Collective2 Collective2
For your consideration Quant AI SP500 +52.1% Annual Return (Compounded) since Sep 22, 2025 Hypothetical

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GoldAndMES

By Paolo_Becheri

Futures · Futures · Started Jun 2026

hypothetical · Cumul. Return
-14.7%
Max Drawdown
26.8%
Trades
57
Win Trades
36.8%
Profit Factor
0.70
Win Months
40.0%
Subscribe $49/mo

About this strategy

When developing a strategy I put a lot of effort in Robustness Tests.
All my strategies when through Walk Forward Matrix, Montecarlo Analysis, Parameters Permutation. This in order to try to guarantee the best Stability and Reliability in live performance compared to backtest.
My strategies are so divided:
MES = it's a mix of 3 strategies with different filters and parameters. Contract size: from 1 to 3 max at the same time. Trade duration: from few hours to few days.
MGC = it's a daily BIAS + filter strategy with 1 contract size. Trade durations: few hours.

The strategies all together may perform a max balance DD of 3.000$, so my suggestion is to DO NOT trade with less than 15K$.
I trade my own strategy (TradeStation, live account) from November 2024 with starting capital of 16K$ and this is what I registered (hourly check):
Max Balance DD: 10.11%
Max Equity DD: 14.10%
Net Performance: 102% (November 2024 - May 2026)

I constantly work in develop new strategies that will be added during the current 2026 once ready to go live on my account.
Feel free to reach me out for any question on curiosity.

Short Term Financials / Indexes

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2026-5.53.8-2.5-11.40.9-14.4

Statistics

Overview

Strategy began6/3/2026
Suggested Minimum Capital$25,000
Age127 days
C2 Rank944
Rank at C2 %Top 5.6%
Rank ##213
What it tradesFutures
# Trades57
# Profitable21
% Profitable36.8%
Avg trade duration1.8 days
Max peak-to-valley drawdown26.8%
drawdown periodAug 14, 2026 - Sept 16, 2026
Cumul. Return-14.7%
Avg win$449
Avg loss$377

Ratios

W:L ratio0.70
Sharpe Ratio-0.84
Sortino Ratio-1.17
Calmar Ratio-1.69

CORRELATION STATISTICS

Correlation to SP5000.42
Return Percent SP500 (cumu) during strategy life1.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-17.4%

Return Statistics

Ann Return (w trading costs)-35.9%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-29.5%

Slump

Current Slump as Pcnt Equity26.3%
Current Slump, time of slump as pcnt of strategy life0.4%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss58.5%
Chance of 30% account loss20.5%
Chance of 40% account loss1.5%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated100.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)601
C2 Score944
Popularity (7 days, Percentile 1000 scale)411

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$472
Avg Win$648
# Winners14
Sum Trade PL (losers)$12,263
Sum Trade PL (winners)$9,071
Num Months Winners2
# Losers26
% Winners35.0%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table5

Frequency

Avg Position Time (mins)3327.02
Avg Position Time (hrs)55.45
Avg Trade Length2.30
Last Trade Ago9

Leverage

Daily leverage (average)4.85
Daily leverage (max)11.31

Regression

Alpha-0.12
Beta1.03
Treynor Index-0.10

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03
MAE:Equity, 95th Percentile Value for this strat0.09
MAE:Equity, average, losing trades0.04
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-8.40
MAE:PL (avg, all trades)-1.76
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.63
Avg(MAE) / Avg(PL) - Losing trades-1.72
Hold-and-Hope Ratio-0.12

RATIO STATISTICS

a (intercept, estimate of alpha)-0.55
VAR (95 Confidence Intrvl)0.04

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-510382144
Max Equity Drawdown (num days)33
Last 4 Months - Pcnt Negative0.5%

Trading record

SymbolSideQtyOpenedClosedP/L
@MES Z6long3Oct 22, 2026Oct 22, 2026$89
@MES Z6long3Oct 22, 2026Oct 22, 2026($4)
@MES Z6long3Oct 20, 2026Oct 21, 2026$174
QMHG X6long1Oct 14, 2026Oct 20, 2026($130)
@MES Z6long2Oct 16, 2026Oct 20, 2026($137)
@MES Z6long1Oct 16, 2026Oct 16, 2026($2)
@MES Z6long3Oct 15, 2026Oct 15, 2026($75)
@MES Z6long3Oct 14, 2026Oct 14, 2026$30
@MES Z6long3Oct 14, 2026Oct 14, 2026($244)
@MES Z6long3Oct 13, 2026Oct 13, 2026$7
@MES Z6long3Oct 13, 2026Oct 13, 2026$40
@MES Z6long3Oct 12, 2026Oct 12, 2026($4)
QMGC Z6long3Oct 11, 2026Oct 12, 2026($630)
QMGC Z6short1Oct 11, 2026Oct 11, 2026$1
QMGC Z6long3Oct 11, 2026Oct 11, 2026($12)
QMGC Z6long4Oct 9, 2026Oct 9, 2026($91)
QMGC Z6long2Oct 8, 2026Oct 8, 2026$2
@MES Z6long2Sep 28, 2026Sep 29, 2026($182)
QMGC Z6long2Sep 8, 2026Sep 27, 2026($1,832)
@MES Z6long2Sep 6, 2026Sep 27, 2026$88
QMGC Z6long1Sep 7, 2026Sep 7, 2026$119
QMGC Z6long1Sep 4, 2026Sep 6, 2026($274)
QMGC Z6long1Sep 3, 2026Sep 3, 2026($30)
QMGC Z6long1Sep 2, 2026Sep 2, 2026$234
QMGC Z6long1Sep 1, 2026Sep 1, 2026($374)
@MES Z6long2Aug 31, 2026Sep 1, 2026($90)
QMGC Z6long2Aug 28, 2026Sep 1, 2026($329)
@MES Z6long2Aug 30, 2026Aug 31, 2026($132)
QMGC Z6long1Aug 27, 2026Aug 27, 2026($281)
QMGC Z6long1Aug 26, 2026Aug 26, 2026$131

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.