Collective2 Collective2
Featured Strategy Gold and Silver +115.9% Cumul. Return since Jan 14, 2025 Hypothetical

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


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US Alpha Equity Focus
(141710744)

Creato da: HeritageValueCapital HeritageValueCapital
Started: 09/2022
Stocks
Last trade: Yesterday
Trading style: Equity Trend-following Momentum

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 $50.00 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
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
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).

131.0%
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.

(47.5%)
Max Drawdown
117
Num Trades
72.6%
Win Trades
6.5 : 1
Profit Factor
69.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                                        (8.4%)(13.4%)+21.5%(16.4%)(19.4%)
2023+58.1%+5.4%+37.1%+11.5%(4.8%)+24.4%+46.5%(13%)(9.5%)(8.6%)+39.4%+14.9%+409.8%
2024+21.7%+27.0%(0.9%)(14.2%)+7.3%+15.6%(10.3%)+14.6%+12.9%+0.6%+10.8%+0.8%+112.6%
2025+12.4%+1.9%(3%)+3.8%+1.2%+5.2%+5.4%+7.3%                        +39.0%


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.

Trading Record

This strategy has placed 244 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
8/21/25 14:28 VFC VF LONG 250 12.93 8/27 11:38 14.45 0.01%
Trade id #152679500
Max drawdown($6)
Time8/21/25 14:31
Quant open250
Worst price12.90
Drawdown as % of equity-0.01%
 $376
Includes Typical Broker Commissions trade costs of $5.00
8/12/25 15:17 BABA2618L130 BABA Dec18'26 130 call LONG 1 20.98 8/25 14:45 21.55 0.28%
Trade id #152589857
Max drawdown($280)
Time8/21/25 0:00
Quant open1
Worst price18.18
Drawdown as % of equity-0.28%
 $55
Includes Typical Broker Commissions trade costs of $2.00
8/19/25 11:04 BABA ALIBABA GROUP HOLDING LIMITED LONG 75 121.37 8/22 14:44 123.14 0.15%
Trade id #152640212
Max drawdown($155)
Time8/21/25 0:00
Quant open50
Worst price117.51
Drawdown as % of equity-0.15%
 $132
Includes Typical Broker Commissions trade costs of $1.50
7/23/25 12:47 SNAP SNAP INC LONG 1,250 8.41 8/22 13:15 7.21 1.66%
Trade id #152398483
Max drawdown($1,615)
Time8/12/25 0:00
Quant open1,000
Worst price7.12
Drawdown as % of equity-1.66%
 ($1,523)
Includes Typical Broker Commissions trade costs of $25.00
8/14/25 11:44 SWK STANLEY BLACK & DECKER LONG 100 74.43 8/22 13:07 77.57 0.18%
Trade id #152608106
Max drawdown($180)
Time8/21/25 0:00
Quant open100
Worst price72.63
Drawdown as % of equity-0.18%
 $312
Includes Typical Broker Commissions trade costs of $2.00
8/14/25 11:42 BAX BAXTER INTERNATIONAL LONG 100 24.34 8/22 13:03 24.49 0.09%
Trade id #152608049
Max drawdown($89)
Time8/18/25 0:00
Quant open100
Worst price23.45
Drawdown as % of equity-0.09%
 $13
Includes Typical Broker Commissions trade costs of $2.00
8/20/25 12:32 INTC INTEL LONG 200 23.50 8/22 13:02 24.60 0.09%
Trade id #152651152
Max drawdown($89)
Time8/21/25 0:00
Quant open100
Worst price22.77
Drawdown as % of equity-0.09%
 $217
Includes Typical Broker Commissions trade costs of $4.00
8/14/25 12:58 BULL WEBULL CORPORATION CLASS A LONG 300 15.11 8/19 11:02 15.41 0.02%
Trade id #152609631
Max drawdown($18)
Time8/15/25 0:00
Quant open300
Worst price15.05
Drawdown as % of equity-0.02%
 $83
Includes Typical Broker Commissions trade costs of $6.00
8/14/25 11:41 VFC VF LONG 400 12.61 8/19 11:02 13.39 0.04%
Trade id #152608035
Max drawdown($39)
Time8/14/25 12:43
Quant open300
Worst price12.50
Drawdown as % of equity-0.04%
 $305
Includes Typical Broker Commissions trade costs of $8.00
7/10/25 14:43 INTC INTEL LONG 675 21.95 8/15 9:42 22.62 1.24%
Trade id #152284676
Max drawdown($1,189)
Time8/1/25 0:00
Quant open300
Worst price18.96
Drawdown as % of equity-1.24%
 $437
Includes Typical Broker Commissions trade costs of $13.50
8/14/25 11:16 AAP ADVANCE AUTO PARTS LONG 50 54.89 8/14 12:55 57.00 0.04%
Trade id #152607746
Max drawdown($40)
Time8/14/25 11:25
Quant open50
Worst price54.08
Drawdown as % of equity-0.04%
 $105
Includes Typical Broker Commissions trade costs of $1.00
7/23/25 12:40 SWK STANLEY BLACK & DECKER LONG 75 71.89 8/14 10:46 74.15 0.51%
Trade id #152398424
Max drawdown($486)
Time8/1/25 0:00
Quant open75
Worst price65.41
Drawdown as % of equity-0.51%
 $169
Includes Typical Broker Commissions trade costs of $1.50
8/5/25 13:59 VFC VF LONG 375 12.13 8/13 11:31 12.91 0.12%
Trade id #152526972
Max drawdown($118)
Time8/8/25 0:00
Quant open250
Worst price11.65
Drawdown as % of equity-0.12%
 $284
Includes Typical Broker Commissions trade costs of $7.50
8/11/25 10:04 BAX BAXTER INTERNATIONAL LONG 125 23.79 8/13 11:31 24.11 0.06%
Trade id #152575354
Max drawdown($63)
Time8/11/25 11:14
Quant open125
Worst price23.28
Drawdown as % of equity-0.06%
 $37
Includes Typical Broker Commissions trade costs of $2.50
7/25/25 14:25 BULL WEBULL CORPORATION CLASS A LONG 375 15.22 8/13 11:31 15.35 0.58%
Trade id #152422292
Max drawdown($555)
Time8/1/25 0:00
Quant open250
Worst price13.05
Drawdown as % of equity-0.58%
 $41
Includes Typical Broker Commissions trade costs of $7.50
5/2/25 13:19 BABA ALIBABA GROUP HOLDING LIMITED LONG 285 119.70 8/12 15:17 119.96 2.5%
Trade id #151606458
Max drawdown($2,307)
Time7/9/25 0:00
Quant open125
Worst price103.71
Drawdown as % of equity-2.50%
 $68
Includes Typical Broker Commissions trade costs of $5.70
7/25/25 14:24 AAP ADVANCE AUTO PARTS LONG 100 57.27 8/12 13:58 59.89 0.48%
Trade id #152422283
Max drawdown($457)
Time8/1/25 0:00
Quant open75
Worst price51.84
Drawdown as % of equity-0.48%
 $260
Includes Typical Broker Commissions trade costs of $2.00
8/7/25 10:41 PYPL PAYPAL HOLDINGS CORP LONG 50 68.81 8/11 10:08 67.50 0.07%
Trade id #152547713
Max drawdown($69)
Time8/8/25 0:00
Quant open50
Worst price67.42
Drawdown as % of equity-0.07%
 ($67)
Includes Typical Broker Commissions trade costs of $1.00
8/7/25 10:38 ALB2618F80 ALB Jun18'26 80 call LONG 1 10.43 8/11 10:02 16.64 n/a $619
Includes Typical Broker Commissions trade costs of $2.00
7/23/25 12:44 DDD 3D SYSTEMS LONG 1,000 1.80 8/11 10:02 1.75 0.15%
Trade id #152398471
Max drawdown($146)
Time8/1/25 0:00
Quant open500
Worst price1.57
Drawdown as % of equity-0.15%
 ($66)
Includes Typical Broker Commissions trade costs of $12.50
8/7/25 10:46 ARM2616A145 ARM Jan16'26 145 call LONG 1 15.29 8/11 10:00 19.75 0.2%
Trade id #152547765
Max drawdown($194)
Time8/7/25 12:47
Quant open1
Worst price13.35
Drawdown as % of equity-0.20%
 $444
Includes Typical Broker Commissions trade costs of $2.00
8/7/25 10:37 ALB ALBEMARLE LONG 75 71.57 8/11 9:59 81.28 0.13%
Trade id #152547644
Max drawdown($129)
Time8/7/25 15:57
Quant open75
Worst price69.85
Drawdown as % of equity-0.13%
 $727
Includes Typical Broker Commissions trade costs of $1.50
7/10/25 14:42 CPS COOPER STANDARD HOLDINGS LONG 300 24.24 8/1 13:31 26.48 0.45%
Trade id #152284671
Max drawdown($433)
Time7/18/25 0:00
Quant open200
Worst price22.32
Drawdown as % of equity-0.45%
 $666
Includes Typical Broker Commissions trade costs of $6.00
7/23/25 12:41 GNRC GENERAC HOLDINGS LONG 50 155.14 7/29 11:49 153.78 0.12%
Trade id #152398439
Max drawdown($116)
Time7/29/25 11:42
Quant open40
Worst price152.22
Drawdown as % of equity-0.12%
 ($69)
Includes Typical Broker Commissions trade costs of $1.00
5/2/25 13:21 BABA2616A125 BABA Jan16'26 125 call LONG 3 13.53 7/25 14:43 12.90 2.57%
Trade id #151606480
Max drawdown($2,370)
Time7/9/25 0:00
Quant open2
Worst price5.30
Drawdown as % of equity-2.57%
 ($197)
Includes Typical Broker Commissions trade costs of $6.00
7/23/25 12:43 ALB ALBEMARLE LONG 25 78.69 7/25 14:26 83.66 0.02%
Trade id #152398463
Max drawdown($18)
Time7/23/25 13:51
Quant open25
Worst price77.94
Drawdown as % of equity-0.02%
 $124
Includes Typical Broker Commissions trade costs of $0.50
7/10/25 14:43 PYPL PAYPAL HOLDINGS CORP LONG 125 74.69 7/23 12:42 76.86 0.41%
Trade id #152284687
Max drawdown($377)
Time7/11/25 0:00
Quant open75
Worst price70.79
Drawdown as % of equity-0.41%
 $269
Includes Typical Broker Commissions trade costs of $2.50
7/18/25 11:39 NOV NATIONAL OILWELL VARCO INC. LONG 250 12.93 7/23 12:40 13.74 0.06%
Trade id #152357698
Max drawdown($61)
Time7/22/25 0:00
Quant open250
Worst price12.69
Drawdown as % of equity-0.06%
 $197
Includes Typical Broker Commissions trade costs of $5.00
7/16/25 11:53 SWK STANLEY BLACK & DECKER LONG 75 69.33 7/23 11:42 73.90 n/a $342
Includes Typical Broker Commissions trade costs of $1.50
7/7/25 9:30 BULL WEBULL CORPORATION CLASS A LONG 500 12.84 7/23 9:30 15.86 0.47%
Trade id #152230367
Max drawdown($447)
Time7/16/25 0:00
Quant open500
Worst price11.95
Drawdown as % of equity-0.47%
 $1,500
Includes Typical Broker Commissions trade costs of $10.00

Successivo

Statistics

  • Strategy began
    9/8/2022
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    1085.19
  • Age
    36 months ago
  • What it trades
    Stocks
  • # Trades
    117
  • # Profitable
    85
  • % Profitable
    72.60%
  • Avg trade duration
    56.6 days
  • Max peak-to-valley drawdown
    47.52%
  • drawdown period
    Feb 03, 2023 - Feb 24, 2023
  • Annual Return (Compounded)
    131.0%
  • Avg win
    $1,334
  • Avg loss
    $558.78
  • Model Account Values (Raw)
  • Cash
    $74,842
  • Margin Used
    $0
  • Buying Power
    $75,408
  • Ratios
  • W:L ratio
    6.45:1
  • Sharpe Ratio
    1.25
  • Sortino Ratio
    2.12
  • Calmar Ratio
    6.444
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    1052.59%
  • Correlation to SP500
    0.33290
  • Return Percent SP500 (cumu) during strategy life
    62.03%
  • Return Statistics
  • Ann Return (w trading costs)
    131.0%
  • Slump
  • Current Slump as Pcnt Equity
    0.30%
  • Instruments
  • Percent Trades Futures
    n/a
  • 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
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.310%
  • Instruments
  • Percent Trades Options
    0.14%
  • Percent Trades Stocks
    0.85%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    132.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    81.00%
  • Chance of 20% account loss
    71.50%
  • Chance of 30% account loss
    66.50%
  • Chance of 40% account loss
    50.00%
  • Chance of 60% account loss (Monte Carlo)
    26.00%
  • Chance of 70% account loss (Monte Carlo)
    16.00%
  • Chance of 80% account loss (Monte Carlo)
    6.00%
  • Chance of 90% account loss (Monte Carlo)
    0.50%
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    39.00%
  • Popularity
  • Popularity (Today)
    932
  • Popularity (Last 6 weeks)
    991
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    958
  • Popularity (7 days, Percentile 1000 scale)
    986
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $573
  • Avg Win
    $1,337
  • Sum Trade PL (losers)
    $18,345.000
  • Age
  • Num Months filled monthly returns table
    36
  • Win / Loss
  • Sum Trade PL (winners)
    $113,659.000
  • # Winners
    85
  • Num Months Winners
    25
  • Dividends
  • Dividends Received in Model Acct
    975
  • AUM
  • AUM (AutoTrader live capital)
    1018360
  • Win / Loss
  • # Losers
    32
  • % Winners
    72.7%
  • Frequency
  • Avg Position Time (mins)
    81556.80
  • Avg Position Time (hrs)
    1359.28
  • Avg Trade Length
    56.6 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.96
  • Daily leverage (max)
    5.48
  • Regression
  • Alpha
    0.24
  • Beta
    1.43
  • Treynor Index
    0.21
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.32
  • MAE:Equity, average, winning trades
    0.04
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    8.062
  • 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
    2.569
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.293
  • Hold-and-Hope Ratio
    0.127
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.44075
  • SD
    0.67863
  • Sharpe ratio (Glass type estimate)
    2.12304
  • Sharpe ratio (Hedges UMVUE)
    2.05588
  • df
    24.00000
  • t
    3.06434
  • p
    0.00266
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.62104
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.58801
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.57866
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.53309
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.88828
  • Upside Potential Ratio
    8.36243
  • Upside part of mean
    1.74908
  • Downside part of mean
    -0.30833
  • Upside SD
    0.75587
  • Downside SD
    0.20916
  • N nonnegative terms
    17.00000
  • N negative terms
    8.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    25.00000
  • Mean of predictor
    0.21984
  • Mean of criterion
    1.44075
  • SD of predictor
    0.17370
  • SD of criterion
    0.67863
  • Covariance
    0.05367
  • r
    0.45531
  • b (slope, estimate of beta)
    1.77886
  • a (intercept, estimate of alpha)
    1.04969
  • Mean Square Error
    0.38093
  • DF error
    23.00000
  • t(b)
    2.45256
  • p(b)
    0.01110
  • t(a)
    2.30009
  • p(a)
    0.01543
  • Lowerbound of 95% confidence interval for beta
    0.27845
  • Upperbound of 95% confidence interval for beta
    3.27928
  • Lowerbound of 95% confidence interval for alpha
    0.10562
  • Upperbound of 95% confidence interval for alpha
    1.99376
  • Treynor index (mean / b)
    0.80993
  • Jensen alpha (a)
    1.04969
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.18393
  • SD
    0.60121
  • Sharpe ratio (Glass type estimate)
    1.96925
  • Sharpe ratio (Hedges UMVUE)
    1.90696
  • df
    24.00000
  • t
    2.84237
  • p
    0.00450
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.48510
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.41834
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.44582
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.36809
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.12311
  • Upside Potential Ratio
    6.56209
  • Upside part of mean
    1.51648
  • Downside part of mean
    -0.33254
  • Upside SD
    0.64062
  • Downside SD
    0.23110
  • N nonnegative terms
    17.00000
  • N negative terms
    8.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    25.00000
  • Mean of predictor
    0.20302
  • Mean of criterion
    1.18393
  • SD of predictor
    0.17409
  • SD of criterion
    0.60121
  • Covariance
    0.04651
  • r
    0.44435
  • b (slope, estimate of beta)
    1.53453
  • a (intercept, estimate of alpha)
    0.87239
  • Mean Square Error
    0.30270
  • DF error
    23.00000
  • t(b)
    2.37878
  • p(b)
    0.01303
  • t(a)
    2.16449
  • p(a)
    0.02053
  • Lowerbound of 95% confidence interval for beta
    0.20006
  • Upperbound of 95% confidence interval for beta
    2.86900
  • Lowerbound of 95% confidence interval for alpha
    0.03863
  • Upperbound of 95% confidence interval for alpha
    1.70616
  • Treynor index (mean / b)
    0.77153
  • Jensen alpha (a)
    0.87239
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.17040
  • Expected Shortfall on VaR
    0.22688
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04272
  • Expected Shortfall on VaR
    0.09566
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    25.00000
  • Minimum
    0.76540
  • Quartile 1
    0.98609
  • Median
    1.08041
  • Quartile 3
    1.25746
  • Maximum
    1.55343
  • Mean of quarter 1
    0.91065
  • Mean of quarter 2
    1.03532
  • Mean of quarter 3
    1.18514
  • Mean of quarter 4
    1.39374
  • Inter Quartile Range
    0.27137
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • 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)
    -1.87579
  • VaR(95%) (moments method)
    0.05023
  • Expected Shortfall (moments method)
    0.05155
  • Extreme Value Index (regression method)
    -0.47973
  • VaR(95%) (regression method)
    0.10244
  • Expected Shortfall (regression method)
    0.12554
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.05700
  • Quartile 1
    0.09297
  • Median
    0.12154
  • Quartile 3
    0.17878
  • Maximum
    0.30072
  • Mean of quarter 1
    0.05700
  • Mean of quarter 2
    0.10496
  • Mean of quarter 3
    0.13813
  • Mean of quarter 4
    0.30072
  • Inter Quartile Range
    0.08581
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    5.51361
  • Compounded annual return (geometric extrapolation)
    2.35966
  • Calmar ratio (compounded annual return / max draw down)
    7.84660
  • Compounded annual return / average of 25% largest draw downs
    7.84660
  • Compounded annual return / Expected Shortfall lognormal
    10.40070
  • 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
    1.43414
  • SD
    0.71835
  • Sharpe ratio (Glass type estimate)
    1.99643
  • Sharpe ratio (Hedges UMVUE)
    1.99369
  • df
    546.00000
  • t
    2.88468
  • p
    0.00204
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.63395
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.35718
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.63209
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.35529
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.43643
  • Upside Potential Ratio
    10.26020
  • Upside part of mean
    4.28196
  • Downside part of mean
    -2.84782
  • Upside SD
    0.59057
  • Downside SD
    0.41734
  • N nonnegative terms
    295.00000
  • N negative terms
    252.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    547.00000
  • Mean of predictor
    0.22243
  • Mean of criterion
    1.43414
  • SD of predictor
    0.19202
  • SD of criterion
    0.71835
  • Covariance
    0.05444
  • r
    0.39465
  • b (slope, estimate of beta)
    1.47643
  • a (intercept, estimate of alpha)
    1.10600
  • Mean Square Error
    0.43646
  • DF error
    545.00000
  • t(b)
    10.02710
  • p(b)
    -0.00000
  • t(a)
    2.41220
  • p(a)
    0.00809
  • Lowerbound of 95% confidence interval for beta
    1.18719
  • Upperbound of 95% confidence interval for beta
    1.76567
  • Lowerbound of 95% confidence interval for alpha
    0.20530
  • Upperbound of 95% confidence interval for alpha
    2.00618
  • Treynor index (mean / b)
    0.97136
  • Jensen alpha (a)
    1.10574
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.17972
  • SD
    0.70605
  • Sharpe ratio (Glass type estimate)
    1.67088
  • Sharpe ratio (Hedges UMVUE)
    1.66858
  • df
    546.00000
  • t
    2.41428
  • p
    0.00805
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.31006
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.03019
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.30852
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.02864
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.67660
  • Upside Potential Ratio
    9.34958
  • Upside part of mean
    4.12085
  • Downside part of mean
    -2.94113
  • Upside SD
    0.55555
  • Downside SD
    0.44075
  • N nonnegative terms
    295.00000
  • N negative terms
    252.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    547.00000
  • Mean of predictor
    0.20404
  • Mean of criterion
    1.17972
  • SD of predictor
    0.19115
  • SD of criterion
    0.70605
  • Covariance
    0.05308
  • r
    0.39330
  • b (slope, estimate of beta)
    1.45275
  • a (intercept, estimate of alpha)
    0.88330
  • Mean Square Error
    0.42216
  • DF error
    545.00000
  • t(b)
    9.98659
  • p(b)
    -0.00000
  • t(a)
    1.96006
  • p(a)
    0.02525
  • Lowerbound of 95% confidence interval for beta
    1.16700
  • Upperbound of 95% confidence interval for beta
    1.73850
  • Lowerbound of 95% confidence interval for alpha
    -0.00192
  • Upperbound of 95% confidence interval for alpha
    1.76853
  • Treynor index (mean / b)
    0.81206
  • Jensen alpha (a)
    0.88330
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06503
  • Expected Shortfall on VaR
    0.08180
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02340
  • Expected Shortfall on VaR
    0.04936
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    547.00000
  • Minimum
    0.81127
  • Quartile 1
    0.98908
  • Median
    1.00162
  • Quartile 3
    1.01849
  • Maximum
    1.25512
  • Mean of quarter 1
    0.96085
  • Mean of quarter 2
    0.99610
  • Mean of quarter 3
    1.00835
  • Mean of quarter 4
    1.05704
  • Inter Quartile Range
    0.02940
  • Number outliers low
    29.00000
  • Percentage of outliers low
    0.05302
  • Mean of outliers low
    0.90899
  • Number of outliers high
    38.00000
  • Percentage of outliers high
    0.06947
  • Mean of outliers high
    1.11382
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.28393
  • VaR(95%) (moments method)
    0.03431
  • Expected Shortfall (moments method)
    0.05939
  • Extreme Value Index (regression method)
    0.23180
  • VaR(95%) (regression method)
    0.03686
  • Expected Shortfall (regression method)
    0.06174
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    45.00000
  • Minimum
    0.00006
  • Quartile 1
    0.01474
  • Median
    0.04860
  • Quartile 3
    0.08557
  • Maximum
    0.36401
  • Mean of quarter 1
    0.00498
  • Mean of quarter 2
    0.03506
  • Mean of quarter 3
    0.06740
  • Mean of quarter 4
    0.19855
  • Inter Quartile Range
    0.07083
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.11111
  • Mean of outliers high
    0.27421
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.34921
  • VaR(95%) (moments method)
    0.19177
  • Expected Shortfall (moments method)
    0.22889
  • Extreme Value Index (regression method)
    0.08092
  • VaR(95%) (regression method)
    0.17743
  • Expected Shortfall (regression method)
    0.24207
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    5.48153
  • Compounded annual return (geometric extrapolation)
    2.34552
  • Calmar ratio (compounded annual return / max draw down)
    6.44352
  • Compounded annual return / average of 25% largest draw downs
    11.81310
  • Compounded annual return / Expected Shortfall lognormal
    28.67330
  • 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
    0.33751
  • SD
    0.19212
  • Sharpe ratio (Glass type estimate)
    1.75678
  • Sharpe ratio (Hedges UMVUE)
    1.74663
  • df
    130.00000
  • t
    1.24223
  • p
    0.44584
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.02651
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.53354
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.03330
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.52655
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.82582
  • Upside Potential Ratio
    10.88870
  • Upside part of mean
    1.30054
  • Downside part of mean
    -0.96302
  • Upside SD
    0.15099
  • Downside SD
    0.11944
  • N nonnegative terms
    69.00000
  • N negative terms
    62.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.11384
  • Mean of criterion
    0.33751
  • SD of predictor
    0.24110
  • SD of criterion
    0.19212
  • Covariance
    0.02583
  • r
    0.55770
  • b (slope, estimate of beta)
    0.44440
  • a (intercept, estimate of alpha)
    0.28692
  • Mean Square Error
    0.02563
  • DF error
    129.00000
  • t(b)
    7.63123
  • p(b)
    0.16433
  • t(a)
    1.26682
  • p(a)
    0.42957
  • Lowerbound of 95% confidence interval for beta
    0.32918
  • Upperbound of 95% confidence interval for beta
    0.55962
  • Lowerbound of 95% confidence interval for alpha
    -0.16120
  • Upperbound of 95% confidence interval for alpha
    0.73504
  • Treynor index (mean / b)
    0.75949
  • Jensen alpha (a)
    0.28692
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.31902
  • SD
    0.19171
  • Sharpe ratio (Glass type estimate)
    1.66404
  • Sharpe ratio (Hedges UMVUE)
    1.65442
  • df
    130.00000
  • t
    1.17665
  • p
    0.44867
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.11828
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.44007
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.12467
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.43351
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.64106
  • Upside Potential Ratio
    10.67280
  • Upside part of mean
    1.28918
  • Downside part of mean
    -0.97016
  • Upside SD
    0.14923
  • Downside SD
    0.12079
  • N nonnegative terms
    69.00000
  • N negative terms
    62.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.08527
  • Mean of criterion
    0.31902
  • SD of predictor
    0.23926
  • SD of criterion
    0.19171
  • Covariance
    0.02550
  • r
    0.55590
  • b (slope, estimate of beta)
    0.44542
  • a (intercept, estimate of alpha)
    0.28104
  • Mean Square Error
    0.02559
  • DF error
    129.00000
  • t(b)
    7.59551
  • p(b)
    0.16529
  • t(a)
    1.24189
  • p(a)
    0.43094
  • VAR (95 Confidence Intrvl)
    0.06500
  • Lowerbound of 95% confidence interval for beta
    0.32939
  • Upperbound of 95% confidence interval for beta
    0.56144
  • Lowerbound of 95% confidence interval for alpha
    -0.16670
  • Upperbound of 95% confidence interval for alpha
    0.72877
  • Treynor index (mean / b)
    0.71622
  • Jensen alpha (a)
    0.28104
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01810
  • Expected Shortfall on VaR
    0.02294
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00820
  • Expected Shortfall on VaR
    0.01600
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.96197
  • Quartile 1
    0.99536
  • Median
    1.00082
  • Quartile 3
    1.00659
  • Maximum
    1.03748
  • Mean of quarter 1
    0.98813
  • Mean of quarter 2
    0.99755
  • Mean of quarter 3
    1.00359
  • Mean of quarter 4
    1.01638
  • Inter Quartile Range
    0.01123
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.03053
  • Mean of outliers low
    0.97084
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.05344
  • Mean of outliers high
    1.02973
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.34193
  • VaR(95%) (moments method)
    0.01244
  • Expected Shortfall (moments method)
    0.02187
  • Extreme Value Index (regression method)
    0.43623
  • VaR(95%) (regression method)
    0.01241
  • Expected Shortfall (regression method)
    0.02401
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    12.00000
  • Minimum
    0.00054
  • Quartile 1
    0.00407
  • Median
    0.01157
  • Quartile 3
    0.03969
  • Maximum
    0.09588
  • Mean of quarter 1
    0.00157
  • Mean of quarter 2
    0.00526
  • Mean of quarter 3
    0.02437
  • Mean of quarter 4
    0.06605
  • Inter Quartile Range
    0.03562
  • 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
    0.08333
  • Mean of outliers high
    0.09588
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -2.99367
  • VaR(95%) (moments method)
    0.07426
  • Expected Shortfall (moments method)
    0.07497
  • Extreme Value Index (regression method)
    -0.28619
  • VaR(95%) (regression method)
    0.09885
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.12242
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -428534000
  • Max Equity Drawdown (num days)
    21
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.37883
  • Compounded annual return (geometric extrapolation)
    0.41471
  • Calmar ratio (compounded annual return / max draw down)
    4.32507
  • Compounded annual return / average of 25% largest draw downs
    6.27840
  • Compounded annual return / Expected Shortfall lognormal
    18.08080

Strategy Description

Heritage Value Capital – Investment Strategy
1. Core Philosophy

Heritage Value Capital invests in high-quality companies trading below intrinsic value. Markets often misprice strong businesses due to short-term volatility, and we capitalize on these moments for long-term growth with disciplined risk controls.

2. Investment Process

Value Research: Identify leading companies with durable advantages, solid balance sheets, and consistent earnings through deep analysis of reports and guidance.

Technical Analysis: Apply full chart analysis to guide both entries and exits. We rely on price action, support/resistance, volume trends, and a proprietary three-EMA system that helps confirm optimal entry and exit points.

3. Position Management

Accumulation: Build positions gradually during setbacks when fundamentals and technicals align.

Exit: Scale out profits progressively as prices rise, securing gains while retaining upside.

4. Options Overlay

Use long-dated call options (12–18 months) when attractively priced.

Enhances returns, reduces cash outlay, and provides leverage in high-conviction opportunities.

5. Risk Management

Disciplined position sizing.

Focus only on profitable, established companies.

Dynamic scaling in/out to avoid over-concentration.

Patience—entries and exits must be supported by both value and technical signals.

6. Advantages

Quality-first stock selection.

Volatility becomes opportunity.

Efficient capital deployment with options.

Strong dual-layer filter: value + full technical analysis with proprietary EMA system.

Systematic profit taking.

✅ In short: Heritage Value Capital blends value investing with proprietary technical chart analysis and options overlays to generate steady returns from market mispricing.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2022-09-08
Suggested Minimum Capital
$100,000
Rank at C2 %
Top 4.2%
Rank # 
#24
# Trades
117
# Profitable
85
% Profitable
72.6%
Net Dividends
$974
Correlation S&P500
0.333
Sharpe Ratio
1.25
Sortino Ratio
2.12
Beta
1.43
Alpha
0.24
Leverage
0.96 Average
5.48 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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This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Mark as Private Keep Public

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.