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These are hypothetical performance results that have certain inherent limitations. Learn more

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 01/02/2018
Most recent certification approved 1/2/18 17:41 ET
Trades at broker Interactive Brokers (Direct Connection)
Scaling percentage used 100%
# trading signals issued by system since certification 271
# trading signals executed in manager's Interactive Brokers (Direct Connection) account 271
Percent signals followed since 01/02/2018 100%
This information was last updated 2/21/18 6:22 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 01/02/2018, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

Momentum Navigator
(115573032)

Created by: MarcPMarkets MarcPMarkets
Started: 12/2017
Futures
Last trade: Yesterday

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 $149.00 per month.

4.7%
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.

49.7%
Max Drawdown
104
Num Trades
86.5%
Win Trades
1.2 : 1
Profit Factor
33.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                                                                             (0.5%)(0.5%)
2018+51.0%(30.3%)                                                            +5.2%

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

This strategy has placed 271 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/20/18 13:36 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6831.33 2/20 13:42 6835.25 n/a $70
Includes Typical Broker Commissions trade costs of $8.00
2/1/18 13:04 @YMH8 MINI DOW LONG 1 26265 2/16 15:49 25290 66.14%
Trade id #116229049
Max drawdown($15,885)
Time2/5/18 23:26
Quant open1
Worst price23088
Drawdown as % of equity-66.14%
($4,884)
Includes Typical Broker Commissions trade costs of $8.00
2/8/18 11:04 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6514.33 2/8 11:10 6495.67 1.26%
Trade id #116393555
Max drawdown($373)
Time2/8/18 11:10
Quant open0
Worst price6495.67
Drawdown as % of equity-1.26%
($381)
Includes Typical Broker Commissions trade costs of $8.00
2/8/18 11:02 @NQH8 E-MINI NASDAQ 100 STK IDX SHORT 1 6508.33 2/8 11:03 6511.50 0.21%
Trade id #116393478
Max drawdown($63)
Time2/8/18 11:03
Quant open0
Worst price6511.50
Drawdown as % of equity-0.21%
($71)
Includes Typical Broker Commissions trade costs of $8.00
2/8/18 10:55 @NQH8 E-MINI NASDAQ 100 STK IDX SHORT 1 6478.67 2/8 11:02 6507.58 1.95%
Trade id #116393165
Max drawdown($578)
Time2/8/18 11:02
Quant open0
Worst price6507.58
Drawdown as % of equity-1.95%
($586)
Includes Typical Broker Commissions trade costs of $8.00
2/7/18 11:08 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6706.08 2/7 11:15 6716.00 0.22%
Trade id #116370622
Max drawdown($71)
Time2/7/18 11:12
Quant open1
Worst price6702.50
Drawdown as % of equity-0.22%
$190
Includes Typical Broker Commissions trade costs of $8.00
2/7/18 11:00 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6692.75 2/7 11:05 6702.83 0.34%
Trade id #116370373
Max drawdown($110)
Time2/7/18 11:02
Quant open1
Worst price6687.25
Drawdown as % of equity-0.34%
$194
Includes Typical Broker Commissions trade costs of $8.00
2/7/18 10:50 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6686.42 2/7 10:55 6692.33 0.41%
Trade id #116370024
Max drawdown($133)
Time2/7/18 10:52
Quant open1
Worst price6679.75
Drawdown as % of equity-0.41%
$110
Includes Typical Broker Commissions trade costs of $8.00
2/7/18 10:39 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6666.08 2/7 10:48 6676.08 0.54%
Trade id #116369803
Max drawdown($171)
Time2/7/18 10:45
Quant open1
Worst price6657.50
Drawdown as % of equity-0.54%
$192
Includes Typical Broker Commissions trade costs of $8.00
2/7/18 10:08 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6683.38 2/7 10:34 6653.12 1.88%
Trade id #116368807
Max drawdown($612)
Time2/7/18 10:32
Quant open1
Worst price6652.75
Drawdown as % of equity-1.88%
($613)
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 10:25 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6808.00 2/5 16:14 6458.42 26.76%
Trade id #116296673
Max drawdown($8,360)
Time2/5/18 16:10
Quant open1
Worst price6390.00
Drawdown as % of equity-26.76%
($7,000)
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 10:20 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6793.04 2/5 10:24 6800.33 0.1%
Trade id #116296498
Max drawdown($40)
Time2/5/18 10:22
Quant open1
Worst price6791.00
Drawdown as % of equity-0.10%
$138
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 10:13 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6779.71 2/5 10:15 6787.21 n/a $142
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 10:10 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6768.79 2/5 10:13 6778.67 n/a $190
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 10:09 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6765.66 2/5 10:09 6765.21 0.02%
Trade id #116296045
Max drawdown($9)
Time2/5/18 10:09
Quant open0
Worst price6765.21
Drawdown as % of equity-0.02%
($17)
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 10:09 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6764.08 2/5 10:09 6764.03 0%
Trade id #116296039
Max drawdown($1)
Time2/5/18 10:09
Quant open0
Worst price6764.03
Drawdown as % of equity-0.00%
($9)
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 9:55 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6735.29 2/5 9:56 6739.12 n/a $69
Includes Typical Broker Commissions trade costs of $8.00
1/31/18 14:01 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6977.82 2/1 16:01 6914.96 4.17%
Trade id #116205304
Max drawdown($1,861)
Time2/1/18 15:42
Quant open1
Worst price6884.75
Drawdown as % of equity-4.17%
($1,265)
Includes Typical Broker Commissions trade costs of $8.00
1/31/18 11:35 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6963.04 1/31 12:34 6966.24 0.78%
Trade id #116201632
Max drawdown($360)
Time1/31/18 12:01
Quant open1
Worst price6945.00
Drawdown as % of equity-0.78%
$56
Includes Typical Broker Commissions trade costs of $8.00
1/31/18 11:34 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6963.38 1/31 11:34 6963.25 0.01%
Trade id #116201616
Max drawdown($3)
Time1/31/18 11:34
Quant open0
Worst price6963.25
Drawdown as % of equity-0.01%
($11)
Includes Typical Broker Commissions trade costs of $8.00
1/31/18 8:05 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6980.09 1/31 9:33 6985.82 0.44%
Trade id #116195985
Max drawdown($201)
Time1/31/18 8:32
Quant open1
Worst price6970.00
Drawdown as % of equity-0.44%
$107
Includes Typical Broker Commissions trade costs of $8.00
1/31/18 7:33 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6970.43 1/31 8:01 6976.41 0.19%
Trade id #116195715
Max drawdown($88)
Time1/31/18 7:39
Quant open1
Worst price6966.00
Drawdown as % of equity-0.19%
$112
Includes Typical Broker Commissions trade costs of $8.00
1/26/18 13:39 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6993.12 1/26 14:03 7000.15 0.14%
Trade id #116125548
Max drawdown($62)
Time1/26/18 13:44
Quant open1
Worst price6990.00
Drawdown as % of equity-0.14%
$133
Includes Typical Broker Commissions trade costs of $8.00
1/26/18 10:43 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 2 6981.35 1/26 13:23 6988.77 0.91%
Trade id #116118819
Max drawdown($414)
Time1/26/18 12:16
Quant open2
Worst price6971.00
Drawdown as % of equity-0.91%
$281
Includes Typical Broker Commissions trade costs of $16.00
1/26/18 10:44 @YMH8 MINI DOW LONG 1 26471 1/26 13:20 26492 0.37%
Trade id #116118847
Max drawdown($169)
Time1/26/18 11:06
Quant open1
Worst price26437
Drawdown as % of equity-0.37%
$98
Includes Typical Broker Commissions trade costs of $8.00
1/25/18 12:12 @YMH8 MINI DOW LONG 1 26432 1/26 10:40 26454 1.83%
Trade id #116099168
Max drawdown($809)
Time1/25/18 15:13
Quant open1
Worst price26270
Drawdown as % of equity-1.83%
$105
Includes Typical Broker Commissions trade costs of $8.00
1/26/18 9:58 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6968.40 1/26 10:38 6978.52 0.64%
Trade id #116117240
Max drawdown($288)
Time1/26/18 10:18
Quant open1
Worst price6954.00
Drawdown as % of equity-0.64%
$195
Includes Typical Broker Commissions trade costs of $8.00
1/26/18 9:52 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6961.57 1/26 9:56 6966.77 0.16%
Trade id #116116992
Max drawdown($71)
Time1/26/18 9:54
Quant open1
Worst price6958.00
Drawdown as % of equity-0.16%
$96
Includes Typical Broker Commissions trade costs of $8.00
1/26/18 7:43 @NQH8 E-MINI NASDAQ 100 STK IDX LONG 1 6959.50 1/26 8:14 6965.50 0.15%
Trade id #116114384
Max drawdown($65)
Time1/26/18 7:52
Quant open1
Worst price6956.25
Drawdown as % of equity-0.15%
$112
Includes Typical Broker Commissions trade costs of $8.00
1/25/18 11:50 @YMH8 MINI DOW LONG 1 26401 1/25 12:11 26423 0.21%
Trade id #116098601
Max drawdown($94)
Time1/25/18 11:55
Quant open1
Worst price26382
Drawdown as % of equity-0.21%
$101
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    12/28/2017
  • Suggested Minimum Cap
    $30,000
  • Strategy Age (days)
    54.59
  • Age
    55 days ago
  • What it trades
    Futures
  • # Trades
    104
  • # Profitable
    90
  • % Profitable
    86.50%
  • Avg trade duration
    9.3 hours
  • Max peak-to-valley drawdown
    49.65%
  • drawdown period
    Jan 31, 2018 - Feb 05, 2018
  • Cumul. Return
    4.7%
  • Avg win
    $201.33
  • Avg loss
    $1,093
  • Model Account Values (Raw)
  • Cash
    $32,799
  • Margin Used
    $0
  • Buying Power
    $32,799
  • Ratios
  • W:L ratio
    1.18:1
  • Sharpe Ratio
    1.091
  • Sortino Ratio
    1.381
  • Calmar Ratio
    1.979
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.24700
  • Return Statistics
  • Ann Return (w trading costs)
    33.6%
  • Ann Return (Compnd, No Fees)
    79.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    71.50%
  • Chance of 20% account loss
    36.00%
  • Chance of 30% account loss
    9.00%
  • Chance of 40% account loss
    1.00%
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    869
  • Popularity (Last 6 weeks)
    966
  • C2 Score
    16.9
  • Trades-Own-System Certification
  • Trades Own System?
    184250
  • TOS percent
    100%
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $201
  • Avg Loss
    $1,094
  • # Winners
    90
  • # Losers
    14
  • % Winners
    86.5%
  • Frequency
  • Avg Position Time (mins)
    555.60
  • Avg Position Time (hrs)
    9.26
  • Avg Trade Length
    0.4 days
  • Last Trade Ago
    1
  • 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)
    1.02100

Strategy Description

The Momentum Navigator is a discretionary day trading strategy that seeks to capitalize on price momentum. NQ and YM futures are the only instruments evaluated and the majority of trades are closed the same day which minimizes margin requirements and risk. Depending on the environment, there are occasions when a trade will be held over night to maximize broader market movements. Trade size is kept to a minimum in order to make the strategy practical for investors with smaller accounts. Overnights carry more risk and an adverse movement can see as much as a 10% pull back. This strategy has been in use for a number of years and is not an algo. If you have any questions, please message me.





Summary Statistics

Strategy began
2017-12-28
Suggested Minimum Capital
$30,000
# Trades
104
# Profitable
90
% Profitable
86.5%
Correlation S&P500
0.247
Sharpe Ratio
1.091

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.