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

ROXI 2.3
(115927644)

Created by: Erik_Long Erik_Long
Started: 01/2018
Futures
Last trade: 137 days ago

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 $99.00 per month.

-26.2%
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.

30.7%
Max Drawdown
121
Num Trades
68.6%
Win Trades
0.7 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018(13.5%)(7.3%)(8.1%)  -    -    -    -                                (26.2%)

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.

System developer has asked us to delay this information by one hour.

Trading Record

This strategy has placed 241 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
3/2/18 11:10 @ESH8 E-MINI S&P 500 LONG 2 2657.25 3/2 11:19 2653.25 4.38%
Trade id #116830321
Max drawdown($400)
Time3/2/18 11:19
Quant open2
Worst price2653.25
Drawdown as % of equity-4.38%
($416)
Includes Typical Broker Commissions trade costs of $16.00
3/2/18 11:06 @ESH8 E-MINI S&P 500 LONG 1 2657.25 3/2 11:10 2654.25 1.64%
Trade id #116830051
Max drawdown($150)
Time3/2/18 11:10
Quant open0
Worst price2654.25
Drawdown as % of equity-1.64%
($158)
Includes Typical Broker Commissions trade costs of $8.00
3/2/18 11:04 @ESH8 E-MINI S&P 500 SHORT 1 2658.75 3/2 11:05 2656.75 n/a $92
Includes Typical Broker Commissions trade costs of $8.00
3/2/18 11:02 @ESH8 E-MINI S&P 500 LONG 1 2660.25 3/2 11:03 2658.75 0.81%
Trade id #116829842
Max drawdown($75)
Time3/2/18 11:03
Quant open0
Worst price2658.75
Drawdown as % of equity-0.81%
($83)
Includes Typical Broker Commissions trade costs of $8.00
3/2/18 10:59 @ESH8 E-MINI S&P 500 SHORT 1 2658.75 3/2 11:02 2660.25 1.22%
Trade id #116829697
Max drawdown($112)
Time3/2/18 11:02
Quant open-1
Worst price2661.00
Drawdown as % of equity-1.22%
($83)
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 13:52 @ESH8 E-MINI S&P 500 SHORT 1 2763.25 2/27 13:54 2766.50 1.75%
Trade id #116755193
Max drawdown($163)
Time2/27/18 13:54
Quant open0
Worst price2766.50
Drawdown as % of equity-1.75%
($171)
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 12:21 @ESH8 E-MINI S&P 500 SHORT 1 2759.25 2/27 12:23 2757.25 0.4%
Trade id #116752370
Max drawdown($37)
Time2/27/18 12:23
Quant open-1
Worst price2760.00
Drawdown as % of equity-0.40%
$92
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 12:15 @ESH8 E-MINI S&P 500 SHORT 1 2764.75 2/27 12:17 2762.75 0.27%
Trade id #116752154
Max drawdown($25)
Time2/27/18 12:17
Quant open-1
Worst price2765.25
Drawdown as % of equity-0.27%
$92
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 11:42 @ESH8 E-MINI S&P 500 SHORT 1 2767.50 2/27 11:48 2766.25 1.38%
Trade id #116750821
Max drawdown($125)
Time2/27/18 11:47
Quant open-1
Worst price2770.00
Drawdown as % of equity-1.38%
$55
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 11:27 @ESH8 E-MINI S&P 500 LONG 1 2770.25 2/27 11:32 2772.00 1.24%
Trade id #116749963
Max drawdown($112)
Time2/27/18 11:29
Quant open1
Worst price2768.00
Drawdown as % of equity-1.24%
$80
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 10:56 @ESH8 E-MINI S&P 500 SHORT 1 2767.50 2/27 10:58 2770.75 1.77%
Trade id #116748753
Max drawdown($163)
Time2/27/18 10:58
Quant open0
Worst price2770.75
Drawdown as % of equity-1.77%
($171)
Includes Typical Broker Commissions trade costs of $8.00
2/27/18 10:45 @ESH8 E-MINI S&P 500 SHORT 1 2776.50 2/27 10:46 2774.50 n/a $92
Includes Typical Broker Commissions trade costs of $8.00
2/26/18 14:51 @ESH8 E-MINI S&P 500 SHORT 1 2771.50 2/26 15:04 2774.75 1.77%
Trade id #116730804
Max drawdown($163)
Time2/26/18 15:04
Quant open0
Worst price2774.75
Drawdown as % of equity-1.77%
($171)
Includes Typical Broker Commissions trade costs of $8.00
2/26/18 10:33 @ESH8 E-MINI S&P 500 SHORT 1 2754.25 2/26 10:39 2757.50 1.74%
Trade id #116723723
Max drawdown($163)
Time2/26/18 10:39
Quant open0
Worst price2757.50
Drawdown as % of equity-1.74%
($171)
Includes Typical Broker Commissions trade costs of $8.00
2/26/18 10:17 @ESH8 E-MINI S&P 500 SHORT 1 2758.75 2/26 10:27 2757.00 0.67%
Trade id #116723137
Max drawdown($62)
Time2/26/18 10:20
Quant open-1
Worst price2760.00
Drawdown as % of equity-0.67%
$80
Includes Typical Broker Commissions trade costs of $8.00
2/23/18 10:39 @ESH8 E-MINI S&P 500 SHORT 1 2716.75 2/23 10:41 2719.00 1.18%
Trade id #116690940
Max drawdown($113)
Time2/23/18 10:41
Quant open0
Worst price2719.00
Drawdown as % of equity-1.18%
($121)
Includes Typical Broker Commissions trade costs of $8.00
2/23/18 10:22 @ESH8 E-MINI S&P 500 SHORT 1 2714.00 2/23 10:38 2717.25 1.7%
Trade id #116690227
Max drawdown($163)
Time2/23/18 10:38
Quant open0
Worst price2717.25
Drawdown as % of equity-1.70%
($171)
Includes Typical Broker Commissions trade costs of $8.00
2/22/18 14:57 @ESH8 E-MINI S&P 500 SHORT 1 2707.25 2/22 14:58 2705.25 n/a $92
Includes Typical Broker Commissions trade costs of $8.00
2/22/18 14:50 @ESH8 E-MINI S&P 500 SHORT 1 2712.25 2/22 14:54 2710.25 0.27%
Trade id #116674868
Max drawdown($25)
Time2/22/18 14:52
Quant open-1
Worst price2712.75
Drawdown as % of equity-0.27%
$92
Includes Typical Broker Commissions trade costs of $8.00
2/22/18 14:43 @ESH8 E-MINI S&P 500 LONG 1 2713.00 2/22 14:48 2711.25 0.93%
Trade id #116674634
Max drawdown($88)
Time2/22/18 14:48
Quant open0
Worst price2711.25
Drawdown as % of equity-0.93%
($96)
Includes Typical Broker Commissions trade costs of $8.00
2/22/18 13:34 @ESH8 E-MINI S&P 500 SHORT 1 2711.25 2/22 13:43 2709.25 1.6%
Trade id #116672426
Max drawdown($150)
Time2/22/18 13:38
Quant open-1
Worst price2714.25
Drawdown as % of equity-1.60%
$92
Includes Typical Broker Commissions trade costs of $8.00
2/22/18 13:14 @ESH8 E-MINI S&P 500 SHORT 1 2713.75 2/22 13:21 2711.75 1.2%
Trade id #116671743
Max drawdown($112)
Time2/22/18 13:19
Quant open-1
Worst price2716.00
Drawdown as % of equity-1.20%
$92
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 14:01 @ESH8 E-MINI S&P 500 LONG 1 2740.00 2/21 14:02 2737.25 1.46%
Trade id #116646787
Max drawdown($138)
Time2/21/18 14:02
Quant open0
Worst price2737.25
Drawdown as % of equity-1.46%
($146)
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 12:24 @ESH8 E-MINI S&P 500 SHORT 1 2727.75 2/21 12:26 2727.75 0.27%
Trade id #116644040
Max drawdown($25)
Time2/21/18 12:26
Quant open-1
Worst price2728.25
Drawdown as % of equity-0.27%
($8)
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 12:12 @ESH8 E-MINI S&P 500 SHORT 1 2730.50 2/21 12:15 2729.00 0.27%
Trade id #116643737
Max drawdown($25)
Time2/21/18 12:14
Quant open-1
Worst price2731.00
Drawdown as % of equity-0.27%
$67
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 11:36 @ESH8 E-MINI S&P 500 LONG 1 2736.00 2/21 11:45 2732.75 1.71%
Trade id #116642230
Max drawdown($163)
Time2/21/18 11:45
Quant open0
Worst price2732.75
Drawdown as % of equity-1.71%
($171)
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 10:58 @ESH8 E-MINI S&P 500 LONG 1 2732.50 2/21 11:00 2734.00 0.26%
Trade id #116640991
Max drawdown($25)
Time2/21/18 11:00
Quant open1
Worst price2732.00
Drawdown as % of equity-0.26%
$67
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 10:49 @ESH8 E-MINI S&P 500 LONG 1 2732.50 2/21 10:53 2734.00 0.67%
Trade id #116640671
Max drawdown($62)
Time2/21/18 10:53
Quant open1
Worst price2731.25
Drawdown as % of equity-0.67%
$67
Includes Typical Broker Commissions trade costs of $8.00
2/21/18 10:30 @ESH8 E-MINI S&P 500 SHORT 1 2729.50 2/21 10:32 2729.25 0.4%
Trade id #116640170
Max drawdown($37)
Time2/21/18 10:32
Quant open-1
Worst price2730.25
Drawdown as % of equity-0.40%
$5
Includes Typical Broker Commissions trade costs of $8.00
2/20/18 12:34 @ESH8 E-MINI S&P 500 LONG 1 2734.75 2/20 12:56 2735.25 1.21%
Trade id #116618997
Max drawdown($112)
Time2/20/18 12:43
Quant open1
Worst price2732.50
Drawdown as % of equity-1.21%
$17
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    1/17/2018
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    176.86
  • Age
    6 months ago
  • What it trades
    Futures
  • # Trades
    121
  • # Profitable
    83
  • % Profitable
    68.60%
  • Avg trade duration
    3.6 minutes
  • Max peak-to-valley drawdown
    30.68%
  • drawdown period
    Jan 18, 2018 - March 02, 2018
  • Cumul. Return
    -26.2%
  • Avg win
    $42.53
  • Avg loss
    $128.53
  • Model Account Values (Raw)
  • Cash
    $8,646
  • Margin Used
    $0
  • Buying Power
    $8,646
  • Ratios
  • W:L ratio
    0.72:1
  • Sharpe Ratio
    -3.721
  • Sortino Ratio
    -4.419
  • Calmar Ratio
    -3.158
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.01900
  • Return Statistics
  • Ann Return (w trading costs)
    -46.1%
  • Ann Return (Compnd, No Fees)
    -25.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $43
  • Avg Loss
    $129
  • # Winners
    83
  • # Losers
    38
  • % Winners
    68.6%
  • Frequency
  • Avg Position Time (mins)
    3.55
  • Avg Position Time (hrs)
    0.06
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    133
  • 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)
    -0.91500

Strategy Description

ROXI (Rapid Online eXchange Intelligence) is an automated trading system that quickly adapts to market conditions. Short term forecasts are made using a non-linear predictor algorithm. ROXI uses the forecasts to trade until profit objectives are met. If a maximum drawdown occurs, trading shuts off for the day.

Meet the future of intelligent trading. Try ROXI today, you won't be disappointed.

Note: ROXI will be limited to a specific number of participants. Be sure to reserve your place today.

Summary Statistics

Strategy began
2018-01-17
Suggested Minimum Capital
$25,000
# Trades
121
# Profitable
83
% Profitable
68.6%
Correlation S&P500
-0.019
Sharpe Ratio
-3.721

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.