Master FUTURES
- hypothetical · Cumul. Return
- -29.2%
- Max Drawdown
- 31.2%
- Trades
- 5
- Win Trades
- 40.0%
- Profit Factor
- 0.10
- Win Months
- —
About this strategy
Tested starting from 2011, the Master Futures system is an advanced quantitative algorithm designed to outperform standard benchmarks while maintaining controlled risk. Delivering an average annual return of 36% with a Maximum Drawdown of 60% across historical backtests, this strategy generates signals via TQQQ and executes precision trades on Nasdaq futures.
Historical Performance Breakdown (Master Futures)
2011: Return: 37.06% | Max DD: -14.32%
2012: Return: 67.38% | Max DD: -27.44%
2013: Return: 88.44% | Max DD: -7.50%
2014: Return: 2.20% | Max DD: -45.75%
2015: Return: 67.97% | Max DD: -19.44%
2016: Return: -33.96% | Max DD: -52.48%
2017: Return: 49.62% | Max DD: -16.86%
2018: Return: 12.38% | Max DD: -29.00%
2019: Return: -41.36% | Max DD: -61.01%
2020: Return: -28.57% | Max DD: -57.82%
2021: Return: 130.08% | Max DD: -22.29%
2022: Return: -30.75% | Max DD: -30.75%
2023: Return: 115.86% | Max DD: -27.29%
2024: Return: 157.56% | Max DD: -31.31%
2025: Return: 36.59% | Max DD: -34.63%
2026 (YTD): Return: 121.37% | Max DD: -19.94%
Disclaimer
Past performance is not indicative of future results. Please note that these results have not been guaranteed by Collective2, and past returns may not equal future results.
Historical Performance Breakdown (Master Futures)
2011: Return: 37.06% | Max DD: -14.32%
2012: Return: 67.38% | Max DD: -27.44%
2013: Return: 88.44% | Max DD: -7.50%
2014: Return: 2.20% | Max DD: -45.75%
2015: Return: 67.97% | Max DD: -19.44%
2016: Return: -33.96% | Max DD: -52.48%
2017: Return: 49.62% | Max DD: -16.86%
2018: Return: 12.38% | Max DD: -29.00%
2019: Return: -41.36% | Max DD: -61.01%
2020: Return: -28.57% | Max DD: -57.82%
2021: Return: 130.08% | Max DD: -22.29%
2022: Return: -30.75% | Max DD: -30.75%
2023: Return: 115.86% | Max DD: -27.29%
2024: Return: 157.56% | Max DD: -31.31%
2025: Return: 36.59% | Max DD: -34.63%
2026 (YTD): Return: 121.37% | Max DD: -19.94%
Disclaimer
Past performance is not indicative of future results. Please note that these results have not been guaranteed by Collective2, and past returns may not equal future results.
Statistics
Overview
| Strategy began | 9/23/2026 |
|---|---|
| Suggested Minimum Capital | $35,000 |
| Age | 30 days |
| C2 Rank | 945 |
| Rank at C2 % | Top 5.5% |
| Rank # | #146 |
| What it trades | Futures |
| # Trades | 5 |
| # Profitable | 2 |
| % Profitable | 40.0% |
| Avg trade duration | 2.1 days |
| Max peak-to-valley drawdown | 31.2% |
| drawdown period | Oct 06, 2026 - Oct 23, 2026 |
| Cumul. Return | -29.2% |
| Avg win | $901 |
| Avg loss | $5,116 |
Ratios
| W:L ratio | 0.12 |
|---|---|
| Sharpe Ratio | — |
| Sortino Ratio | — |
| Calmar Ratio | — |
CORRELATION STATISTICS
| Return Percent SP500 (cumu) during strategy life | -1.1% |
|---|---|
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -28.2% |
Return Statistics
| Ann Return (w trading costs) | -97.6% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | -0.3% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | -97.4% |
Slump
| Current Slump as Pcnt Equity | 44.6% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.6% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 100.0% |
|---|---|
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 50.5% |
| Chance of 40% account loss | 1.5% |
| Chance of 50% account loss | 0.0% |
| 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 Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 562 |
| C2 Score | 945 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $5,116 |
|---|---|
| Avg Win | $900 |
| # Winners | 2 |
| Sum Trade PL (losers) | $15,348 |
| Sum Trade PL (winners) | $1,801 |
| Num Months Winners | 0 |
| # Losers | 3 |
| % Winners | 40.0% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 2 |
|---|
Frequency
| Avg Position Time (mins) | 2959.10 |
|---|---|
| Avg Position Time (hrs) | 49.32 |
| Avg Trade Length | 2.10 |
| Last Trade Ago | 9 |
Leverage
| Daily leverage (average) | 7.46 |
|---|---|
| Daily leverage (max) | 8.55 |
Maximum Adverse Excursion (MAE)
| Hold-and-Hope Ratio | -0.82 |
|---|
DRAW DOWN STATISTICS
| Strat Max DD how much worse than SP500 max DD during strat life? | -408035712 |
|---|---|
| Max Equity Drawdown (num days) | 17 |
| Last 4 Months - Pcnt Negative | 0.2% |
Trading record
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| @ES Z6 | short | 1 | Oct 7, 2026 | Oct 7, 2026 | $1,080 |
| @ES Z6 | long | 1 | Oct 6, 2026 | Oct 7, 2026 | ($2,771) |
| @ES Z6 | short | 1 | Oct 6, 2026 | Oct 6, 2026 | ($1,008) |
| @ES Z6 | long | 1 | Oct 6, 2026 | Oct 6, 2026 | $705 |
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.