/21 9:32 CGAU CENTERRA GOLD INC LONG 128 7.86 8/31 11:27 7.42 0.06%
Trade id #137172112
Max drawdown($56)
Time8/31/21 0:00
Quant open128
Worst price7.42
Drawdown as % of equity-0.06%
($59)
Includes Typical Broker Commissions trade costs of $2.56
8/20/21 15:58 HX XIAOBAI MAIMAL INC LONG 579 1.75 8/30 12:33 1.77 0.08%
Trade id #137061823
Max drawdown($75)
Time8/23/21 0:00
Quant open579
Worst price1.62
Drawdown as % of equity-0.08%
$7
Includes Typical Broker Commissions trade costs of $5.00
8/20/21 15:17 VINP VINCI PARTNERS INVESTMENTS LTD. LONG 72 13.93 8/30 10:42 14.05 0.03%
Trade id #137060954
Max drawdown($25)
Time8/23/21 0:00
Quant open72
Worst price13.57
Drawdown as % of equity-0.03%
$8
Includes Typical Broker Commissions trade costs of $1.44
8/27/21 13:20 GEG GREAT ELM GROUP INC LONG 400 2.43 8/30 10:33 2.43 0.04%
Trade id #137153345
Max drawdown($38)
Time8/27/21 14:22
Quant open400
Worst price2.33
Drawdown as % of equity-0.04%
($8)
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    8/20/2021
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    38.95
  • Age
    39 days ago
  • What it trades
    Stocks
  • # Trades
    101
  • # Profitable
    38
  • % Profitable
    37.60%
  • Avg trade duration
    8.7 days
  • Max peak-to-valley drawdown
    2.39%
  • drawdown period
    Sept 02, 2021 - Sept 22, 2021
  • Cumul. Return
    0.5%
  • Avg win
    $63.39
  • Avg loss
    $56.11
  • Model Account Values (Raw)
  • Cash
    $35,566
  • Margin Used
    $0
  • Buying Power
    $36,863
  • Ratios
  • W:L ratio
    0.68:1
  • Sharpe Ratio
  • Sortino Ratio
  • Calmar Ratio
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    0.45%
  • Return Percent SP500 (cumu) during strategy life
    0.03%
  • Return Statistics
  • Ann Return (w trading costs)
    4.3%
  • 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
    1.40%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.005%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    7.6%
  • 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)
    558
  • 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
    726
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $77
  • Avg Loss
    $48
  • Sum Trade PL (losers)
    $2,665.000
  • Sum Trade PL (winners)
    $3,478.000
  • # Winners
    45
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    2
  • Win / Loss
  • # Losers
    56
  • % Winners
    44.5%
  • Frequency
  • Avg Position Time (mins)
    12451.70
  • Avg Position Time (hrs)
    207.53
  • Avg Trade Length
    8.6 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.24
  • Daily leverage (max)
    0.92
  • Maximum Adverse Excursion (MAE)
  • Hold-and-Hope Ratio
    0.066
  • 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)
    20
  • Last 4 Months - Pcnt Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -345961000

Strategy Description

Summary Statistics

Strategy began
2021-08-20
Suggested Minimum Capital
$35,000
# Trades
101
# Profitable
38
% Profitable
37.6%
Sharpe Ratio
-
Sortino Ratio
0.00
Beta
0.00
Alpha
0.00
Leverage
0.24 Average
0.92 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.