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Featured Strategy QUANT AI Gold and Silver +37.2% Cumul. Return since Sep 23, 2025 Hypothetical

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COMPASS 1 SP500 FUTURES
(155252245)

Created by: TENEDOS76 TENEDOS76
Started: 03/2026
Futures
Last trade: Today

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 $595.00 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.

169.3%
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.

(41.6%)
Max Drawdown
73
Num Trades
75.3%
Win Trades
1.8 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2026              +38.9%+93.0%+37.4%(26.9%)                                    +169.3%

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.

Trading Record

This strategy has placed 82 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 9 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/11/26 9:55 @ESU6 E-MINI S&P 500 LONG 2 7394.00 6/11 15:12 7450.00 11.4%
Trade id #156537036
Max drawdown($7,025)
Time6/11/26 11:01
Quant open2
Worst price7323.75
Drawdown as % of equity-11.40%
 $5,584
Includes Typical Broker Commissions trade costs of $16.00
6/11/26 9:37 @NQM6 E-MINI NASDAQ 100 STK IDX LONG 1 28764.25 6/11 9:51 28950.00 3.91%
Trade id #156536419
Max drawdown($2,270)
Time6/11/26 9:40
Quant open1
Worst price28650.80
Drawdown as % of equity-3.91%
 $3,707
Includes Typical Broker Commissions trade costs of $8.00
6/8/26 11:03 @ESU6 E-MINI S&P 500 LONG 3 7531.75 6/11 2:33 7412.50 29.51%
Trade id #156472549
Max drawdown($22,400)
Time6/9/26 0:00
Quant open2
Worst price7307.75
Drawdown as % of equity-29.51%
 ($17,912)
Includes Typical Broker Commissions trade costs of $24.00
6/2/26 11:27 @ESM6 E-MINI S&P 500 LONG 1 7627.75 6/9 12:08 7305.00 27.42%
Trade id #156388817
Max drawdown($16,250)
Time6/9/26 12:08
Quant open1
Worst price7302.75
Drawdown as % of equity-27.42%
 ($16,146)
Includes Typical Broker Commissions trade costs of $8.00
5/29/26 7:14 @ESM6 E-MINI S&P 500 LONG 1 7592.75 5/31 20:05 7610.00 0.84%
Trade id #156333695
Max drawdown($762)
Time5/29/26 10:45
Quant open1
Worst price7577.50
Drawdown as % of equity-0.84%
 $855
Includes Typical Broker Commissions trade costs of $8.00
5/28/26 10:16 @ESM6 E-MINI S&P 500 LONG 1 7560.50 5/28 15:32 7585.00 0.52%
Trade id #156318797
Max drawdown($462)
Time5/28/26 10:38
Quant open1
Worst price7551.25
Drawdown as % of equity-0.52%
 $1,217
Includes Typical Broker Commissions trade costs of $8.00
5/28/26 2:59 @ESM6 E-MINI S&P 500 LONG 2 7528.06 5/28 10:12 7538.00 0.77%
Trade id #156314076
Max drawdown($687)
Time5/28/26 6:51
Quant open1
Worst price7515.00
Drawdown as % of equity-0.77%
 $978
Includes Typical Broker Commissions trade costs of $16.00
5/27/26 11:23 @ESM6 E-MINI S&P 500 LONG 2 7527.44 5/27 14:26 7540.00 0.53%
Trade id #156303403
Max drawdown($462)
Time5/27/26 13:09
Quant open1
Worst price7515.00
Drawdown as % of equity-0.53%
 $1,240
Includes Typical Broker Commissions trade costs of $16.00
5/26/26 9:47 @ESM6 E-MINI S&P 500 LONG 2 7545.88 5/27 8:22 7570.00 3.38%
Trade id #156285783
Max drawdown($2,887)
Time5/26/26 11:56
Quant open2
Worst price7517.00
Drawdown as % of equity-3.38%
 $2,397
Includes Typical Broker Commissions trade costs of $16.00
5/21/26 13:53 @ESM6 E-MINI S&P 500 LONG 2 7488.12 5/24 18:02 7522.94 2.69%
Trade id #156230018
Max drawdown($2,200)
Time5/21/26 14:55
Quant open1
Worst price7438.00
Drawdown as % of equity-2.69%
 $3,465
Includes Typical Broker Commissions trade costs of $16.00
5/21/26 9:46 @ESM6 E-MINI S&P 500 LONG 4 7428.12 5/21 13:40 7439.00 2.98%
Trade id #156224637
Max drawdown($2,375)
Time5/21/26 10:21
Quant open3
Worst price7411.50
Drawdown as % of equity-2.98%
 $2,143
Includes Typical Broker Commissions trade costs of $32.00
5/20/26 10:34 @ESM6 E-MINI S&P 500 LONG 3 7432.67 5/21 8:42 7447.58 3.18%
Trade id #156204901
Max drawdown($2,516)
Time5/20/26 18:10
Quant open2
Worst price7407.50
Drawdown as % of equity-3.18%
 $2,214
Includes Typical Broker Commissions trade costs of $24.00
5/20/26 10:18 @NQM6 E-MINI NASDAQ 100 STK IDX LONG 1 29171.20 5/20 10:30 29250.00 1.44%
Trade id #156204493
Max drawdown($1,074)
Time5/20/26 10:25
Quant open1
Worst price29117.50
Drawdown as % of equity-1.44%
 $1,568
Includes Typical Broker Commissions trade costs of $8.00
5/19/26 13:54 @ESM6 E-MINI S&P 500 LONG 3 7399.58 5/20 10:17 7412.67 3.41%
Trade id #156190445
Max drawdown($2,550)
Time5/19/26 14:59
Quant open2
Worst price7380.00
Drawdown as % of equity-3.41%
 $1,939
Includes Typical Broker Commissions trade costs of $24.00
5/19/26 12:33 @ESM6 E-MINI S&P 500 LONG 1 7388.00 5/19 13:24 7415.25 0.31%
Trade id #156189511
Max drawdown($225)
Time5/19/26 12:38
Quant open1
Worst price7383.50
Drawdown as % of equity-0.31%
 $1,355
Includes Typical Broker Commissions trade costs of $8.00
5/19/26 10:23 @ESM6 E-MINI S&P 500 LONG 2 7370.38 5/19 12:26 7382.75 2.1%
Trade id #156186874
Max drawdown($1,462)
Time5/19/26 11:25
Quant open2
Worst price7355.75
Drawdown as % of equity-2.10%
 $1,222
Includes Typical Broker Commissions trade costs of $16.00
5/19/26 10:14 @NQM6 E-MINI NASDAQ 100 STK IDX LONG 1 28760.25 5/19 11:16 28860.00 2.79%
Trade id #156186685
Max drawdown($1,945)
Time5/19/26 10:22
Quant open1
Worst price28663.00
Drawdown as % of equity-2.79%
 $1,987
Includes Typical Broker Commissions trade costs of $8.00
5/19/26 10:06 @ESM6 E-MINI S&P 500 SHORT 1 7378.25 5/19 10:14 7368.00 n/a $505
Includes Typical Broker Commissions trade costs of $8.00
5/19/26 7:31 @NQM6 E-MINI NASDAQ 100 STK IDX LONG 1 28930.00 5/19 9:20 28830.00 3.41%
Trade id #156183953
Max drawdown($2,400)
Time5/19/26 9:20
Quant open1
Worst price28810.00
Drawdown as % of equity-3.41%
 ($2,008)
Includes Typical Broker Commissions trade costs of $8.00
5/19/26 3:09 @ESM6 E-MINI S&P 500 LONG 1 7420.75 5/19 5:03 7409.50 0.99%
Trade id #156181889
Max drawdown($712)
Time5/19/26 4:26
Quant open1
Worst price7406.50
Drawdown as % of equity-0.99%
 ($571)
Includes Typical Broker Commissions trade costs of $8.00
5/18/26 14:41 @ESM6 E-MINI S&P 500 SHORT 1 7382.75 5/18 15:02 7413.50 2.48%
Trade id #156174794
Max drawdown($1,850)
Time5/18/26 15:02
Quant open1
Worst price7419.75
Drawdown as % of equity-2.48%
 ($1,546)
Includes Typical Broker Commissions trade costs of $8.00
5/18/26 11:35 @ESM6 E-MINI S&P 500 LONG 1 7405.50 5/18 14:15 7387.50 1.59%
Trade id #156171135
Max drawdown($1,187)
Time5/18/26 12:30
Quant open1
Worst price7381.75
Drawdown as % of equity-1.59%
 ($908)
Includes Typical Broker Commissions trade costs of $8.00
5/18/26 10:52 @ESM6 E-MINI S&P 500 LONG 1 7426.00 5/18 11:19 7399.75 1.79%
Trade id #156170437
Max drawdown($1,337)
Time5/18/26 11:19
Quant open1
Worst price7399.25
Drawdown as % of equity-1.79%
 ($1,321)
Includes Typical Broker Commissions trade costs of $8.00
5/18/26 9:50 @ESM6 E-MINI S&P 500 LONG 2 7442.50 5/18 10:23 7436.25 2.21%
Trade id #156168986
Max drawdown($1,675)
Time5/18/26 10:06
Quant open2
Worst price7425.75
Drawdown as % of equity-2.21%
 ($641)
Includes Typical Broker Commissions trade costs of $16.00
5/18/26 8:35 @ESM6 E-MINI S&P 500 LONG 1 7429.75 5/18 9:43 7421.25 0.58%
Trade id #156167323
Max drawdown($450)
Time5/18/26 9:43
Quant open1
Worst price7420.75
Drawdown as % of equity-0.58%
 ($433)
Includes Typical Broker Commissions trade costs of $8.00
5/13/26 0:15 @ESM6 E-MINI S&P 500 LONG 2 7468.75 5/14 11:13 7518.75 2.85%
Trade id #156076095
Max drawdown($2,062)
Time5/13/26 9:48
Quant open1
Worst price7399.00
Drawdown as % of equity-2.85%
 $4,984
Includes Typical Broker Commissions trade costs of $16.00
5/12/26 8:36 @ESM6 E-MINI S&P 500 LONG 1 7409.25 5/12 10:30 7390.00 1.5%
Trade id #156058551
Max drawdown($1,087)
Time5/12/26 10:30
Quant open1
Worst price7387.50
Drawdown as % of equity-1.50%
 ($971)
Includes Typical Broker Commissions trade costs of $8.00
5/12/26 2:19 @ESM6 E-MINI S&P 500 LONG 1 7419.75 5/12 8:31 7400.00 1.4%
Trade id #156054593
Max drawdown($1,025)
Time5/12/26 8:31
Quant open1
Worst price7399.25
Drawdown as % of equity-1.40%
 ($996)
Includes Typical Broker Commissions trade costs of $8.00
5/7/26 4:05 @ESM6 E-MINI S&P 500 LONG 3 7409.71 5/11 10:55 7423.33 5.19%
Trade id #155972134
Max drawdown($3,521)
Time5/7/26 18:00
Quant open1
Worst price7336.25
Drawdown as % of equity-5.19%
 $2,020
Includes Typical Broker Commissions trade costs of $24.00
5/6/26 8:25 @ESM6 E-MINI S&P 500 LONG 1 7343.50 5/6 10:41 7365.00 1.15%
Trade id #155955868
Max drawdown($812)
Time5/6/26 9:30
Quant open1
Worst price7327.25
Drawdown as % of equity-1.15%
 $1,067
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    3/26/2026
  • Suggested Minimum Cap
    $60,000
  • Strategy Age (days)
    77.3
  • Age
    77 days ago
  • What it trades
    Futures
  • # Trades
    73
  • # Profitable
    55
  • % Profitable
    75.30%
  • Avg trade duration
    19.0 hours
  • Max peak-to-valley drawdown
    41.62%
  • drawdown period
    June 02, 2026 - June 09, 2026
  • Cumul. Return
    169.3%
  • Avg win
    $1,812
  • Avg loss
    $3,061
  • Model Account Values (Raw)
  • Cash
    $69,591
  • Margin Used
    $0
  • Buying Power
    $69,591
  • Ratios
  • W:L ratio
    1.81:1
  • Sharpe Ratio
    4.45
  • Sortino Ratio
    8.05
  • Calmar Ratio
    283.735
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    155.10%
  • Correlation to SP500
    0.52100
  • Return Percent SP500 (cumu) during strategy life
    14.16%
  • Return Statistics
  • Ann Return (w trading costs)
    8742.5%
  • Slump
  • Current Slump as Pcnt Equity
    36.80%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.693%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.12%
  • Instruments
  • Percent Trades Stocks
    n/a
  • 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)
    11718.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    46.50%
  • Chance of 20% account loss
    18.00%
  • Chance of 30% account loss
    8.00%
  • 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)
    708
  • Popularity (Last 6 weeks)
    975
  • Popularity (7 days, Percentile 1000 scale)
    939
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    922
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,813
  • Avg Loss
    $3,062
  • Sum Trade PL (losers)
    $55,112.000
  • # Winners
    55
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $99,703.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    18
  • % Winners
    75.3%
  • Frequency
  • Avg Position Time (mins)
    1142.03
  • Avg Position Time (hrs)
    19.03
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    9.07
  • Daily leverage (max)
    17.93
  • Regression
  • Alpha
    0.80
  • Beta
    3.17
  • Treynor Index
    0.42
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • 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)
    0.20
  • Avg(MAE) / Avg(PL) - All trades
    3.150
  • MAE:Equity, 95th Percentile Value for this strat
    0.27
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - Winning trades
    0.670
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.083
  • Hold-and-Hope Ratio
    0.317
  • 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)
    3.24800
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.06800
  • 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?
    -425029000
  • Max Equity Drawdown (num days)
    7
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

All Trades Long Trades Short Trades
Total Net Profit $4,182,650.00 $3,838,960.00 $343,690.00
Gross Profit $6,287,000.00 $5,588,440.00 $698,560.00
Gross Loss ($2,104,350.00) ($1,749,480.00) ($354,870.00)
Profit Factor 2.99 3.19 1.97

Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L ($47,895.00) ($47,895.00) $0.00

Select Total Net Profit $4,629,795.00 $4,286,105.00 $343,690.00
Select Gross Profit $6,287,000.00 $5,588,440.00 $698,560.00
Select Gross Loss ($1,657,205.00) ($1,302,335.00) ($354,870.00)
Select Profit Factor 3.79 4.29 1.97

Adjusted Total Net Profit $3,743,157.83 $3,396,680.34 $231,312.88
Adjusted Gross Profit $5,981,676.29 $5,280,339.33 $626,889.26
Adjusted Gross Loss ($2,238,518.46) ($1,883,658.99) ($395,576.38)
Adjusted Profit Factor 2.67 2.8 1.58

Total Number of Trades 692 521 171
Percent Profitable 61.27% 63.15% 55.56%
Winning Trades 424 329 95
Losing Trades 246 170 76
Even Trades 22 22 0

Avg. Trade Net Profit $6,044.29 $7,368.45 $2,009.88
Avg. Winning Trade $14,827.83 $16,986.14 $7,353.26
Avg. Losing Trade ($8,554.27) ($10,291.06) ($4,669.34)
Ratio Avg. Win:Avg. Loss 1.73 1.65 1.57
Largest Winning Trade $35,230.00 $35,230.00 $35,000.00
Largest Losing Trade ($43,540.00) ($43,540.00) ($16,850.00)
Largest Winner as % of Gross Profit 0.56% 0.63% 5.01%
Largest Loser as % of Gross Loss 2.07% 2.49% 4.75%

Net Profit as % of Largest Loss 9606.45% 8817.09% 2039.70%
Select Net Profit as % of Largest Loss 10633.43% 9844.06% 2039.70%
Adjusted Net Profit as % of Largest Loss 8597.06% 7801.29% 1372.78%

Max. Consecutive Winning Trades 89 70 32
Max. Consecutive Losing Trades 62 62 18
Avg. Bars in Total Trades 43.41 52.38 16.06
Avg. Bars in Winning Trades 50.13 59.85 16.46
Avg. Bars in Losing Trades 35.61 44.58 15.55
Avg. Bars in Even Trades 1 1 0

Max. Shares/Contracts Held 69 69 17
Total Shares/Contracts Held 700 529 171
Account Size Required $877,615.00 $854,905.00 $159,235.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00

Return on Initial Capital 4182.65%
Annual Rate of Return 67.30%
Buy & Hold Return 112.43%
Return on Account 476.59%
Avg. Monthly Return $86,703.38
Std. Deviation of Monthly Return $309,201.08

Return Retracement Ratio 0.82
RINA Index 490.43
Sharpe Ratio 0.17
K-Ratio n/a

Trading Period 5 Yrs, 6 Mths, 29 Dys
Percent of Time in the Market 88.24%
Time in the Market 4 Yrs, 11 Mths, 3 Dys, 7 Hrs
Longest Flat Period 36 Dys, 11 Hrs

Max. Equity Run-up $4,462,450.00
Date of Max. Equity Run-up 10/10/2025 17:00
Max. Equity Run-up as % of Initial Capital 4462.45%

Max. Drawdown (Intra-day Peak to Valley)
Value ($1,747,660.00) ($1,724,950.00) ($345,580.00)
Date 3/13/2023 17:00
as % of Initial Capital 1747.66% 1724.95% 345.58%
Net Profit as % of Drawdown 239.33% 222.55% 99.45%
Select Net Profit as % of Drawdown 264.91% 248.48% 99.45%
Adjusted Net Profit as % of Drawdown 214.18% 196.91% 66.93%

Max. Drawdown (Trade Close to Trade Close)
Value ($877,615.00) ($854,905.00) ($159,235.00)
Date 11/22/2022 17:00
as % of Initial Capital 877.62% 854.90% 159.24%
Net Profit as % of Drawdown 476.59% 449.05% 215.84%
Select Net Profit as % of Drawdown 527.54% 501.35% 215.84%
Adjusted Net Profit as % of Drawdown 426.51% 397.32% 145.27%

Max. Trade Drawdown ($60,415.00) ($60,415.00) ($28,590.00)



All Trades

Total Net Profit $4,182,650.00 Profit Factor 2.99
Gross Profit $6,287,000.00 Gross Loss ($2,104,350.00)

Roll Over Credit $0.00
Open Position Profit/Loss ($47,895.00)

Select Total Net Profit $4,629,795.00 Select Profit Factor 3.79
Select Gross Profit $6,287,000.00 Select Gross Loss ($1,657,205.00)

Adjusted Total Net Profit $3,743,157.83 Adjusted Profit Factor 2.67
Adjusted Gross Profit $5,981,676.29 Adjusted Gross Loss ($2,238,518.46)

Total Number of Trades 692 Percent Profitable 61.27%
Winning Trades 424 Losing Trades 246
Even Trades 22

Avg. Trade Net Profit $6,044.29 Ratio Avg. Win:Avg. Loss 1.73
Avg. Winning Trade $14,827.83 Avg. Losing Trade ($8,554.27)
Largest Winning Trade $35,230.00 Largest Losing Trade ($43,540.00)
Largest Winner as % of Gross Profit 0.56% Largest Loser as % of Gross Loss 2.07%

Net Profit as % of Largest Loss 9606.45%
Slct. Net Profit as % of Largest Loss 10633.43% Adj. Net Profit as % of Largest Loss 8597.06%

Max. Consecutive Winning Trades 89 Max. Consecutive Losing Trades 62
Avg. Bars in Winning Trades 50.13 Avg. Bars in Losing Trades 35.61
Avg. Bars in Total Trades 43.41

Max. Shares/Contracts Held 69 Account Size Required $877,615.00
Total Commission $0.00 Total Slippage $0.00

Return on Initial Capital 4182.65% Annual Rate of Return 67.30%
Buy and Hold Return 112.43% Return on Account 476.59%
Avg. Monthly Return $86,703.38 Std. Deviation of Monthly Return $309,201.08

Return Retracement Ratio 0.82 RINA Index 490.43
Sharpe Ratio 0.17 K-Ratio n/a

Trading Period 5 Yrs, 6 Mths, 29 Dys Percent of Time in the Market 88.24%
Time in the Market 4 Yrs, 11 Mths, 3 Dys, 7 Hrs Longest Flat Period 36 Dys, 11 Hrs

Max. Equity Run-up $4,462,450.00
Date of Max. E. Run-up 10/10/2025 17:00 Max. E. Run-up as % of Initial Capital 4462.45%

Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($1,747,660.00) Value ($877,615.00)
Date 3/13/2023 17:00 Date 11/22/2022 17:00
as % of Initial Capital 1747.66% as % of Initial Capital 877.62%
Net Profit as % of Drawdown 239.33% Net Profit as % of Drawdown 476.59%
Slct. Net Profit as % of Drawdown 264.91% Slct. Net Profit as % of Drawdown 527.54%
Adj. Net Prof as % of Drawdown 214.18% Adj. Net Profit as % of Drawdown 426.51%

Max. Trade Drawdown ($60,415.00)

Long Trades

Total Net Profit $3,838,960.00 Profit Factor 3.19
Gross Profit $5,588,440.00 Gross Loss ($1,749,480.00)

Roll Over Credit $0.00
Open Position Profit/Loss ($47,895.00)

Select Total Net Profit $4,286,105.00 Select Profit Factor 4.29
Select Gross Profit $5,588,440.00 Select Gross Loss ($1,302,335.00)

Adjusted Total Net Profit $3,396,680.34 Adjusted Profit Factor 2.8
Adjusted Gross Profit $5,280,339.33 Adjusted Gross Loss ($1,883,658.99)

Total Number of Trades 521 Percent Profitable 63.15%
Winning Trades 329 Losing Trades 170
Even Trades 22

Avg. Trade Net Profit $7,368.45 Ratio Avg. Win:Avg. Loss 1.65
Avg. Winning Trade $16,986.14 Avg. Losing Trade ($10,291.06)
Largest Winning Trade $35,230.00 Largest Losing Trade ($43,540.00)
Largest Winner as % of Gross Profit 0.63% Largest Loser as % of Gross Loss 2.49%

Max. Consecutive Winning Trades 70 Max. Consecutive Losing Trades 62
Avg. Bars in Winning Trades 59.85 Avg. Bars in Losing Trades 44.58
Avg. Bars in Total Trades 52.38

Max. Shares/Contracts Held 69 Account Size Required $854,905.00
Total Commission $0.00 Total Slippage $0.00

Net Profit as % of Largest Loss 8817.09%
Slct. Net Profit as % of Largest Loss 9844.06% Adj. Net Profit as % of Largest Loss 7801.29%

Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($1,724,950.00) Value ($854,905.00)
as % of Initial Capital 1724.95% as % of Initial Capital 854.90%
Net Profit as % of Drawdown 222.55% Net Profit as % of Drawdown 449.05%
Slct. Net Profit as % of Drawdown 248.48% Slct. Net Profit as % of Drawdown 501.35%
Adj. Net Prof as % of Drawdown 196.91% Adj. Net Profit as % of Drawdown 501.35%

Max. Trade Drawdown ($60,415.00)

Short Trades

Total Net Profit $343,690.00 Profit Factor 1.97
Gross Profit $698,560.00 Gross Loss ($354,870.00)

Roll Over Credit $0.00
Open Position Profit/Loss $0.00

Select Total Net Profit $343,690.00 Select Profit Factor 1.97
Select Gross Profit $698,560.00 Select Gross Loss ($354,870.00)

Adjusted Total Net Profit $231,312.88 Adjusted Profit Factor 1.58
Adjusted Gross Profit $626,889.26 Adjusted Gross Loss ($395,576.38)

Total Number of Trades 171 Percent Profitable 55.56%
Winning Trades 95 Losing Trades 76
Even Trades 0

Avg. Trade Net Proft $2,009.88 Ratio Avg. Win:Avg. Loss 1.57
Avg. Winning Trade $7,353.26 Avg. Losing Trade ($4,669.34)
Largest Winning Trade $35,000.00 Largest Losing Trade ($16,850.00)
Largest Winner as % of Gross Profit 5.01% Largest Loser as % of Gross Loss 2.49%

Max. Consecutive Winning Trades 32 Max. Consecutive Losing Trades 18
Avg. Bars in Winning Trades 16.46 Avg. Bars in Losing Trades 15.55
Avg. Bars in Total Trades 16.06

Max. Shares/Contracts Held 17 Account Size Required $159,235.00
Total Slippage $0.00 Total Commission $0.00

Net Profit as % of Largest Loss 2039.70%
Slct. Net Profit as % of Largest Loss 2039.70% Adj. Net Profit as % of Largest Loss 1372.78%

Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($345,580.00) Value ($159,235.00)
as % of Initial Capital 345.58% as % of Initial Capital 159.24%
Net Profit as % of Drawdown 99.45% Net Profit as % of Drawdown 215.84%
Slct. Net Profit as % of Drawdown 99.45% Slct. Net Profit as % of Drawdown 215.84%
Adj. Net Prof as % of Drawdown 66.93% Adj. Net Prof as % of Drawdown 145.27%

Max. Trade Drawdown ($28,590.00)
Trade this strategy at Tradier

Summary Statistics

Strategy began
2026-03-26
Suggested Minimum Capital
$60,000
Rank at C2 %
Top 7.8%
Rank # 
#279
# Trades
73
# Profitable
55
% Profitable
75.3%
Correlation S&P500
0.521
Sharpe Ratio
4.45
Sortino Ratio
8.05
Beta
3.17
Alpha
0.80
Leverage
9.07 Average
17.93 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

subscribed on started simulation

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.