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GAMECHANGER
(139877052)

Created by: GAMECHANGER GAMECHANGER
Started: 03/2022
Futures
Last trade: 754 days ago
Trading style: Futures Momentum

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 $299.00 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).
-
Annual Return (Compounded)

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 Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(100.0%)
Max Drawdown
188
Num Trades
34.6%
Win Trades
0.0 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022              (57.3%)(908.2%)(26.1%)(85.5%)  -    -    -  (3401.5%)
2023  -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -                                                  0.0

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 4 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
3/31/22 9:33 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 30 15036.78 3/31 10:18 15043.25 2.79%
Trade id #139977978
Max drawdown($553)
Time3/31/22 10:18
Quant open-30
Worst price15046.00
Drawdown as % of equity-2.79%
 ($416)
Includes Typical Broker Commissions trade costs of $28.20
3/31/22 9:09 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 4 15102.00 3/31 9:32 15052.25 1.91%
Trade id #139977499
Max drawdown($416)
Time3/31/22 9:32
Quant open4
Worst price15050.00
Drawdown as % of equity-1.91%
 ($402)
Includes Typical Broker Commissions trade costs of $3.76
3/31/22 7:29 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 20 15084.00 3/31 8:32 15130.75 9.43%
Trade id #139976473
Max drawdown($2,050)
Time3/31/22 8:31
Quant open20
Worst price15135.20
Drawdown as % of equity-9.43%
 ($1,889)
Includes Typical Broker Commissions trade costs of $18.80
3/30/22 18:07 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 40 15136.54 3/31 7:14 15104.50 13.46%
Trade id #139973601
Max drawdown($3,243)
Time3/31/22 0:00
Quant open40
Worst price15096.00
Drawdown as % of equity-13.46%
 ($2,601)
Includes Typical Broker Commissions trade costs of $37.60
3/30/22 20:13 @MYMM2 MICRO E-MINI DOW LONG 4 35157 3/30 20:14 35145 0.11%
Trade id #139973947
Max drawdown($24)
Time3/30/22 20:14
Quant open4
Worst price35145
Drawdown as % of equity-0.11%
 ($28)
Includes Typical Broker Commissions trade costs of $3.76
3/30/22 13:49 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 36 15126.83 3/30 16:16 15097.75 35.62%
Trade id #139970105
Max drawdown($8,268)
Time3/30/22 15:24
Quant open36
Worst price15012.00
Drawdown as % of equity-35.62%
 ($2,128)
Includes Typical Broker Commissions trade costs of $33.84
3/30/22 13:49 @MYMM2 MICRO E-MINI DOW LONG 20 35096 3/30 14:29 35089 0.81%
Trade id #139970107
Max drawdown($188)
Time3/30/22 14:27
Quant open20
Worst price35078
Drawdown as % of equity-0.81%
 ($97)
Includes Typical Broker Commissions trade costs of $18.80
3/30/22 8:12 @MYMM2 MICRO E-MINI DOW SHORT 20 35059 3/30 13:48 35064 9.1%
Trade id #139963506
Max drawdown($1,977)
Time3/30/22 10:01
Quant open20
Worst price35257
Drawdown as % of equity-9.10%
 ($66)
Includes Typical Broker Commissions trade costs of $18.80
3/30/22 8:12 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 20 15150.05 3/30 13:48 15140.75 15.65%
Trade id #139963504
Max drawdown($3,398)
Time3/30/22 10:37
Quant open20
Worst price15235.00
Drawdown as % of equity-15.65%
 $353
Includes Typical Broker Commissions trade costs of $18.80
3/29/22 22:03 @MYMM2 MICRO E-MINI DOW SHORT 12 35138 3/30 7:12 35108 1.61%
Trade id #139961281
Max drawdown($368)
Time3/30/22 0:00
Quant open12
Worst price35200
Drawdown as % of equity-1.61%
 $173
Includes Typical Broker Commissions trade costs of $11.28
3/29/22 22:03 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 14 15218.96 3/30 7:08 15175.75 5.33%
Trade id #139961279
Max drawdown($1,219)
Time3/30/22 0:00
Quant open14
Worst price15262.50
Drawdown as % of equity-5.33%
 $1,197
Includes Typical Broker Commissions trade costs of $13.16
3/29/22 21:45 @MYMM2 MICRO E-MINI DOW LONG 2 35199 3/29 22:03 35151 0.21%
Trade id #139961241
Max drawdown($49)
Time3/29/22 22:03
Quant open2
Worst price35150
Drawdown as % of equity-0.21%
 ($50)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 21:45 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15256.25 3/29 22:02 15227.00 0.51%
Trade id #139961243
Max drawdown($118)
Time3/29/22 22:02
Quant open2
Worst price15226.80
Drawdown as % of equity-0.51%
 ($119)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 15:53 @MYMM2 MICRO E-MINI DOW SHORT 2 35144 3/29 15:55 35161 0.07%
Trade id #139959481
Max drawdown($17)
Time3/29/22 15:55
Quant open2
Worst price35161
Drawdown as % of equity-0.07%
 ($19)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 15:53 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 2 15208.50 3/29 15:54 15214.50 0.1%
Trade id #139959479
Max drawdown($24)
Time3/29/22 15:54
Quant open2
Worst price15214.50
Drawdown as % of equity-0.10%
 ($26)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 15:15 @MYMM2 MICRO E-MINI DOW SHORT 2 35149 3/29 15:33 35183 0.17%
Trade id #139959031
Max drawdown($41)
Time3/29/22 15:33
Quant open2
Worst price35190
Drawdown as % of equity-0.17%
 ($36)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 15:13 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15247.75 3/29 15:14 15241.75 0.1%
Trade id #139958987
Max drawdown($24)
Time3/29/22 15:14
Quant open2
Worst price15241.80
Drawdown as % of equity-0.10%
 ($26)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 14:50 @MYMM2 MICRO E-MINI DOW SHORT 2 35101 3/29 15:07 35144 0.2%
Trade id #139958565
Max drawdown($46)
Time3/29/22 15:06
Quant open2
Worst price35147
Drawdown as % of equity-0.20%
 ($45)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 14:27 @MYMM2 MICRO E-MINI DOW SHORT 2 35044 3/29 14:29 35063 0.08%
Trade id #139958261
Max drawdown($19)
Time3/29/22 14:29
Quant open2
Worst price35063
Drawdown as % of equity-0.08%
 ($21)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 14:13 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15190.75 3/29 14:16 15181.00 0.26%
Trade id #139958047
Max drawdown($62)
Time3/29/22 14:16
Quant open2
Worst price15175.20
Drawdown as % of equity-0.26%
 ($41)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 14:00 @MYMM2 MICRO E-MINI DOW LONG 2 35038 3/29 14:15 35040 0.04%
Trade id #139957873
Max drawdown($9)
Time3/29/22 14:06
Quant open2
Worst price35029
Drawdown as % of equity-0.04%
 $0
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 12:46 @MYMM2 MICRO E-MINI DOW LONG 2 35000 3/29 12:52 34977 0.11%
Trade id #139956929
Max drawdown($27)
Time3/29/22 12:52
Quant open2
Worst price34973
Drawdown as % of equity-0.11%
 ($25)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 12:30 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 2 15106.50 3/29 12:42 15104.00 0.05%
Trade id #139956665
Max drawdown($12)
Time3/29/22 12:42
Quant open2
Worst price15109.50
Drawdown as % of equity-0.05%
 $8
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 12:06 @MYMM2 MICRO E-MINI DOW SHORT 4 35038 3/29 12:34 34942 0.01%
Trade id #139956300
Max drawdown($3)
Time3/29/22 12:09
Quant open2
Worst price35071
Drawdown as % of equity-0.01%
 $189
Includes Typical Broker Commissions trade costs of $3.76
3/29/22 11:38 @MYMM2 MICRO E-MINI DOW LONG 2 35120 3/29 11:51 35122 0.1%
Trade id #139955280
Max drawdown($23)
Time3/29/22 11:41
Quant open2
Worst price35097
Drawdown as % of equity-0.10%
 $0
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 10:57 @MYMM2 MICRO E-MINI DOW LONG 2 35114 3/29 10:59 35104 0.04%
Trade id #139954759
Max drawdown($10)
Time3/29/22 10:59
Quant open2
Worst price35104
Drawdown as % of equity-0.04%
 ($12)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 10:50 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15115.00 3/29 10:52 15116.00 n/a $2
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 10:45 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15082.25 3/29 10:47 15083.00 n/a $1
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 10:41 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15080.25 3/29 10:42 15037.25 0.71%
Trade id #139954481
Max drawdown($172)
Time3/29/22 10:42
Quant open2
Worst price15037.20
Drawdown as % of equity-0.71%
 ($174)
Includes Typical Broker Commissions trade costs of $1.88
3/29/22 10:35 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 15084.75 3/29 10:36 15066.75 0.3%
Trade id #139954411
Max drawdown($72)
Time3/29/22 10:36
Quant open2
Worst price15066.80
Drawdown as % of equity-0.30%
 ($74)
Includes Typical Broker Commissions trade costs of $1.88
Next

Statistics

  • Strategy began
    3/22/2022
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    760.43
  • Age
    25 months ago
  • What it trades
    Futures
  • # Trades
    188
  • # Profitable
    65
  • % Profitable
    34.60%
  • Avg trade duration
    4.0 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    April 01, 2022 - April 26, 2022
  • Annual Return (Compounded)
    0.0%
  • Avg win
    $178.57
  • Avg loss
    $6,998
  • Model Account Values (Raw)
  • Cash
    $18,269
  • Margin Used
    $67,648
  • Buying Power
    ($891,805)
  • Ratios
  • W:L ratio
    0.01:1
  • Sharpe Ratio
    -1.95
  • Sortino Ratio
    -2.69
  • Calmar Ratio
    -1
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -3411.62%
  • Correlation to SP500
    0.29170
  • Return Percent SP500 (cumu) during strategy life
    12.39%
  • Return Statistics
  • Ann Return (w trading costs)
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    n/a
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • 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)
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 60% account loss (Monte Carlo)
    100.00%
  • Chance of 70% account loss (Monte Carlo)
    100.00%
  • Chance of 80% account loss (Monte Carlo)
    100.00%
  • Chance of 90% account loss (Monte Carlo)
    100.00%
  • Chance of 100% account loss (Monte Carlo)
    100.00%
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • 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
    $179
  • Avg Loss
    $6,998
  • Sum Trade PL (losers)
    $860,764.000
  • # Winners
    65
  • Num Months Winners
    0
  • Age
  • Num Months filled monthly returns table
    2
  • Win / Loss
  • Sum Trade PL (winners)
    $11,607.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    123
  • % Winners
    34.6%
  • Frequency
  • Avg Position Time (mins)
    5792.75
  • Avg Position Time (hrs)
    96.55
  • Avg Trade Length
    4.0 days
  • Last Trade Ago
    752
  • Leverage
  • Daily leverage (average)
    25.48
  • Daily leverage (max)
    51.63
  • Regression
  • Alpha
    0.00
  • Beta
    16.39
  • Treynor Index
    0.00
  • 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)
    -0.35
  • Avg(MAE) / Avg(PL) - All trades
    -1.133
  • 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
    1.173
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.068
  • Hold-and-Hope Ratio
    -5.237
  • 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)
    -6.43700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.94200
  • 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?
    -351117000
  • Max Equity Drawdown (num days)
    25
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Summary Statistics

Strategy began
2022-03-22
Suggested Minimum Capital
$25,000
# Trades
188
# Profitable
65
% Profitable
34.6%
Correlation S&P500
0.292
Sharpe Ratio
-1.95
Sortino Ratio
-2.69
Beta
16.39
Alpha
0.00
Leverage
25.48 Average
51.63 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.