Collective2 Collective2
For your consideration ETF Timer Followed by live capital $1.24 million Hypothetical

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Dev Quantum

By DonaldWPendergast3

Futures · Futures · Started Jun 2022

hypothetical · Annual Return (Compounded)
13.1%
Max Drawdown
1.4%
Trades
161
Win Trades
63.4%
Profit Factor
1.30
Win Months
1.9%

About this strategy

Trades MES and MNQ long or short, no overnighters


Momentum

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2022-0.00.60.00.00.00.00.00.6
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began6/28/2022
Suggested Minimum Capital$50,000
Age52 months
What it tradesFutures
# Trades161
# Profitable102
% Profitable63.4%
Avg trade duration7.1 minutes
Max peak-to-valley drawdown1.4%
drawdown periodJuly 13, 2022 - July 13, 2022
Cumul. Return0.6%
Avg win$39
Avg loss$52

Ratios

W:L ratio1.29
Sharpe Ratio-1.78
Sortino Ratio-2.90
Calmar Ratio3.10

CORRELATION STATISTICS

Correlation to SP5000.03
Return Percent SP500 (cumu) during strategy life104.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)1.1%

Return Statistics

Ann Return (w trading costs)13.1%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.4%

Slump

Current Slump as Pcnt Equity1.5%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated100.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)610
Popularity (7 days, Percentile 1000 scale)465

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$52
Avg Win$39
# Winners102
Sum Trade PL (losers)$3,076
Sum Trade PL (winners)$3,954
Num Months Winners2
# Losers59
% Winners63.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table53

Frequency

Avg Position Time (mins)7.13
Avg Position Time (hrs)0.12
Avg Trade Length0
Last Trade Ago1549

Leverage

Daily leverage (average)2.65
Daily leverage (max)7.62

Regression

Alpha0
Beta0
Treynor Index-3.08

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-18.78
MAE:PL (avg, all trades)-1.08
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades1.29
Avg(MAE) / Avg(PL) - Losing trades-2.00
Hold-and-Hope Ratio-0.05

RATIO STATISTICS

a (intercept, estimate of alpha)0.02
VAR (95 Confidence Intrvl)0.00

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-319452064
Max Equity Drawdown (num days)1
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
@MNQ U2short8Jul 13, 2022Jul 13, 2022($422)
@MNQ U2short8Jul 13, 2022Jul 13, 2022($318)
@MNQ U2short4Jul 12, 2022Jul 12, 2022($40)
@MNQ U2short1Jul 12, 2022Jul 12, 2022$5
@MES U2long4Jul 12, 2022Jul 12, 2022($118)
@MNQ U2long4Jul 12, 2022Jul 12, 2022$85
@MNQ U2long4Jul 12, 2022Jul 12, 2022($26)
@MNQ U2short4Jul 12, 2022Jul 12, 2022($78)
@MNQ U2short4Jul 12, 2022Jul 12, 2022$37
@MNQ U2short4Jul 12, 2022Jul 12, 2022$37
@MNQ U2short4Jul 12, 2022Jul 12, 2022$168
@MNQ U2short1Jul 12, 2022Jul 12, 2022$13
@MNQ U2long3Jul 11, 2022Jul 11, 2022($96)
@MNQ U2long3Jul 11, 2022Jul 11, 2022$62
@MNQ U2long3Jul 11, 2022Jul 11, 2022($66)
@MNQ U2long1Jul 11, 2022Jul 11, 2022$9
@MNQ U2long1Jul 11, 2022Jul 11, 2022$8
@MNQ U2long1Jul 11, 2022Jul 11, 2022($5)
@MNQ U2short3Jul 8, 2022Jul 8, 2022$21
@MNQ U2short5Jul 8, 2022Jul 8, 2022$114
@MNQ U2short1Jul 8, 2022Jul 8, 2022$21
@MNQ U2long2Jul 8, 2022Jul 8, 2022$32
@MNQ U2long3Jul 8, 2022Jul 8, 2022$8
@MNQ U2long1Jul 8, 2022Jul 8, 2022($6)
@MNQ U2short24Jul 7, 2022Jul 7, 2022($54)
@MNQ U2short4Jul 7, 2022Jul 7, 2022($190)
@MNQ U2short4Jul 7, 2022Jul 7, 2022$10
@MNQ U2long2Jul 7, 2022Jul 7, 2022($9)
@MNQ U2short4Jul 7, 2022Jul 7, 2022($20)
@MNQ U2short2Jul 7, 2022Jul 7, 2022$72

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.