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ARK 1
(138157145)

Created by: ARK ARK
Started: 11/2021
Forex
Last trade: Today

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 $39.00 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.

58.9%
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.

(11.2%)
Max Drawdown
59
Num Trades
91.5%
Win Trades
18.7 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021                                                                      +18.4%+21.7%+44.1%
2022+10.3%                                                                  +10.3%

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 297 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/19/22 3:43 USD/CAD USD/CAD LONG 9 1.24910 1/20 20:31 1.25166 1.29%
Trade id #139003365
Max drawdown($203)
Time1/19/22 8:30
Quant open6
Worst price1.24504
Drawdown as % of equity-1.29%
$184
1/17/22 2:26 USD/CAD USD/CAD LONG 10 1.25179 1/18 11:00 1.25267 0.57%
Trade id #138974665
Max drawdown($90)
Time1/18/22 6:47
Quant open5
Worst price1.24952
Drawdown as % of equity-0.57%
$70
1/14/22 12:42 EUR/USD EUR/USD LONG 6 1.14056 1/17 4:12 1.14178 0.08%
Trade id #138959268
Max drawdown($12)
Time1/14/22 12:56
Quant open3
Worst price1.13985
Drawdown as % of equity-0.08%
$73
1/11/22 11:57 GBP/USD GBP/USD SHORT 9 1.36922 1/14 12:51 1.36866 2.8%
Trade id #138905703
Max drawdown($435)
Time1/13/22 0:00
Quant open5
Worst price1.37488
Drawdown as % of equity-2.80%
$51
1/12/22 9:21 EUR/USD EUR/USD SHORT 5 1.14370 1/14 12:18 1.14217 1.49%
Trade id #138916726
Max drawdown($229)
Time1/14/22 0:43
Quant open5
Worst price1.14828
Drawdown as % of equity-1.49%
$76
1/12/22 8:41 EUR/USD EUR/USD SHORT 1 1.14104 1/12 9:16 1.13970 0.01%
Trade id #138916346
Max drawdown($2)
Time1/12/22 8:55
Quant open1
Worst price1.14126
Drawdown as % of equity-0.01%
$13
1/9/22 17:33 EUR/USD EUR/USD LONG 25 1.13425 1/12 8:40 1.13531 2.04%
Trade id #138878882
Max drawdown($316)
Time1/10/22 0:00
Quant open5
Worst price1.12850
Drawdown as % of equity-2.04%
$265
1/10/22 0:43 GBP/USD GBP/USD SHORT 3 1.35823 1/10 8:44 1.35660 0.41%
Trade id #138880905
Max drawdown($63)
Time1/10/22 4:19
Quant open3
Worst price1.36034
Drawdown as % of equity-0.41%
$49
1/5/22 13:11 EUR/USD EUR/USD LONG 20 1.13126 1/7 12:30 1.13225 1.71%
Trade id #138830315
Max drawdown($258)
Time1/6/22 0:00
Quant open7
Worst price1.12847
Drawdown as % of equity-1.71%
$198
1/6/22 11:18 USD/CAD USD/CAD SHORT 2 1.27526 1/6 12:38 1.27113 0.01%
Trade id #138847134
Max drawdown$1
Time1/6/22 11:21
Quant open2
Worst price1.27515
Drawdown as % of equity0.01%
$65
1/6/22 9:56 USD/CAD USD/CAD SHORT 10 1.27611 1/6 11:11 1.27497 0.83%
Trade id #138842588
Max drawdown($127)
Time1/6/22 10:14
Quant open7
Worst price1.27863
Drawdown as % of equity-0.83%
$90
1/6/22 7:48 USD/CAD USD/CAD SHORT 4 1.27706 1/6 9:39 1.27459 0.09%
Trade id #138840508
Max drawdown($14)
Time1/6/22 8:05
Quant open3
Worst price1.27772
Drawdown as % of equity-0.09%
$77
1/6/22 2:38 USD/CAD USD/CAD SHORT 5 1.28008 1/6 5:10 1.27883 0.34%
Trade id #138838492
Max drawdown($50)
Time1/6/22 3:47
Quant open5
Worst price1.28138
Drawdown as % of equity-0.34%
$49
1/5/22 10:30 EUR/USD EUR/USD LONG 3 1.13312 1/5 12:21 1.13401 0.17%
Trade id #138827073
Max drawdown($25)
Time1/5/22 11:28
Quant open3
Worst price1.13228
Drawdown as % of equity-0.17%
$27
1/3/22 6:51 EUR/USD EUR/USD LONG 17 1.13148 1/5 10:10 1.13216 3.89%
Trade id #138785598
Max drawdown($570)
Time1/4/22 0:00
Quant open9
Worst price1.12723
Drawdown as % of equity-3.89%
$115
12/23/21 13:50 GBP/USD GBP/USD SHORT 8 1.34677 1/3/22 10:32 1.34599 3.51%
Trade id #138689632
Max drawdown($511)
Time12/31/21 0:00
Quant open5
Worst price1.35505
Drawdown as % of equity-3.51%
$62
1/3/22 4:24 EUR/USD EUR/USD LONG 3 1.13454 1/3 6:24 1.13575 0.2%
Trade id #138782081
Max drawdown($29)
Time1/3/22 4:30
Quant open3
Worst price1.13357
Drawdown as % of equity-0.20%
$36
1/3/22 0:41 EUR/USD EUR/USD LONG 3 1.13382 1/3 4:17 1.13550 0.07%
Trade id #138780886
Max drawdown($9)
Time1/3/22 2:38
Quant open3
Worst price1.13350
Drawdown as % of equity-0.07%
$51
12/31/21 1:01 AUD/USD AUD/USD SHORT 2 0.72655 1/2/22 21:06 0.72505 0.14%
Trade id #138762626
Max drawdown($20)
Time12/31/21 12:59
Quant open1
Worst price0.72775
Drawdown as % of equity-0.14%
$30
12/28/21 20:31 USD/CAD USD/CAD SHORT 1 1.28251 12/29 9:22 1.28175 0.05%
Trade id #138736329
Max drawdown($7)
Time12/29/21 6:09
Quant open1
Worst price1.28349
Drawdown as % of equity-0.05%
$6
12/28/21 12:45 USD/CAD USD/CAD SHORT 1 1.28227 12/28 16:17 1.28122 0.05%
Trade id #138731690
Max drawdown($6)
Time12/28/21 14:08
Quant open1
Worst price1.28317
Drawdown as % of equity-0.05%
$8
12/27/21 11:45 USD/CAD USD/CAD SHORT 1 1.27996 12/28 0:53 1.27892 0.02%
Trade id #138715200
Max drawdown($2)
Time12/27/21 14:12
Quant open1
Worst price1.28028
Drawdown as % of equity-0.02%
$8
12/26/21 23:58 USD/CAD USD/CAD SHORT 2 1.28238 12/27 10:22 1.27968 0.25%
Trade id #138707709
Max drawdown($36)
Time12/27/21 8:02
Quant open2
Worst price1.28474
Drawdown as % of equity-0.25%
$42
12/23/21 7:31 EUR/USD EUR/USD LONG 1 1.13051 12/23 12:21 1.13239 0.1%
Trade id #138677033
Max drawdown($15)
Time12/23/21 9:11
Quant open1
Worst price1.12900
Drawdown as % of equity-0.10%
$19
12/23/21 7:16 GBP/USD GBP/USD SHORT 1 1.34303 12/23 9:10 1.34056 0.02%
Trade id #138676981
Max drawdown($3)
Time12/23/21 7:46
Quant open1
Worst price1.34339
Drawdown as % of equity-0.02%
$25
12/23/21 3:52 EUR/USD EUR/USD LONG 1 1.13143 12/23 7:02 1.13252 0.03%
Trade id #138675820
Max drawdown($3)
Time12/23/21 4:01
Quant open1
Worst price1.13105
Drawdown as % of equity-0.03%
$11
12/20/21 1:05 USD/CAD USD/CAD SHORT 41 1.29213 12/23 3:52 1.29061 1.09%
Trade id #138634385
Max drawdown($147)
Time12/20/21 10:53
Quant open5
Worst price1.29638
Drawdown as % of equity-1.09%
$485
12/16/21 7:57 GBP/USD GBP/USD LONG 11 1.32895 12/22 10:27 1.32934 6.28%
Trade id #138600720
Max drawdown($850)
Time12/20/21 0:00
Quant open6
Worst price1.31732
Drawdown as % of equity-6.28%
$43
12/17/21 2:24 EUR/USD EUR/USD LONG 3 1.12823 12/22 8:53 1.12918 0.67%
Trade id #138614197
Max drawdown($90)
Time12/20/21 0:00
Quant open1
Worst price1.12346
Drawdown as % of equity-0.67%
$29
12/16/21 5:52 EUR/USD EUR/USD LONG 5 1.13171 12/17 0:15 1.13319 0.54%
Trade id #138599893
Max drawdown($75)
Time12/16/21 10:43
Quant open4
Worst price1.12983
Drawdown as % of equity-0.54%
$74

Statistics

  • Strategy began
    11/11/2021
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    71.64
  • Age
    72 days ago
  • What it trades
    Forex
  • # Trades
    59
  • # Profitable
    54
  • % Profitable
    91.50%
  • Avg trade duration
    2.1 days
  • Max peak-to-valley drawdown
    11.25%
  • drawdown period
    Nov 18, 2021 - Nov 24, 2021
  • Cumul. Return
    58.9%
  • Avg win
    $121.59
  • Avg loss
    $70.40
  • Model Account Values (Raw)
  • Cash
    $16,490
  • Margin Used
    $3,201
  • Buying Power
    $13,012
  • Ratios
  • W:L ratio
    18.65:1
  • Sharpe Ratio
    6.19
  • Sortino Ratio
    14.59
  • Calmar Ratio
    137.196
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    64.27%
  • Correlation to SP500
    0.09490
  • Return Percent SP500 (cumu) during strategy life
    -5.41%
  • Return Statistics
  • Ann Return (w trading costs)
    861.1%
  • Slump
  • Current Slump as Pcnt Equity
    1.10%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.589%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.06%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    995.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    5.50%
  • 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)
    981
  • Popularity (Last 6 weeks)
    995
  • Popularity (7 days, Percentile 1000 scale)
    991
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    747
  • 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
    $122
  • Avg Loss
    $93
  • Sum Trade PL (losers)
    $465.000
  • # Winners
    54
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    3
  • AUM
  • AUM (AutoTrader num accounts)
    26
  • Win / Loss
  • Sum Trade PL (winners)
    $6,566.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    1159670
  • Win / Loss
  • # Losers
    5
  • % Winners
    91.5%
  • Frequency
  • Avg Position Time (mins)
    3056.73
  • Avg Position Time (hrs)
    50.95
  • Avg Trade Length
    2.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    9.17
  • Daily leverage (max)
    23.32
  • Regression
  • Alpha
    0.72
  • Beta
    0.20
  • Treynor Index
    3.59
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • 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)
    1.52
  • Avg(MAE) / Avg(PL) - All trades
    1.809
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    1.451
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.489
  • Hold-and-Hope Ratio
    0.574
  • 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)
    2.60700
  • 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?
    -400186000
  • Max Equity Drawdown (num days)
    6
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Hello,

1) Trading experience since 2006. Experience in managing a fund of 20 million USD. The plan and goal for the future is to open a hedge fund.
2) My public verified trading results | 2011 + 12.11% | 2012 + 105.51% | 2013 + 272.49% | 2014 + 182.49% | 2015 + 121.17% | 2016 + 65.57% | 2017 + 18.24% | 2018 + 88.6% | 2019 +16.5%.
3) Manual trading is based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday currency futures of the Chicago Mercantile Exchange (CME Group).
4) Trading is carried out both on a trend and on a reversal, on GBPUSD, EURUSD, AUDUSD, USDJPY, USDCAD, USDCHF currency pairs.
5) Each trade is protected by stop loss.
6) Not a martingale.

It is important to know when connecting my system “ARK 1” (Forex) to autotrade:

1) Attention! I recommend that subscribers in the settings set the maximum risk parameters per month no more than 10-15-20%. Be sure to do this.
2) If you are a resident of the USA, Australia, then you will not be able to trade forex through Interactive brokers, local restrictions apply. You can connect to auto trading only with brokers Oanda, Trade Pro, FXCM, AGM Markets.
3) If you are a non-resident of the USA, Australia. There are no restrictions on the connection of autotrader. Any broker from the list - Interactive Brokers, Oanda, Trade Pro, FXCM, AGM Markets.
4) Attention! To be honest with you, this is not my first profile here. I had great periods here, when the number of paid subscribers was about 100 and the amount under management was about 7 million USD (this is the period from February 2018 to July 2019). For 2018, a profit of 88% was shown, but then 95% of customers left due to a profit of 16% per year!!! From experience I can say that low drawdowns and moderate profit (10-25% per year) are of little interest here, and when you start showing such a result 80-90 percent of clients leave. Strategies with large profits, which lead to large drawdowns in the future, are very popular. This is a pattern and a vicious circle. The more profit the more drawdown awaits you in the future. Therefore, I began to use my system with aggressive risks, which led to a series of failures. Therefore, when subscribing to the system, be sure to set the risk limit acceptable for you in your profile.


December 7, 2021
Michael

Summary Statistics

Strategy began
2021-11-11
Suggested Minimum Capital
$15,000
# Trades
59
# Profitable
54
% Profitable
91.5%
Correlation S&P500
0.095
Sharpe Ratio
6.19
Sortino Ratio
14.59
Beta
0.20
Alpha
0.72
Leverage
9.17 Average
23.32 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.