Collective2 Collective2
Featured Strategy SK Trader +65.8% Annual Return (Compounded) since Apr 3, 2024 Hypothetical

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Lista osservati Lista osservati

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


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stockBot
(145863618)

Creato da: stargazer stargazer
Started: 09/2023
Stocks
Last trade: 4 days ago
Trading style: Equity Non-hedged Equity Sector Rotation

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 $69.00 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
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
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.

35.8%
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.

(14.6%)
Max Drawdown
473
Num Trades
97.5%
Win Trades
15.0 : 1
Profit Factor
63.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023                                                        +0.6%(4.9%)+3.0%+11.9%+10.3%
2024+0.3%+2.6%(1.9%)+8.0%+3.9%(1.8%)+11.2%(7%)+5.8%+16.1%(3.6%)(2.3%)+33.1%
2025+3.8%(1.4%)(3.7%)+0.4%+14.6%+3.0%                                    +16.6%


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 24 hours.

Trading Record

This strategy has placed 1,026 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 67 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/10/25 10:45 SMCI SUPER MICRO COMPUTER LONG 25 42.89 6/12 11:41 43.86 0.02%
Trade id #151979744
Max drawdown($14)
Time6/12/25 9:30
Quant open25
Worst price42.32
Drawdown as % of equity-0.02%
 $24
Includes Typical Broker Commissions trade costs of $0.50
6/10/25 10:45 LTBR LIGHTBRIDGE CORP LONG 200 13.97 6/11 10:21 14.95 0.19%
Trade id #151979745
Max drawdown($161)
Time6/10/25 14:00
Quant open200
Worst price13.17
Drawdown as % of equity-0.19%
 $191
Includes Typical Broker Commissions trade costs of $4.00
2/25/25 15:12 XRX XEROX HOLDINGS CORP LONG 2,400 5.49 6/10 10:36 5.71 5.55%
Trade id #150951522
Max drawdown($3,765)
Time4/9/25 0:00
Quant open1,200
Worst price3.44
Drawdown as % of equity-5.55%
 $524
Includes Typical Broker Commissions trade costs of $13.50
5/16/25 9:47 CHWY CHEWY INC SHORT 600 43.42 6/9 11:26 46.34 3.76%
Trade id #151746765
Max drawdown($3,117)
Time6/6/25 0:00
Quant open600
Worst price48.62
Drawdown as % of equity-3.76%
 ($1,758)
Includes Typical Broker Commissions trade costs of $8.50
5/29/25 10:05 EOSE EOS ENERGY ENTERPRISES INC LONG 800 4.21 6/9 11:26 4.32 0.5%
Trade id #151862870
Max drawdown($417)
Time6/4/25 0:00
Quant open800
Worst price3.69
Drawdown as % of equity-0.50%
 $77
Includes Typical Broker Commissions trade costs of $10.50
6/5/25 12:48 IONQ IONQ INC LONG 25 37.29 6/6 9:42 37.75 0.04%
Trade id #151934313
Max drawdown($34)
Time6/5/25 15:24
Quant open25
Worst price35.93
Drawdown as % of equity-0.04%
 $12
Includes Typical Broker Commissions trade costs of $0.50
6/5/25 12:33 AAOI APPLIED OPTOELECTRONICS INC. LONG 100 16.36 6/6 9:41 16.66 0.04%
Trade id #151934132
Max drawdown($36)
Time6/5/25 12:52
Quant open100
Worst price16.00
Drawdown as % of equity-0.04%
 $28
Includes Typical Broker Commissions trade costs of $2.00
6/5/25 9:51 TEM TEMPUS AI INC. CLASS A LONG 10 59.64 6/5 10:31 61.01 0.01%
Trade id #151931285
Max drawdown($4)
Time6/5/25 9:57
Quant open10
Worst price59.20
Drawdown as % of equity-0.01%
 $14
Includes Typical Broker Commissions trade costs of $0.20
6/3/25 13:52 ETON ETON PHARMACEUTCIALS INC. COMMON STOCK LONG 200 17.01 6/4 13:13 17.16 0.07%
Trade id #151908712
Max drawdown($61)
Time6/4/25 10:05
Quant open100
Worst price16.64
Drawdown as % of equity-0.07%
 $26
Includes Typical Broker Commissions trade costs of $4.00
6/2/25 10:38 CLX CLOROX LONG 10 130.28 6/4 11:17 130.78 0.02%
Trade id #151892256
Max drawdown($12)
Time6/3/25 0:00
Quant open10
Worst price129.03
Drawdown as % of equity-0.02%
 $5
Includes Typical Broker Commissions trade costs of $0.20
6/2/25 10:00 CRI CARTER'S LONG 50 30.61 6/3 12:40 31.18 0.06%
Trade id #151891632
Max drawdown($49)
Time6/3/25 10:08
Quant open50
Worst price29.62
Drawdown as % of equity-0.06%
 $28
Includes Typical Broker Commissions trade costs of $1.00
6/2/25 13:30 PLCE CHILDRENS PLACE INC. LONG 100 5.66 6/3 11:01 5.91 0.01%
Trade id #151894956
Max drawdown($6)
Time6/2/25 15:29
Quant open100
Worst price5.60
Drawdown as % of equity-0.01%
 $23
Includes Typical Broker Commissions trade costs of $2.00
6/2/25 9:59 AUR AURORA INNOVATION INC. CLASS A LONG 100 5.74 6/2 12:59 5.82 0.01%
Trade id #151891573
Max drawdown($7)
Time6/2/25 10:13
Quant open100
Worst price5.67
Drawdown as % of equity-0.01%
 $6
Includes Typical Broker Commissions trade costs of $2.00
6/2/25 10:52 RGTI RIGETTI COMPUTING INC. COMMON STOCK LONG 100 11.89 6/2 12:55 12.01 n/a $10
Includes Typical Broker Commissions trade costs of $2.00
6/2/25 9:46 CAL CALERES INC LONG 100 13.10 6/2 11:22 13.32 0.01%
Trade id #151891317
Max drawdown($10)
Time6/2/25 9:50
Quant open100
Worst price13.00
Drawdown as % of equity-0.01%
 $20
Includes Typical Broker Commissions trade costs of $2.00
5/22/25 9:48 CLF CLEVELAND-CLIFFS INC LONG 800 6.07 6/2 9:30 7.10 0.39%
Trade id #151800439
Max drawdown($322)
Time5/30/25 0:00
Quant open400
Worst price5.63
Drawdown as % of equity-0.39%
 $812
Includes Typical Broker Commissions trade costs of $10.50
5/30/25 13:16 RGTI RIGETTI COMPUTING INC. COMMON STOCK LONG 100 11.94 5/30 13:35 12.03 0.01%
Trade id #151877149
Max drawdown($5)
Time5/30/25 13:21
Quant open100
Worst price11.89
Drawdown as % of equity-0.01%
 $7
Includes Typical Broker Commissions trade costs of $2.00
5/30/25 12:59 CAL CALERES INC LONG 100 13.14 5/30 13:16 13.25 n/a $9
Includes Typical Broker Commissions trade costs of $2.00
5/29/25 12:27 CRI CARTER'S LONG 50 31.49 5/30 9:56 31.98 0.02%
Trade id #151865676
Max drawdown($15)
Time5/30/25 9:37
Quant open25
Worst price31.19
Drawdown as % of equity-0.02%
 $24
Includes Typical Broker Commissions trade costs of $1.00
5/29/25 9:48 SHLS SHOALS TECHNOLOGIES GROUP INC. CLASS A LONG 100 4.44 5/30 9:47 4.54 0.02%
Trade id #151862491
Max drawdown($16)
Time5/29/25 15:59
Quant open100
Worst price4.28
Drawdown as % of equity-0.02%
 $8
Includes Typical Broker Commissions trade costs of $2.00
5/28/25 15:49 SCHL SCHOLASTIC LONG 200 17.06 5/29 15:40 17.17 0.05%
Trade id #151855042
Max drawdown($45)
Time5/29/25 11:58
Quant open100
Worst price16.81
Drawdown as % of equity-0.05%
 $19
Includes Typical Broker Commissions trade costs of $4.00
5/29/25 11:59 RGTI RIGETTI COMPUTING INC. COMMON STOCK LONG 100 13.30 5/29 12:47 13.47 0.01%
Trade id #151865164
Max drawdown($5)
Time5/29/25 12:25
Quant open100
Worst price13.25
Drawdown as % of equity-0.01%
 $15
Includes Typical Broker Commissions trade costs of $2.00
5/29/25 10:05 FLD FOLD HOLDINGS INC. CLASS A LONG 100 4.06 5/29 10:24 4.12 0.01%
Trade id #151862867
Max drawdown($11)
Time5/29/25 10:08
Quant open100
Worst price3.95
Drawdown as % of equity-0.01%
 $4
Includes Typical Broker Commissions trade costs of $2.00
5/28/25 11:02 APPS DIGITAL TURBINE INC LONG 100 4.49 5/29 9:54 4.76 0.02%
Trade id #151851791
Max drawdown($15)
Time5/28/25 14:53
Quant open100
Worst price4.34
Drawdown as % of equity-0.02%
 $25
Includes Typical Broker Commissions trade costs of $2.00
5/28/25 11:02 AUR AURORA INNOVATION INC. CLASS A LONG 100 6.08 5/29 9:30 6.24 0%
Trade id #151851792
Max drawdown($3)
Time5/28/25 14:55
Quant open100
Worst price6.05
Drawdown as % of equity-0.00%
 $14
Includes Typical Broker Commissions trade costs of $2.00
5/23/25 9:31 PLCE CHILDRENS PLACE INC. LONG 100 5.69 5/27 13:07 5.93 0.01%
Trade id #151812196
Max drawdown($8)
Time5/23/25 12:33
Quant open100
Worst price5.61
Drawdown as % of equity-0.01%
 $22
Includes Typical Broker Commissions trade costs of $2.00
5/23/25 9:37 CNC CENTENE LONG 25 56.99 5/27 13:04 57.84 0.04%
Trade id #151812543
Max drawdown($30)
Time5/23/25 12:30
Quant open25
Worst price55.78
Drawdown as % of equity-0.04%
 $21
Includes Typical Broker Commissions trade costs of $0.50
5/21/25 12:00 KHC THE KRAFT HEINZ COMPANY COMMON STOCK LONG 200 26.57 5/27 13:00 26.77 0.11%
Trade id #151789678
Max drawdown($94)
Time5/23/25 0:00
Quant open100
Worst price26.01
Drawdown as % of equity-0.11%
 $36
Includes Typical Broker Commissions trade costs of $4.00
5/21/25 13:02 PLCE CHILDRENS PLACE INC. LONG 200 5.86 5/22 13:19 6.01 0.05%
Trade id #151790423
Max drawdown($38)
Time5/22/25 9:32
Quant open200
Worst price5.67
Drawdown as % of equity-0.05%
 $26
Includes Typical Broker Commissions trade costs of $4.00
5/20/25 13:03 WOLF WOLFSPEED INC LONG 800 2.12 5/22 13:04 1.84 1.13%
Trade id #151778207
Max drawdown($948)
Time5/21/25 0:00
Quant open400
Worst price0.82
Drawdown as % of equity-1.13%
 ($235)
Includes Typical Broker Commissions trade costs of $10.50

Successivo

Statistics

  • Strategy began
    9/19/2023
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    637.52
  • Age
    21 months ago
  • What it trades
    Stocks
  • # Trades
    473
  • # Profitable
    461
  • % Profitable
    97.50%
  • Avg trade duration
    7.6 days
  • Max peak-to-valley drawdown
    14.56%
  • drawdown period
    Aug 01, 2024 - Sept 11, 2024
  • Annual Return (Compounded)
    35.8%
  • Avg win
    $89.69
  • Avg loss
    $238.75
  • Model Account Values (Raw)
  • Cash
    $83,911
  • Margin Used
    $0
  • Buying Power
    $83,626
  • Ratios
  • W:L ratio
    15.00:1
  • Sharpe Ratio
    1.23
  • Sortino Ratio
    2.35
  • Calmar Ratio
    3.324
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    36.55%
  • Correlation to SP500
    0.27260
  • Return Percent SP500 (cumu) during strategy life
    34.63%
  • Return Statistics
  • Ann Return (w trading costs)
    35.8%
  • 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
    0.01%
  • 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)
    0.358%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    39.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    25.50%
  • Chance of 20% account loss
    1.50%
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    629
  • Popularity (Last 6 weeks)
    945
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    993
  • Popularity (7 days, Percentile 1000 scale)
    875
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $239
  • Avg Win
    $90
  • Sum Trade PL (losers)
    $2,865.000
  • Age
  • Num Months filled monthly returns table
    22
  • Win / Loss
  • Sum Trade PL (winners)
    $41,347.000
  • # Winners
    461
  • Num Months Winners
    14
  • Dividends
  • Dividends Received in Model Acct
    818
  • Win / Loss
  • # Losers
    12
  • % Winners
    97.5%
  • Frequency
  • Avg Position Time (mins)
    10877.90
  • Avg Position Time (hrs)
    181.30
  • Avg Trade Length
    7.6 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.63
  • Daily leverage (max)
    2.68
  • Regression
  • Alpha
    0.07
  • Beta
    0.34
  • Treynor Index
    0.25
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    4.64
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    2.710
  • 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
    2.316
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.893
  • Hold-and-Hope Ratio
    0.369
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.35755
  • SD
    0.26650
  • Sharpe ratio (Glass type estimate)
    1.34165
  • Sharpe ratio (Hedges UMVUE)
    1.28483
  • df
    18.00000
  • t
    1.68821
  • p
    0.31514
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.29277
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.94177
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.32834
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.89800
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.65827
  • Upside Potential Ratio
    6.66958
  • Upside part of mean
    0.51193
  • Downside part of mean
    -0.15438
  • Upside SD
    0.26842
  • Downside SD
    0.07676
  • N nonnegative terms
    11.00000
  • N negative terms
    8.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    19.00000
  • Mean of predictor
    0.15940
  • Mean of criterion
    0.35755
  • SD of predictor
    0.13382
  • SD of criterion
    0.26650
  • Covariance
    0.01257
  • r
    0.35241
  • b (slope, estimate of beta)
    0.70182
  • a (intercept, estimate of alpha)
    0.24568
  • Mean Square Error
    0.06586
  • DF error
    17.00000
  • t(b)
    1.55262
  • p(b)
    0.28038
  • t(a)
    1.13579
  • p(a)
    0.33294
  • Lowerbound of 95% confidence interval for beta
    -0.25187
  • Upperbound of 95% confidence interval for beta
    1.65552
  • Lowerbound of 95% confidence interval for alpha
    -0.21069
  • Upperbound of 95% confidence interval for alpha
    0.70205
  • Treynor index (mean / b)
    0.50946
  • Jensen alpha (a)
    0.24568
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.32154
  • SD
    0.24841
  • Sharpe ratio (Glass type estimate)
    1.29440
  • Sharpe ratio (Hedges UMVUE)
    1.23958
  • df
    18.00000
  • t
    1.62875
  • p
    0.32080
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.33546
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.89096
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.36981
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.84897
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.11155
  • Upside Potential Ratio
    6.11960
  • Upside part of mean
    0.47858
  • Downside part of mean
    -0.15704
  • Upside SD
    0.24690
  • Downside SD
    0.07820
  • N nonnegative terms
    11.00000
  • N negative terms
    8.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    19.00000
  • Mean of predictor
    0.14986
  • Mean of criterion
    0.32154
  • SD of predictor
    0.13062
  • SD of criterion
    0.24841
  • Covariance
    0.01137
  • r
    0.35038
  • b (slope, estimate of beta)
    0.66636
  • a (intercept, estimate of alpha)
    0.22168
  • Mean Square Error
    0.05732
  • DF error
    17.00000
  • t(b)
    1.54245
  • p(b)
    0.28159
  • t(a)
    1.10303
  • p(a)
    0.33732
  • Lowerbound of 95% confidence interval for beta
    -0.24511
  • Upperbound of 95% confidence interval for beta
    1.57782
  • Lowerbound of 95% confidence interval for alpha
    -0.20234
  • Upperbound of 95% confidence interval for alpha
    0.64570
  • Treynor index (mean / b)
    0.48254
  • Jensen alpha (a)
    0.22168
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.08713
  • Expected Shortfall on VaR
    0.11376
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02717
  • Expected Shortfall on VaR
    0.04889
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    19.00000
  • Minimum
    0.95148
  • Quartile 1
    0.97653
  • Median
    1.00825
  • Quartile 3
    1.07039
  • Maximum
    1.23601
  • Mean of quarter 1
    0.96175
  • Mean of quarter 2
    0.99615
  • Mean of quarter 3
    1.03481
  • Mean of quarter 4
    1.13633
  • Inter Quartile Range
    0.09386
  • 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
    0.05263
  • Mean of outliers high
    1.23601
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -12.42600
  • VaR(95%) (moments method)
    0.03861
  • Expected Shortfall (moments method)
    0.03861
  • Extreme Value Index (regression method)
    -0.46913
  • VaR(95%) (regression method)
    0.03560
  • Expected Shortfall (regression method)
    0.03859
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.01211
  • Quartile 1
    0.02502
  • Median
    0.03839
  • Quartile 3
    0.04119
  • Maximum
    0.06220
  • Mean of quarter 1
    0.01857
  • Mean of quarter 2
    0.03839
  • Mean of quarter 3
    0.04119
  • Mean of quarter 4
    0.06220
  • Inter Quartile Range
    0.01618
  • 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)
    0.46672
  • Compounded annual return (geometric extrapolation)
    0.41829
  • Calmar ratio (compounded annual return / max draw down)
    6.72448
  • Compounded annual return / average of 25% largest draw downs
    6.72448
  • Compounded annual return / Expected Shortfall lognormal
    3.67682
  • 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
    0.34836
  • SD
    0.21168
  • Sharpe ratio (Glass type estimate)
    1.64569
  • Sharpe ratio (Hedges UMVUE)
    1.64281
  • df
    428.00000
  • t
    2.10585
  • p
    0.01790
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.10912
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.18042
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.10717
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.17844
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.13212
  • Upside Potential Ratio
    10.93350
  • Upside part of mean
    1.21605
  • Downside part of mean
    -0.86769
  • Upside SD
    0.18110
  • Downside SD
    0.11122
  • N nonnegative terms
    224.00000
  • N negative terms
    205.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    429.00000
  • Mean of predictor
    0.16904
  • Mean of criterion
    0.34836
  • SD of predictor
    0.17564
  • SD of criterion
    0.21168
  • Covariance
    0.01017
  • r
    0.27340
  • b (slope, estimate of beta)
    0.32951
  • a (intercept, estimate of alpha)
    0.29300
  • Mean Square Error
    0.04156
  • DF error
    427.00000
  • t(b)
    5.87334
  • p(b)
    0.00000
  • t(a)
    1.83382
  • p(a)
    0.03369
  • Lowerbound of 95% confidence interval for beta
    0.21924
  • Upperbound of 95% confidence interval for beta
    0.43978
  • Lowerbound of 95% confidence interval for alpha
    -0.02102
  • Upperbound of 95% confidence interval for alpha
    0.60635
  • Treynor index (mean / b)
    1.05723
  • Jensen alpha (a)
    0.29266
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.32617
  • SD
    0.20884
  • Sharpe ratio (Glass type estimate)
    1.56179
  • Sharpe ratio (Hedges UMVUE)
    1.55906
  • df
    428.00000
  • t
    1.99849
  • p
    0.02315
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.02565
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.09616
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.02381
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.09430
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.90180
  • Upside Potential Ratio
    10.67640
  • Upside part of mean
    1.20004
  • Downside part of mean
    -0.87387
  • Upside SD
    0.17688
  • Downside SD
    0.11240
  • N nonnegative terms
    224.00000
  • N negative terms
    205.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    429.00000
  • Mean of predictor
    0.15368
  • Mean of criterion
    0.32617
  • SD of predictor
    0.17489
  • SD of criterion
    0.20884
  • Covariance
    0.01016
  • r
    0.27821
  • b (slope, estimate of beta)
    0.33223
  • a (intercept, estimate of alpha)
    0.27511
  • Mean Square Error
    0.04033
  • DF error
    427.00000
  • t(b)
    5.98520
  • p(b)
    0.00000
  • t(a)
    1.75030
  • p(a)
    0.04039
  • Lowerbound of 95% confidence interval for beta
    0.22312
  • Upperbound of 95% confidence interval for beta
    0.44133
  • Lowerbound of 95% confidence interval for alpha
    -0.03383
  • Upperbound of 95% confidence interval for alpha
    0.58405
  • Treynor index (mean / b)
    0.98176
  • Jensen alpha (a)
    0.27511
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01978
  • Expected Shortfall on VaR
    0.02504
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00740
  • Expected Shortfall on VaR
    0.01468
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    429.00000
  • Minimum
    0.95711
  • Quartile 1
    0.99582
  • Median
    1.00036
  • Quartile 3
    1.00549
  • Maximum
    1.08421
  • Mean of quarter 1
    0.98865
  • Mean of quarter 2
    0.99840
  • Mean of quarter 3
    1.00237
  • Mean of quarter 4
    1.01644
  • Inter Quartile Range
    0.00967
  • Number outliers low
    15.00000
  • Percentage of outliers low
    0.03497
  • Mean of outliers low
    0.97436
  • Number of outliers high
    22.00000
  • Percentage of outliers high
    0.05128
  • Mean of outliers high
    1.04038
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.15407
  • VaR(95%) (moments method)
    0.01061
  • Expected Shortfall (moments method)
    0.01596
  • Extreme Value Index (regression method)
    -0.02121
  • VaR(95%) (regression method)
    0.01093
  • Expected Shortfall (regression method)
    0.01496
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    24.00000
  • Minimum
    0.00004
  • Quartile 1
    0.00532
  • Median
    0.00850
  • Quartile 3
    0.01840
  • Maximum
    0.12782
  • Mean of quarter 1
    0.00127
  • Mean of quarter 2
    0.00717
  • Mean of quarter 3
    0.01249
  • Mean of quarter 4
    0.07706
  • Inter Quartile Range
    0.01308
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.10225
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -2.50308
  • VaR(95%) (moments method)
    0.05588
  • Expected Shortfall (moments method)
    0.05664
  • Extreme Value Index (regression method)
    -1.40669
  • VaR(95%) (regression method)
    0.12140
  • Expected Shortfall (regression method)
    0.12882
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.47979
  • Compounded annual return (geometric extrapolation)
    0.42486
  • Calmar ratio (compounded annual return / max draw down)
    3.32399
  • Compounded annual return / average of 25% largest draw downs
    5.51314
  • Compounded annual return / Expected Shortfall lognormal
    16.96830
  • 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
    0.25969
  • SD
    0.19518
  • Sharpe ratio (Glass type estimate)
    1.33055
  • Sharpe ratio (Hedges UMVUE)
    1.32286
  • df
    130.00000
  • t
    0.94084
  • p
    0.45888
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.44851
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.10453
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.45361
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.09932
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.41527
  • Upside Potential Ratio
    10.61800
  • Upside part of mean
    1.14167
  • Downside part of mean
    -0.88198
  • Upside SD
    0.16279
  • Downside SD
    0.10752
  • N nonnegative terms
    66.00000
  • N negative terms
    65.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02096
  • Mean of criterion
    0.25969
  • SD of predictor
    0.24590
  • SD of criterion
    0.19518
  • Covariance
    0.01361
  • r
    0.28347
  • b (slope, estimate of beta)
    0.22500
  • a (intercept, estimate of alpha)
    0.26441
  • Mean Square Error
    0.03531
  • DF error
    129.00000
  • t(b)
    3.35731
  • p(b)
    0.32198
  • t(a)
    0.99504
  • p(a)
    0.44451
  • Lowerbound of 95% confidence interval for beta
    0.09240
  • Upperbound of 95% confidence interval for beta
    0.35759
  • Lowerbound of 95% confidence interval for alpha
    -0.26134
  • Upperbound of 95% confidence interval for alpha
    0.79016
  • Treynor index (mean / b)
    1.15420
  • Jensen alpha (a)
    0.26441
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.24096
  • SD
    0.19280
  • Sharpe ratio (Glass type estimate)
    1.24978
  • Sharpe ratio (Hedges UMVUE)
    1.24256
  • df
    130.00000
  • t
    0.88373
  • p
    0.46136
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.52848
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.02345
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.53336
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.01847
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.22009
  • Upside Potential Ratio
    10.39930
  • Upside part of mean
    1.12869
  • Downside part of mean
    -0.88774
  • Upside SD
    0.15915
  • Downside SD
    0.10854
  • N nonnegative terms
    66.00000
  • N negative terms
    65.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.05069
  • Mean of criterion
    0.24096
  • SD of predictor
    0.24427
  • SD of criterion
    0.19280
  • Covariance
    0.01379
  • r
    0.29290
  • b (slope, estimate of beta)
    0.23118
  • a (intercept, estimate of alpha)
    0.25268
  • Mean Square Error
    0.03425
  • DF error
    129.00000
  • t(b)
    3.47925
  • p(b)
    0.31624
  • t(a)
    0.96539
  • p(a)
    0.44615
  • VAR (95 Confidence Intrvl)
    0.02000
  • Lowerbound of 95% confidence interval for beta
    0.09972
  • Upperbound of 95% confidence interval for beta
    0.36265
  • Lowerbound of 95% confidence interval for alpha
    -0.26517
  • Upperbound of 95% confidence interval for alpha
    0.77052
  • Treynor index (mean / b)
    1.04228
  • Jensen alpha (a)
    0.25268
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01850
  • Expected Shortfall on VaR
    0.02336
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00774
  • Expected Shortfall on VaR
    0.01488
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.96832
  • Quartile 1
    0.99541
  • Median
    1.00023
  • Quartile 3
    1.00572
  • Maximum
    1.07545
  • Mean of quarter 1
    0.98901
  • Mean of quarter 2
    0.99785
  • Mean of quarter 3
    1.00282
  • Mean of quarter 4
    1.01477
  • Inter Quartile Range
    0.01031
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.03053
  • Mean of outliers low
    0.97473
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.02290
  • Mean of outliers high
    1.05222
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.39315
  • VaR(95%) (moments method)
    0.01208
  • Expected Shortfall (moments method)
    0.02227
  • Extreme Value Index (regression method)
    0.31902
  • VaR(95%) (regression method)
    0.00995
  • Expected Shortfall (regression method)
    0.01597
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00171
  • Quartile 1
    0.00773
  • Median
    0.03580
  • Quartile 3
    0.05100
  • Maximum
    0.10085
  • Mean of quarter 1
    0.00452
  • Mean of quarter 2
    0.01827
  • Mean of quarter 3
    0.04471
  • Mean of quarter 4
    0.08266
  • Inter Quartile Range
    0.04326
  • 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?
    -379062000
  • Max Equity Drawdown (num days)
    41
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.28778
  • Compounded annual return (geometric extrapolation)
    0.30848
  • Calmar ratio (compounded annual return / max draw down)
    3.05881
  • Compounded annual return / average of 25% largest draw downs
    3.73181
  • Compounded annual return / Expected Shortfall lognormal
    13.20380

Strategy Description

Our strategy is grounded in real-money trading and built around an advanced algorithm that identifies precise buy and sell opportunities. Here’s how it works:

Stock Selection – Intelligent Vetting for Maximum Potential
Our sophisticated algorithm vets stock tickers using a comprehensive scoring system. We analyze key factors like dividends, earnings reports, volume, price, beta, and more. Only stocks that meet our strict criteria make it into the pool for potential trades, ensuring we focus on high-quality opportunities.

Smart Entries and Exits – Maximize Gains with Cutting-Edge Analysis
Using a combination of technical indicators like the SMA/FMA, RSI, and ADX, our algorithm pinpoints optimal buying and selling points from the vetted stock pool. This ensures that every move is grounded in data and built to capitalize on market trends.

Proven Results
With years of experience in the stock market, our approach consistently outperforms. In 2021, our equity return exceeded 52%, and in 2022, we saw an impressive 13% return (figures not validated by Collective2). This track record showcases our ability to deliver in both bull and bear markets.

Frequently Asked Questions

Can I Auto Trade with less than $25,000 in my brokerage account?
No, it’s recommended to have at least $25,000 in your account to avoid Pattern Day Trading (PDT) restrictions. Without this, auto-trading is not advised and maybe a little more to manage drawdown if you are a first time trader.

What settings should I use for scaling, max size, and stop-loss?
These settings should align with your personal risk tolerance. While we don't use a stop-loss in our strategy, implementing one can help manage risk. Keep in mind, our stocks tend to move fast, so we don’t recommend joining trades already in progress.

Do you trade on margin?
Primarily, we use a cash account, but margins may be employed when necessary to seize profitable opportunities.

Patience Pays Off
Trading comes with ups and downs, and success requires patience. If you're seeking instant gains, our strategy may not be the best fit. We believe in a thoughtful, disciplined approach to trading that drives long-term results.

Ready to Elevate Your Trading?
Thank you for your interest in our strategy. Join us for a smarter way to trade, driven by data and designed to help you consistently beat the market. Please note that trading is risky and past results are not indicative of future results.
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2023-09-19
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 0.7%
Rank # 
#5
# Trades
473
# Profitable
461
% Profitable
97.5%
Net Dividends
$818
Correlation S&P500
0.273
Sharpe Ratio
1.23
Sortino Ratio
2.35
Beta
0.34
Alpha
0.07
Leverage
0.63 Average
2.68 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

  • 9/15/2018, 10:03:33 PM BTS 200 EURUSD

    We did it! It's finally here. Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo [...]

  • 9/13/2018, 9:07:33 PM BTO 1 ETHUSD

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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 now visible

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.