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These are hypothetical performance results that have certain inherent limitations. Learn more

Stocks Master
(148886673)

Created by: Swing_Master Swing_Master
Started: 08/2024
Stocks
Last trade: 7 days ago
Trading style: Equity Trend-following Short-term Reversal

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 $49.00 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.
Short-term Reversal
Category: Equity

Short-term Reversal

Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).
28.4%
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.

(8.2%)
Max Drawdown
108
Num Trades
89.8%
Win Trades
6.2 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                 +12.8%+6.5%(0.1%)+6.9%      +28.4%

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 72 hours.

Trading Record

This strategy has placed 62 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/18/24 9:52 ODFL OLD DOMINION FREIGHT LNS LONG 34 198.17 10/29 11:15 201.63 1.32%
Trade id #149694820
Max drawdown($410)
Time10/23/24 0:00
Quant open34
Worst price186.11
Drawdown as % of equity-1.32%
$116
Includes Typical Broker Commissions trade costs of $0.68
10/21/24 11:03 WELL WELLTOWER INC LONG 27 130.12 10/29 9:32 135.65 0.07%
Trade id #149733938
Max drawdown($23)
Time10/22/24 0:00
Quant open27
Worst price129.25
Drawdown as % of equity-0.07%
$148
Includes Typical Broker Commissions trade costs of $0.54
10/22/24 10:33 WAB WESTINGHOUSE AIR BRAKE LONG 17 188.04 10/28 9:48 191.13 0.15%
Trade id #149792700
Max drawdown($46)
Time10/23/24 0:00
Quant open17
Worst price185.28
Drawdown as % of equity-0.15%
$53
Includes Typical Broker Commissions trade costs of $0.34
10/25/24 13:35 TRGP TARGA RESOURCES LONG 18 164.12 10/25 15:40 166.37 0.01%
Trade id #149837147
Max drawdown($3)
Time10/25/24 14:03
Quant open18
Worst price163.93
Drawdown as % of equity-0.01%
$40
Includes Typical Broker Commissions trade costs of $0.36
10/21/24 9:44 PTC PTC INC. COMMON STOCK LONG 19 184.44 10/25 9:56 185.69 0.29%
Trade id #149724237
Max drawdown($88)
Time10/23/24 0:00
Quant open19
Worst price179.78
Drawdown as % of equity-0.29%
$24
Includes Typical Broker Commissions trade costs of $0.38
10/18/24 14:09 AMAT APPLIED MATERIALS LONG 19 185.18 10/25 9:55 188.08 0.33%
Trade id #149697913
Max drawdown($102)
Time10/23/24 0:00
Quant open19
Worst price179.79
Drawdown as % of equity-0.33%
$55
Includes Typical Broker Commissions trade costs of $0.38
10/21/24 11:46 HLT HILTON WORLDWIDE HOLDINGS INC LONG 28 235.22 10/25 9:36 236.16 0.27%
Trade id #149740962
Max drawdown($82)
Time10/24/24 0:00
Quant open28
Worst price232.26
Drawdown as % of equity-0.27%
$25
Includes Typical Broker Commissions trade costs of $0.56
10/1/24 15:31 STE STERIS PLC LONG 27 227.58 10/24 12:21 229.65 0.64%
Trade id #149554096
Max drawdown($196)
Time10/23/24 0:00
Quant open12
Worst price219.68
Drawdown as % of equity-0.64%
$55
Includes Typical Broker Commissions trade costs of $0.54
10/21/24 11:29 IRM IRON MOUNTAIN INC REIT LONG 28 123.43 10/23 10:29 126.00 0.08%
Trade id #149737080
Max drawdown($25)
Time10/22/24 0:00
Quant open28
Worst price122.50
Drawdown as % of equity-0.08%
$71
Includes Typical Broker Commissions trade costs of $0.56
10/21/24 10:19 AVY AVERY DENNISON LONG 16 216.59 10/23 9:36 217.42 0.27%
Trade id #149730639
Max drawdown($83)
Time10/22/24 0:00
Quant open16
Worst price211.37
Drawdown as % of equity-0.27%
$13
Includes Typical Broker Commissions trade costs of $0.32
10/22/24 12:02 GE GE AEROSPACE LONG 19 178.82 10/23 9:34 180.25 0.14%
Trade id #149794273
Max drawdown($43)
Time10/22/24 14:33
Quant open19
Worst price176.51
Drawdown as % of equity-0.14%
$27
Includes Typical Broker Commissions trade costs of $0.38
10/18/24 9:54 TRGP TARGA RESOURCES LONG 22 161.84 10/21 9:34 164.35 0.02%
Trade id #149694834
Max drawdown($6)
Time10/18/24 9:59
Quant open22
Worst price161.56
Drawdown as % of equity-0.02%
$55
Includes Typical Broker Commissions trade costs of $0.44
8/30/24 14:14 ALV AUTOLIV LONG 37 98.54 10/18 12:04 99.31 1.06%
Trade id #149146067
Max drawdown($313)
Time9/25/24 0:00
Quant open25
Worst price89.51
Drawdown as % of equity-1.06%
$28
Includes Typical Broker Commissions trade costs of $0.74
10/15/24 10:09 TRGP TARGA RESOURCES LONG 36 162.31 10/17 9:54 164.30 0.17%
Trade id #149662696
Max drawdown($50)
Time10/15/24 15:46
Quant open36
Worst price160.90
Drawdown as % of equity-0.17%
$71
Includes Typical Broker Commissions trade costs of $0.72
10/15/24 11:00 GE GE AEROSPACE LONG 32 190.59 10/17 9:35 193.87 0.07%
Trade id #149663552
Max drawdown($21)
Time10/16/24 0:00
Quant open32
Worst price189.92
Drawdown as % of equity-0.07%
$104
Includes Typical Broker Commissions trade costs of $0.64
9/17/24 11:33 MMC MARSH & MCLENNAN LONG 13 229.20 10/17 9:35 231.86 0.44%
Trade id #149419883
Max drawdown($132)
Time10/7/24 0:00
Quant open13
Worst price219.03
Drawdown as % of equity-0.44%
$35
Includes Typical Broker Commissions trade costs of $0.26
9/18/24 11:17 V VISA LONG 22 284.59 10/16 13:47 285.85 1.22%
Trade id #149431714
Max drawdown($359)
Time9/25/24 0:00
Quant open22
Worst price268.23
Drawdown as % of equity-1.22%
$28
Includes Typical Broker Commissions trade costs of $0.44
9/26/24 15:56 UHS UNIVERSAL HEALTH SERVICES LONG 23 231.48 10/16 9:42 234.35 1.79%
Trade id #149518486
Max drawdown($534)
Time10/9/24 0:00
Quant open23
Worst price208.24
Drawdown as % of equity-1.79%
$66
Includes Typical Broker Commissions trade costs of $0.46
10/10/24 11:15 WELL WELLTOWER INC LONG 40 122.68 10/15 11:03 129.28 0.05%
Trade id #149628588
Max drawdown($13)
Time10/10/24 12:03
Quant open40
Worst price122.34
Drawdown as % of equity-0.05%
$263
Includes Typical Broker Commissions trade costs of $0.80
9/30/24 11:19 INTU INTUIT LONG 5 621.92 10/15 9:58 622.00 0.37%
Trade id #149540969
Max drawdown($110)
Time10/3/24 0:00
Quant open5
Worst price599.89
Drawdown as % of equity-0.37%
$0
Includes Typical Broker Commissions trade costs of $0.10
8/12/24 9:30 AMZN AMAZON.COM LONG 23 168.14 10/15 9:36 183.33 0.19%
Trade id #148890256
Max drawdown($46)
Time8/12/24 9:49
Quant open23
Worst price166.11
Drawdown as % of equity-0.19%
$349
Includes Typical Broker Commissions trade costs of $0.46
8/12/24 9:30 AMD ADVANCED MICRO DEVICES INC. C LONG 39 134.12 10/15 9:35 157.11 0.16%
Trade id #148890250
Max drawdown($41)
Time9/6/24 0:00
Quant open18
Worst price132.11
Drawdown as % of equity-0.16%
$895
Includes Typical Broker Commissions trade costs of $0.78
9/26/24 14:23 EFX EQUIFAX LONG 10 290.06 10/14 14:31 290.99 0.32%
Trade id #149517622
Max drawdown($96)
Time10/10/24 0:00
Quant open10
Worst price280.39
Drawdown as % of equity-0.32%
$9
Includes Typical Broker Commissions trade costs of $0.20
8/12/24 9:30 GOOGL ALPHABET INC CLASS A LONG 24 164.35 10/14 12:40 165.14 0.99%
Trade id #148890235
Max drawdown($257)
Time9/9/24 0:00
Quant open15
Worst price147.22
Drawdown as % of equity-0.99%
$19
Includes Typical Broker Commissions trade costs of $0.48
10/1/24 11:02 ODFL OLD DOMINION FREIGHT LNS LONG 15 193.82 10/14 11:32 197.34 0.43%
Trade id #149550359
Max drawdown($126)
Time10/7/24 0:00
Quant open15
Worst price185.37
Drawdown as % of equity-0.43%
$53
Includes Typical Broker Commissions trade costs of $0.30
9/26/24 10:17 GE GE AEROSPACE LONG 15 187.39 10/14 11:32 190.87 0.21%
Trade id #149513509
Max drawdown($64)
Time9/30/24 0:00
Quant open15
Worst price183.09
Drawdown as % of equity-0.21%
$52
Includes Typical Broker Commissions trade costs of $0.30
10/1/24 15:33 MAR MARRIOT INTERNATIONAL CLASS A LONG 12 247.29 10/14 11:31 256.09 0.1%
Trade id #149554118
Max drawdown($29)
Time10/2/24 0:00
Quant open12
Worst price244.85
Drawdown as % of equity-0.10%
$106
Includes Typical Broker Commissions trade costs of $0.24
9/27/24 14:57 MCO MOODY'S LONG 7 474.83 10/14 11:30 477.00 0.43%
Trade id #149527462
Max drawdown($127)
Time10/7/24 0:00
Quant open7
Worst price456.65
Drawdown as % of equity-0.43%
$15
Includes Typical Broker Commissions trade costs of $0.14
9/26/24 11:24 APP APPLOVIN CORPORATION CLASS A LONG 22 127.30 10/11 9:30 134.29 0.12%
Trade id #149514940
Max drawdown($36)
Time9/26/24 12:22
Quant open22
Worst price125.62
Drawdown as % of equity-0.12%
$154
Includes Typical Broker Commissions trade costs of $0.44
10/3/24 15:07 TDG TRANSDIGM GROUP LONG 3 1397.80 10/9 14:37 1375.15 0.56%
Trade id #149572390
Max drawdown($166)
Time10/4/24 0:00
Quant open2
Worst price1336.13
Drawdown as % of equity-0.56%
($68)
Includes Typical Broker Commissions trade costs of $0.06

Statistics

  • Strategy began
    8/11/2024
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    87.32
  • Age
    87 days ago
  • What it trades
    Stocks
  • # Trades
    108
  • # Profitable
    97
  • % Profitable
    89.80%
  • Avg trade duration
    10.7 days
  • Max peak-to-valley drawdown
    8.21%
  • drawdown period
    Sept 03, 2024 - Sept 09, 2024
  • Cumul. Return
    28.4%
  • Avg win
    $87.98
  • Avg loss
    $131.73
  • Model Account Values (Raw)
  • Cash
    $13,091
  • Margin Used
    ($20,405)
  • Buying Power
    $32,378
  • Ratios
  • W:L ratio
    6.22:1
  • Sharpe Ratio
    4
  • Sortino Ratio
    7.94
  • Calmar Ratio
    25.507
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    17.46%
  • Correlation to SP500
    0.72590
  • Return Percent SP500 (cumu) during strategy life
    10.94%
  • Return Statistics
  • Ann Return (w trading costs)
    173.6%
  • Slump
  • Current Slump as Pcnt Equity
    0.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.284%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • 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)
    191.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    0.50%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    898
  • Popularity (Last 6 weeks)
    963
  • Popularity (7 days, Percentile 1000 scale)
    864
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    940
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $89
  • Avg Loss
    $132
  • Sum Trade PL (losers)
    $1,449.000
  • # Winners
    97
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $8,588.000
  • Dividends
  • Dividends Received in Model Acct
    240
  • AUM
  • AUM (AutoTrader live capital)
    32347
  • Win / Loss
  • # Losers
    11
  • % Winners
    89.8%
  • Frequency
  • Avg Position Time (mins)
    15357.80
  • Avg Position Time (hrs)
    255.96
  • Avg Trade Length
    10.7 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.57
  • Daily leverage (max)
    2.14
  • Regression
  • Alpha
    0.15
  • Beta
    1.16
  • Treynor Index
    0.24
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • 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)
    7.97
  • Avg(MAE) / Avg(PL) - All trades
    1.742
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.927
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.595
  • Hold-and-Hope Ratio
    0.627
  • 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)
    0.57700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01700
  • 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?
    -362552000
  • Max Equity Drawdown (num days)
    6
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

This strategy is designed for flexibility, allowing trades to be opened and closed daily, weekly, or monthly based on market conditions and signals.

The primary objective is to achieve consistent profitability over time by adapting to various time frames.

The approach emphasizes disciplined entry and exit points, ensuring that the strategy can capitalize on short-term opportunities while maintaining a long-term growth perspective.

The focus is on steady returns, balancing risk, and reward to build a robust and reliable trading record.

Summary Statistics

Strategy began
2024-08-11
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.0%
Rank # 
#80
# Trades
108
# Profitable
97
% Profitable
89.8%
Net Dividends
Correlation S&P500
0.726
Sharpe Ratio
4.00
Sortino Ratio
7.94
Beta
1.16
Alpha
0.15
Leverage
1.57 Average
2.14 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.