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This is an archived track record. This track record was archived on 6/7/22 11:44 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

ForeX Trend trade
(140014172)

Created by: Karl_Colin Karl_Colin
Started: 04/2022
Futures
Last trade: 120 days ago
Trading style: Equity Trend-following 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 $595.00 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: 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).
29.8%
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.

(24.3%)
Max Drawdown
53
Num Trades
52.8%
Win Trades
1.2 : 1
Profit Factor
28.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                     +13.0%+38.1%(28.3%)  -    -    -    -              +11.9%

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 10 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
6/7/22 10:28 @ESM2 E-MINI S&P 500 LONG 10 4122.65 6/7 11:44 4118.75 n/a ($2,030)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 10:28 @ESU2 E-MINI S&P 500 LONG 10 4117.25 6/7 11:44 4121.50 n/a $2,045
Includes Typical Broker Commissions trade costs of $80.00
4/20/22 11:46 UPRO PROSHARES ULTRAPRO S&P 500 LONG 27,000 46.54 6/7 11:44 46.37 27.13%
Trade id #140198663
Max drawdown($37,108)
Time5/18/22 0:00
Quant open4,001
Worst price39.51
Drawdown as % of equity-27.13%
($4,858)
Includes Typical Broker Commissions trade costs of $98.02
6/7/22 7:01 @ESU2 E-MINI S&P 500 SHORT 10 4095.68 6/7 10:28 4116.00 n/a ($10,243)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 7:01 @ESM2 E-MINI S&P 500 SHORT 10 4094.50 6/7 10:28 4114.25 n/a ($9,955)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 6:50 @ESM2 E-MINI S&P 500 LONG 10 4102.50 6/7 7:00 4094.75 5.08%
Trade id #140695018
Max drawdown($7,250)
Time6/7/22 6:59
Quant open10
Worst price4088.00
Drawdown as % of equity-5.08%
($3,955)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 6:50 @ESU2 E-MINI S&P 500 LONG 10 4105.50 6/7 7:00 4096.00 5.34%
Trade id #140695022
Max drawdown($7,625)
Time6/7/22 6:59
Quant open10
Worst price4090.25
Drawdown as % of equity-5.34%
($4,830)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 6:17 @ESM2 E-MINI S&P 500 SHORT 10 4097.50 6/7 6:31 4098.25 0.61%
Trade id #140694961
Max drawdown($875)
Time6/7/22 6:31
Quant open10
Worst price4099.25
Drawdown as % of equity-0.61%
($455)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 6:17 @ESU2 E-MINI S&P 500 SHORT 10 4099.50 6/7 6:31 4101.25 0.7%
Trade id #140694959
Max drawdown($1,000)
Time6/7/22 6:31
Quant open10
Worst price4101.50
Drawdown as % of equity-0.70%
($955)
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 5:18 @ESU2 E-MINI S&P 500 SHORT 10 4105.75 6/7 6:04 4104.50 1.84%
Trade id #140694862
Max drawdown($2,625)
Time6/7/22 5:33
Quant open10
Worst price4111.00
Drawdown as % of equity-1.84%
$545
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 3:46 @ESU2 E-MINI S&P 500 LONG 10 4107.50 6/7 5:01 4109.25 0.92%
Trade id #140694636
Max drawdown($1,375)
Time6/7/22 4:17
Quant open10
Worst price4104.75
Drawdown as % of equity-0.92%
$795
Includes Typical Broker Commissions trade costs of $80.00
6/7/22 3:46 @ESM2 E-MINI S&P 500 LONG 10 4105.75 6/7 5:01 4107.00 1.18%
Trade id #140694634
Max drawdown($1,750)
Time6/7/22 4:00
Quant open10
Worst price4102.25
Drawdown as % of equity-1.18%
$545
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 20:07 @ESM2 E-MINI S&P 500 SHORT 10 4109.85 6/7 3:17 4105.75 4.94%
Trade id #140693519
Max drawdown($7,075)
Time6/7/22 0:00
Quant open10
Worst price4124.00
Drawdown as % of equity-4.94%
$1,970
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 20:06 @ESU2 E-MINI S&P 500 SHORT 10 4116.25 6/7 3:16 4108.25 3.49%
Trade id #140693513
Max drawdown($5,000)
Time6/7/22 0:00
Quant open10
Worst price4126.25
Drawdown as % of equity-3.49%
$3,920
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 15:45 @ESU2 E-MINI S&P 500 LONG 10 4122.75 6/6 20:06 4115.75 3.05%
Trade id #140691950
Max drawdown($4,250)
Time6/6/22 20:05
Quant open10
Worst price4114.25
Drawdown as % of equity-3.05%
($3,580)
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 15:45 @ESM2 E-MINI S&P 500 LONG 10 4121.50 6/6 20:06 4113.50 3.23%
Trade id #140691946
Max drawdown($4,500)
Time6/6/22 20:05
Quant open10
Worst price4112.50
Drawdown as % of equity-3.23%
($4,080)
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 15:38 @ESM2 E-MINI S&P 500 SHORT 10 4108.00 6/6 15:45 4121.50 4.27%
Trade id #140691845
Max drawdown($7,125)
Time6/6/22 15:45
Quant open10
Worst price4122.25
Drawdown as % of equity-4.27%
($6,830)
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 15:38 @ESU2 E-MINI S&P 500 SHORT 10 4111.00 6/6 15:45 4124.00 3.97%
Trade id #140691823
Max drawdown($6,625)
Time6/6/22 15:45
Quant open10
Worst price4124.25
Drawdown as % of equity-3.97%
($6,580)
Includes Typical Broker Commissions trade costs of $80.00
6/6/22 9:57 @ESU2 E-MINI S&P 500 LONG 5 4143.55 6/6 15:13 4118.75 4.49%
Trade id #140686159
Max drawdown($7,700)
Time6/6/22 12:31
Quant open5
Worst price4112.75
Drawdown as % of equity-4.49%
($6,240)
Includes Typical Broker Commissions trade costs of $40.00
6/2/22 21:38 @ESM2 E-MINI S&P 500 LONG 12 4138.75 6/6 15:13 4126.06 4.78%
Trade id #140668900
Max drawdown($8,150)
Time6/3/22 0:00
Quant open2
Worst price4096.75
Drawdown as % of equity-4.78%
($7,709)
Includes Typical Broker Commissions trade costs of $96.00
6/6/22 2:41 @ESU2 E-MINI S&P 500 LONG 2 4135.00 6/6 9:38 4144.75 0.19%
Trade id #140683235
Max drawdown($325)
Time6/6/22 2:51
Quant open2
Worst price4131.75
Drawdown as % of equity-0.19%
$959
Includes Typical Broker Commissions trade costs of $16.00
6/3/22 9:33 @ESU2 E-MINI S&P 500 LONG 10 4117.65 6/6 1:15 4132.25 5.98%
Trade id #140671029
Max drawdown($9,825)
Time6/3/22 11:28
Quant open10
Worst price4098.00
Drawdown as % of equity-5.98%
$7,220
Includes Typical Broker Commissions trade costs of $80.00
6/2/22 13:40 @ESM2 E-MINI S&P 500 LONG 4 4160.06 6/2 18:59 4180.50 0.08%
Trade id #140664148
Max drawdown($137)
Time6/2/22 13:55
Quant open1
Worst price4146.75
Drawdown as % of equity-0.08%
$4,056
Includes Typical Broker Commissions trade costs of $32.00
6/2/22 10:52 @ESM2 E-MINI S&P 500 LONG 4 4094.62 6/2 11:32 4113.75 0.2%
Trade id #140660657
Max drawdown($325)
Time6/2/22 10:57
Quant open4
Worst price4093.00
Drawdown as % of equity-0.20%
$3,793
Includes Typical Broker Commissions trade costs of $32.00
6/2/22 10:25 @ESM2 E-MINI S&P 500 SHORT 2 4075.25 6/2 10:38 4090.25 1.04%
Trade id #140660131
Max drawdown($1,675)
Time6/2/22 10:38
Quant open2
Worst price4092.00
Drawdown as % of equity-1.04%
($1,516)
Includes Typical Broker Commissions trade costs of $16.00
6/2/22 10:15 @ESM2 E-MINI S&P 500 LONG 2 4102.00 6/2 10:24 4075.75 1.67%
Trade id #140659938
Max drawdown($2,700)
Time6/2/22 10:23
Quant open2
Worst price4075.00
Drawdown as % of equity-1.67%
($2,641)
Includes Typical Broker Commissions trade costs of $16.00
6/1/22 20:51 @ESM2 E-MINI S&P 500 LONG 4 4106.38 6/2 5:46 4117.75 1.41%
Trade id #140655787
Max drawdown($2,225)
Time6/2/22 0:00
Quant open2
Worst price4083.50
Drawdown as % of equity-1.41%
$2,243
Includes Typical Broker Commissions trade costs of $32.00
5/30/22 22:38 QCLQ2 CRUDE OIL LONG 2 115.20 5/31 15:08 112.68 4.6%
Trade id #140631520
Max drawdown($7,400)
Time5/31/22 14:29
Quant open2
Worst price111.50
Drawdown as % of equity-4.60%
($5,056)
Includes Typical Broker Commissions trade costs of $16.00
5/20/22 9:36 @ESM2 E-MINI S&P 500 SHORT 5 3919.50 5/20 11:27 3870.75 4.21%
Trade id #140543000
Max drawdown($5,375)
Time5/20/22 9:43
Quant open5
Worst price3941.00
Drawdown as % of equity-4.21%
$12,148
Includes Typical Broker Commissions trade costs of $40.00
5/19/22 9:44 @ESM2 E-MINI S&P 500 SHORT 5 3898.00 5/19 10:00 3888.75 0.25%
Trade id #140530019
Max drawdown($312)
Time5/19/22 9:57
Quant open5
Worst price3899.25
Drawdown as % of equity-0.25%
$2,273
Includes Typical Broker Commissions trade costs of $40.00

Statistics

  • Strategy began
    4/4/2022
  • Suggested Minimum Cap
    $99,962
  • Strategy Age (days)
    184.18
  • Age
    6 months ago
  • What it trades
    Stocks, Futures
  • # Trades
    53
  • # Profitable
    28
  • % Profitable
    52.80%
  • Avg trade duration
    1.4 days
  • Max peak-to-valley drawdown
    24.3%
  • drawdown period
    June 06, 2022 - June 07, 2022
  • Cumul. Return
    29.8%
  • Avg win
    $3,891
  • Avg loss
    $3,701
  • Model Account Values (Raw)
  • Cash
    $116,390
  • Margin Used
    $0
  • Buying Power
    $116,390
  • Ratios
  • W:L ratio
    1.18:1
  • Sharpe Ratio
    0.57
  • Sortino Ratio
    0.76
  • Calmar Ratio
    3.357
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    39.88%
  • Correlation to SP500
    0.05830
  • Return Percent SP500 (cumu) during strategy life
    -17.81%
  • Return Statistics
  • Ann Return (w trading costs)
    308.6%
  • Slump
  • Current Slump as Pcnt Equity
    53.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.298%
  • Instruments
  • Percent Trades Options
    0.06%
  • Percent Trades Futures
    0.71%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.66%
  • Instruments
  • Percent Trades Stocks
    0.23%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    34.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    47.00%
  • Chance of 20% account loss
    17.00%
  • Chance of 30% account loss
    7.00%
  • Chance of 40% account loss
    1.50%
  • 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
    1.67%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    749
  • Popularity (Last 6 weeks)
    858
  • Popularity (7 days, Percentile 1000 scale)
    875
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $3,891
  • Avg Loss
    $3,701
  • Sum Trade PL (losers)
    $92,531.000
  • # Winners
    28
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $108,959.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    25
  • % Winners
    52.8%
  • Frequency
  • Avg Position Time (mins)
    1965.27
  • Avg Position Time (hrs)
    32.75
  • Avg Trade Length
    1.4 days
  • Last Trade Ago
    120
  • Leverage
  • Daily leverage (average)
    9.20
  • Daily leverage (max)
    28.49
  • Regression
  • Alpha
    0.11
  • Beta
    0.12
  • Treynor Index
    0.86
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • 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)
    -0.16
  • Avg(MAE) / Avg(PL) - All trades
    11.547
  • MAE:Equity, 95th Percentile Value for this strat
    0.05
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    0.978
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.755
  • Hold-and-Hope Ratio
    0.087
  • 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)
    1.41600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.07600
  • 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?
    -334079000
  • Max Equity Drawdown (num days)
    1
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

mainly trade Stock ETF: UPRO SPXU

Summary Statistics

Strategy began
2022-04-04
Suggested Minimum Capital
$160,000
# Trades
53
# Profitable
28
% Profitable
52.8%
Correlation S&P500
0.058
Sharpe Ratio
0.57
Sortino Ratio
0.76
Beta
0.12
Alpha
0.11
Leverage
9.20 Average
28.49 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.