Collective2 Collective2
For your consideration QPI 50L 50K +49.3% Annual Return (Compounded) since Oct 6, 2025 Hypothetical

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Old 20241224 Crypto

By PatienceToInvest_com

Stocks · Started Dec 2023

hypothetical · Annual Return (Compounded)
-40.7%
Max Drawdown
65.5%
Trades
21
Win Trades
42.9%
Profit Factor
0.60
Win Months
54.3%

About this strategy

I have been involved in cryptocurrencies since 2017 and have traded crypto related stocks/ETFs in many of my C2 strategies. However, I wanted to make a crypto focused strategy. It will at times rotate into other assets since crypto does tend to have rough bear markets and there is no point in leaving the funds idle.
I wish I had started this strategy earlier to better capture my predictions of crypto isolated from other things, but it wasn’t always easy to speculate on Bitcoin and Ethereum in a brokerage account or at C2. I have at times made posts about crypto and how I thought it was a good buy at various points: https://forums.collective2.com/t/bitcoin-crypto-down-over-70-time-to-buy-maybe/15884
Remember that crypto is very volatile and risky. Patience is required. If you want to know more about me and my strategies you can contact me at [email protected]

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2023-3.8-3.8
2024-0.645.710.4-18.417.5-11.95.2-25.52.81.835.7-59.4-39.0
20257.3-10.912.57.10.10.210.5-10.3-4.2-20.5-32.2-6.1-44.5
20262.7-16.74.023.4-8.4-32.90.528.611.8-5.1-7.4

Statistics

Overview

Strategy began12/27/2023
Suggested Minimum Capital$50,000
Age34 months
What it tradesStocks
# Trades21
# Profitable9
% Profitable42.9%
Avg trade duration67.4 days
Max peak-to-valley drawdown65.5%
drawdown periodDec 18, 2024 - Dec 23, 2024
Annual Return (Compounded)-40.7%
Avg win$2,572
Avg loss$6,920

Ratios

W:L ratio0.60
Sharpe Ratio-0.38
Sortino Ratio-0.49
Calmar Ratio-0.73

CORRELATION STATISTICS

Correlation to SP5000.31
Return Percent SP500 (cumu) during strategy life60.2%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-66.2%

Return Statistics

Ann Return (w trading costs)-40.7%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.4%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-32.7%

Slump

Current Slump as Pcnt Equity454.1%
Current Slump, time of slump as pcnt of strategy life0.7%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss89.0%
Chance of 50% account loss56.5%
Chance of 60% account loss (Monte Carlo)33.5%
Chance of 70% account loss (Monte Carlo)12.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)753
Popularity (7 days, Percentile 1000 scale)405

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$6,920
Avg Win$2,572
# Winners9
Sum Trade PL (losers)$83,036
Sum Trade PL (winners)$23,150
Num Months Winners19
# Losers12
% Winners42.9%

Dividends

Dividends Received in Model Acct26282

Age

Num Months filled monthly returns table35

Frequency

Avg Position Time (mins)97059.34
Avg Position Time (hrs)1617.66
Avg Trade Length67.40
Last Trade Ago659

Leverage

Daily leverage (average)0.92
Daily leverage (max)8.51

Regression

Alpha-0.13
Beta1.37
Treynor Index-0.05

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.18
MAE:Equity, 95th Percentile Value for this strat0.67
MAE:Equity, average, losing trades0.27
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.02
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-1.54
MAE:PL (avg, all trades)0.02
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.34
Avg(MAE) / Avg(PL) - Losing trades-1.11
Hold-and-Hope Ratio-0.83

RATIO STATISTICS

Mean0.56
SD0.64
Sharpe ratio (Glass type estimate)0.89
Sharpe ratio (Hedges UMVUE)0.82
df10
t0.85
p0.21
Lowerbound of 95% confidence interval for Sharpe Ratio-1.22
Upperbound of 95% confidence interval for Sharpe Ratio2.95
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.26
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.90
Sortino ratio1.80
Upside Potential Ratio3.62
Upside part of mean1.13
Downside part of mean-0.57
Upside SD0.54
Downside SD0.31
N nonnegative terms7
N negative terms4
N of observations11
Mean of predictor0.22
Mean of criterion0.56
SD of predictor0.07
SD of criterion0.64
Covariance0.01
r0.23
b (slope, estimate of beta)2.14
a (intercept, estimate of alpha)0.08
Mean Square Error0.43
DF error9
t(b)0.71
p(b)0.25
t(a)0.09
p(a)0.47
Lowerbound of 95% confidence interval for beta-4.70
Upperbound of 95% confidence interval for beta8.99
Lowerbound of 95% confidence interval for alpha-2.09
Upperbound of 95% confidence interval for alpha2.26
Treynor index (mean / b)0.26
Jensen alpha (a)0.08
Mean0.38
SD0.61
Sharpe ratio (Glass type estimate)0.63
Sharpe ratio (Hedges UMVUE)0.59
df10
t0.61
p0.28
Lowerbound of 95% confidence interval for Sharpe Ratio-1.45
Upperbound of 95% confidence interval for Sharpe Ratio2.68
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.48
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.65
Sortino ratio1.10
Upside Potential Ratio2.87
Upside part of mean1.01
Downside part of mean-0.62
Upside SD0.47
Downside SD0.35
N nonnegative terms7
N negative terms4
N of observations11
Mean of predictor0.22
Mean of criterion0.38
SD of predictor0.07
SD of criterion0.61
Covariance0.01
r0.22
b (slope, estimate of beta)1.94
a (intercept, estimate of alpha)-0.04
Mean Square Error0.39
DF error9
t(b)0.67
p(b)0.26
t(a)-0.05
p(a)0.52
Lowerbound of 95% confidence interval for beta-4.64
Upperbound of 95% confidence interval for beta8.51
Lowerbound of 95% confidence interval for alpha-2.10
Upperbound of 95% confidence interval for alpha2.02
Treynor index (mean / b)0.20
Jensen alpha (a)-0.04
VaR(95%)0.23
Expected Shortfall on VaR0.28
VaR(95%)0.09
Expected Shortfall on VaR0.18
Mean-0.24
SD0.66
Sharpe ratio (Glass type estimate)-0.36
Sharpe ratio (Hedges UMVUE)-0.36
df260
t-0.36
p0.64
Lowerbound of 95% confidence interval for Sharpe Ratio-2.32
Upperbound of 95% confidence interval for Sharpe Ratio1.60
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.32
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.61
Sortino ratio-0.42
Upside Potential Ratio5.63
Upside part of mean3.17
Downside part of mean-3.41
Upside SD0.35
Downside SD0.56
N nonnegative terms130
N negative terms131
N of observations261
Mean of predictor0.20
Mean of criterion-0.24
SD of predictor0.13
SD of criterion0.66
Covariance0.02
r0.22
b (slope, estimate of beta)1.18
a (intercept, estimate of alpha)-1.16
Mean Square Error0.42
DF error259
t(b)3.71
p(b)0.00
t(a)-0.73
p(a)0.77
Lowerbound of 95% confidence interval for beta0.55
Upperbound of 95% confidence interval for beta1.81
Lowerbound of 95% confidence interval for alpha-1.77
Upperbound of 95% confidence interval for alpha0.81
Treynor index (mean / b)-0.20
Jensen alpha (a)-0.48
Mean-0.49
SD0.74
Sharpe ratio (Glass type estimate)-0.67
Sharpe ratio (Hedges UMVUE)-0.66
df260
t-0.66
p0.75
Lowerbound of 95% confidence interval for Sharpe Ratio-2.63
Upperbound of 95% confidence interval for Sharpe Ratio1.30
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.63
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.30
Sortino ratio-0.75
Upside Potential Ratio4.78
Upside part of mean3.11
Downside part of mean-3.60
Upside SD0.34
Downside SD0.65
N nonnegative terms130
N negative terms131
N of observations261
Mean of predictor0.20
Mean of criterion-0.49
SD of predictor0.13
SD of criterion0.74
Covariance0.02
r0.20
b (slope, estimate of beta)1.17
a (intercept, estimate of alpha)-0.72
Mean Square Error0.52
DF error259
t(b)3.31
p(b)0.00
t(a)-0.99
p(a)0.84
Lowerbound of 95% confidence interval for beta0.47
Upperbound of 95% confidence interval for beta1.87
Lowerbound of 95% confidence interval for alpha-2.15
Upperbound of 95% confidence interval for alpha0.71
Treynor index (mean / b)-0.42
Jensen alpha (a)-0.72
VaR(95%)0.07
Expected Shortfall on VaR0.09
VaR(95%)0.03
Expected Shortfall on VaR0.06
Mean-1.12
SD0.84
Sharpe ratio (Glass type estimate)-1.34
Sharpe ratio (Hedges UMVUE)-1.33
df130
t-0.95
p0.54
Lowerbound of 95% confidence interval for Sharpe Ratio-4.11
Upperbound of 95% confidence interval for Sharpe Ratio1.44
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-4.11
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.45
Sortino ratio-1.50
Upside Potential Ratio4.53
Upside part of mean3.39
Downside part of mean-4.51
Upside SD0.38
Downside SD0.75
N nonnegative terms64
N negative terms67
N of observations131
Mean of predictor0.15
Mean of criterion-1.12
SD of predictor0.14
SD of criterion0.84
Covariance0.03
r0.23
b (slope, estimate of beta)1.36
a (intercept, estimate of alpha)-1.33
Mean Square Error0.67
DF error129
t(b)2.72
p(b)0.35
t(a)-1.15
p(a)0.56
Lowerbound of 95% confidence interval for beta0.37
Upperbound of 95% confidence interval for beta2.35
Lowerbound of 95% confidence interval for alpha-3.63
Upperbound of 95% confidence interval for alpha0.96
Treynor index (mean / b)-0.82
Jensen alpha (a)-1.33
Mean-1.54
SD0.95
Sharpe ratio (Glass type estimate)-1.62
Sharpe ratio (Hedges UMVUE)-1.61
df130
t-1.14
p0.55
Lowerbound of 95% confidence interval for Sharpe Ratio-4.39
Upperbound of 95% confidence interval for Sharpe Ratio1.16
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-4.39
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.17
Sortino ratio-1.75
Upside Potential Ratio3.79
Upside part of mean3.32
Downside part of mean-4.86
Upside SD0.37
Downside SD0.88
N nonnegative terms64
N negative terms67
N of observations131
Mean of predictor0.14
Mean of criterion-1.54
SD of predictor0.14
SD of criterion0.95
Covariance0.03
r0.20
b (slope, estimate of beta)1.34
a (intercept, estimate of alpha)-1.73
Mean Square Error0.87
DF error129
t(b)2.34
p(b)0.37
t(a)-1.30
p(a)0.57
Lowerbound of 95% confidence interval for beta0.21
VAR (95 Confidence Intrvl)0.10
Upperbound of 95% confidence interval for beta2.46
Lowerbound of 95% confidence interval for alpha-4.34
Upperbound of 95% confidence interval for alpha0.89
Treynor index (mean / b)-1.15
Jensen alpha (a)-1.73
VaR(95%)0.10
Expected Shortfall on VaR0.12
VaR(95%)0.04
Expected Shortfall on VaR0.09

ORDER STATISTICS

Number of observations11
Minimum0.75
Quartile 10.93
Median1.05
Quartile 31.12
Maximum1.39
Mean of quarter 10.84
Mean of quarter 21.01
Mean of quarter 31.08
Mean of quarter 41.28
Inter Quartile Range0.20
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0.16
VaR(95%) (moments method)0.18
Expected Shortfall (moments method)0.25
Extreme Value Index (regression method)2.56
VaR(95%) (regression method)0.29
Expected Shortfall (regression method)0
Number of observations261
Minimum0.62
Quartile 10.98
Median1.00
Quartile 31.02
Maximum1.09
Mean of quarter 10.96
Mean of quarter 20.99
Mean of quarter 31.01
Mean of quarter 41.04
Inter Quartile Range0.04
Number outliers low6
Percentage of outliers low0.02
Mean of outliers low0.83
Number of outliers high4
Percentage of outliers high0.02
Mean of outliers high1.08
Extreme Value Index (moments method)0.57
VaR(95%) (moments method)0.05
Expected Shortfall (moments method)0.12
Extreme Value Index (regression method)0.61
VaR(95%) (regression method)0.03
Expected Shortfall (regression method)0.08
Number of observations131
Minimum0.62
Quartile 10.98
Median1.00
Quartile 31.02
Maximum1.08
Mean of quarter 10.94
Mean of quarter 20.99
Mean of quarter 31.01
Mean of quarter 41.04
Inter Quartile Range0.04
Number outliers low4
Percentage of outliers low0.03
Mean of outliers low0.78
Number of outliers high2
Percentage of outliers high0.02
Mean of outliers high1.08
Extreme Value Index (moments method)0.59
VaR(95%) (moments method)0.06
Expected Shortfall (moments method)0.16
Extreme Value Index (regression method)0.46
VaR(95%) (regression method)0.05
Expected Shortfall (regression method)0.10

DRAW DOWN STATISTICS

Number of observations2
Minimum0.04
Quartile 10.11
Median0.18
Quartile 30.25
Maximum0.32
Mean of quarter 10.04
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40.32
Inter Quartile Range0.14
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations8
Minimum0.00
Quartile 10.02
Median0.03
Quartile 30.22
Maximum0.62
Mean of quarter 10.01
Mean of quarter 20.02
Mean of quarter 30.09
Mean of quarter 40.53
Inter Quartile Range0.20
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.12
Mean of outliers high0.62
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations6
Minimum0.01
Quartile 10.10
Median0.13
Quartile 30.30
Maximum0.62
Mean of quarter 10.05
Mean of quarter 20.11
Mean of quarter 30.14
Mean of quarter 40.49
Inter Quartile Range0.20
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.17
Mean of outliers high0.62
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Strat Max DD how much worse than SP500 max DD during strat life?-341592928
Max Equity Drawdown (num days)5
Last 4 Months - Pcnt Negative0.2%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.50
Compounded annual return (geometric extrapolation)0.51
Calmar ratio (compounded annual return / max draw down)1.61
Compounded annual return / average of 25% largest draw downs1.61
Compounded annual return / Expected Shortfall lognormal1.83
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)-0.37
Compounded annual return (geometric extrapolation)-0.37
Calmar ratio (compounded annual return / max draw down)-0.59
Compounded annual return / average of 25% largest draw downs-0.70
Compounded annual return / Expected Shortfall lognormal-4.06
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)-1.06
Compounded annual return (geometric extrapolation)-0.78
Calmar ratio (compounded annual return / max draw down)-1.25
Compounded annual return / average of 25% largest draw downs-1.59
Compounded annual return / Expected Shortfall lognormal-6.54

Trading record

Placed 108 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EETH long800Dec 23, 2024Dec 24, 2024$1,802
BITX long471Dec 23, 2024Dec 24, 2024$2,501
BITX long9520Dec 20, 2024Dec 23, 2024($35,634)
EETH long180Nov 21, 2024Dec 23, 2024($820)
BITX long1719Nov 19, 2024Dec 19, 2024($3,350)
SVIX long227Nov 21, 2024Dec 2, 2024$675
SVIX long437Nov 19, 2024Nov 20, 2024($391)
EETH long90Nov 11, 2024Nov 19, 2024($504)
BITO long4404Sep 18, 2024Nov 19, 2024$14,492
SVIX long488Oct 31, 2024Nov 19, 2024$714
SVIX long403Oct 25, 2024Oct 31, 2024($296)
SVIX long1209Oct 7, 2024Oct 25, 2024$89
SVIX long6229Sep 6, 2024Oct 7, 2024$2,430
BITO long1202Sep 13, 2024Sep 16, 2024($744)
SVIX long1798Sep 5, 2024Sep 6, 2024($1,351)
SVIX long2096Aug 7, 2024Sep 5, 2024$195
EETH long113Aug 5, 2024Sep 3, 2024$131
BITO long6803Dec 27, 2023Sep 3, 2024($17,216)
UVIX long323Aug 5, 2024Aug 6, 2024($2,135)
EETH long241Dec 27, 2023Aug 5, 2024($2,666)

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.