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Featured Strategy 3XTraderQ Followed by live capital $314,000 Hypothetical

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Swing Hunter
(154627903)

Created by: ChrisDover ChrisDover
Started: 02/2026
Stocks
Last trade: 3 days ago
Trading style: Equity Non-hedged Equity Trend-following

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 $497.00 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
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
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.
-22.4%
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.

(35.6%)
Max Drawdown
60
Num Trades
46.7%
Win Trades
0.6 : 1
Profit Factor
16.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2026       +2.1%(1.6%)(20.1%)(1.9%)(0.4%)(1%)                              (22.4%)

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 48 hours.

Trading Record

This strategy has placed 119 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/19/26 9:31 TQQQ PROSHARES ULTRAPRO QQQ LONG 993 76.23 7/10 9:30 75.40 6.05%
Trade id #156185432
Max drawdown($4,469)
Time7/8/26 0:00
Quant open671
Worst price69.57
Drawdown as % of equity-6.05%
 ($842)
Includes Typical Broker Commissions trade costs of $15.65
7/7/26 9:30 UPRO PROSHARES ULTRAPRO S&P 500 LONG 177 143.70 7/10 9:30 144.47 1.48%
Trade id #156815893
Max drawdown($1,093)
Time7/8/26 0:00
Quant open177
Worst price137.52
Drawdown as % of equity-1.48%
 $132
Includes Typical Broker Commissions trade costs of $3.54
7/8/26 9:30 TPOR DIREXION DAILY TRANSPORTATION BULL 3X ETF LONG 583 42.03 7/10 9:30 44.17 1.42%
Trade id #156832390
Max drawdown($1,037)
Time7/8/26 11:51
Quant open583
Worst price40.25
Drawdown as % of equity-1.42%
 $1,243
Includes Typical Broker Commissions trade costs of $5.00
7/2/26 9:30 LABU DIREXION DAILY S&P BIOTECH BULL 3X ETF LONG 88 287.59 7/7 9:30 311.75 0.63%
Trade id #156776060
Max drawdown($477)
Time7/2/26 9:35
Quant open88
Worst price282.16
Drawdown as % of equity-0.63%
 $2,124
Includes Typical Broker Commissions trade costs of $1.76
7/2/26 9:30 RETL DIREXION DAILY RETAIL BULL 3X ETF LONG 2,750 9.25 7/6 9:30 9.06 1.52%
Trade id #156776074
Max drawdown($1,155)
Time7/2/26 11:07
Quant open2,750
Worst price8.83
Drawdown as % of equity-1.52%
 ($528)
Includes Typical Broker Commissions trade costs of $5.00
6/24/26 9:30 UPRO PROSHARES ULTRAPRO S&P 500 LONG 184 135.72 6/30 9:30 138.86 1.15%
Trade id #156684010
Max drawdown($848)
Time6/26/26 0:00
Quant open184
Worst price131.11
Drawdown as % of equity-1.15%
 $574
Includes Typical Broker Commissions trade costs of $3.68
6/18/26 9:30 TPOR DIREXION DAILY TRANSPORTATION BULL 3X ETF LONG 664 38.97 6/26 9:30 42.05 0.53%
Trade id #156622038
Max drawdown($391)
Time6/22/26 0:00
Quant open664
Worst price38.38
Drawdown as % of equity-0.53%
 $2,040
Includes Typical Broker Commissions trade costs of $5.00
6/16/26 9:30 CURE DIREXION DAILY HEALTHCARE BULL 3X ETF LONG 249 101.65 6/24 9:30 101.00 3.17%
Trade id #156595835
Max drawdown($2,314)
Time6/18/26 0:00
Quant open249
Worst price92.36
Drawdown as % of equity-3.17%
 ($167)
Includes Typical Broker Commissions trade costs of $4.98
6/16/26 9:30 RETL DIREXION DAILY RETAIL BULL 3X ETF LONG 2,767 9.15 6/18 9:30 8.34 3.73%
Trade id #156595814
Max drawdown($2,891)
Time6/17/26 0:00
Quant open2,767
Worst price8.11
Drawdown as % of equity-3.73%
 ($2,246)
Includes Typical Broker Commissions trade costs of $5.00
6/9/26 9:30 UPRO PROSHARES ULTRAPRO S&P 500 LONG 180 140.94 6/15 9:30 145.11 3.17%
Trade id #156486685
Max drawdown($2,111)
Time6/9/26 12:40
Quant open180
Worst price129.21
Drawdown as % of equity-3.17%
 $747
Includes Typical Broker Commissions trade costs of $3.60
6/11/26 9:30 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 138 193.88 6/12 9:30 221.80 0.21%
Trade id #156535952
Max drawdown($149)
Time6/11/26 11:01
Quant open138
Worst price192.80
Drawdown as % of equity-0.21%
 $3,850
Includes Typical Broker Commissions trade costs of $2.76
6/2/26 9:30 TNA DIREXION DAILY SMALL CAP BULL 3X ETF LONG 369 67.35 6/10 9:30 64.24 3.99%
Trade id #156385910
Max drawdown($2,896)
Time6/9/26 0:00
Quant open369
Worst price59.50
Drawdown as % of equity-3.99%
 ($1,155)
Includes Typical Broker Commissions trade costs of $7.38
6/9/26 9:30 DUSL DIREXION DAILY INDUSTRIALS BULL 3X ETF LONG 284 88.85 6/10 9:30 88.09 1.73%
Trade id #156486704
Max drawdown($1,155)
Time6/9/26 12:43
Quant open284
Worst price84.78
Drawdown as % of equity-1.73%
 ($222)
Includes Typical Broker Commissions trade costs of $5.68
6/4/26 9:30 TPOR DIREXION DAILY TRANSPORTATION BULL 3X ETF LONG 649 39.52 6/8 9:30 39.80 0.61%
Trade id #156418324
Max drawdown($486)
Time6/4/26 13:16
Quant open649
Worst price38.77
Drawdown as % of equity-0.61%
 $177
Includes Typical Broker Commissions trade costs of $5.00
6/4/26 9:30 WEBL DIREXION DAILY DOW JONES INTERNET BULL 3X ETF LONG 894 28.00 6/8 9:30 25.50 3.36%
Trade id #156418403
Max drawdown($2,682)
Time6/5/26 0:00
Quant open894
Worst price25.00
Drawdown as % of equity-3.36%
 ($2,240)
Includes Typical Broker Commissions trade costs of $5.00
5/29/26 9:30 DRN DIREXION DAILY REAL ESTATE BULL 3X ETF LONG 2,316 10.76 6/4 9:30 10.44 2.77%
Trade id #156334696
Max drawdown($2,142)
Time6/2/26 0:00
Quant open2,316
Worst price9.84
Drawdown as % of equity-2.77%
 ($746)
Includes Typical Broker Commissions trade costs of $5.00
5/29/26 9:30 DUSL DIREXION DAILY INDUSTRIALS BULL 3X ETF LONG 290 87.81 6/3 9:30 87.29 1.87%
Trade id #156334674
Max drawdown($1,469)
Time6/1/26 0:00
Quant open290
Worst price82.74
Drawdown as % of equity-1.87%
 ($157)
Includes Typical Broker Commissions trade costs of $5.80
5/14/26 9:30 DRN DIREXION DAILY REAL ESTATE BULL 3X ETF LONG 2,335 10.73 5/20 9:30 10.45 2.25%
Trade id #156101517
Max drawdown($1,821)
Time5/15/26 0:00
Quant open2,335
Worst price9.95
Drawdown as % of equity-2.25%
 ($659)
Includes Typical Broker Commissions trade costs of $5.00
5/18/26 9:30 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 152 172.95 5/20 9:30 161.00 7.83%
Trade id #156168042
Max drawdown($5,765)
Time5/19/26 0:00
Quant open152
Worst price135.02
Drawdown as % of equity-7.83%
 ($1,819)
Includes Typical Broker Commissions trade costs of $3.04
5/18/26 9:30 LABU DIREXION DAILY S&P BIOTECH BULL 3X ETF LONG 145 174.00 5/20 9:30 162.06 4.57%
Trade id #156168122
Max drawdown($3,368)
Time5/19/26 0:00
Quant open145
Worst price150.77
Drawdown as % of equity-4.57%
 ($1,734)
Includes Typical Broker Commissions trade costs of $2.90
5/11/26 9:30 TPOR DIREXION DAILY TRANSPORTATION BULL 3X ETF LONG 711 34.87 5/18 9:30 34.10 2.32%
Trade id #156039049
Max drawdown($1,862)
Time5/14/26 0:00
Quant open711
Worst price32.25
Drawdown as % of equity-2.32%
 ($552)
Includes Typical Broker Commissions trade costs of $5.00
5/14/26 9:30 TNA DIREXION DAILY SMALL CAP BULL 3X ETF LONG 390 64.75 5/15 9:30 62.28 1.33%
Trade id #156101532
Max drawdown($1,076)
Time5/15/26 9:30
Quant open390
Worst price61.99
Drawdown as % of equity-1.33%
 ($971)
Includes Typical Broker Commissions trade costs of $7.80
5/11/26 9:30 DRN DIREXION DAILY REAL ESTATE BULL 3X ETF LONG 2,302 10.90 5/12 9:30 10.95 0.11%
Trade id #156039047
Max drawdown($92)
Time5/11/26 14:59
Quant open2,302
Worst price10.86
Drawdown as % of equity-0.11%
 $110
Includes Typical Broker Commissions trade costs of $5.00
5/5/26 9:30 DUSL DIREXION DAILY INDUSTRIALS BULL 3X ETF LONG 293 86.66 5/7 9:30 94.44 0.55%
Trade id #155938227
Max drawdown($430)
Time5/5/26 9:50
Quant open293
Worst price85.19
Drawdown as % of equity-0.55%
 $2,274
Includes Typical Broker Commissions trade costs of $5.86
5/5/26 9:30 DRN DIREXION DAILY REAL ESTATE BULL 3X ETF LONG 2,351 10.80 5/7 9:30 11.07 0.96%
Trade id #155938230
Max drawdown($752)
Time5/5/26 10:37
Quant open2,351
Worst price10.48
Drawdown as % of equity-0.96%
 $630
Includes Typical Broker Commissions trade costs of $5.00
5/1/26 9:30 TPOR DIREXION DAILY TRANSPORTATION BULL 3X ETF LONG 723 36.85 5/4 9:30 33.94 2.63%
Trade id #155866925
Max drawdown($2,103)
Time5/4/26 9:30
Quant open723
Worst price33.94
Drawdown as % of equity-2.63%
 ($2,109)
Includes Typical Broker Commissions trade costs of $5.00
4/28/26 9:30 DUSL DIREXION DAILY INDUSTRIALS BULL 3X ETF LONG 285 86.66 5/1 9:30 91.28 1.55%
Trade id #155813855
Max drawdown($1,197)
Time4/29/26 0:00
Quant open285
Worst price82.46
Drawdown as % of equity-1.55%
 $1,311
Includes Typical Broker Commissions trade costs of $5.70
4/28/26 9:30 DRN DIREXION DAILY REAL ESTATE BULL 3X ETF LONG 2,436 10.48 5/1 9:30 10.93 1.04%
Trade id #155813876
Max drawdown($828)
Time4/28/26 10:02
Quant open2,436
Worst price10.14
Drawdown as % of equity-1.04%
 $1,091
Includes Typical Broker Commissions trade costs of $5.00
4/30/26 9:30 TNA DIREXION DAILY SMALL CAP BULL 3X ETF LONG 434 58.21 5/1 9:30 61.65 0.24%
Trade id #155847945
Max drawdown($182)
Time4/30/26 9:55
Quant open434
Worst price57.79
Drawdown as % of equity-0.24%
 $1,484
Includes Typical Broker Commissions trade costs of $8.68
4/23/26 9:30 TPOR DIREXION DAILY TRANSPORTATION BULL 3X ETF LONG 714 35.93 4/27 9:30 35.90 0.17%
Trade id #155733827
Max drawdown($135)
Time4/23/26 13:43
Quant open714
Worst price35.74
Drawdown as % of equity-0.17%
 ($26)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    2/17/2026
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    146.1
  • Age
    146 days ago
  • What it trades
    Stocks
  • # Trades
    60
  • # Profitable
    28
  • % Profitable
    46.70%
  • Avg trade duration
    4.7 days
  • Max peak-to-valley drawdown
    35.57%
  • drawdown period
    March 02, 2026 - June 09, 2026
  • Cumul. Return
    -22.4%
  • Avg win
    $1,185
  • Avg loss
    $1,655
  • Model Account Values (Raw)
  • Cash
    $77,522
  • Margin Used
    ($1,066)
  • Buying Power
    $78,454
  • Ratios
  • W:L ratio
    0.64:1
  • Sharpe Ratio
    -1.23
  • Sortino Ratio
    -1.58
  • Calmar Ratio
    -1.384
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -32.19%
  • Correlation to SP500
    0.20410
  • Return Percent SP500 (cumu) during strategy life
    9.82%
  • Return Statistics
  • Ann Return (w trading costs)
    -46.1%
  • Slump
  • Current Slump as Pcnt Equity
    33.30%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.91%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.224%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -41.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    93.50%
  • Chance of 30% account loss
    38.00%
  • Chance of 40% account loss
    8.00%
  • 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
    100.00%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    450
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    921
  • Popularity (7 days, Percentile 1000 scale)
    373
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $1,655
  • Avg Win
    $1,186
  • Sum Trade PL (losers)
    $52,972.000
  • Age
  • Num Months filled monthly returns table
    6
  • Win / Loss
  • Sum Trade PL (winners)
    $33,197.000
  • # Winners
    28
  • Num Months Winners
    1
  • Dividends
  • Dividends Received in Model Acct
    363
  • AUM
  • AUM (AutoTrader live capital)
    80277
  • Win / Loss
  • # Losers
    32
  • % Winners
    46.7%
  • Frequency
  • Avg Position Time (mins)
    6782.53
  • Avg Position Time (hrs)
    113.04
  • Avg Trade Length
    4.7 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.09
  • Daily leverage (max)
    4.57
  • Regression
  • Alpha
    -0.19
  • Beta
    0.54
  • Treynor Index
    -0.28
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.88
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.03
  • Avg(MAE) / Avg(PL) - All trades
    -4.857
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.504
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.512
  • Hold-and-Hope Ratio
    -0.206
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.77088
  • SD
    0.14208
  • Sharpe ratio (Glass type estimate)
    -5.42565
  • Sharpe ratio (Hedges UMVUE)
    -3.92601
  • df
    3.00000
  • t
    -3.13250
  • p
    0.97402
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -10.63260
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.03837
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -8.55124
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.69922
  • Statistics related to Sortino ratio
  • Sortino ratio
    -3.03154
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    -0.77088
  • Upside SD
    0.00000
  • Downside SD
    0.25428
  • N nonnegative terms
    0.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.26048
  • Mean of criterion
    -0.77088
  • SD of predictor
    0.16532
  • SD of criterion
    0.14208
  • Covariance
    -0.01890
  • r
    -0.80470
  • b (slope, estimate of beta)
    -0.69159
  • a (intercept, estimate of alpha)
    -0.59074
  • Mean Square Error
    0.01067
  • DF error
    2.00000
  • t(b)
    -1.91689
  • p(b)
    0.90235
  • t(a)
    -2.92284
  • p(a)
    0.95008
  • Lowerbound of 95% confidence interval for beta
    -2.24392
  • Upperbound of 95% confidence interval for beta
    0.86075
  • Lowerbound of 95% confidence interval for alpha
    -1.46035
  • Upperbound of 95% confidence interval for alpha
    0.27888
  • Treynor index (mean / b)
    1.11465
  • Jensen alpha (a)
    -0.59074
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.80347
  • SD
    0.15182
  • Sharpe ratio (Glass type estimate)
    -5.29209
  • Sharpe ratio (Hedges UMVUE)
    -3.82937
  • df
    3.00000
  • t
    -3.05539
  • p
    0.97240
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -10.41900
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.09782
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -8.40243
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.74370
  • Statistics related to Sortino ratio
  • Sortino ratio
    -3.01357
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    -0.80347
  • Upside SD
    0.00000
  • Downside SD
    0.26662
  • N nonnegative terms
    0.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.24726
  • Mean of criterion
    -0.80347
  • SD of predictor
    0.16223
  • SD of criterion
    0.15182
  • Covariance
    -0.01974
  • r
    -0.80160
  • b (slope, estimate of beta)
    -0.75019
  • a (intercept, estimate of alpha)
    -0.61798
  • Mean Square Error
    0.01236
  • DF error
    2.00000
  • t(b)
    -1.89616
  • p(b)
    0.90080
  • t(a)
    -2.86132
  • p(a)
    0.94824
  • Lowerbound of 95% confidence interval for beta
    -2.45248
  • Upperbound of 95% confidence interval for beta
    0.95210
  • Lowerbound of 95% confidence interval for alpha
    -1.54724
  • Upperbound of 95% confidence interval for alpha
    0.31129
  • Treynor index (mean / b)
    1.07101
  • Jensen alpha (a)
    -0.61798
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.12981
  • Expected Shortfall on VaR
    0.14549
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.11679
  • Expected Shortfall on VaR
    0.11893
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    4.00000
  • Minimum
    0.89014
  • Quartile 1
    0.91308
  • Median
    0.93948
  • Quartile 3
    0.96449
  • Maximum
    0.98326
  • Mean of quarter 1
    0.89014
  • Mean of quarter 2
    0.92072
  • Mean of quarter 3
    0.95824
  • Mean of quarter 4
    0.98326
  • Inter Quartile Range
    0.05142
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.22781
  • Quartile 1
    0.22781
  • Median
    0.22781
  • Quartile 3
    0.22781
  • Maximum
    0.22781
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.68342
  • Compounded annual return (geometric extrapolation)
    -0.53956
  • Calmar ratio (compounded annual return / max draw down)
    -2.36848
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -3.70850
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.50501
  • SD
    0.36130
  • Sharpe ratio (Glass type estimate)
    -1.39776
  • Sharpe ratio (Hedges UMVUE)
    -1.38756
  • df
    103.00000
  • t
    -0.88064
  • p
    0.55497
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.51113
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.72231
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.50419
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.72908
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.79865
  • Upside Potential Ratio
    6.32193
  • Upside part of mean
    1.77502
  • Downside part of mean
    -2.28004
  • Upside SD
    0.22676
  • Downside SD
    0.28077
  • N nonnegative terms
    50.00000
  • N negative terms
    54.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    104.00000
  • Mean of predictor
    0.21854
  • Mean of criterion
    -0.50501
  • SD of predictor
    0.14444
  • SD of criterion
    0.36130
  • Covariance
    0.01020
  • r
    0.19553
  • b (slope, estimate of beta)
    0.48911
  • a (intercept, estimate of alpha)
    -0.61200
  • Mean Square Error
    0.12678
  • DF error
    102.00000
  • t(b)
    2.01360
  • p(b)
    0.40224
  • t(a)
    -1.07800
  • p(a)
    0.55307
  • Lowerbound of 95% confidence interval for beta
    0.00731
  • Upperbound of 95% confidence interval for beta
    0.97090
  • Lowerbound of 95% confidence interval for alpha
    -1.73779
  • Upperbound of 95% confidence interval for alpha
    0.51398
  • Treynor index (mean / b)
    -1.03251
  • Jensen alpha (a)
    -0.61190
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.57086
  • SD
    0.36428
  • Sharpe ratio (Glass type estimate)
    -1.56711
  • Sharpe ratio (Hedges UMVUE)
    -1.55567
  • df
    103.00000
  • t
    -0.98734
  • p
    0.56155
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.68160
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.55477
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.67379
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.56244
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.98081
  • Upside Potential Ratio
    6.07131
  • Upside part of mean
    1.74973
  • Downside part of mean
    -2.32060
  • Upside SD
    0.22273
  • Downside SD
    0.28820
  • N nonnegative terms
    50.00000
  • N negative terms
    54.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    104.00000
  • Mean of predictor
    0.20811
  • Mean of criterion
    -0.57086
  • SD of predictor
    0.14435
  • SD of criterion
    0.36428
  • Covariance
    0.01013
  • r
    0.19265
  • b (slope, estimate of beta)
    0.48616
  • a (intercept, estimate of alpha)
    -0.67204
  • Mean Square Error
    0.12903
  • DF error
    102.00000
  • t(b)
    1.98282
  • p(b)
    0.40368
  • t(a)
    -1.17406
  • p(a)
    0.55774
  • Lowerbound of 95% confidence interval for beta
    -0.00017
  • Upperbound of 95% confidence interval for beta
    0.97248
  • Lowerbound of 95% confidence interval for alpha
    -1.80740
  • Upperbound of 95% confidence interval for alpha
    0.46332
  • Treynor index (mean / b)
    -1.17424
  • Jensen alpha (a)
    -0.67204
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03844
  • Expected Shortfall on VaR
    0.04741
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02057
  • Expected Shortfall on VaR
    0.03949
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    104.00000
  • Minimum
    0.90716
  • Quartile 1
    0.98708
  • Median
    1.00000
  • Quartile 3
    1.00753
  • Maximum
    1.05301
  • Mean of quarter 1
    0.97027
  • Mean of quarter 2
    0.99514
  • Mean of quarter 3
    1.00271
  • Mean of quarter 4
    1.02460
  • Inter Quartile Range
    0.02044
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.03846
  • Mean of outliers low
    0.94129
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.03846
  • Mean of outliers high
    1.04675
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.14828
  • VaR(95%) (moments method)
    0.02846
  • Expected Shortfall (moments method)
    0.03609
  • Extreme Value Index (regression method)
    0.16429
  • VaR(95%) (regression method)
    0.02684
  • Expected Shortfall (regression method)
    0.03863
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.00149
  • Quartile 1
    0.07681
  • Median
    0.15214
  • Quartile 3
    0.22746
  • Maximum
    0.30279
  • Mean of quarter 1
    0.00149
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.30279
  • Inter Quartile Range
    0.15065
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.48843
  • Compounded annual return (geometric extrapolation)
    -0.41897
  • Calmar ratio (compounded annual return / max draw down)
    -1.38372
  • Compounded annual return / average of 25% largest draw downs
    -1.38372
  • Compounded annual return / Expected Shortfall lognormal
    -8.83811
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess log return rates
  • Statistics related to linear regression on benchmark
  • VAR (95 Confidence Intrvl)
    0.03800
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Last 4 Months - Pcnt Negative
    1.00%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -380049000
  • Max Equity Drawdown (num days)
    99

Strategy Description

Monitoring a universe of leveraged ETF's we look to buy dips (or sell rips) when a longer term trend is established.
Trade this strategy at Tradier

Summary Statistics

Strategy began
2026-02-17
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 7.9%
Rank # 
#228
# Trades
60
# Profitable
28
% Profitable
46.7%
Net Dividends
$363
Correlation S&P500
0.204
Sharpe Ratio
-1.23
Sortino Ratio
-1.58
Beta
0.54
Alpha
-0.19
Leverage
2.09 Average
4.57 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

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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.