Collective2 Collective2
Featured Strategy S2Prox0 Followed by live capital $155,000 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Think Big
(93949294)

Created by: tsvika_elberger tsvika_elberger
Started: 04/2015
Stocks
Last trade: 3,213 days ago
Subscriptions not currently available.

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.

-27.2%
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.

(16.7%)
Max Drawdown
140
Num Trades
92.1%
Win Trades
2.0 : 1
Profit Factor
27.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2015                     (0.5%)+2.1%+5.9%(19.8%)+17.8%(9.8%)+0.1%(4%)(4.6%)(16%)
2016(13.7%)+5.4%(13.2%)+6.7%(18.7%)+10.0%+4.3%(6.7%)(9.1%)+0.8%+4.8%(21.4%)(44.7%)
2017+7.2%(10.2%)+4.3%+12.0%(16.2%)+10.1%(2.4%)+0.9%(8.3%)(10.7%)(11.9%)(4.3%)(29.5%)
2018(10.2%)(1.8%)+2.5%+5.0%(8.5%)+0.9%(4.8%)(7.2%)(3.3%)(6.2%)+1107.7%  -  +747.8%
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -  (60.8%)(0.1%)(60.8%)
2021(0.7%)+3.5%+6.7%+1.3%+2.7%(0.4%)(1.2%)(0.6%)(0.9%)+136.1%  -    -  +160.9%
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -  (64.5%)+3.5%+4.7%+1.9%(60.9%)
2024+1.7%+6.0%+6.4%(2.2%)                                                +12.2%

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

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/6/15 12:13 DDD 3D SYSTEMS LONG 75,000 17.66 7/9 14:00 16.43 10.44%
Trade id #95721907
Max drawdown($98,270)
Time7/9/15 13:30
Quant open75,000
Worst price16.35
Drawdown as % of equity-10.44%
 ($92,290)
Includes Typical Broker Commissions trade costs of $20.00
7/2/15 12:32 VIPS VIPSHOP HOLDINGS LONG 40,000 20.06 7/9 9:50 22.01 5.44%
Trade id #95679350
Max drawdown($51,687)
Time7/7/15 10:26
Quant open30,000
Worst price18.34
Drawdown as % of equity-5.44%
 $77,855
Includes Typical Broker Commissions trade costs of $25.00
6/24/15 13:25 SINA SINA LONG 20,000 53.12 7/7 10:30 45.31 18.07%
Trade id #95402041
Max drawdown($171,768)
Time7/7/15 10:27
Quant open17,000
Worst price43.02
Drawdown as % of equity-18.07%
 ($156,278)
Includes Typical Broker Commissions trade costs of $27.50
7/2/15 11:52 CLF CLEVELAND-CLIFFS INC LONG 36,000 3.50 7/7 10:30 3.24 1.39%
Trade id #95678096
Max drawdown($13,233)
Time7/7/15 10:20
Quant open30,000
Worst price3.06
Drawdown as % of equity-1.39%
 ($9,528)
Includes Typical Broker Commissions trade costs of $27.50
7/6/15 9:41 DDD 3D SYSTEMS LONG 6,000 18.42 7/6 10:51 18.62 0.02%
Trade id #95716364
Max drawdown($240)
Time7/6/15 10:06
Quant open6,000
Worst price18.38
Drawdown as % of equity-0.02%
 $1,218
Includes Typical Broker Commissions trade costs of $12.50
7/2/15 14:15 AXLL AXIALL CORP LONG 2,000 34.05 7/6 9:36 35.26 0.02%
Trade id #95681791
Max drawdown($200)
Time7/2/15 15:36
Quant open2,000
Worst price33.95
Drawdown as % of equity-0.02%
 $2,415
Includes Typical Broker Commissions trade costs of $5.00
7/2/15 12:50 SPNC SPECTRANETICS LONG 10,000 21.26 7/2 14:38 21.43 0.07%
Trade id #95679681
Max drawdown($720)
Time7/2/15 13:12
Quant open6,000
Worst price21.13
Drawdown as % of equity-0.07%
 $1,658
Includes Typical Broker Commissions trade costs of $22.50
6/30/15 11:59 STX SEAGATE TECHNOLOGY LONG 23,000 47.77 7/2 11:06 48.05 1.73%
Trade id #95612003
Max drawdown($18,547)
Time7/1/15 11:41
Quant open20,000
Worst price46.84
Drawdown as % of equity-1.73%
 $6,533
Includes Typical Broker Commissions trade costs of $37.50
7/1/15 12:49 DDD 3D SYSTEMS LONG 6,000 18.83 7/2 10:30 19.20 0.31%
Trade id #95642703
Max drawdown($3,360)
Time7/2/15 9:36
Quant open6,000
Worst price18.27
Drawdown as % of equity-0.31%
 $2,210
Includes Typical Broker Commissions trade costs of $10.00
7/1/15 12:51 SPNC SPECTRANETICS LONG 30,000 21.93 7/1 15:27 22.15 0.62%
Trade id #95642752
Max drawdown($6,550)
Time7/1/15 13:24
Quant open20,000
Worst price21.49
Drawdown as % of equity-0.62%
 $6,725
Includes Typical Broker Commissions trade costs of $25.00
6/30/15 12:41 CREE CREE LONG 12,000 25.66 7/1 14:15 25.41 0.51%
Trade id #95614189
Max drawdown($5,400)
Time7/1/15 13:13
Quant open12,000
Worst price25.21
Drawdown as % of equity-0.51%
 ($3,015)
Includes Typical Broker Commissions trade costs of $15.00
6/30/15 10:06 CLF CLEVELAND-CLIFFS INC LONG 20,000 4.32 7/1 14:15 4.18 0.26%
Trade id #95606926
Max drawdown($2,800)
Time7/1/15 9:44
Quant open12,000
Worst price4.15
Drawdown as % of equity-0.26%
 ($2,778)
Includes Typical Broker Commissions trade costs of $17.50
7/1/15 10:51 ICPT NTERCEPT PHARMACEUTICALS LONG 1,000 237.25 7/1 11:17 238.33 0.02%
Trade id #95639060
Max drawdown($241)
Time7/1/15 10:53
Quant open1,000
Worst price237.01
Drawdown as % of equity-0.02%
 $1,067
Includes Typical Broker Commissions trade costs of $12.50
6/30/15 12:03 TUMI TUMI HOLDINGS LONG 12,000 20.62 6/30 15:21 20.63 0.18%
Trade id #95612273
Max drawdown($2,000)
Time6/30/15 12:41
Quant open12,000
Worst price20.45
Drawdown as % of equity-0.18%
 $180
Includes Typical Broker Commissions trade costs of $20.00
6/30/15 12:38 SPNC SPECTRANETICS LONG 4,000 23.04 6/30 15:20 23.19 0.03%
Trade id #95614024
Max drawdown($280)
Time6/30/15 12:49
Quant open4,000
Worst price22.97
Drawdown as % of equity-0.03%
 $578
Includes Typical Broker Commissions trade costs of $12.50
6/30/15 12:02 DDD 3D SYSTEMS LONG 2,000 19.45 6/30 12:55 19.60 0%
Trade id #95612185
Max drawdown$0
Time6/30/15 12:04
Quant open2,000
Worst price19.45
Drawdown as % of equity0.00%
 $295
Includes Typical Broker Commissions trade costs of $5.00
6/30/15 10:44 SPNC SPECTRANETICS LONG 3,000 23.26 6/30 11:42 23.29 0.01%
Trade id #95608994
Max drawdown($80)
Time6/30/15 10:54
Quant open2,000
Worst price23.16
Drawdown as % of equity-0.01%
 $83
Includes Typical Broker Commissions trade costs of $7.50
6/30/15 10:42 WIN WINDSTREAM HOLDINGS INC. COMM LONG 6,000 6.14 6/30 11:25 6.32 0.02%
Trade id #95608872
Max drawdown($260)
Time6/30/15 10:47
Quant open6,000
Worst price6.10
Drawdown as % of equity-0.02%
 $1,038
Includes Typical Broker Commissions trade costs of $17.50
6/30/15 10:49 FSLR FIRST SOLAR INC LONG 4,000 46.95 6/30 11:16 47.25 0.04%
Trade id #95609328
Max drawdown($440)
Time6/30/15 10:52
Quant open4,000
Worst price46.84
Drawdown as % of equity-0.04%
 $1,195
Includes Typical Broker Commissions trade costs of $15.00
6/29/15 10:36 TKMR TEKMIRA PHARMACEUTICALS LONG 20,000 11.94 6/30 10:26 12.00 0.59%
Trade id #95546771
Max drawdown($6,260)
Time6/29/15 11:38
Quant open13,000
Worst price11.50
Drawdown as % of equity-0.59%
 $1,218
Includes Typical Broker Commissions trade costs of $32.50
6/25/15 10:44 Z ZILLOW GROUP INC. CLASS C LONG 22,000 88.11 6/30 9:46 88.40 3.36%
Trade id #95452340
Max drawdown($35,917)
Time6/29/15 8:01
Quant open10,000
Worst price85.12
Drawdown as % of equity-3.36%
 $6,215
Includes Typical Broker Commissions trade costs of $50.00
6/25/15 10:55 VIPS VIPSHOP HOLDINGS LONG 15,000 22.05 6/30 9:41 22.33 0.93%
Trade id #95452573
Max drawdown($9,930)
Time6/29/15 9:32
Quant open10,000
Worst price21.30
Drawdown as % of equity-0.93%
 $4,190
Includes Typical Broker Commissions trade costs of $30.00
6/29/15 10:26 SPNC SPECTRANETICS LONG 12,000 23.86 6/29 11:52 24.01 0.16%
Trade id #95546271
Max drawdown($1,660)
Time6/29/15 10:32
Quant open6,000
Worst price23.65
Drawdown as % of equity-0.16%
 $1,718
Includes Typical Broker Commissions trade costs of $22.50
6/25/15 10:46 CLF CLEVELAND-CLIFFS INC LONG 6,000 4.62 6/29 10:12 4.66 0.07%
Trade id #95452390
Max drawdown($780)
Time6/26/15 9:34
Quant open4,000
Worst price4.43
Drawdown as % of equity-0.07%
 $233
Includes Typical Broker Commissions trade costs of $12.50
6/29/15 9:37 DDD 3D SYSTEMS LONG 2,000 19.81 6/29 10:05 19.95 0.01%
Trade id #95544370
Max drawdown($60)
Time6/29/15 9:39
Quant open2,000
Worst price19.78
Drawdown as % of equity-0.01%
 $275
Includes Typical Broker Commissions trade costs of $5.00
6/26/15 11:08 DDD 3D SYSTEMS LONG 8,000 19.93 6/26 15:02 20.09 0.07%
Trade id #95510042
Max drawdown($760)
Time6/26/15 11:12
Quant open8,000
Worst price19.83
Drawdown as % of equity-0.07%
 $1,310
Includes Typical Broker Commissions trade costs of $10.00
6/26/15 10:12 TKMR TEKMIRA PHARMACEUTICALS LONG 3,000 12.40 6/26 10:34 12.42 0.01%
Trade id #95508194
Max drawdown($120)
Time6/26/15 10:14
Quant open3,000
Worst price12.36
Drawdown as % of equity-0.01%
 $55
Includes Typical Broker Commissions trade costs of $5.00
6/26/15 9:48 DDD 3D SYSTEMS LONG 4,000 20.08 6/26 10:18 20.10 n/a $75
Includes Typical Broker Commissions trade costs of $5.00
6/25/15 11:49 WMB WILLIAMS COMPANIES LONG 13,000 55.95 6/26 9:54 56.05 0.92%
Trade id #95454399
Max drawdown($9,940)
Time6/25/15 15:36
Quant open11,000
Worst price55.03
Drawdown as % of equity-0.92%
 $1,360
Includes Typical Broker Commissions trade costs of $30.00
6/25/15 12:53 PBR PETROLEO BRASILEIRO SA LONG 4,000 9.07 6/26 9:49 9.17 0.06%
Trade id #95456479
Max drawdown($620)
Time6/26/15 6:05
Quant open4,000
Worst price8.92
Drawdown as % of equity-0.06%
 $368
Includes Typical Broker Commissions trade costs of $12.50
Next

Statistics

  • Strategy began
    4/20/2015
  • Suggested Minimum Cap
    $1,000,000
  • Strategy Age (days)
    3290.82
  • Age
    110 months ago
  • What it trades
    Stocks
  • # Trades
    140
  • # Profitable
    129
  • % Profitable
    92.10%
  • Avg trade duration
    24.3 days
  • Max peak-to-valley drawdown
    16.69%
  • drawdown period
    June 26, 2015 - July 10, 2015
  • Cumul. Return
    -7.3%
  • Avg win
    $3,652
  • Avg loss
    $24,562
  • Model Account Values (Raw)
  • Cash
    $654,588
  • Margin Used
    $0
  • Buying Power
    $908,688
  • Ratios
  • W:L ratio
    1.98:1
  • Sharpe Ratio
    0.25
  • Sortino Ratio
    2.73
  • Calmar Ratio
    0.183
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -7.30%
  • Correlation to SP500
    -0.02090
  • Return Percent SP500 (cumu) during strategy life
    141.46%
  • Return Statistics
  • Ann Return (w trading costs)
    -27.2%
  • Slump
  • Current Slump as Pcnt Equity
    127.60%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.073%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.07%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    2.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    67.00%
  • Chance of 20% account loss
    7.50%
  • 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)
    0
  • Popularity (Last 6 weeks)
    895
  • Popularity (7 days, Percentile 1000 scale)
    750
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $3,652
  • Avg Loss
    $24,562
  • Sum Trade PL (losers)
    $270,186.000
  • # Winners
    129
  • Num Months Winners
    36
  • Age
  • Num Months filled monthly returns table
    109
  • Win / Loss
  • Sum Trade PL (winners)
    $471,142.000
  • Dividends
  • Dividends Received in Model Acct
    64582
  • Win / Loss
  • # Losers
    11
  • % Winners
    92.1%
  • Frequency
  • Avg Position Time (mins)
    35044.20
  • Avg Position Time (hrs)
    584.07
  • Avg Trade Length
    24.3 days
  • Last Trade Ago
    3211
  • Regression
  • Alpha
    0.33
  • Beta
    -0.44
  • Treynor Index
    -0.71
  • 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 - Winning Trades - this strat Percentile of All Strats
    35.08
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.12
  • Avg(MAE) / Avg(PL) - All trades
    7.079
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    80.91
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - Winning trades
    2.123
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.388
  • Hold-and-Hope Ratio
    0.284
  • 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)
    5.61000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.20500
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    14
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2015-04-20
Suggested Minimum Capital
$25,000
# Trades
140
# Profitable
129
% Profitable
92.1%
Net Dividends
$64,581
Correlation S&P500
-0.021
Sharpe Ratio
0.25
Sortino Ratio
2.73
Beta
-0.44
Alpha
0.33

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.