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



ST Leveraged ETF
(144520124)

Creato da: Visionary Visionary
Started: 05/2023
Stocks
Last trade: Today
Trading style: Equity Trend-following

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 $100.00 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.

30.4%
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.

(18.0%)
Max Drawdown
287
Num Trades
50.9%
Win Trades
1.5 : 1
Profit Factor
67.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023                            +21.7%+1.7%+0.5%+8.7%(2.6%)+1.3%+1.0%(0.5%)+34.0%
2024(2.3%)+2.4%+0.9%(5.9%)+8.3%+1.7%+8.5%+3.6%(0.4%)(2.7%)+2.6%  -  +17.0%
2025+3.6%+6.4%(1.5%)+2.6%(1%)+5.2%+1.5%+0.6%                        +18.4%


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 40 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/24/25 15:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 534 88.86 7/31 9:45 91.51 1.05%
Trade id #152412389
Max drawdown($468)
Time7/25/25 0:00
Quant open534
Worst price87.98
Drawdown as % of equity-1.05%
$1,411
Includes Typical Broker Commissions trade costs of $5.00
7/3/25 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 567 84.75 7/7 9:33 83.48 1.78%
Trade id #152221736
Max drawdown($810)
Time7/7/25 9:33
Quant open567
Worst price83.33
Drawdown as % of equity-1.78%
($728)
Includes Typical Broker Commissions trade costs of $5.00
6/24/25 12:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 596 78.22 6/26 14:30 80.67 0.68%
Trade id #152136491
Max drawdown($297)
Time6/25/25 0:00
Quant open596
Worst price77.72
Drawdown as % of equity-0.68%
$1,459
Includes Typical Broker Commissions trade costs of $5.00
6/10/25 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 629 75.07 6/10 11:33 74.05 1.84%
Trade id #151979210
Max drawdown($823)
Time6/10/25 11:33
Quant open629
Worst price73.76
Drawdown as % of equity-1.84%
($647)
Includes Typical Broker Commissions trade costs of $5.00
6/3/25 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 631 72.43 6/5 11:00 74.94 0.8%
Trade id #151904028
Max drawdown($343)
Time6/3/25 10:08
Quant open631
Worst price71.89
Drawdown as % of equity-0.80%
$1,579
Includes Typical Broker Commissions trade costs of $5.00
5/13/25 11:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 637 69.33 5/19 13:15 71.81 1.32%
Trade id #151710998
Max drawdown($570)
Time5/19/25 9:30
Quant open637
Worst price68.43
Drawdown as % of equity-1.32%
$1,578
Includes Typical Broker Commissions trade costs of $5.00
5/12/25 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 690 65.14 5/12 10:30 64.00 1.84%
Trade id #151694014
Max drawdown($783)
Time5/12/25 10:30
Quant open690
Worst price64.00
Drawdown as % of equity-1.84%
($788)
Includes Typical Broker Commissions trade costs of $5.00
5/2/25 10:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 775 59.30 5/5 9:30 57.92 2.67%
Trade id #151603643
Max drawdown($1,166)
Time5/5/25 9:30
Quant open775
Worst price57.80
Drawdown as % of equity-2.67%
($1,082)
Includes Typical Broker Commissions trade costs of $5.00
4/25/25 13:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 863 53.93 4/25 13:39 53.21 1.52%
Trade id #151531197
Max drawdown($655)
Time4/25/25 13:39
Quant open863
Worst price53.17
Drawdown as % of equity-1.52%
($623)
Includes Typical Broker Commissions trade costs of $5.00
4/24/25 12:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 870 51.52 4/25 13:15 53.64 0.57%
Trade id #151517082
Max drawdown($242)
Time4/24/25 13:18
Quant open870
Worst price51.24
Drawdown as % of equity-0.57%
$1,842
Includes Typical Broker Commissions trade costs of $5.00
3/24/25 11:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 686 66.03 3/26 10:19 65.09 1.57%
Trade id #151172775
Max drawdown($669)
Time3/26/25 10:19
Quant open686
Worst price65.05
Drawdown as % of equity-1.57%
($649)
Includes Typical Broker Commissions trade costs of $5.00
2/13/25 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 507 86.78 2/14 13:15 89.42 0.66%
Trade id #150858939
Max drawdown($278)
Time2/13/25 13:19
Quant open507
Worst price86.23
Drawdown as % of equity-0.66%
$1,333
Includes Typical Broker Commissions trade costs of $5.00
2/5/25 12:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 507 84.15 2/7 9:45 86.88 0.54%
Trade id #150774565
Max drawdown($218)
Time2/5/25 13:27
Quant open507
Worst price83.72
Drawdown as % of equity-0.54%
$1,379
Includes Typical Broker Commissions trade costs of $5.00
1/21/25 13:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 486 84.80 1/22 10:00 87.96 0.61%
Trade id #150626104
Max drawdown($238)
Time1/21/25 14:52
Quant open486
Worst price84.31
Drawdown as % of equity-0.61%
$1,526
Includes Typical Broker Commissions trade costs of $9.72
12/16/24 13:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 449 92.98 12/17 9:34 91.77 1.41%
Trade id #150336568
Max drawdown($565)
Time12/17/24 9:34
Quant open449
Worst price91.72
Drawdown as % of equity-1.41%
($552)
Includes Typical Broker Commissions trade costs of $8.98
12/4/24 10:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 496 85.35 12/10 15:32 84.08 1.59%
Trade id #150241960
Max drawdown($643)
Time12/10/24 15:32
Quant open496
Worst price84.05
Drawdown as % of equity-1.59%
($641)
Includes Typical Broker Commissions trade costs of $9.92
12/2/24 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 500 82.19 12/4 9:45 84.84 0.84%
Trade id #150221886
Max drawdown($330)
Time12/3/24 0:00
Quant open500
Worst price81.53
Drawdown as % of equity-0.84%
$1,315
Includes Typical Broker Commissions trade costs of $10.00
11/7/24 10:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 511 81.41 11/14 12:32 80.36 1.44%
Trade id #150028363
Max drawdown($572)
Time11/14/24 12:32
Quant open511
Worst price80.29
Drawdown as % of equity-1.44%
($539)
Includes Typical Broker Commissions trade costs of $5.00
11/6/24 11:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 515 77.59 11/7 9:45 80.85 0.05%
Trade id #150010326
Max drawdown($20)
Time11/6/24 11:46
Quant open515
Worst price77.55
Drawdown as % of equity-0.05%
$1,671
Includes Typical Broker Commissions trade costs of $5.00
10/18/24 13:15 TQQQ PROSHARES ULTRAPRO QQQ LONG 540 74.98 10/21 10:40 74.07 1.46%
Trade id #149697550
Max drawdown($564)
Time10/21/24 10:40
Quant open540
Worst price73.93
Drawdown as % of equity-1.46%
($494)
Includes Typical Broker Commissions trade costs of $5.00
10/14/24 15:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 536 76.52 10/15 10:20 75.51 1.47%
Trade id #149656361
Max drawdown($578)
Time10/15/24 10:20
Quant open536
Worst price75.44
Drawdown as % of equity-1.47%
($546)
Includes Typical Broker Commissions trade costs of $5.00
9/24/24 12:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 552 71.86 9/26 9:45 74.14 1.24%
Trade id #149494793
Max drawdown($473)
Time9/24/24 14:30
Quant open552
Worst price71.00
Drawdown as % of equity-1.24%
$1,255
Includes Typical Broker Commissions trade costs of $5.00
9/19/24 12:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 564 71.41 9/20 9:30 70.27 1.89%
Trade id #149458777
Max drawdown($721)
Time9/20/24 9:30
Quant open564
Worst price70.13
Drawdown as % of equity-1.89%
($646)
Includes Typical Broker Commissions trade costs of $5.00
9/12/24 13:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 618 66.13 9/16 10:34 65.10 1.62%
Trade id #149374459
Max drawdown($650)
Time9/16/24 10:34
Quant open618
Worst price65.08
Drawdown as % of equity-1.62%
($638)
Includes Typical Broker Commissions trade costs of $5.00
8/15/24 13:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 606 68.25 8/16 9:30 67.40 1.56%
Trade id #148929933
Max drawdown($628)
Time8/16/24 9:30
Quant open606
Worst price67.21
Drawdown as % of equity-1.56%
($518)
Includes Typical Broker Commissions trade costs of $5.00
8/13/24 11:45 TQQQ PROSHARES ULTRAPRO QQQ LONG 625 62.40 8/15 9:45 66.41 0.87%
Trade id #148904430
Max drawdown($331)
Time8/14/24 0:00
Quant open625
Worst price61.87
Drawdown as % of equity-0.87%
$2,501
Includes Typical Broker Commissions trade costs of $5.00
8/1/24 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 565 69.72 8/1 10:07 68.88 1.35%
Trade id #148795033
Max drawdown($514)
Time8/1/24 10:07
Quant open565
Worst price68.81
Drawdown as % of equity-1.35%
($480)
Includes Typical Broker Commissions trade costs of $5.00
7/24/24 11:00 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 4,368 8.79 7/24 15:30 9.04 0.12%
Trade id #148728522
Max drawdown($43)
Time7/24/24 11:03
Quant open4,368
Worst price8.78
Drawdown as % of equity-0.12%
$1,087
Includes Typical Broker Commissions trade costs of $5.00
7/5/24 10:00 TQQQ PROSHARES ULTRAPRO QQQ LONG 463 80.42 7/9 9:45 83.14 0.78%
Trade id #148576498
Max drawdown($277)
Time7/5/24 10:11
Quant open463
Worst price79.82
Drawdown as % of equity-0.78%
$1,250
Includes Typical Broker Commissions trade costs of $9.26
7/3/24 12:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 472 79.30 7/3 12:45 78.75 0.76%
Trade id #148566577
Max drawdown($273)
Time7/3/24 12:45
Quant open472
Worst price78.72
Drawdown as % of equity-0.76%
($269)
Includes Typical Broker Commissions trade costs of $9.44


Statistics

  • Strategy began
    5/3/2023
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    847.82
  • Age
    28 months ago
  • What it trades
    Stocks
  • # Trades
    287
  • # Profitable
    146
  • % Profitable
    50.90%
  • Avg trade duration
    12.5 hours
  • Max peak-to-valley drawdown
    18.05%
  • drawdown period
    July 12, 2023 - Aug 14, 2023
  • Annual Return (Compounded)
    30.4%
  • Avg win
    $571.05
  • Avg loss
    $404.99
  • Model Account Values (Raw)
  • Cash
    $14,800
  • Margin Used
    $0
  • Buying Power
    $15,131
  • Ratios
  • W:L ratio
    1.47:1
  • Sharpe Ratio
    1.28
  • Sortino Ratio
    2.17
  • Calmar Ratio
    2.494
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    26.72%
  • Correlation to SP500
    0.09400
  • Return Percent SP500 (cumu) during strategy life
    58.68%
  • Return Statistics
  • Ann Return (w trading costs)
    30.4%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • 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)
    0.304%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    36.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    19.50%
  • Chance of 20% account loss
    2.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    99.83%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    589
  • Popularity (Last 6 weeks)
    970
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    977
  • Popularity (7 days, Percentile 1000 scale)
    890
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $405
  • Avg Win
    $572
  • Sum Trade PL (losers)
    $57,104.000
  • Age
  • Num Months filled monthly returns table
    28
  • Win / Loss
  • Sum Trade PL (winners)
    $83,464.000
  • # Winners
    146
  • Num Months Winners
    19
  • Dividends
  • Dividends Received in Model Acct
    393
  • AUM
  • AUM (AutoTrader live capital)
    75234
  • Win / Loss
  • # Losers
    141
  • % Winners
    50.9%
  • Frequency
  • Avg Position Time (mins)
    750.18
  • Avg Position Time (hrs)
    12.50
  • Avg Trade Length
    0.5 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    3.20
  • Daily leverage (max)
    4.01
  • Regression
  • Alpha
    0.07
  • Beta
    0.11
  • Treynor Index
    0.64
  • 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)
    -1.27
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    5.480
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.368
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.359
  • Hold-and-Hope Ratio
    0.176
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.31627
  • SD
    0.18687
  • Sharpe ratio (Glass type estimate)
    1.69242
  • Sharpe ratio (Hedges UMVUE)
    1.64105
  • df
    25.00000
  • t
    2.49118
  • p
    0.00986
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.26646
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.08838
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.23397
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.04814
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.01900
  • Upside Potential Ratio
    7.37955
  • Upside part of mean
    0.38776
  • Downside part of mean
    -0.07149
  • Upside SD
    0.19787
  • Downside SD
    0.05254
  • N nonnegative terms
    18.00000
  • N negative terms
    8.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    26.00000
  • Mean of predictor
    0.18505
  • Mean of criterion
    0.31627
  • SD of predictor
    0.12336
  • SD of criterion
    0.18687
  • Covariance
    0.00516
  • r
    0.22400
  • b (slope, estimate of beta)
    0.33934
  • a (intercept, estimate of alpha)
    0.25347
  • Mean Square Error
    0.03455
  • DF error
    24.00000
  • t(b)
    1.12599
  • p(b)
    0.13565
  • t(a)
    1.83613
  • p(a)
    0.03938
  • Lowerbound of 95% confidence interval for beta
    -0.28266
  • Upperbound of 95% confidence interval for beta
    0.96134
  • Lowerbound of 95% confidence interval for alpha
    -0.03144
  • Upperbound of 95% confidence interval for alpha
    0.53838
  • Treynor index (mean / b)
    0.93200
  • Jensen alpha (a)
    0.25347
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.29643
  • SD
    0.17449
  • Sharpe ratio (Glass type estimate)
    1.69888
  • Sharpe ratio (Hedges UMVUE)
    1.64731
  • df
    25.00000
  • t
    2.50069
  • p
    0.00966
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.27225
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.09536
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.23967
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.05496
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.49165
  • Upside Potential Ratio
    6.83945
  • Upside part of mean
    0.36918
  • Downside part of mean
    -0.07275
  • Upside SD
    0.18353
  • Downside SD
    0.05398
  • N nonnegative terms
    18.00000
  • N negative terms
    8.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    26.00000
  • Mean of predictor
    0.17598
  • Mean of criterion
    0.29643
  • SD of predictor
    0.12342
  • SD of criterion
    0.17449
  • Covariance
    0.00490
  • r
    0.22775
  • b (slope, estimate of beta)
    0.32198
  • a (intercept, estimate of alpha)
    0.23977
  • Mean Square Error
    0.03007
  • DF error
    24.00000
  • t(b)
    1.14587
  • p(b)
    0.13157
  • t(a)
    1.87669
  • p(a)
    0.03639
  • Lowerbound of 95% confidence interval for beta
    -0.25796
  • Upperbound of 95% confidence interval for beta
    0.90191
  • Lowerbound of 95% confidence interval for alpha
    -0.02392
  • Upperbound of 95% confidence interval for alpha
    0.50346
  • Treynor index (mean / b)
    0.92066
  • Jensen alpha (a)
    0.23977
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.05649
  • Expected Shortfall on VaR
    0.07598
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00949
  • Expected Shortfall on VaR
    0.02201
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    26.00000
  • Minimum
    0.93414
  • Quartile 1
    0.99614
  • Median
    1.02258
  • Quartile 3
    1.04805
  • Maximum
    1.22582
  • Mean of quarter 1
    0.98061
  • Mean of quarter 2
    1.00927
  • Mean of quarter 3
    1.03057
  • Mean of quarter 4
    1.09178
  • Inter Quartile Range
    0.05191
  • 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
    0.03846
  • Mean of outliers high
    1.22582
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.41290
  • VaR(95%) (moments method)
    0.01732
  • Expected Shortfall (moments method)
    0.03590
  • Extreme Value Index (regression method)
    0.47241
  • VaR(95%) (regression method)
    0.02196
  • Expected Shortfall (regression method)
    0.05012
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00056
  • Quartile 1
    0.00553
  • Median
    0.01210
  • Quartile 3
    0.01727
  • Maximum
    0.06586
  • Mean of quarter 1
    0.00276
  • Mean of quarter 2
    0.00819
  • Mean of quarter 3
    0.01530
  • Mean of quarter 4
    0.04189
  • Inter Quartile Range
    0.01174
  • 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
    0.12500
  • Mean of outliers high
    0.06586
  • 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)
    0.47043
  • Compounded annual return (geometric extrapolation)
    0.38311
  • Calmar ratio (compounded annual return / max draw down)
    5.81684
  • Compounded annual return / average of 25% largest draw downs
    9.14673
  • Compounded annual return / Expected Shortfall lognormal
    5.04227
  • 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
    0.30611
  • SD
    0.16328
  • Sharpe ratio (Glass type estimate)
    1.87482
  • Sharpe ratio (Hedges UMVUE)
    1.87243
  • df
    588.00000
  • t
    2.81104
  • p
    0.00255
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.56248
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.18565
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.56086
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.18400
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.19445
  • Upside Potential Ratio
    8.96122
  • Upside part of mean
    0.85872
  • Downside part of mean
    -0.55261
  • Upside SD
    0.13337
  • Downside SD
    0.09583
  • N nonnegative terms
    180.00000
  • N negative terms
    409.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    589.00000
  • Mean of predictor
    0.18987
  • Mean of criterion
    0.30611
  • SD of predictor
    0.15471
  • SD of criterion
    0.16328
  • Covariance
    0.00211
  • r
    0.08346
  • b (slope, estimate of beta)
    0.08808
  • a (intercept, estimate of alpha)
    0.28900
  • Mean Square Error
    0.02652
  • DF error
    587.00000
  • t(b)
    2.02922
  • p(b)
    0.02144
  • t(a)
    2.65685
  • p(a)
    0.00405
  • Lowerbound of 95% confidence interval for beta
    0.00283
  • Upperbound of 95% confidence interval for beta
    0.17334
  • Lowerbound of 95% confidence interval for alpha
    0.07547
  • Upperbound of 95% confidence interval for alpha
    0.50331
  • Treynor index (mean / b)
    3.47524
  • Jensen alpha (a)
    0.28939
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.29268
  • SD
    0.16258
  • Sharpe ratio (Glass type estimate)
    1.80025
  • Sharpe ratio (Hedges UMVUE)
    1.79795
  • df
    588.00000
  • t
    2.69922
  • p
    0.00358
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.48825
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.11073
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.48672
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.10918
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.01616
  • Upside Potential Ratio
    8.75841
  • Upside part of mean
    0.84990
  • Downside part of mean
    -0.55722
  • Upside SD
    0.13152
  • Downside SD
    0.09704
  • N nonnegative terms
    180.00000
  • N negative terms
    409.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    589.00000
  • Mean of predictor
    0.17790
  • Mean of criterion
    0.29268
  • SD of predictor
    0.15413
  • SD of criterion
    0.16258
  • Covariance
    0.00207
  • r
    0.08265
  • b (slope, estimate of beta)
    0.08718
  • a (intercept, estimate of alpha)
    0.27717
  • Mean Square Error
    0.02630
  • DF error
    587.00000
  • t(b)
    2.00940
  • p(b)
    0.02248
  • t(a)
    2.55628
  • p(a)
    0.00542
  • Lowerbound of 95% confidence interval for beta
    0.00197
  • Upperbound of 95% confidence interval for beta
    0.17240
  • Lowerbound of 95% confidence interval for alpha
    0.06422
  • Upperbound of 95% confidence interval for alpha
    0.49013
  • Treynor index (mean / b)
    3.35710
  • Jensen alpha (a)
    0.27717
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01529
  • Expected Shortfall on VaR
    0.01940
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00587
  • Expected Shortfall on VaR
    0.01237
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    589.00000
  • Minimum
    0.95295
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00240
  • Maximum
    1.04755
  • Mean of quarter 1
    0.99190
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00024
  • Mean of quarter 4
    1.01303
  • Inter Quartile Range
    0.00240
  • Number outliers low
    94.00000
  • Percentage of outliers low
    0.15959
  • Mean of outliers low
    0.98795
  • Number of outliers high
    105.00000
  • Percentage of outliers high
    0.17827
  • Mean of outliers high
    1.01672
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.15088
  • VaR(95%) (moments method)
    0.00342
  • Expected Shortfall (moments method)
    0.00482
  • Extreme Value Index (regression method)
    0.02060
  • VaR(95%) (regression method)
    0.00720
  • Expected Shortfall (regression method)
    0.01176
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    26.00000
  • Minimum
    0.00032
  • Quartile 1
    0.01092
  • Median
    0.02525
  • Quartile 3
    0.04360
  • Maximum
    0.15157
  • Mean of quarter 1
    0.00559
  • Mean of quarter 2
    0.01652
  • Mean of quarter 3
    0.03494
  • Mean of quarter 4
    0.07905
  • Inter Quartile Range
    0.03268
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.11539
  • Mean of outliers high
    0.11456
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.20862
  • VaR(95%) (moments method)
    0.08878
  • Expected Shortfall (moments method)
    0.13205
  • Extreme Value Index (regression method)
    1.13349
  • VaR(95%) (regression method)
    0.07787
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.46969
  • Compounded annual return (geometric extrapolation)
    0.37794
  • Calmar ratio (compounded annual return / max draw down)
    2.49354
  • Compounded annual return / average of 25% largest draw downs
    4.78103
  • Compounded annual return / Expected Shortfall lognormal
    19.47800
  • 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
    0.12571
  • SD
    0.07272
  • Sharpe ratio (Glass type estimate)
    1.72865
  • Sharpe ratio (Hedges UMVUE)
    1.71866
  • df
    130.00000
  • t
    1.22234
  • p
    0.44670
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.05438
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.50514
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.06101
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.49832
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.85475
  • Upside Potential Ratio
    7.60940
  • Upside part of mean
    0.33507
  • Downside part of mean
    -0.20936
  • Upside SD
    0.05804
  • Downside SD
    0.04403
  • N nonnegative terms
    27.00000
  • N negative terms
    104.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.17386
  • Mean of criterion
    0.12571
  • SD of predictor
    0.23757
  • SD of criterion
    0.07272
  • Covariance
    0.00080
  • r
    0.04629
  • b (slope, estimate of beta)
    0.01417
  • a (intercept, estimate of alpha)
    0.12324
  • Mean Square Error
    0.00532
  • DF error
    129.00000
  • t(b)
    0.52630
  • p(b)
    0.47054
  • t(a)
    1.19382
  • p(a)
    0.43357
  • Lowerbound of 95% confidence interval for beta
    -0.03910
  • Upperbound of 95% confidence interval for beta
    0.06743
  • Lowerbound of 95% confidence interval for alpha
    -0.08101
  • Upperbound of 95% confidence interval for alpha
    0.32749
  • Treynor index (mean / b)
    8.87190
  • Jensen alpha (a)
    0.12324
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.12305
  • SD
    0.07260
  • Sharpe ratio (Glass type estimate)
    1.69490
  • Sharpe ratio (Hedges UMVUE)
    1.68511
  • df
    130.00000
  • t
    1.19848
  • p
    0.44773
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.08770
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.47121
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.09426
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.46447
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.77791
  • Upside Potential Ratio
    7.52616
  • Upside part of mean
    0.33337
  • Downside part of mean
    -0.21032
  • Upside SD
    0.05767
  • Downside SD
    0.04429
  • N nonnegative terms
    27.00000
  • N negative terms
    104.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.14608
  • Mean of criterion
    0.12305
  • SD of predictor
    0.23581
  • SD of criterion
    0.07260
  • Covariance
    0.00082
  • r
    0.04775
  • b (slope, estimate of beta)
    0.01470
  • a (intercept, estimate of alpha)
    0.12090
  • Mean Square Error
    0.00530
  • DF error
    129.00000
  • t(b)
    0.54292
  • p(b)
    0.46962
  • t(a)
    1.17350
  • p(a)
    0.43469
  • VAR (95 Confidence Intrvl)
    0.01500
  • Lowerbound of 95% confidence interval for beta
    -0.03887
  • Upperbound of 95% confidence interval for beta
    0.06827
  • Lowerbound of 95% confidence interval for alpha
    -0.08294
  • Upperbound of 95% confidence interval for alpha
    0.32473
  • Treynor index (mean / b)
    8.37068
  • Jensen alpha (a)
    0.12090
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00688
  • Expected Shortfall on VaR
    0.00874
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00241
  • Expected Shortfall on VaR
    0.00521
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.98267
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.02028
  • Mean of quarter 1
    0.99716
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.00516
  • Inter Quartile Range
    0.00000
  • Number outliers low
    15.00000
  • Percentage of outliers low
    0.11450
  • Mean of outliers low
    0.99376
  • Number of outliers high
    27.00000
  • Percentage of outliers high
    0.20611
  • Mean of outliers high
    1.00631
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -7.25958
  • VaR(95%) (moments method)
    0.00169
  • Expected Shortfall (moments method)
    0.00172
  • Extreme Value Index (regression method)
    -0.56481
  • VaR(95%) (regression method)
    0.00443
  • Expected Shortfall (regression method)
    0.00806
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.00032
  • Quartile 1
    0.01360
  • Median
    0.01608
  • Quartile 3
    0.02504
  • Maximum
    0.03776
  • Mean of quarter 1
    0.00696
  • Mean of quarter 2
    0.01608
  • Mean of quarter 3
    0.02504
  • Mean of quarter 4
    0.03776
  • Inter Quartile Range
    0.01144
  • 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
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -363545000
  • Max Equity Drawdown (num days)
    33
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.15679
  • Compounded annual return (geometric extrapolation)
    0.16294
  • Calmar ratio (compounded annual return / max draw down)
    4.31470
  • Compounded annual return / average of 25% largest draw downs
    4.31470
  • Compounded annual return / Expected Shortfall lognormal
    18.63900

Strategy Description

The 'ST Leveraged ETF' strategy focuses on trading leveraged ETFs. Every update to the strategy is pre-tested with five years of back-tested historical data and includes real-time performance monitoring for a minimum of one month before going live on the Collective2 platform. The strategy incorporates indicators such as ADR, support/resistance levels, and a custom-made indicator that tracks confident entries.

The strategy is continuously monitored and reviewed to further reduce drawdown, increase trend sensitivity detection, and enhance profitability.

Positions are executed automatically in response to strategy signals from my TradingView account alerts.

**Risk Management:**
- Stop-loss is set within a 1-3% range for each open position, varying between instruments.

**Aim/Target:**
- Prioritizing confidence-based trading over aggressiveness.
- Targeting a 70% annual return (Combined Instruments).

Currently, the 'ST Leveraged ETF' strategy trades:

- TQQQ
- SQQQ (Long position as shorting TQQQ)

For a detailed analysis in TradingView, Fell free to visit the backtested performance with the provided TradingView links below.

TQQQ - https://www.tradingview.com/script/0c4hSXV9-TQQQ-ST-Leveraged-ETF/
**Note:** "Backtesting/historical data is hypothetical and has not been verified by C2."

Summary Statistics


Strategy began
2023-05-03
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 2.3%
Rank # 
#13
# Trades
287
# Profitable
146
% Profitable
50.9%
Net Dividends
Correlation S&P500
0.094
Sharpe Ratio
1.28
Sortino Ratio
2.17
Beta
0.11
Alpha
0.07
Leverage
3.20 Average
4.01 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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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.