Collective2 Collective2
Featured Strategy SK Trader Followed by live capital $39,700 Hypothetical

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


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The ACE
(127764619)

Creato da: D_Financial D_Financial
Started: 02/2020
Stocks
Last trade: 7 days ago
Trading style: Equity Momentum Sector Rotation
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 $195.00 per month.

C2Star

C2Star è un programma di certificazione per le strategie di trading. Per diventare "Certificato C2Star", una strategia deve applicare controlli di rischio rigorosi e deve mostrare caratteristiche di performance eccellenti, tra cui riduzioni limitate.

Puoi leggere di più sui requisiti di certificazione C2Star qui.

Nota che: tutte le strategie di trading comportano rischi e la certificazione C2Star non implica che una strategia sia a basso rischio.

Trading Category: Equity
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.

26.1%
Annual Return (Compounded)

Calcolo del rendimento

Panoramica

Per conformarsi alle normative NFA, mostriamo il tasso di rendimento cumulativo per le strategie con un track record inferiore a un anno. Per le strategie con track record più lunghi, mostriamo il tasso di rendimento annuale (composto).

Come si calcola il tasso di rendimento annuale (composto)

= ((Patrimonio_finale / Patrimonio_iniziale) ^ (1 / anni)) - 1

Ricorda che, in base ai requisiti NFA, i costi di abbonamento alle strategie e le commissioni stimate sono inclusi nei calcoli del patrimonio valutato a mercato.

Tutti i risultati sono ipotetici.

(33.6%)
Max Drawdown
467
Num Trades
54.4%
Win Trades
1.8 : 1
Profit Factor
61.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020       +3.4%+5.3%+16.9%+18.5%+7.8%+4.2%+5.7%+2.1%(3.1%)+18.7%+7.0%+125.0%
2021+5.4%  -  +0.4%+7.6%+0.7%+2.2%(2.3%)+6.7%(4.7%)+7.6%(3.8%)(1.4%)+18.8%
2022(9.8%)+3.7%+2.6%(1.3%)+0.9%(4.5%)+5.1%(2.5%)(1.5%)(1%)(6.2%)(0.7%)(14.9%)
2023+9.9%(7.9%)+1.7%+3.5%+0.5%+0.9%+2.7%(3%)(7.9%)(3%)(4.4%)+5.8%(2.9%)
2024(6%)+3.0%+9.1%(8%)+8.6%(2.6%)+10.0%(8.8%)+0.8%+6.9%+22.1%(7%)+26.2%
2025+5.3%(10.3%)+5.7%+13.2%+6.8%+1.8%                                    +23.0%


Dettagli Account Modello

Una strategia di trading su Collective2. Seguila nel tuo account di brokeraggio o utilizza un account di trading simulato gratuito.

Gli utenti avanzati potrebbero voler utilizzare queste informazioni per regolare il loro AutoTrade scaling o semplicemente per comprendere le grandezze del grafico vicino.

System developer has asked us to delay this information by 48 hours.

Trading Record

This strategy has placed 2,169 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/20/25 9:53 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 2,565 27.66 6/3 9:34 27.41 0.53%
Trade id #151775243
Max drawdown($890)
Time6/2/25 0:00
Quant open2,565
Worst price27.32
Drawdown as % of equity-0.53%
 ($661)
Includes Typical Broker Commissions trade costs of $7.15
5/6/25 9:31 UPRO PROSHARES ULTRAPRO S&P 500 LONG 440 68.80 5/27 15:50 79.01 0.25%
Trade id #151632752
Max drawdown($406)
Time5/7/25 0:00
Quant open440
Worst price67.88
Drawdown as % of equity-0.25%
 $4,484
Includes Typical Broker Commissions trade costs of $8.80
4/28/25 15:00 EEM ISHARES MSCI EMERGING MARKETS LONG 1,080 43.45 5/27 15:49 45.61 0.03%
Trade id #151550840
Max drawdown($43)
Time4/30/25 0:00
Quant open1,080
Worst price43.41
Drawdown as % of equity-0.03%
 $2,326
Includes Typical Broker Commissions trade costs of $13.30
5/6/25 9:31 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 110 38.24 5/12 15:41 37.32 0.06%
Trade id #151632729
Max drawdown($101)
Time5/12/25 15:41
Quant open110
Worst price37.32
Drawdown as % of equity-0.06%
 ($103)
Includes Typical Broker Commissions trade costs of $2.20
4/8/25 9:46 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 445 42.12 4/21 15:30 37.40 2.02%
Trade id #151318506
Max drawdown($2,781)
Time4/11/25 0:00
Quant open445
Worst price35.87
Drawdown as % of equity-2.02%
 ($2,107)
Includes Typical Broker Commissions trade costs of $8.90
3/4/25 9:54 EEM ISHARES MSCI EMERGING MARKETS LONG 500 43.06 3/17 15:41 45.38 0.09%
Trade id #151007186
Max drawdown($114)
Time3/4/25 10:22
Quant open441
Worst price42.71
Drawdown as % of equity-0.09%
 $1,147
Includes Typical Broker Commissions trade costs of $10.00
3/4/25 9:53 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 274 46.98 3/17 15:41 44.51 0.8%
Trade id #151007172
Max drawdown($1,104)
Time3/6/25 0:00
Quant open274
Worst price42.95
Drawdown as % of equity-0.80%
 ($681)
Includes Typical Broker Commissions trade costs of $5.48
3/4/25 9:53 URTY PROSHARES ULTRAPRO RUSSELL2000 LONG 144 37.63 3/11 9:59 35.71 0.27%
Trade id #151007180
Max drawdown($342)
Time3/11/25 9:35
Quant open144
Worst price35.25
Drawdown as % of equity-0.27%
 ($279)
Includes Typical Broker Commissions trade costs of $2.88
2/18/25 15:31 UPRO PROSHARES ULTRAPRO S&P 500 LONG 361 92.90 3/4 9:53 82.03 3.01%
Trade id #150896083
Max drawdown($3,956)
Time3/4/25 9:53
Quant open361
Worst price81.94
Drawdown as % of equity-3.01%
 ($3,930)
Includes Typical Broker Commissions trade costs of $7.22
1/13/25 15:13 URTY PROSHARES ULTRAPRO RUSSELL2000 LONG 398 52.09 2/18 15:31 51.81 0.03%
Trade id #150554606
Max drawdown($44)
Time2/18/25 15:31
Quant open239
Worst price51.90
Drawdown as % of equity-0.03%
 ($119)
Includes Typical Broker Commissions trade costs of $7.96
1/21/25 15:29 EEM ISHARES MSCI EMERGING MARKETS LONG 749 42.43 2/10 15:32 43.51 0.23%
Trade id #150627445
Max drawdown($341)
Time2/3/25 0:00
Quant open749
Worst price41.97
Drawdown as % of equity-0.23%
 $801
Includes Typical Broker Commissions trade costs of $9.04
1/21/25 15:30 UPRO PROSHARES ULTRAPRO S&P 500 LONG 325 95.51 1/28 10:58 95.30 0.89%
Trade id #150627451
Max drawdown($1,348)
Time1/27/25 0:00
Quant open325
Worst price91.36
Drawdown as % of equity-0.89%
 ($77)
Includes Typical Broker Commissions trade costs of $6.50
12/2/24 15:43 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 3,198 29.70 1/21/25 15:28 29.35 0.91%
Trade id #150226343
Max drawdown($1,328)
Time12/23/24 0:00
Quant open1,598
Worst price29.25
Drawdown as % of equity-0.91%
 ($1,146)
Includes Typical Broker Commissions trade costs of $17.73
12/30/24 15:21 UPRO PROSHARES ULTRAPRO S&P 500 LONG 95 90.95 1/13/25 15:13 89.88 0.33%
Trade id #150439373
Max drawdown($461)
Time1/2/25 0:00
Quant open95
Worst price86.09
Drawdown as % of equity-0.33%
 ($104)
Includes Typical Broker Commissions trade costs of $1.90
12/23/24 15:43 UGL PROSHARES ULTRA GOLD LONG 50 92.39 12/30 15:21 92.08 0.04%
Trade id #150394044
Max drawdown($60)
Time12/30/24 11:23
Quant open50
Worst price91.18
Drawdown as % of equity-0.04%
 ($17)
Includes Typical Broker Commissions trade costs of $1.00
11/4/24 15:38 URTY PROSHARES ULTRAPRO RUSSELL2000 LONG 786 59.02 12/30 15:21 64.09 0.75%
Trade id #149965942
Max drawdown($1,067)
Time12/20/24 0:00
Quant open95
Worst price47.79
Drawdown as % of equity-0.75%
 $3,972
Includes Typical Broker Commissions trade costs of $13.08
12/2/24 15:44 UPRO PROSHARES ULTRAPRO S&P 500 LONG 351 97.66 12/23 15:42 95.43 1.24%
Trade id #150226358
Max drawdown($1,763)
Time12/20/24 0:00
Quant open165
Worst price86.97
Drawdown as % of equity-1.24%
 ($790)
Includes Typical Broker Commissions trade costs of $7.02
11/11/24 15:48 EEM ISHARES MSCI EMERGING MARKETS LONG 1,464 43.95 12/17 9:49 43.18 0.7%
Trade id #150059116
Max drawdown($1,041)
Time11/29/24 0:00
Quant open1,132
Worst price42.80
Drawdown as % of equity-0.70%
 ($1,145)
Includes Typical Broker Commissions trade costs of $15.66
12/9/24 15:38 UGL PROSHARES ULTRA GOLD LONG 15 96.23 12/17 9:49 94.14 0.02%
Trade id #150283356
Max drawdown($31)
Time12/17/24 9:47
Quant open15
Worst price94.12
Drawdown as % of equity-0.02%
 ($31)
Includes Typical Broker Commissions trade costs of $0.30
11/4/24 15:37 UPRO PROSHARES ULTRAPRO S&P 500 LONG 515 82.86 11/25 15:28 92.38 n/a $4,894
Includes Typical Broker Commissions trade costs of $7.65
6/24/24 15:26 UGL PROSHARES ULTRA GOLD LONG 1,085 89.57 11/18 15:50 92.78 0.02%
Trade id #148487189
Max drawdown($26)
Time6/26/24 0:00
Quant open10
Worst price74.99
Drawdown as % of equity-0.02%
 $3,461
Includes Typical Broker Commissions trade costs of $21.70
10/1/24 10:36 UUP INVESCO DB USD INDEX BULLISH FUND ETF LONG 2,476 28.80 11/11 15:47 29.25 0%
Trade id #149549994
Max drawdown($3)
Time10/1/24 10:40
Quant open365
Worst price28.27
Drawdown as % of equity-0.00%
 $1,104
Includes Typical Broker Commissions trade costs of $21.06
11/4/24 15:37 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 155 47.80 11/11 15:47 47.45 0.5%
Trade id #149965936
Max drawdown($619)
Time11/6/24 0:00
Quant open155
Worst price43.80
Drawdown as % of equity-0.50%
 ($57)
Includes Typical Broker Commissions trade costs of $3.10
9/17/24 9:35 URTY PROSHARES ULTRAPRO RUSSELL2000 LONG 299 50.71 10/28 15:54 52.50 0.41%
Trade id #149417989
Max drawdown($468)
Time10/10/24 0:00
Quant open177
Worst price47.54
Drawdown as % of equity-0.41%
 $528
Includes Typical Broker Commissions trade costs of $5.98
10/15/24 10:41 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 306 48.93 10/28 15:54 47.24 0.62%
Trade id #149663338
Max drawdown($745)
Time10/28/24 12:02
Quant open306
Worst price46.49
Drawdown as % of equity-0.62%
 ($521)
Includes Typical Broker Commissions trade costs of $6.12
9/17/24 9:35 EEM ISHARES MSCI EMERGING MARKETS LONG 417 45.11 10/22 9:37 45.56 0.01%
Trade id #149418002
Max drawdown($11)
Time9/18/24 0:00
Quant open35
Worst price42.80
Drawdown as % of equity-0.01%
 $179
Includes Typical Broker Commissions trade costs of $8.34
9/24/24 9:37 UPRO PROSHARES ULTRAPRO S&P 500 LONG 420 84.71 10/15 10:40 86.09 0.91%
Trade id #149491937
Max drawdown($1,032)
Time10/2/24 0:00
Quant open420
Worst price82.25
Drawdown as % of equity-0.91%
 $571
Includes Typical Broker Commissions trade costs of $8.40
7/29/24 15:26 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 1,889 57.62 10/7 15:43 58.17 0.22%
Trade id #148767891
Max drawdown($276)
Time7/30/24 0:00
Quant open680
Worst price50.61
Drawdown as % of equity-0.22%
 $1,029
Includes Typical Broker Commissions trade costs of $18.16
8/19/24 15:23 UPRO PROSHARES ULTRAPRO S&P 500 LONG 427 80.30 9/9 15:51 74.20 3.34%
Trade id #148960129
Max drawdown($3,661)
Time9/6/24 0:00
Quant open427
Worst price71.72
Drawdown as % of equity-3.34%
 ($2,610)
Includes Typical Broker Commissions trade costs of $8.54
8/19/24 15:23 URTY PROSHARES ULTRAPRO RUSSELL2000 LONG 65 48.88 9/9 15:51 44.01 0.34%
Trade id #148960132
Max drawdown($369)
Time9/6/24 0:00
Quant open65
Worst price43.20
Drawdown as % of equity-0.34%
 ($318)
Includes Typical Broker Commissions trade costs of $1.30

Successivo

Statistics

  • Strategy began
    2/28/2020
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    1936.35
  • Age
    65 months ago
  • What it trades
    Stocks
  • # Trades
    467
  • # Profitable
    254
  • % Profitable
    54.40%
  • Avg trade duration
    38.0 days
  • Max peak-to-valley drawdown
    33.63%
  • drawdown period
    Nov 09, 2021 - Dec 12, 2023
  • Annual Return (Compounded)
    26.1%
  • Avg win
    $1,061
  • Avg loss
    $730.39
  • Model Account Values (Raw)
  • Cash
    $66,247
  • Margin Used
    $0
  • Buying Power
    $116,174
  • Ratios
  • W:L ratio
    1.82:1
  • Sharpe Ratio
    0.88
  • Sortino Ratio
    1.27
  • Calmar Ratio
    1.035
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    140.28%
  • Correlation to SP500
    0.38760
  • Return Percent SP500 (cumu) during strategy life
    102.51%
  • Return Statistics
  • Ann Return (w trading costs)
    26.1%
  • Slump
  • Current Slump as Pcnt Equity
    2.80%
  • Instruments
  • Percent Trades Futures
    0.10%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.261%
  • Instruments
  • Percent Trades Options
    0.00%
  • Percent Trades Stocks
    0.90%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    28.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    48.50%
  • Chance of 20% account loss
    23.00%
  • Chance of 30% account loss
    9.00%
  • Chance of 40% account loss
    1.00%
  • 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
    0.50%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    894
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    965
  • Popularity (7 days, Percentile 1000 scale)
    724
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $730
  • Avg Win
    $1,135
  • Sum Trade PL (losers)
    $155,573.000
  • Age
  • Num Months filled monthly returns table
    65
  • Win / Loss
  • Sum Trade PL (winners)
    $288,215.000
  • # Winners
    254
  • Num Months Winners
    41
  • Dividends
  • Dividends Received in Model Acct
    6628
  • AUM
  • AUM (AutoTrader live capital)
    186230
  • Win / Loss
  • # Losers
    213
  • % Winners
    54.4%
  • Frequency
  • Avg Position Time (mins)
    54789.10
  • Avg Position Time (hrs)
    913.15
  • Avg Trade Length
    38.0 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    1.43
  • Daily leverage (max)
    17.13
  • Regression
  • Alpha
    0.05
  • Beta
    0.40
  • Treynor Index
    0.16
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.11
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    2.908
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.360
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.444
  • Hold-and-Hope Ratio
    0.322
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.24882
  • SD
    0.22173
  • Sharpe ratio (Glass type estimate)
    1.12218
  • Sharpe ratio (Hedges UMVUE)
    1.10855
  • df
    62.00000
  • t
    2.57124
  • p
    0.00627
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.24009
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.99571
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.23118
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.98592
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.53421
  • Upside Potential Ratio
    4.39487
  • Upside part of mean
    0.43152
  • Downside part of mean
    -0.18269
  • Upside SD
    0.20953
  • Downside SD
    0.09819
  • N nonnegative terms
    38.00000
  • N negative terms
    25.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    63.00000
  • Mean of predictor
    0.12482
  • Mean of criterion
    0.24882
  • SD of predictor
    0.18063
  • SD of criterion
    0.22173
  • Covariance
    0.01715
  • r
    0.42808
  • b (slope, estimate of beta)
    0.52549
  • a (intercept, estimate of alpha)
    0.18323
  • Mean Square Error
    0.04081
  • DF error
    61.00000
  • t(b)
    3.69949
  • p(b)
    0.00023
  • t(a)
    2.03734
  • p(a)
    0.02298
  • Lowerbound of 95% confidence interval for beta
    0.24146
  • Upperbound of 95% confidence interval for beta
    0.80953
  • Lowerbound of 95% confidence interval for alpha
    0.00339
  • Upperbound of 95% confidence interval for alpha
    0.36307
  • Treynor index (mean / b)
    0.47351
  • Jensen alpha (a)
    0.18323
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.22313
  • SD
    0.21310
  • Sharpe ratio (Glass type estimate)
    1.04705
  • Sharpe ratio (Hedges UMVUE)
    1.03434
  • df
    62.00000
  • t
    2.39910
  • p
    0.00973
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.16807
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.91799
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.15978
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.90889
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.20598
  • Upside Potential Ratio
    4.05749
  • Upside part of mean
    0.41040
  • Downside part of mean
    -0.18727
  • Upside SD
    0.19649
  • Downside SD
    0.10115
  • N nonnegative terms
    38.00000
  • N negative terms
    25.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    63.00000
  • Mean of predictor
    0.10810
  • Mean of criterion
    0.22313
  • SD of predictor
    0.17961
  • SD of criterion
    0.21310
  • Covariance
    0.01595
  • r
    0.41661
  • b (slope, estimate of beta)
    0.49429
  • a (intercept, estimate of alpha)
    0.16970
  • Mean Square Error
    0.03814
  • DF error
    61.00000
  • t(b)
    3.57927
  • p(b)
    0.00034
  • t(a)
    1.96097
  • p(a)
    0.02723
  • Lowerbound of 95% confidence interval for beta
    0.21815
  • Upperbound of 95% confidence interval for beta
    0.77044
  • Lowerbound of 95% confidence interval for alpha
    -0.00335
  • Upperbound of 95% confidence interval for alpha
    0.34274
  • Treynor index (mean / b)
    0.45141
  • Jensen alpha (a)
    0.16970
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07927
  • Expected Shortfall on VaR
    0.10241
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03063
  • Expected Shortfall on VaR
    0.05881
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    63.00000
  • Minimum
    0.91107
  • Quartile 1
    0.97980
  • Median
    1.01975
  • Quartile 3
    1.06526
  • Maximum
    1.19659
  • Mean of quarter 1
    0.95061
  • Mean of quarter 2
    0.99695
  • Mean of quarter 3
    1.03787
  • Mean of quarter 4
    1.10776
  • Inter Quartile Range
    0.08545
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.01587
  • Mean of outliers high
    1.19659
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -1.17713
  • VaR(95%) (moments method)
    0.04817
  • Expected Shortfall (moments method)
    0.05094
  • Extreme Value Index (regression method)
    -0.34916
  • VaR(95%) (regression method)
    0.04592
  • Expected Shortfall (regression method)
    0.05442
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.01924
  • Quartile 1
    0.03508
  • Median
    0.05416
  • Quartile 3
    0.08615
  • Maximum
    0.23873
  • Mean of quarter 1
    0.02411
  • Mean of quarter 2
    0.05337
  • Mean of quarter 3
    0.05495
  • Mean of quarter 4
    0.16764
  • Inter Quartile Range
    0.05107
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.23873
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.52108
  • Compounded annual return (geometric extrapolation)
    0.28535
  • Calmar ratio (compounded annual return / max draw down)
    1.19528
  • Compounded annual return / average of 25% largest draw downs
    1.70216
  • Compounded annual return / Expected Shortfall lognormal
    2.78646
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.24277
  • SD
    0.20706
  • Sharpe ratio (Glass type estimate)
    1.17248
  • Sharpe ratio (Hedges UMVUE)
    1.17184
  • df
    1375.00000
  • t
    2.68697
  • p
    0.45403
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.31593
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.02864
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.31548
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.02820
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.72038
  • Upside Potential Ratio
    9.11614
  • Upside part of mean
    1.28642
  • Downside part of mean
    -1.04365
  • Upside SD
    0.15216
  • Downside SD
    0.14111
  • N nonnegative terms
    765.00000
  • N negative terms
    611.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1376.00000
  • Mean of predictor
    0.13033
  • Mean of criterion
    0.24277
  • SD of predictor
    0.21809
  • SD of criterion
    0.20706
  • Covariance
    0.01736
  • r
    0.38445
  • b (slope, estimate of beta)
    0.36500
  • a (intercept, estimate of alpha)
    0.19500
  • Mean Square Error
    0.03656
  • DF error
    1374.00000
  • t(b)
    15.43700
  • p(b)
    0.30778
  • t(a)
    2.33787
  • p(a)
    0.46853
  • Lowerbound of 95% confidence interval for beta
    0.31862
  • Upperbound of 95% confidence interval for beta
    0.41139
  • Lowerbound of 95% confidence interval for alpha
    0.03141
  • Upperbound of 95% confidence interval for alpha
    0.35899
  • Treynor index (mean / b)
    0.66512
  • Jensen alpha (a)
    0.19520
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.22123
  • SD
    0.20702
  • Sharpe ratio (Glass type estimate)
    1.06866
  • Sharpe ratio (Hedges UMVUE)
    1.06807
  • df
    1375.00000
  • t
    2.44904
  • p
    0.45808
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.21230
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.92465
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.21190
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.92425
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.54547
  • Upside Potential Ratio
    8.90624
  • Upside part of mean
    1.27492
  • Downside part of mean
    -1.05368
  • Upside SD
    0.15007
  • Downside SD
    0.14315
  • N nonnegative terms
    765.00000
  • N negative terms
    611.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1376.00000
  • Mean of predictor
    0.10645
  • Mean of criterion
    0.22123
  • SD of predictor
    0.21868
  • SD of criterion
    0.20702
  • Covariance
    0.01752
  • r
    0.38710
  • b (slope, estimate of beta)
    0.36645
  • a (intercept, estimate of alpha)
    0.18222
  • Mean Square Error
    0.03646
  • DF error
    1374.00000
  • t(b)
    15.56190
  • p(b)
    0.30645
  • t(a)
    2.18598
  • p(a)
    0.47057
  • Lowerbound of 95% confidence interval for beta
    0.32026
  • Upperbound of 95% confidence interval for beta
    0.41265
  • Lowerbound of 95% confidence interval for alpha
    0.01870
  • Upperbound of 95% confidence interval for alpha
    0.34575
  • Treynor index (mean / b)
    0.60372
  • Jensen alpha (a)
    0.18222
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01999
  • Expected Shortfall on VaR
    0.02520
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00844
  • Expected Shortfall on VaR
    0.01734
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1376.00000
  • Minimum
    0.94657
  • Quartile 1
    0.99523
  • Median
    1.00099
  • Quartile 3
    1.00712
  • Maximum
    1.07128
  • Mean of quarter 1
    0.98581
  • Mean of quarter 2
    0.99857
  • Mean of quarter 3
    1.00380
  • Mean of quarter 4
    1.01596
  • Inter Quartile Range
    0.01189
  • Number outliers low
    54.00000
  • Percentage of outliers low
    0.03924
  • Mean of outliers low
    0.96725
  • Number of outliers high
    43.00000
  • Percentage of outliers high
    0.03125
  • Mean of outliers high
    1.03503
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.22495
  • VaR(95%) (moments method)
    0.01320
  • Expected Shortfall (moments method)
    0.02120
  • Extreme Value Index (regression method)
    0.04882
  • VaR(95%) (regression method)
    0.01335
  • Expected Shortfall (regression method)
    0.01913
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    48.00000
  • Minimum
    0.00022
  • Quartile 1
    0.00756
  • Median
    0.01983
  • Quartile 3
    0.04293
  • Maximum
    0.27342
  • Mean of quarter 1
    0.00292
  • Mean of quarter 2
    0.01248
  • Mean of quarter 3
    0.02804
  • Mean of quarter 4
    0.10644
  • Inter Quartile Range
    0.03537
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.12500
  • Mean of outliers high
    0.15089
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.14677
  • VaR(95%) (moments method)
    0.10834
  • Expected Shortfall (moments method)
    0.15815
  • Extreme Value Index (regression method)
    0.27241
  • VaR(95%) (regression method)
    0.11620
  • Expected Shortfall (regression method)
    0.18636
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.51419
  • Compounded annual return (geometric extrapolation)
    0.28292
  • Calmar ratio (compounded annual return / max draw down)
    1.03475
  • Compounded annual return / average of 25% largest draw downs
    2.65808
  • Compounded annual return / Expected Shortfall lognormal
    11.22580
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.24028
  • SD
    0.22830
  • Sharpe ratio (Glass type estimate)
    1.05249
  • Sharpe ratio (Hedges UMVUE)
    1.04641
  • df
    130.00000
  • t
    0.74422
  • p
    0.46743
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.72420
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.82532
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.72831
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.82113
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.46383
  • Upside Potential Ratio
    9.30405
  • Upside part of mean
    1.52722
  • Downside part of mean
    -1.28694
  • Upside SD
    0.15811
  • Downside SD
    0.16415
  • N nonnegative terms
    74.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02096
  • Mean of criterion
    0.24028
  • SD of predictor
    0.24590
  • SD of criterion
    0.22830
  • Covariance
    0.02194
  • r
    0.39078
  • b (slope, estimate of beta)
    0.36281
  • a (intercept, estimate of alpha)
    0.24788
  • Mean Square Error
    0.04450
  • DF error
    129.00000
  • t(b)
    4.82183
  • p(b)
    0.25771
  • t(a)
    0.83088
  • p(a)
    0.45359
  • Lowerbound of 95% confidence interval for beta
    0.21394
  • Upperbound of 95% confidence interval for beta
    0.51167
  • Lowerbound of 95% confidence interval for alpha
    -0.34239
  • Upperbound of 95% confidence interval for alpha
    0.83816
  • Treynor index (mean / b)
    0.66229
  • Jensen alpha (a)
    0.24788
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.21418
  • SD
    0.22910
  • Sharpe ratio (Glass type estimate)
    0.93488
  • Sharpe ratio (Hedges UMVUE)
    0.92948
  • df
    130.00000
  • t
    0.66106
  • p
    0.47106
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.84095
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.70733
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.84463
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.70358
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.28544
  • Upside Potential Ratio
    9.09084
  • Upside part of mean
    1.51473
  • Downside part of mean
    -1.30054
  • Upside SD
    0.15652
  • Downside SD
    0.16662
  • N nonnegative terms
    74.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.05069
  • Mean of criterion
    0.21418
  • SD of predictor
    0.24427
  • SD of criterion
    0.22910
  • Covariance
    0.02194
  • r
    0.39206
  • b (slope, estimate of beta)
    0.36772
  • a (intercept, estimate of alpha)
    0.23282
  • Mean Square Error
    0.04476
  • DF error
    129.00000
  • t(b)
    4.84055
  • p(b)
    0.25695
  • t(a)
    0.77805
  • p(a)
    0.45653
  • VAR (95 Confidence Intrvl)
    0.02000
  • Lowerbound of 95% confidence interval for beta
    0.21742
  • Upperbound of 95% confidence interval for beta
    0.51802
  • Lowerbound of 95% confidence interval for alpha
    -0.35923
  • Upperbound of 95% confidence interval for alpha
    0.82487
  • Treynor index (mean / b)
    0.58246
  • Jensen alpha (a)
    0.23282
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02221
  • Expected Shortfall on VaR
    0.02797
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01034
  • Expected Shortfall on VaR
    0.02074
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.95004
  • Quartile 1
    0.99349
  • Median
    1.00186
  • Quartile 3
    1.00948
  • Maximum
    1.02899
  • Mean of quarter 1
    0.98303
  • Mean of quarter 2
    0.99796
  • Mean of quarter 3
    1.00557
  • Mean of quarter 4
    1.01768
  • Inter Quartile Range
    0.01599
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.03053
  • Mean of outliers low
    0.96001
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.08710
  • VaR(95%) (moments method)
    0.01589
  • Expected Shortfall (moments method)
    0.02267
  • Extreme Value Index (regression method)
    0.00231
  • VaR(95%) (regression method)
    0.01734
  • Expected Shortfall (regression method)
    0.02397
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    7.00000
  • Minimum
    0.00292
  • Quartile 1
    0.00854
  • Median
    0.01434
  • Quartile 3
    0.02387
  • Maximum
    0.16299
  • Mean of quarter 1
    0.00461
  • Mean of quarter 2
    0.01256
  • Mean of quarter 3
    0.01782
  • Mean of quarter 4
    0.09646
  • Inter Quartile Range
    0.01533
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.14286
  • Mean of outliers high
    0.16299
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -363185000
  • Max Equity Drawdown (num days)
    763
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.25735
  • Compounded annual return (geometric extrapolation)
    0.27391
  • Calmar ratio (compounded annual return / max draw down)
    1.68055
  • Compounded annual return / average of 25% largest draw downs
    2.83968
  • Compounded annual return / Expected Shortfall lognormal
    9.79442

Strategy Description

The ACE leverages a diverse set of successful strategies to create outsized returns with low drawdowns. No forced trades, patience and discretion is key to long-term, high profitability with low drawdowns. All futures and equities traded are highly liquid and the portfolio is designed to scale up.

Markets:

Equities and ETF's – High growth, recurring revenue companies and a select group of leveraged ETF’s are traded to utilize available cash and increase portfolio returns. All entries and exits are completely automated based on two very successful, time-tested algorithms.

Futures – Using a much smaller portion of the total account, this is a rule-based strategy including strict filtering which leverages significant pivot patterns and turning points. Risk management measures are always in place and there is a constant respect towards the overall trend. Futures symbols include currency pairs, gold, crude oil, and S&P 500 futures. These trades will be infrequent in nature and a much smaller portion of the overall account and returns.

Disclosure:
Past performance is not a guarantee of future results. You should not act on the ideas shared until you have consulted with your financial, investment, tax, and legal adviser.
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2020-02-28
Suggested Minimum Capital
$25,000
Rank at C2 %
Top 3.5%
Rank # 
#24
# Trades
467
# Profitable
254
% Profitable
54.4%
Net Dividends
$6,628
Correlation S&P500
0.388
Sharpe Ratio
0.88
Sortino Ratio
1.27
Beta
0.40
Alpha
0.05
Leverage
1.43 Average
17.13 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

Collective2 calcola la leva finanziaria massima utilizzata da una strategia in ogni giorno. Mostriamo quindi la media di queste misurazioni (cioè la media della leva finanziaria massima giornaliera) e la più grande di queste misurazioni (leva finanziaria massima giornaliera).

La leva finanziaria è il rapporto tra il valore nozionale totale controllato da una strategia e il patrimonio del Model Account. Generalmente, una leva finanziaria più alta implica un rischio maggiore.

Esempio di calcolo:
La Strategia acquista 100 azioni a $12 per azione.
Il patrimonio del Model Account durante quel giorno è di $5.000.
La leva finanziaria è: $1200 / $5.000 = 0,24

Questa è una misurazione utile, ma deve essere considerata nel contesto. Questa misurazione non tiene conto di fattori importanti, come quando si detengono più posizioni che sono inversamente correlate. Né la misurazione tiene conto della volatilità degli strumenti detenuti.

Inoltre, alcune classi di attività sono per loro natura più leveraged di altre. Ad esempio, i contratti futures sono altamente leveraged. Le posizioni Forex sono spesso ancora più leveraged dei futures.

Latest Activity

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Trade journal

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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.



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

Questi risultati si basano su performance simulate o ipotetiche che presentano alcune limitazioni intrinseche. A differenza dei risultati mostrati in un registro delle prestazioni effettive, questi risultati non rappresentano trading effettivo. Inoltre, poiché queste operazioni non sono state effettivamente eseguite, questi risultati potrebbero aver sotto o sovrastimato l'impatto, se presente, di alcuni fattori di mercato, come la mancanza di liquidità. I programmi di trading simulati o ipotetici in generale sono soggetti anche al fatto che sono progettati con il beneficio del senno di poi. Non viene fatta alcuna rappresentazione che qualsiasi conto raggiungerà o sarà probabile ottenere profitti o perdite simili a quelli mostrati.

Inoltre, il trading ipotetico non comporta rischio finanziario e nessun record di trading ipotetico può tener conto completamente dell'impatto del rischio finanziario nel trading effettivo. Ad esempio, la capacità di sopportare perdite o di attenersi a un particolare programma di trading nonostante le perdite commerciali sono punti materiali che possono influire negativamente sui risultati del trading effettivo. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading, che non possono essere pienamente contabilizzati nella preparazione dei risultati delle prestazioni ipotetiche e tutti i quali possono influire negativamente sui risultati del trading effettivo.

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

Le seguenti sono ipotesi materiali utilizzate nel calcolo di eventuali risultati mensili ipotetici che appaiono sul nostro sito web.

  • I profitti vengono reinvestiti. Presumiamo che i profitti (quando ci sono) vengano reinvestiti nella strategia di trading.
  • Dimensione dell'investimento iniziale. Per qualsiasi strategia di trading sul nostro sito, i risultati ipotetici si basano sull'ipotesi che tu abbia investito l'importo iniziale mostrato sul grafico delle prestazioni della strategia. In alcuni casi, gli importi nominali in dollari sul grafico del patrimonio sono stati ridimensionati verso il basso per rendere le dimensioni di trading attuali più gestibili. In questi casi, potrebbe non essere stato possibile scambiare la strategia storicamente ai livelli di patrimonio mostrati sul grafico e un capitale minimo più elevato era richiesto in passato.
  • Tutte le spese sono incluse. Nel calcolo dei rendimenti cumulativi, cerchiamo di stimare e includere tutte le spese che un tipico trader sostiene quando fa AutoTrading utilizzando la tecnologia AutoTrade. Ciò include il costo dell'abbonamento alla strategia, più eventuali commissioni per operazione di AutoTrade, più le commissioni di intermediazione stimate, se presenti.
  • Metodo di calcolo del "Max Drawdown". Calcoliamo la statistica Max Drawdown come segue. Il nostro software informatico esamina il grafico del patrimonio del sistema in questione e trova la percentuale più grande in cui il grafico del patrimonio diminuisce mai da un "picco" locale a un punto successivo nel tempo (quindi questo è formalmente chiamato "Massimo calo dal picco alla valle"). Sebbene queste informazioni siano utili nella valutazione dei sistemi di trading, dovresti tenere presente che le prestazioni passate non garantiscono risultati futuri. Pertanto, i cali futuri potrebbero essere maggiori rispetto ai massimi cali storici che vedi qui.

Il trading è rischioso

C'è un rischio sostanziale di perdita nel trading di futures e forex. Il trading online di azioni e opzioni è estremamente rischioso. Presumi che perderai denaro. Non fare trading con denaro che non puoi permetterti di perdere.

Va bene, capito.

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