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This is an archived track record. This track record was archived on 6/9/22 4:50 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

My Margin Account
(139794744)

Created by: PatienceToInvest_com PatienceToInvest_com
Started: 03/2022
Stocks
Last trade: 118 days ago

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.

-17.4%
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.

(21.8%)
Max Drawdown
22
Num Trades
27.3%
Win Trades
0.3 : 1
Profit Factor
28.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022              +1.0%(11.9%)(8.3%)+1.1%  -    -    -                    

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 206 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
6/7/22 15:57 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 1,307 11.98 6/9 4:50 12.03 0.75%
Trade id #140702864
Max drawdown($308)
Time6/8/22 14:28
Quant open1,307
Worst price11.74
Drawdown as % of equity-0.75%
$65
Includes Typical Broker Commissions trade costs of $5.00
5/12/22 15:54 DBC INVESCO DB COMMODITY INDEX LONG 334 29.00 6/9 4:50 30.28 0.27%
Trade id #140458881
Max drawdown($110)
Time5/19/22 0:00
Quant open175
Worst price27.36
Drawdown as % of equity-0.27%
$418
Includes Typical Broker Commissions trade costs of $6.68
5/6/22 15:54 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 830 27.62 6/9 4:50 27.39 0.89%
Trade id #140398371
Max drawdown($367)
Time5/27/22 0:00
Quant open590
Worst price27.12
Drawdown as % of equity-0.89%
($208)
Includes Typical Broker Commissions trade costs of $13.38
4/20/22 10:53 GLD SPDR GOLD SHARES LONG 34 181.84 5/31 15:51 171.47 0.95%
Trade id #140197067
Max drawdown($393)
Time5/12/22 0:00
Quant open32
Worst price169.90
Drawdown as % of equity-0.95%
($354)
Includes Typical Broker Commissions trade costs of $0.68
4/22/22 15:54 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 355 50.31 5/6 15:51 48.66 1.99%
Trade id #140234521
Max drawdown($887)
Time5/5/22 0:00
Quant open229
Worst price46.45
Drawdown as % of equity-1.99%
($592)
Includes Typical Broker Commissions trade costs of $7.10
4/22/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 720 11.88 5/6 15:51 10.93 2.29%
Trade id #140234515
Max drawdown($1,017)
Time5/5/22 0:00
Quant open515
Worst price9.90
Drawdown as % of equity-2.29%
($697)
Includes Typical Broker Commissions trade costs of $14.40
4/22/22 15:54 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 3,535 14.41 5/6 15:51 13.73 5.68%
Trade id #140234524
Max drawdown($2,529)
Time5/5/22 0:00
Quant open1,307
Worst price12.48
Drawdown as % of equity-5.68%
($2,454)
Includes Typical Broker Commissions trade costs of $34.87
4/20/22 10:53 UPRO PROSHARES ULTRAPRO S&P 500 LONG 1,383 55.54 4/29 15:51 53.26 5.93%
Trade id #140197069
Max drawdown($2,765)
Time4/25/22 0:00
Quant open354
Worst price50.24
Drawdown as % of equity-5.93%
($3,187)
Includes Typical Broker Commissions trade costs of $27.66
4/21/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 400 13.83 4/22 13:37 12.73 0.95%
Trade id #140219277
Max drawdown($448)
Time4/22/22 13:37
Quant open400
Worst price12.71
Drawdown as % of equity-0.95%
($447)
Includes Typical Broker Commissions trade costs of $8.00
4/21/22 15:54 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 265 54.45 4/22 13:33 52.44 1.14%
Trade id #140219270
Max drawdown($538)
Time4/22/22 13:33
Quant open265
Worst price52.42
Drawdown as % of equity-1.14%
($538)
Includes Typical Broker Commissions trade costs of $5.30
4/20/22 10:53 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 282 56.69 4/21 14:46 54.49 1.26%
Trade id #140197065
Max drawdown($620)
Time4/21/22 14:46
Quant open282
Worst price54.49
Drawdown as % of equity-1.26%
($626)
Includes Typical Broker Commissions trade costs of $5.64
4/20/22 10:56 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 358 15.04 4/21 14:46 13.99 0.79%
Trade id #140197110
Max drawdown($388)
Time4/21/22 14:46
Quant open321
Worst price13.83
Drawdown as % of equity-0.79%
($382)
Includes Typical Broker Commissions trade costs of $7.16
4/6/22 15:54 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 319.580000000 54.00 4/20 10:51 56.40 0.73%
Trade id #140049581
Max drawdown($351)
Time4/13/22 0:00
Quant open303
Worst price52.84
Drawdown as % of equity-0.73%
$762
Includes Typical Broker Commissions trade costs of $6.37
4/6/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 359.480000000 13.79 4/20 10:51 14.95 0.32%
Trade id #140049578
Max drawdown($155)
Time4/13/22 0:00
Quant open302
Worst price13.10
Drawdown as % of equity-0.32%
$409
Includes Typical Broker Commissions trade costs of $7.18
3/31/22 15:47 UPRO PROSHARES ULTRAPRO S&P 500 LONG 1,240.700000000 61.48 4/20 10:50 60.84 3.59%
Trade id #139985224
Max drawdown($1,732)
Time4/12/22 0:00
Quant open344
Worst price57.31
Drawdown as % of equity-3.59%
($820)
Includes Typical Broker Commissions trade costs of $24.79
3/16/22 9:32 GLD SPDR GOLD SHARES LONG 68.020000000 179.21 4/20 10:50 180.80 0.19%
Trade id #139801702
Max drawdown($98)
Time3/29/22 0:00
Quant open40
Worst price176.69
Drawdown as % of equity-0.19%
$107
Includes Typical Broker Commissions trade costs of $1.36
4/5/22 15:54 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 223.440000000 14.16 4/6 10:04 13.01 0.2%
Trade id #140035867
Max drawdown($100)
Time4/6/22 10:04
Quant open85
Worst price12.98
Drawdown as % of equity-0.20%
($261)
Includes Typical Broker Commissions trade costs of $4.46
4/5/22 15:54 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 325.660000000 54.85 4/6 10:01 52.73 0.52%
Trade id #140035870
Max drawdown($263)
Time4/6/22 10:01
Quant open124
Worst price52.72
Drawdown as % of equity-0.52%
($698)
Includes Typical Broker Commissions trade costs of $6.50
4/5/22 10:33 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 148.580000000 14.85 4/5 15:36 14.21 0.07%
Trade id #140030497
Max drawdown($36)
Time4/5/22 15:36
Quant open57
Worst price14.20
Drawdown as % of equity-0.07%
($98)
Includes Typical Broker Commissions trade costs of $2.98
3/16/22 9:32 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 421.040000000 50.26 4/5 15:36 54.91 0.04%
Trade id #139801698
Max drawdown($21)
Time3/16/22 14:35
Quant open64
Worst price49.04
Drawdown as % of equity-0.04%
$1,949
Includes Typical Broker Commissions trade costs of $8.40
3/31/22 15:47 SVIX VS TR -1X SHORT VIX FUTURES ETF LONG 3.040000000 14.40 3/31 15:48 14.39 n/a $0
Includes Typical Broker Commissions trade costs of $0.06
3/16/22 9:32 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 5,728.120000000 19.02 3/31 15:45 18.91 1.28%
Trade id #139801700
Max drawdown($646)
Time3/25/22 0:00
Quant open417
Worst price17.61
Drawdown as % of equity-1.28%
($671)
Includes Typical Broker Commissions trade costs of $38.14

Statistics

  • Strategy began
    3/15/2022
  • Suggested Minimum Cap
    $50,350
  • Strategy Age (days)
    197.52
  • Age
    7 months ago
  • What it trades
    Stocks
  • # Trades
    22
  • # Profitable
    6
  • % Profitable
    27.30%
  • Avg trade duration
    12.7 days
  • Max peak-to-valley drawdown
    21.75%
  • drawdown period
    April 04, 2022 - May 24, 2022
  • Cumul. Return
    -17.4%
  • Avg win
    $624.00
  • Avg loss
    $739.50
  • Model Account Values (Raw)
  • Cash
    $42,279
  • Margin Used
    $0
  • Buying Power
    $42,279
  • Ratios
  • W:L ratio
    0.32:1
  • Sharpe Ratio
    -2.13
  • Sortino Ratio
    -2.34
  • Calmar Ratio
    -2.326
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -13.98%
  • Correlation to SP500
    0.23690
  • Return Percent SP500 (cumu) during strategy life
    -11.64%
  • Return Statistics
  • Ann Return (w trading costs)
    -54.5%
  • Slump
  • Current Slump as Pcnt Equity
    26.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.174%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.90%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -26.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    12.00%
  • 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
    1.41%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    556
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $624
  • Avg Loss
    $740
  • Sum Trade PL (losers)
    $11,832.000
  • # Winners
    6
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $3,744.000
  • Dividends
  • Dividends Received in Model Acct
    17
  • Win / Loss
  • # Losers
    16
  • % Winners
    27.3%
  • Frequency
  • Avg Position Time (mins)
    18249.60
  • Avg Position Time (hrs)
    304.16
  • Avg Trade Length
    12.7 days
  • Last Trade Ago
    112
  • Leverage
  • Daily leverage (average)
    1.27
  • Daily leverage (max)
    2.58
  • Regression
  • Alpha
    -0.09
  • Beta
    0.12
  • Treynor Index
    -0.85
  • 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)
    -0.47
  • Avg(MAE) / Avg(PL) - All trades
    -1.704
  • MAE:Equity, 95th Percentile Value for this strat
    0.06
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.280
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.076
  • Hold-and-Hope Ratio
    -0.587
  • 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)
    -0.58600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02200
  • 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?
    -338874000
  • Max Equity Drawdown (num days)
    50
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

My strategy Patience is a Virtue and my strategy Patience is a Virtue TAX follow similar methodologies. However, the TAX version follows my taxable account, while the non-tax version follows one of my retirement accounts. Therefore, the trades between the two strategies will not be the exact same. You may visit the original Patience is a Virtue strategy and review its description for more information. It can be found at collective2.com/details/123937705. If you have questions email me at interactiveassetsc2@gmail.com

Summary Statistics

Strategy began
2022-03-15
Suggested Minimum Capital
$15,000
# Trades
22
# Profitable
6
% Profitable
27.3%
Net Dividends
Correlation S&P500
0.237
Sharpe Ratio
-2.13
Sortino Ratio
-2.34
Beta
0.12
Alpha
-0.09
Leverage
1.27 Average
2.58 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.