Collective2 Collective2
For your consideration Long Horizon Followed by live capital $194,000 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Starkind

By MichaelRenton

Futures · Futures · Started Oct 2022

hypothetical · Annual Return (Compounded)
83.1%
Max Drawdown
2.3%
Trades
55
Win Trades
61.8%
Profit Factor
0.50
Win Months
4.1%

Trend-following Momentum

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20223.72.4-32.6-28.4
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 began10/19/2022
Suggested Minimum Capital$50,000
Age48 months
What it tradesFutures
# Trades55
# Profitable34
% Profitable61.8%
Avg trade duration1.3 days
Max peak-to-valley drawdown2.3%
drawdown periodNov 03, 2022 - Nov 15, 2022
Cumul. Return9.5%
Avg win$339
Avg loss$1,175

Ratios

W:L ratio0.47
Sharpe Ratio-0.45
Sortino Ratio-0.45
Calmar Ratio-1.32

Verified

C2Star0

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life111.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)2.2%

Return Statistics

Ann Return (w trading costs)83.1%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-7.4%

Slump

Current Slump as Pcnt Equity53.6%
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)579
Popularity (Last 6 weeks)694
Popularity (7 days, Percentile 1000 scale)428

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$1,175
Avg Win$339
# Winners34
Sum Trade PL (losers)$24,675
Sum Trade PL (winners)$11,516
Num Months Winners2
# Losers21
% Winners61.8%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table49

Frequency

Avg Position Time (mins)1858.10
Avg Position Time (hrs)30.97
Avg Trade Length1.30
Last Trade Ago1400

Leverage

Daily leverage (average)2.33
Daily leverage (max)8.54

Regression

Alpha-0.02
Beta0.02
Treynor Index-1.28

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.01
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-3.31
MAE:PL (avg, all trades)-0.15
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.73
Avg(MAE) / Avg(PL) - Losing trades-1.25
Hold-and-Hope Ratio-0.30

RATIO STATISTICS

a (intercept, estimate of alpha)-0.70
VAR (95 Confidence Intrvl)0.05

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-311696320
Max Equity Drawdown (num days)12
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
BX M3short1Dec 9, 2022Dec 9, 2022($3,380)
BD M3short5Dec 9, 2022Dec 9, 2022($15,532)
@M6B Z2short3Dec 7, 2022Dec 9, 2022($91)
@M6E Z2long4Dec 7, 2022Dec 9, 2022($13)
DXM Z2short5Dec 8, 2022Dec 8, 2022$65
DXM Z2short5Dec 8, 2022Dec 8, 2022$197
DXM Z2short4Dec 7, 2022Dec 7, 2022$950
DXM Z2short4Dec 7, 2022Dec 7, 2022($74)
DXM Z2short4Dec 7, 2022Dec 7, 2022$557
@MCD Z2long3Nov 30, 2022Dec 1, 2022$42
@M6A Z2short10Nov 28, 2022Dec 1, 2022($432)
@MCD Z2short1Nov 29, 2022Nov 30, 2022($49)
@MCD Z2short6Nov 29, 2022Nov 29, 2022$78
@MCD Z2long4Nov 28, 2022Nov 29, 2022($53)
@MCD Z2short5Nov 28, 2022Nov 28, 2022$78
@M6A Z2long4Nov 28, 2022Nov 28, 2022($151)
@M6A Z2short2Nov 25, 2022Nov 28, 2022$58
@M6A Z2long6Nov 23, 2022Nov 25, 2022$271
@MCD Z2long4Nov 21, 2022Nov 23, 2022$78
@M6A Z2short4Nov 21, 2022Nov 23, 2022($203)
DXM Z2short4Nov 23, 2022Nov 23, 2022$438
DXM Z2short4Nov 22, 2022Nov 22, 2022$451
DXM Z2short2Nov 22, 2022Nov 22, 2022$189
DXM Z2short5Nov 22, 2022Nov 22, 2022$191
@MCD Z2long4Nov 17, 2022Nov 20, 2022($72)
@M6A Z2short6Nov 17, 2022Nov 20, 2022$133
@MCD Z2short5Nov 15, 2022Nov 17, 2022$187
@M6A Z2long5Nov 15, 2022Nov 17, 2022($298)
DXM Z2short4Nov 15, 2022Nov 15, 2022$1,059
DXM Z2short5Nov 15, 2022Nov 15, 2022$220

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.