Collective2 Collective2
Featured Strategy Gold and Silver +118.8% 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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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 01/03/2024
Most recent certification approved 1/3/24 12:47 ET
Trades at broker Interactive Brokers (server 2 / Stocks, Option, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 403
# trading signals executed in manager's Interactive Brokers (server 2 / Stocks, Option, Futures) account 403
Percent signals followed since 01/03/2024 100%
This information was last updated 8/30/25 16:11 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 01/03/2024, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:



Riguardo ai risultati che vedi su questo sito Web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

Questi risultati si basano su risultati di performance simulati o ipotetici. I risultati delle performance ipotetiche presentano molte limitazioni intrinseche, alcune delle quali sono descritte di seguito. Non viene fornita alcuna rappresentazione che qualsiasi conto otterrà o avrà probabilità di ottenere profitti o perdite simili a quelli mostrati. Infatti, vi sono spesso notevoli differenze tra i risultati delle performance ipotetiche e i risultati effettivi successivamente ottenuti da qualsiasi specifico programma di trading.

Uno dei limiti dei risultati delle performance ipotetiche è che sono generalmente preparati con il beneficio del senno di poi. 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 di trading sono punti rilevanti che possono influire negativamente anche sui risultati effettivi del trading. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading che non possono essere pienamente considerati nella preparazione dei risultati delle performance ipotetiche e tutti i quali possono influire negativamente sui risultati effettivi del trading.

Potresti essere interessato a saperne di più sui dettagli tecnici riguardo come Collective2 calcola i risultati ipotetici che vedi su questo sito web.

Spire
(146841213)

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Read important disclosures.

Creato da: Michael_S Michael_S
Started: 12/2023
Stocks
Last trade: 8 days ago
Trading style: Equity Hedged Equity

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $99.00 per month.

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
Hedged Equity
Category: Equity

Hedged Equity

Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.

19.8%
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.

(21.7%)
Max Drawdown
127
Num Trades
39.4%
Win Trades
2.5 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023                                                                             (0.1%)(0.1%)
2024+1.1%+4.0%+6.9%(0.4%)(0.2%)+3.2%+7.8%+0.9%+1.8%(4%)+7.1%+1.4%+33.2%
2025+2.5%(0.9%)(5.5%)(9.5%)+6.5%+3.1%+2.4%+4.2%                        +1.8%


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 168 hours.

Trading Record

This strategy has placed 403 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
8/20/25 11:10 UPRO PROSHARES ULTRAPRO S&P 500 LONG 420 97.15 8/22 10:11 101.55 0.11%
Trade id #152649525
Max drawdown($140)
Time8/21/25 0:00
Quant open420
Worst price96.81
Drawdown as % of equity-0.11%
 $1,841
Includes Typical Broker Commissions trade costs of $8.40
8/5/25 12:06 UPRO PROSHARES ULTRAPRO S&P 500 LONG 270 95.13 8/15 13:04 101.77 0.06%
Trade id #152525818
Max drawdown($75)
Time8/5/25 12:47
Quant open200
Worst price94.63
Drawdown as % of equity-0.06%
 $1,787
Includes Typical Broker Commissions trade costs of $5.40
7/23/25 13:20 UPRO PROSHARES ULTRAPRO S&P 500 LONG 275 98.19 8/4 9:32 94.13 1.54%
Trade id #152398775
Max drawdown($1,995)
Time8/1/25 0:00
Quant open275
Worst price90.93
Drawdown as % of equity-1.54%
 ($1,121)
Includes Typical Broker Commissions trade costs of $5.50
6/24/25 15:01 UPRO PROSHARES ULTRAPRO S&P 500 LONG 170 87.79 7/17 15:46 94.45 0.06%
Trade id #152137532
Max drawdown($72)
Time6/25/25 0:00
Quant open70
Worst price86.24
Drawdown as % of equity-0.06%
 $1,128
Includes Typical Broker Commissions trade costs of $3.40
6/13/25 9:32 UPRO PROSHARES ULTRAPRO S&P 500 LONG 80 83.85 6/17 9:54 83.90 0.13%
Trade id #152047658
Max drawdown($162)
Time6/13/25 15:46
Quant open80
Worst price81.82
Drawdown as % of equity-0.13%
 $2
Includes Typical Broker Commissions trade costs of $1.60
6/13/25 9:32 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.62 6/13 15:58 18.80 0.01%
Trade id #152047235
Max drawdown($12)
Time6/13/25 9:45
Quant open375
Worst price18.59
Drawdown as % of equity-0.01%
 $61
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:26 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.49 6/12 15:29 18.48 0%
Trade id #152035311
Max drawdown($3)
Time6/12/25 15:29
Quant open375
Worst price18.48
Drawdown as % of equity-0.00%
 ($12)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:26 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.07 6/12 15:29 59.09 n/a $0
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 15:22 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.48 6/12 15:24 18.47 0%
Trade id #152034177
Max drawdown($3)
Time6/12/25 15:24
Quant open375
Worst price18.47
Drawdown as % of equity-0.00%
 ($11)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:22 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.06 6/12 15:24 58.98 0%
Trade id #152034236
Max drawdown($3)
Time6/12/25 15:24
Quant open30
Worst price58.98
Drawdown as % of equity-0.00%
 ($4)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 15:18 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.48 6/12 15:20 18.46 0%
Trade id #152033024
Max drawdown($5)
Time6/12/25 15:20
Quant open375
Worst price18.46
Drawdown as % of equity-0.00%
 ($13)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:18 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.11 6/12 15:20 58.93 0%
Trade id #152033078
Max drawdown($5)
Time6/12/25 15:20
Quant open30
Worst price58.93
Drawdown as % of equity-0.00%
 ($6)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 15:14 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.48 6/12 15:16 18.46 0%
Trade id #152031965
Max drawdown($5)
Time6/12/25 15:16
Quant open375
Worst price18.46
Drawdown as % of equity-0.00%
 ($13)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:14 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.07 6/12 15:16 58.97 0%
Trade id #152032031
Max drawdown($3)
Time6/12/25 15:16
Quant open30
Worst price58.97
Drawdown as % of equity-0.00%
 ($4)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 15:10 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.09 6/12 15:12 59.02 0%
Trade id #152030974
Max drawdown($2)
Time6/12/25 15:12
Quant open30
Worst price59.02
Drawdown as % of equity-0.00%
 ($3)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 15:10 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.48 6/12 15:12 18.47 0%
Trade id #152030905
Max drawdown($1)
Time6/12/25 15:12
Quant open375
Worst price18.47
Drawdown as % of equity-0.00%
 ($9)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:06 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.49 6/12 15:08 18.48 0%
Trade id #152029812
Max drawdown($2)
Time6/12/25 15:08
Quant open375
Worst price18.48
Drawdown as % of equity-0.00%
 ($10)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:06 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.04 6/12 15:08 58.98 0%
Trade id #152029874
Max drawdown($2)
Time6/12/25 15:08
Quant open30
Worst price58.98
Drawdown as % of equity-0.00%
 ($3)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 15:02 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.50 6/12 15:04 18.48 0%
Trade id #152028654
Max drawdown($5)
Time6/12/25 15:04
Quant open375
Worst price18.48
Drawdown as % of equity-0.00%
 ($13)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 15:02 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.04 6/12 15:04 58.88 0%
Trade id #152028676
Max drawdown($5)
Time6/12/25 15:04
Quant open30
Worst price58.88
Drawdown as % of equity-0.00%
 ($6)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 14:58 TQQQ PROSHARES ULTRAPRO QQQ LONG 500 75.66 6/12 15:00 75.72 n/a $20
Includes Typical Broker Commissions trade costs of $10.00
6/12/25 14:56 BTAL AGF US MARKET NEUT ANTI-BETA LONG 375 18.49 6/12 14:58 18.48 0%
Trade id #152026858
Max drawdown($5)
Time6/12/25 14:58
Quant open375
Worst price18.48
Drawdown as % of equity-0.00%
 ($13)
Includes Typical Broker Commissions trade costs of $7.50
6/12/25 14:56 VXZ IPATH SERIES B S&P 500 VIX MID-TERM FUTURES ETN LONG 30 59.15 6/12 14:58 59.03 0%
Trade id #152026913
Max drawdown($4)
Time6/12/25 14:58
Quant open30
Worst price59.03
Drawdown as % of equity-0.00%
 ($5)
Includes Typical Broker Commissions trade costs of $0.60
6/12/25 14:56 GLD SPDR GOLD SHARES LONG 145 311.86 6/12 14:58 311.90 n/a $3
Includes Typical Broker Commissions trade costs of $2.90
6/12/25 14:54 UDOW PROSHARES ULTRAPRO DOW30 LONG 150 88.37 6/12 14:56 88.27 0.01%
Trade id #152026285
Max drawdown($16)
Time6/12/25 14:56
Quant open150
Worst price88.27
Drawdown as % of equity-0.01%
 ($19)
Includes Typical Broker Commissions trade costs of $3.00
6/12/25 14:54 TQQQ PROSHARES ULTRAPRO QQQ LONG 500 75.64 6/12 14:56 75.57 0.03%
Trade id #152026347
Max drawdown($34)
Time6/12/25 14:56
Quant open500
Worst price75.57
Drawdown as % of equity-0.03%
 ($44)
Includes Typical Broker Commissions trade costs of $10.00

Statistics

  • Strategy began
    12/29/2023
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    610.21
  • Age
    20 months ago
  • What it trades
    Stocks
  • # Trades
    127
  • # Profitable
    50
  • % Profitable
    39.40%
  • Avg trade duration
    32.1 days
  • Max peak-to-valley drawdown
    21.69%
  • drawdown period
    Feb 19, 2025 - April 08, 2025
  • Annual Return (Compounded)
    19.8%
  • Avg win
    $1,293
  • Avg loss
    $342.53
  • Model Account Values (Raw)
  • Cash
    $74,051
  • Margin Used
    $0
  • Buying Power
    $77,197
  • Ratios
  • W:L ratio
    2.48:1
  • Sharpe Ratio
    1.13
  • Sortino Ratio
    1.56
  • Calmar Ratio
    1.069
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -0.03%
  • Correlation to SP500
    0.56310
  • Return Percent SP500 (cumu) during strategy life
    35.44%
  • Return Statistics
  • Ann Return (w trading costs)
    19.8%
  • Slump
  • Current Slump as Pcnt Equity
    6.20%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.31%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.198%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    21.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    8.00%
  • Chance of 20% account loss
    0.50%
  • 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)
    0
  • Popularity (Last 6 weeks)
    838
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    342
  • Popularity (7 days, Percentile 1000 scale)
    645
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $343
  • Avg Win
    $1,293
  • Sum Trade PL (losers)
    $26,375.000
  • Age
  • Num Months filled monthly returns table
    21
  • Win / Loss
  • Sum Trade PL (winners)
    $64,670.000
  • # Winners
    50
  • Num Months Winners
    14
  • Dividends
  • Dividends Received in Model Acct
    671
  • AUM
  • AUM (AutoTrader live capital)
    244931
  • Win / Loss
  • # Losers
    77
  • % Winners
    39.4%
  • Frequency
  • Avg Position Time (mins)
    46197.20
  • Avg Position Time (hrs)
    769.95
  • Avg Trade Length
    32.1 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    1.35
  • Daily leverage (max)
    2.00
  • Regression
  • Alpha
    0.03
  • Beta
    0.42
  • Treynor Index
    0.11
  • 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)
    -0.65
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    1.380
  • 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
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.260
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.392
  • Hold-and-Hope Ratio
    0.739
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.16693
  • SD
    0.16672
  • Sharpe ratio (Glass type estimate)
    1.00125
  • Sharpe ratio (Hedges UMVUE)
    0.95884
  • df
    18.00000
  • t
    1.25988
  • p
    0.35767
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.60308
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.57915
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.62996
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.54764
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.45575
  • Upside Potential Ratio
    2.64872
  • Upside part of mean
    0.30372
  • Downside part of mean
    -0.13680
  • Upside SD
    0.12452
  • Downside SD
    0.11467
  • N nonnegative terms
    14.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    19.00000
  • Mean of predictor
    0.16800
  • Mean of criterion
    0.16693
  • SD of predictor
    0.17283
  • SD of criterion
    0.16672
  • Covariance
    0.02159
  • r
    0.74936
  • b (slope, estimate of beta)
    0.72287
  • a (intercept, estimate of alpha)
    0.04548
  • Mean Square Error
    0.01290
  • DF error
    17.00000
  • t(b)
    4.66609
  • p(b)
    0.07242
  • t(a)
    0.48411
  • p(a)
    0.42593
  • Lowerbound of 95% confidence interval for beta
    0.39602
  • Upperbound of 95% confidence interval for beta
    1.04973
  • Lowerbound of 95% confidence interval for alpha
    -0.15274
  • Upperbound of 95% confidence interval for alpha
    0.24371
  • Treynor index (mean / b)
    0.23092
  • Jensen alpha (a)
    0.04548
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.15199
  • SD
    0.17038
  • Sharpe ratio (Glass type estimate)
    0.89210
  • Sharpe ratio (Hedges UMVUE)
    0.85432
  • df
    18.00000
  • t
    1.12254
  • p
    0.37211
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.70405
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.46448
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.72810
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.43674
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.24752
  • Upside Potential Ratio
    2.42611
  • Upside part of mean
    0.29559
  • Downside part of mean
    -0.14359
  • Upside SD
    0.12075
  • Downside SD
    0.12184
  • N nonnegative terms
    14.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    19.00000
  • Mean of predictor
    0.15232
  • Mean of criterion
    0.15199
  • SD of predictor
    0.17411
  • SD of criterion
    0.17038
  • Covariance
    0.02292
  • r
    0.77251
  • b (slope, estimate of beta)
    0.75597
  • a (intercept, estimate of alpha)
    0.03684
  • Mean Square Error
    0.01239
  • DF error
    17.00000
  • t(b)
    5.01596
  • p(b)
    0.06286
  • t(a)
    0.40306
  • p(a)
    0.43816
  • Lowerbound of 95% confidence interval for beta
    0.43799
  • Upperbound of 95% confidence interval for beta
    1.07394
  • Lowerbound of 95% confidence interval for alpha
    -0.15600
  • Upperbound of 95% confidence interval for alpha
    0.22968
  • Treynor index (mean / b)
    0.20106
  • Jensen alpha (a)
    0.03684
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06596
  • Expected Shortfall on VaR
    0.08481
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01572
  • Expected Shortfall on VaR
    0.03910
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    19.00000
  • Minimum
    0.87020
  • Quartile 1
    1.00116
  • Median
    1.01817
  • Quartile 3
    1.04940
  • Maximum
    1.07940
  • Mean of quarter 1
    0.95901
  • Mean of quarter 2
    1.01109
  • Mean of quarter 3
    1.03448
  • Mean of quarter 4
    1.06402
  • Inter Quartile Range
    0.04824
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.05263
  • Mean of outliers low
    0.87020
  • 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)
    -3.08213
  • VaR(95%) (moments method)
    0.00312
  • Expected Shortfall (moments method)
    0.00314
  • Extreme Value Index (regression method)
    1.17583
  • VaR(95%) (regression method)
    0.05978
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.01045
  • Quartile 1
    0.01141
  • Median
    0.01237
  • Quartile 3
    0.09385
  • Maximum
    0.17534
  • Mean of quarter 1
    0.01045
  • Mean of quarter 2
    0.01237
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.17534
  • Inter Quartile Range
    0.08245
  • 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)
    0.20814
  • Compounded annual return (geometric extrapolation)
    0.19710
  • Calmar ratio (compounded annual return / max draw down)
    1.12411
  • Compounded annual return / average of 25% largest draw downs
    1.12411
  • Compounded annual return / Expected Shortfall lognormal
    2.32409
  • 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
    0.17836
  • SD
    0.11913
  • Sharpe ratio (Glass type estimate)
    1.49719
  • Sharpe ratio (Hedges UMVUE)
    1.49458
  • df
    431.00000
  • t
    1.92251
  • p
    0.02760
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.03325
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.02597
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.03503
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.02420
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.05186
  • Upside Potential Ratio
    8.29227
  • Upside part of mean
    0.72081
  • Downside part of mean
    -0.54245
  • Upside SD
    0.08200
  • Downside SD
    0.08693
  • N nonnegative terms
    241.00000
  • N negative terms
    191.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    432.00000
  • Mean of predictor
    0.17010
  • Mean of criterion
    0.17836
  • SD of predictor
    0.16774
  • SD of criterion
    0.11913
  • Covariance
    0.01159
  • r
    0.57991
  • b (slope, estimate of beta)
    0.41185
  • a (intercept, estimate of alpha)
    0.10800
  • Mean Square Error
    0.00944
  • DF error
    430.00000
  • t(b)
    14.76070
  • p(b)
    0.00000
  • t(a)
    1.42848
  • p(a)
    0.07694
  • Lowerbound of 95% confidence interval for beta
    0.35701
  • Upperbound of 95% confidence interval for beta
    0.46669
  • Lowerbound of 95% confidence interval for alpha
    -0.04072
  • Upperbound of 95% confidence interval for alpha
    0.25733
  • Treynor index (mean / b)
    0.43307
  • Jensen alpha (a)
    0.10830
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.17117
  • SD
    0.11962
  • Sharpe ratio (Glass type estimate)
    1.43089
  • Sharpe ratio (Hedges UMVUE)
    1.42840
  • df
    431.00000
  • t
    1.83737
  • p
    0.03342
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.09927
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.95943
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.10094
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.95773
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.94181
  • Upside Potential Ratio
    8.13871
  • Upside part of mean
    0.71741
  • Downside part of mean
    -0.54624
  • Upside SD
    0.08135
  • Downside SD
    0.08815
  • N nonnegative terms
    241.00000
  • N negative terms
    191.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    432.00000
  • Mean of predictor
    0.15607
  • Mean of criterion
    0.17117
  • SD of predictor
    0.16707
  • SD of criterion
    0.11962
  • Covariance
    0.01173
  • r
    0.58702
  • b (slope, estimate of beta)
    0.42030
  • a (intercept, estimate of alpha)
    0.10557
  • Mean Square Error
    0.00940
  • DF error
    430.00000
  • t(b)
    15.03590
  • p(b)
    0.00000
  • t(a)
    1.39582
  • p(a)
    0.08174
  • Lowerbound of 95% confidence interval for beta
    0.36535
  • Upperbound of 95% confidence interval for beta
    0.47524
  • Lowerbound of 95% confidence interval for alpha
    -0.04309
  • Upperbound of 95% confidence interval for alpha
    0.25422
  • Treynor index (mean / b)
    0.40725
  • Jensen alpha (a)
    0.10557
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01144
  • Expected Shortfall on VaR
    0.01448
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00430
  • Expected Shortfall on VaR
    0.00939
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    432.00000
  • Minimum
    0.94739
  • Quartile 1
    0.99772
  • Median
    1.00070
  • Quartile 3
    1.00427
  • Maximum
    1.04286
  • Mean of quarter 1
    0.99265
  • Mean of quarter 2
    0.99935
  • Mean of quarter 3
    1.00245
  • Mean of quarter 4
    1.00870
  • Inter Quartile Range
    0.00656
  • Number outliers low
    12.00000
  • Percentage of outliers low
    0.02778
  • Mean of outliers low
    0.97459
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.01852
  • Mean of outliers high
    1.02050
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.52157
  • VaR(95%) (moments method)
    0.00737
  • Expected Shortfall (moments method)
    0.01714
  • Extreme Value Index (regression method)
    0.37966
  • VaR(95%) (regression method)
    0.00658
  • Expected Shortfall (regression method)
    0.01232
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    34.00000
  • Minimum
    0.00001
  • Quartile 1
    0.00224
  • Median
    0.00584
  • Quartile 3
    0.01289
  • Maximum
    0.20606
  • Mean of quarter 1
    0.00126
  • Mean of quarter 2
    0.00365
  • Mean of quarter 3
    0.00765
  • Mean of quarter 4
    0.04818
  • Inter Quartile Range
    0.01065
  • 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
    0.14706
  • Mean of outliers high
    0.07126
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.58046
  • VaR(95%) (moments method)
    0.04852
  • Expected Shortfall (moments method)
    0.12802
  • Extreme Value Index (regression method)
    0.47204
  • VaR(95%) (regression method)
    0.05442
  • Expected Shortfall (regression method)
    0.12082
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.23563
  • Compounded annual return (geometric extrapolation)
    0.22027
  • Calmar ratio (compounded annual return / max draw down)
    1.06897
  • Compounded annual return / average of 25% largest draw downs
    4.57171
  • Compounded annual return / Expected Shortfall lognormal
    15.21090
  • 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
    0.00858
  • SD
    0.15378
  • Sharpe ratio (Glass type estimate)
    0.05582
  • Sharpe ratio (Hedges UMVUE)
    0.05550
  • df
    130.00000
  • t
    0.03947
  • p
    0.49827
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.71599
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.82764
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.71631
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.82732
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.06765
  • Upside Potential Ratio
    6.23771
  • Upside part of mean
    0.79160
  • Downside part of mean
    -0.78301
  • Upside SD
    0.08581
  • Downside SD
    0.12690
  • N nonnegative terms
    72.00000
  • N negative terms
    59.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.19417
  • Mean of criterion
    0.00858
  • SD of predictor
    0.23662
  • SD of criterion
    0.15378
  • Covariance
    0.02037
  • r
    0.55973
  • b (slope, estimate of beta)
    0.36378
  • a (intercept, estimate of alpha)
    -0.06205
  • Mean Square Error
    0.01637
  • DF error
    129.00000
  • t(b)
    7.67159
  • p(b)
    0.16326
  • t(a)
    -0.34253
  • p(a)
    0.51919
  • Lowerbound of 95% confidence interval for beta
    0.26996
  • Upperbound of 95% confidence interval for beta
    0.45760
  • Lowerbound of 95% confidence interval for alpha
    -0.42047
  • Upperbound of 95% confidence interval for alpha
    0.29637
  • Treynor index (mean / b)
    0.02360
  • Jensen alpha (a)
    -0.06205
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.00331
  • SD
    0.15537
  • Sharpe ratio (Glass type estimate)
    -0.02131
  • Sharpe ratio (Hedges UMVUE)
    -0.02118
  • df
    130.00000
  • t
    -0.01507
  • p
    0.50066
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.79312
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.75050
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.79299
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.75062
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.02563
  • Upside Potential Ratio
    6.09996
  • Upside part of mean
    0.78786
  • Downside part of mean
    -0.79117
  • Upside SD
    0.08528
  • Downside SD
    0.12916
  • N nonnegative terms
    72.00000
  • N negative terms
    59.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.16660
  • Mean of criterion
    -0.00331
  • SD of predictor
    0.23484
  • SD of criterion
    0.15537
  • Covariance
    0.02084
  • r
    0.57105
  • b (slope, estimate of beta)
    0.37779
  • a (intercept, estimate of alpha)
    -0.06625
  • Mean Square Error
    0.01639
  • DF error
    129.00000
  • t(b)
    7.90085
  • p(b)
    0.15732
  • t(a)
    -0.36552
  • p(a)
    0.52047
  • VAR (95 Confidence Intrvl)
    0.01100
  • Lowerbound of 95% confidence interval for beta
    0.28319
  • Upperbound of 95% confidence interval for beta
    0.47240
  • Lowerbound of 95% confidence interval for alpha
    -0.42485
  • Upperbound of 95% confidence interval for alpha
    0.29235
  • Treynor index (mean / b)
    -0.00876
  • Jensen alpha (a)
    -0.06625
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01568
  • Expected Shortfall on VaR
    0.01961
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00628
  • Expected Shortfall on VaR
    0.01372
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.94739
  • Quartile 1
    0.99689
  • Median
    1.00045
  • Quartile 3
    1.00528
  • Maximum
    1.02156
  • Mean of quarter 1
    0.98945
  • Mean of quarter 2
    0.99895
  • Mean of quarter 3
    1.00281
  • Mean of quarter 4
    1.00943
  • Inter Quartile Range
    0.00840
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04580
  • Mean of outliers low
    0.96789
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.01527
  • Mean of outliers high
    1.01997
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.70830
  • VaR(95%) (moments method)
    0.01124
  • Expected Shortfall (moments method)
    0.04028
  • Extreme Value Index (regression method)
    0.58621
  • VaR(95%) (regression method)
    0.00784
  • Expected Shortfall (regression method)
    0.01866
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.00303
  • Quartile 1
    0.00411
  • Median
    0.01019
  • Quartile 3
    0.05159
  • Maximum
    0.15866
  • Mean of quarter 1
    0.00303
  • Mean of quarter 2
    0.00447
  • Mean of quarter 3
    0.01590
  • Mean of quarter 4
    0.15866
  • Inter Quartile Range
    0.04748
  • 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
    0.25000
  • Mean of outliers high
    0.15866
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -349976000
  • Max Equity Drawdown (num days)
    48
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.02475
  • Compounded annual return (geometric extrapolation)
    0.02490
  • Calmar ratio (compounded annual return / max draw down)
    0.15695
  • Compounded annual return / average of 25% largest draw downs
    0.15695
  • Compounded annual return / Expected Shortfall lognormal
    1.26979

Strategy Description

Introduction
The Spire and Alphastone portfolios are managed by EVP Research, a specialist in converting equity market risk into asymmetric gains. The portfolios use a multi-strategy discretionary trading approach designed to generate returns like a perpetual long call option on equity markets.

Portfolio Differences
Spire is more aggressive and accepts higher volatility as a result; it rebalances roughly once per month. Alphastone is more conservative and is managed for both returns and consistency; it rebalances roughly once per year. Both portfolios can be re-balanced more frequently if needed.

Investment Philosophy
The biggest risk facing investors is not volatility, it is the impairment of portfolio capital. Therefore, it is crucial to dynamically adapt to macro conditions, incorporate protective assets, and adhere to sensible risk limits that help mitigate extreme loss.

Asset Allocation
Both portfolios allocate to three main asset classes: return drivers (typically equities), diversifiers, and cash. Equities are likely to have a large allocation over the long-run, but proportions will fluctuate widely at any given point in time based on views.

Analysis
The research process is multi-disciplinary. Capital allocations amongst and within asset classes are influenced by top-down and fundamental analysis. Risk management is enhanced by use of portfolio stress testing, exposure limits, and continuous portfolio monitoring.

Implementation
Instruments: focused on ETFs for efficiency and preventing portfolio margin calls.
Holdings: portfolios typically hold less than 20 line-items, but positions can be concentrated.
Approach: multi-disciplinary inputs, discretionary decision-making.
Leverage: neither portfolio uses margin, but underlying ETFs may use leverage (more typical of Spire)
Directionality: all ETFs are held long-only, but holdings within ETFs can be long or short.
Turnover: Spire typically rebalances monthly or more frequently; Alphastone less so.

Performance Expectations
Dynamic beta management, security selection and loss management will ultimately drive performance results. Market trends that are backed by powerfully-sustained, highly visible drivers are best. I expect maximal ROI over time frames that include at least one bull and one bear market.

Suitability
The portfolios can use leveraged ETFs and concentrated positions. Therefore, it is only suitable for investors with a high risk-tolerance, a long investment horizon and are prepared to lose significant capital. Only a small fraction of any investor’s assets should be allocated to the programs.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2023-12-29
Suggested Minimum Capital
$35,000
# Trades
127
# Profitable
50
% Profitable
39.4%
Net Dividends
$670
Correlation S&P500
0.563
Sharpe Ratio
1.13
Sortino Ratio
1.56
Beta
0.42
Alpha
0.03
Leverage
1.35 Average
2.00 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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