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

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


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Solid Companies
(148311109)

Creato da: SwingDayTrader SwingDayTrader
Started: 06/2024
Stocks
Last trade: 11 days ago

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 $149.00 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.


21.4%
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.

(33.9%)
Max Drawdown
77
Num Trades
79.2%
Win Trades
4.3 : 1
Profit Factor
53.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                     -  +2.2%(0.3%)+1.2%+2.2%(0.7%)+9.1%+14.1%
2025(0.2%)(10.9%)(12.1%)+3.6%+10.0%+20.7%                                    +7.4%


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

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/29/25 13:22 SPCB SUPERCOM LTD. ORDINARY SHARES LONG 215 10.20 6/6 13:52 11.97 5.34%
Trade id #150704318
Max drawdown($1,105)
Time4/9/25 0:00
Quant open215
Worst price5.06
Drawdown as % of equity-5.34%
 $376
Includes Typical Broker Commissions trade costs of $4.30
2/24/25 15:52 NVTS NAVITAS SEMICONDUCTOR CORPORATION LONG 600 2.42 6/5 15:41 5.40 2.01%
Trade id #150942011
Max drawdown($451)
Time4/4/25 0:00
Quant open500
Worst price1.52
Drawdown as % of equity-2.01%
 $1,774
Includes Typical Broker Commissions trade costs of $12.00
4/2/25 12:13 ALAR ALARUM TECHNOLOGIES LTD. ADS LONG 200 7.19 6/3 15:15 7.10 1.64%
Trade id #151260528
Max drawdown($349)
Time4/8/25 0:00
Quant open200
Worst price5.45
Drawdown as % of equity-1.64%
 ($22)
Includes Typical Broker Commissions trade costs of $4.00
2/10/25 14:09 INVZ INNOVIZ TECHNOLOGIES LTD. LONG 780 0.96 6/3 15:12 0.88 1.73%
Trade id #150829383
Max drawdown($372)
Time4/7/25 0:00
Quant open780
Worst price0.48
Drawdown as % of equity-1.73%
 ($71)
Includes Typical Broker Commissions trade costs of $10.30
2/24/25 15:54 SERV SERVE ROBOTICS INC. LONG 100 9.91 6/3 15:10 11.45 2.44%
Trade id #150942040
Max drawdown($525)
Time4/7/25 0:00
Quant open100
Worst price4.66
Drawdown as % of equity-2.44%
 $152
Includes Typical Broker Commissions trade costs of $2.00
1/21/25 13:01 WKEY WISEKEY INTERNATIONAL HOLDING AG LONG 520 6.59 6/3 15:08 6.74 9.91%
Trade id #150626146
Max drawdown($2,128)
Time4/7/25 0:00
Quant open520
Worst price2.50
Drawdown as % of equity-9.91%
 $68
Includes Typical Broker Commissions trade costs of $7.70
1/22/25 13:01 PSNL PERSONALIS INC. COMMON STOCK LONG 500 5.46 2/18 14:33 5.80 1.71%
Trade id #150641333
Max drawdown($497)
Time2/12/25 0:00
Quant open500
Worst price4.47
Drawdown as % of equity-1.71%
 $158
Includes Typical Broker Commissions trade costs of $10.00
2/12/25 14:08 INLF INLIF LIMITED LONG 100 5.55 2/13 14:04 9.85 0.02%
Trade id #150851233
Max drawdown($4)
Time2/12/25 14:11
Quant open100
Worst price5.50
Drawdown as % of equity-0.02%
 $428
Includes Typical Broker Commissions trade costs of $2.00
1/22/25 14:39 MYNA MYNARIC AG AMERICAN DEPOSITORY SHARES LONG 1,100 0.57 2/12 14:07 0.48 0.46%
Trade id #150642244
Max drawdown($134)
Time2/10/25 0:00
Quant open400
Worst price0.23
Drawdown as % of equity-0.46%
 ($114)
Includes Typical Broker Commissions trade costs of $9.00
1/23/25 15:29 SPIR SPIRE GLOBAL INC LONG 60 19.42 2/10 14:08 20.31 0.65%
Trade id #150654097
Max drawdown($190)
Time2/3/25 0:00
Quant open60
Worst price16.25
Drawdown as % of equity-0.65%
 $52
Includes Typical Broker Commissions trade costs of $1.20
1/29/25 14:42 APLD APPLIED DIGITAL INC LONG 360 6.75 2/4 15:30 7.33 0.19%
Trade id #150705050
Max drawdown($56)
Time2/3/25 0:00
Quant open235
Worst price6.51
Drawdown as % of equity-0.19%
 $203
Includes Typical Broker Commissions trade costs of $7.20
1/21/25 13:03 SPCB SUPERCOM LTD. ORDINARY SHARES LONG 50 14.20 1/23 10:12 16.81 0.2%
Trade id #150626160
Max drawdown($60)
Time1/22/25 0:00
Quant open50
Worst price12.99
Drawdown as % of equity-0.20%
 $130
Includes Typical Broker Commissions trade costs of $1.00
1/8/25 10:06 PSNL PERSONALIS INC. COMMON STOCK LONG 300 5.51 1/22 13:00 5.77 0.83%
Trade id #150514693
Max drawdown($242)
Time1/17/25 0:00
Quant open300
Worst price4.70
Drawdown as % of equity-0.83%
 $73
Includes Typical Broker Commissions trade costs of $6.00
1/7/25 13:47 GAUZ GAUZY LTD. LONG 120 11.25 1/22 12:55 11.99 0.73%
Trade id #150507523
Max drawdown($204)
Time1/10/25 0:00
Quant open120
Worst price9.55
Drawdown as % of equity-0.73%
 $87
Includes Typical Broker Commissions trade costs of $2.40
1/17/25 14:29 SPCB SUPERCOM LTD. ORDINARY SHARES LONG 100 12.58 1/21 13:02 14.02 0.16%
Trade id #150602438
Max drawdown($48)
Time1/17/25 14:49
Quant open100
Worst price12.10
Drawdown as % of equity-0.16%
 $142
Includes Typical Broker Commissions trade costs of $2.00
1/10/25 13:06 WKEY WISEKEY INTERNATIONAL HOLDING AG LONG 240 8.80 1/21 13:00 10.11 1.34%
Trade id #150535688
Max drawdown($373)
Time1/14/25 0:00
Quant open170
Worst price7.00
Drawdown as % of equity-1.34%
 $310
Includes Typical Broker Commissions trade costs of $4.80
1/17/25 10:05 SPCB SUPERCOM LTD. ORDINARY SHARES LONG 150 12.05 1/17 14:28 12.56 0.44%
Trade id #150598546
Max drawdown($127)
Time1/17/25 11:01
Quant open150
Worst price11.20
Drawdown as % of equity-0.44%
 $74
Includes Typical Broker Commissions trade costs of $3.00
1/10/25 13:33 PRZO PARAZERO TECHNOLOGIES LTD. LONG 1,200 2.01 1/17 14:28 2.17 0.84%
Trade id #150535926
Max drawdown($233)
Time1/14/25 0:00
Quant open1,000
Worst price1.80
Drawdown as % of equity-0.84%
 $185
Includes Typical Broker Commissions trade costs of $11.00
12/27/24 15:20 BKSY BLACKSKY TECHNOLOGY INC LONG 200 11.15 1/17/25 14:26 11.25 1.25%
Trade id #150424828
Max drawdown($368)
Time1/13/25 0:00
Quant open200
Worst price9.31
Drawdown as % of equity-1.25%
 $16
Includes Typical Broker Commissions trade costs of $4.00
1/14/25 13:40 PRME PRIME MEDICINE INC. LONG 350 2.70 1/15 15:00 2.89 0.07%
Trade id #150566108
Max drawdown($21)
Time1/14/25 15:19
Quant open350
Worst price2.64
Drawdown as % of equity-0.07%
 $60
Includes Typical Broker Commissions trade costs of $7.00
1/8/25 10:08 UAVS AGEAGLE AERIAL SYSTEMS INC LONG 300 2.85 1/15 14:59 2.86 0.44%
Trade id #150514703
Max drawdown($129)
Time1/13/25 0:00
Quant open300
Worst price2.42
Drawdown as % of equity-0.44%
 ($3)
Includes Typical Broker Commissions trade costs of $6.00
1/13/25 15:40 ASPI ASP ISOTOPES INC. LONG 200 4.98 1/15 9:53 5.33 0.19%
Trade id #150554921
Max drawdown($54)
Time1/14/25 0:00
Quant open200
Worst price4.71
Drawdown as % of equity-0.19%
 $66
Includes Typical Broker Commissions trade costs of $4.00
1/14/25 13:39 NNOX NANO-X IMAGING LTD ORDINARY SHARES LONG 100 7.55 1/15 9:52 8.60 0.05%
Trade id #150566073
Max drawdown($15)
Time1/14/25 15:41
Quant open100
Worst price7.40
Drawdown as % of equity-0.05%
 $103
Includes Typical Broker Commissions trade costs of $2.00
12/27/24 15:20 WKEY WISEKEY INTERNATIONAL HOLDING AG LONG 400 8.95 1/10/25 13:06 9.39 3.74%
Trade id #150424832
Max drawdown($1,103)
Time1/8/25 0:00
Quant open250
Worst price5.85
Drawdown as % of equity-3.74%
 $170
Includes Typical Broker Commissions trade costs of $8.00
1/8/25 10:09 ZENA ZENATECH INC. LONG 200 6.01 1/10 9:49 6.21 0.23%
Trade id #150514714
Max drawdown($66)
Time1/8/25 10:16
Quant open200
Worst price5.68
Drawdown as % of equity-0.23%
 $36
Includes Typical Broker Commissions trade costs of $4.00
1/2/25 15:47 PSNL PERSONALIS INC. COMMON STOCK LONG 225 6.29 1/6 12:58 6.66 0.04%
Trade id #150468127
Max drawdown($10)
Time1/2/25 15:58
Quant open225
Worst price6.24
Drawdown as % of equity-0.04%
 $80
Includes Typical Broker Commissions trade costs of $4.50
1/2/25 15:47 NNOX NANO-X IMAGING LTD ORDINARY SHARES LONG 150 8.77 1/6 12:58 10.34 0.09%
Trade id #150468124
Max drawdown($27)
Time1/3/25 0:00
Quant open150
Worst price8.59
Drawdown as % of equity-0.09%
 $233
Includes Typical Broker Commissions trade costs of $3.00
1/2/25 15:50 VERB VERB TECHNOLOGY CO INC LONG 100 7.40 1/3 15:07 7.52 0.05%
Trade id #150468195
Max drawdown($14)
Time1/3/25 9:48
Quant open100
Worst price7.26
Drawdown as % of equity-0.05%
 $10
Includes Typical Broker Commissions trade costs of $2.00
12/23/24 10:43 ONDS ONDAS HOLDINGS INC. COMMON STOCK LONG 600 1.69 1/2/25 15:47 2.73 0.04%
Trade id #150390484
Max drawdown($12)
Time12/23/24 10:49
Quant open600
Worst price1.67
Drawdown as % of equity-0.04%
 $614
Includes Typical Broker Commissions trade costs of $8.50
12/16/24 15:59 AEHR AEHR TEST LONG 150 14.50 12/30 14:30 17.09 0.82%
Trade id #150338290
Max drawdown($222)
Time12/20/24 0:00
Quant open150
Worst price13.02
Drawdown as % of equity-0.82%
 $386
Includes Typical Broker Commissions trade costs of $3.00

Successivo

Statistics

  • Strategy began
    6/2/2024
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    380.03
  • Age
    13 months ago
  • What it trades
    Stocks
  • # Trades
    77
  • # Profitable
    61
  • % Profitable
    79.20%
  • Avg trade duration
    33.2 days
  • Max peak-to-valley drawdown
    33.91%
  • drawdown period
    Jan 21, 2025 - April 09, 2025
  • Annual Return (Compounded)
    21.4%
  • Avg win
    $200.79
  • Avg loss
    $179.00
  • Model Account Values (Raw)
  • Cash
    $19,303
  • Margin Used
    ($4,250)
  • Buying Power
    $21,655
  • Ratios
  • W:L ratio
    4.28:1
  • Sharpe Ratio
    0.77
  • Sortino Ratio
    1.35
  • Calmar Ratio
    1.432
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    9.20%
  • Correlation to SP500
    0.40330
  • Return Percent SP500 (cumu) during strategy life
    13.36%
  • Return Statistics
  • Ann Return (w trading costs)
    21.4%
  • Slump
  • Current Slump as Pcnt Equity
    3.60%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.214%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    31.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    22.50%
  • Chance of 20% account loss
    5.00%
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    719
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    950
  • Popularity (7 days, Percentile 1000 scale)
    576
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $245
  • Avg Win
    $201
  • Sum Trade PL (losers)
    $3,916.000
  • Age
  • Num Months filled monthly returns table
    13
  • Win / Loss
  • Sum Trade PL (winners)
    $12,248.000
  • # Winners
    61
  • Num Months Winners
    8
  • Dividends
  • Dividends Received in Model Acct
    5
  • Win / Loss
  • # Losers
    16
  • % Winners
    79.2%
  • Frequency
  • Avg Position Time (mins)
    47769.40
  • Avg Position Time (hrs)
    796.16
  • Avg Trade Length
    33.2 days
  • Last Trade Ago
    11
  • Leverage
  • Daily leverage (average)
    0.54
  • Daily leverage (max)
    1.41
  • Regression
  • Alpha
    0.05
  • Beta
    0.53
  • Treynor Index
    0.12
  • 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)
    1.73
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    2.472
  • 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
    1.241
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.734
  • Hold-and-Hope Ratio
    0.352
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.40300
  • SD
    0.55973
  • Sharpe ratio (Glass type estimate)
    0.71998
  • Sharpe ratio (Hedges UMVUE)
    0.66436
  • df
    10.00000
  • t
    0.68933
  • p
    0.25315
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.36796
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.77330
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.40336
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.73208
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.87834
  • Upside Potential Ratio
    3.42770
  • Upside part of mean
    0.73541
  • Downside part of mean
    -0.33241
  • Upside SD
    0.50231
  • Downside SD
    0.21455
  • N nonnegative terms
    6.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    11.00000
  • Mean of predictor
    0.13452
  • Mean of criterion
    0.40300
  • SD of predictor
    0.27884
  • SD of criterion
    0.55973
  • Covariance
    0.13272
  • r
    0.85034
  • b (slope, estimate of beta)
    1.70696
  • a (intercept, estimate of alpha)
    0.17338
  • Mean Square Error
    0.09640
  • DF error
    9.00000
  • t(b)
    4.84775
  • p(b)
    0.00046
  • t(a)
    0.52904
  • p(a)
    0.30479
  • Lowerbound of 95% confidence interval for beta
    0.91042
  • Upperbound of 95% confidence interval for beta
    2.50349
  • Lowerbound of 95% confidence interval for alpha
    -0.56799
  • Upperbound of 95% confidence interval for alpha
    0.91475
  • Treynor index (mean / b)
    0.23609
  • Jensen alpha (a)
    0.17338
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.27865
  • SD
    0.49233
  • Sharpe ratio (Glass type estimate)
    0.56600
  • Sharpe ratio (Hedges UMVUE)
    0.52227
  • df
    10.00000
  • t
    0.54190
  • p
    0.29988
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.50941
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.61399
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.53760
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.58214
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.20486
  • Upside Potential Ratio
    2.74864
  • Upside part of mean
    0.63569
  • Downside part of mean
    -0.35704
  • Upside SD
    0.41633
  • Downside SD
    0.23128
  • N nonnegative terms
    6.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    11.00000
  • Mean of predictor
    0.09975
  • Mean of criterion
    0.27865
  • SD of predictor
    0.27114
  • SD of criterion
    0.49233
  • Covariance
    0.11303
  • r
    0.84677
  • b (slope, estimate of beta)
    1.53754
  • a (intercept, estimate of alpha)
    0.12528
  • Mean Square Error
    0.07621
  • DF error
    9.00000
  • t(b)
    4.77543
  • p(b)
    0.00050
  • t(a)
    0.43182
  • p(a)
    0.33802
  • Lowerbound of 95% confidence interval for beta
    0.80920
  • Upperbound of 95% confidence interval for beta
    2.26589
  • Lowerbound of 95% confidence interval for alpha
    -0.53102
  • Upperbound of 95% confidence interval for alpha
    0.78158
  • Treynor index (mean / b)
    0.18123
  • Jensen alpha (a)
    0.12528
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.18986
  • Expected Shortfall on VaR
    0.23553
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.05947
  • Expected Shortfall on VaR
    0.12285
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    11.00000
  • Minimum
    0.84956
  • Quartile 1
    0.99602
  • Median
    1.01579
  • Quartile 3
    1.03522
  • Maximum
    1.46750
  • Mean of quarter 1
    0.90276
  • Mean of quarter 2
    1.00481
  • Mean of quarter 3
    1.02648
  • Mean of quarter 4
    1.20645
  • Inter Quartile Range
    0.03919
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.18182
  • Mean of outliers low
    0.85747
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.18182
  • Mean of outliers high
    1.29003
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -1519.17000
  • VaR(95%) (moments method)
    0.02703
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -4.01708
  • VaR(95%) (regression method)
    0.33096
  • Expected Shortfall (regression method)
    0.33137
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00005
  • Quartile 1
    0.00068
  • Median
    0.00130
  • Quartile 3
    0.13550
  • Maximum
    0.26970
  • Mean of quarter 1
    0.00005
  • Mean of quarter 2
    0.00130
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.26970
  • Inter Quartile Range
    0.13483
  • 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)
    0.35397
  • Compounded annual return (geometric extrapolation)
    0.35875
  • Calmar ratio (compounded annual return / max draw down)
    1.33015
  • Compounded annual return / average of 25% largest draw downs
    1.33015
  • Compounded annual return / Expected Shortfall lognormal
    1.52312
  • 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
    0.33870
  • SD
    0.24866
  • Sharpe ratio (Glass type estimate)
    1.36209
  • Sharpe ratio (Hedges UMVUE)
    1.35795
  • df
    247.00000
  • t
    1.32520
  • p
    0.09316
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.65735
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.37886
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.66013
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.37604
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.53130
  • Upside Potential Ratio
    9.36179
  • Upside part of mean
    1.25267
  • Downside part of mean
    -0.91397
  • Upside SD
    0.21004
  • Downside SD
    0.13381
  • N nonnegative terms
    133.00000
  • N negative terms
    115.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    248.00000
  • Mean of predictor
    0.12383
  • Mean of criterion
    0.33870
  • SD of predictor
    0.20300
  • SD of criterion
    0.24866
  • Covariance
    0.02025
  • r
    0.40109
  • b (slope, estimate of beta)
    0.49131
  • a (intercept, estimate of alpha)
    0.27800
  • Mean Square Error
    0.05210
  • DF error
    246.00000
  • t(b)
    6.86735
  • p(b)
    0.00000
  • t(a)
    1.18356
  • p(a)
    0.11886
  • Lowerbound of 95% confidence interval for beta
    0.35039
  • Upperbound of 95% confidence interval for beta
    0.63222
  • Lowerbound of 95% confidence interval for alpha
    -0.18455
  • Upperbound of 95% confidence interval for alpha
    0.74028
  • Treynor index (mean / b)
    0.68939
  • Jensen alpha (a)
    0.27787
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.30869
  • SD
    0.24262
  • Sharpe ratio (Glass type estimate)
    1.27232
  • Sharpe ratio (Hedges UMVUE)
    1.26846
  • df
    247.00000
  • t
    1.23786
  • p
    0.10847
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.74660
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.28869
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.74917
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.28608
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.27315
  • Upside Potential Ratio
    9.06992
  • Upside part of mean
    1.23169
  • Downside part of mean
    -0.92300
  • Upside SD
    0.20137
  • Downside SD
    0.13580
  • N nonnegative terms
    133.00000
  • N negative terms
    115.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    248.00000
  • Mean of predictor
    0.10342
  • Mean of criterion
    0.30869
  • SD of predictor
    0.20199
  • SD of criterion
    0.24262
  • Covariance
    0.02012
  • r
    0.41061
  • b (slope, estimate of beta)
    0.49321
  • a (intercept, estimate of alpha)
    0.25769
  • Mean Square Error
    0.04914
  • DF error
    246.00000
  • t(b)
    7.06308
  • p(b)
    0.00000
  • t(a)
    1.13041
  • p(a)
    0.12970
  • Lowerbound of 95% confidence interval for beta
    0.35567
  • Upperbound of 95% confidence interval for beta
    0.63075
  • Lowerbound of 95% confidence interval for alpha
    -0.19131
  • Upperbound of 95% confidence interval for alpha
    0.70669
  • Treynor index (mean / b)
    0.62589
  • Jensen alpha (a)
    0.25769
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02320
  • Expected Shortfall on VaR
    0.02929
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00754
  • Expected Shortfall on VaR
    0.01589
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    248.00000
  • Minimum
    0.95158
  • Quartile 1
    0.99699
  • Median
    1.00038
  • Quartile 3
    1.00605
  • Maximum
    1.14235
  • Mean of quarter 1
    0.98742
  • Mean of quarter 2
    0.99885
  • Mean of quarter 3
    1.00247
  • Mean of quarter 4
    1.01685
  • Inter Quartile Range
    0.00905
  • Number outliers low
    14.00000
  • Percentage of outliers low
    0.05645
  • Mean of outliers low
    0.97105
  • Number of outliers high
    15.00000
  • Percentage of outliers high
    0.06048
  • Mean of outliers high
    1.03693
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.52281
  • VaR(95%) (moments method)
    0.01163
  • Expected Shortfall (moments method)
    0.02828
  • Extreme Value Index (regression method)
    0.27303
  • VaR(95%) (regression method)
    0.01034
  • Expected Shortfall (regression method)
    0.01807
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    20.00000
  • Minimum
    0.00040
  • Quartile 1
    0.00266
  • Median
    0.00485
  • Quartile 3
    0.02052
  • Maximum
    0.27943
  • Mean of quarter 1
    0.00177
  • Mean of quarter 2
    0.00343
  • Mean of quarter 3
    0.01070
  • Mean of quarter 4
    0.08838
  • Inter Quartile Range
    0.01786
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    0.17141
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.82503
  • VaR(95%) (moments method)
    0.09059
  • Expected Shortfall (moments method)
    0.54518
  • Extreme Value Index (regression method)
    1.96133
  • VaR(95%) (regression method)
    0.11565
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.39640
  • Compounded annual return (geometric extrapolation)
    0.40018
  • Calmar ratio (compounded annual return / max draw down)
    1.43212
  • Compounded annual return / average of 25% largest draw downs
    4.52816
  • Compounded annual return / Expected Shortfall lognormal
    13.66390
  • 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
    0.45015
  • SD
    0.33265
  • Sharpe ratio (Glass type estimate)
    1.35321
  • Sharpe ratio (Hedges UMVUE)
    1.34539
  • df
    130.00000
  • t
    0.95687
  • p
    0.45819
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.42601
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.12736
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.43123
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.12202
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.52117
  • Upside Potential Ratio
    10.26430
  • Upside part of mean
    1.83266
  • Downside part of mean
    -1.38252
  • Upside SD
    0.28054
  • Downside SD
    0.17855
  • N nonnegative terms
    71.00000
  • N negative terms
    60.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.01286
  • Mean of criterion
    0.45015
  • SD of predictor
    0.24505
  • SD of criterion
    0.33265
  • Covariance
    0.03482
  • r
    0.42711
  • b (slope, estimate of beta)
    0.57978
  • a (intercept, estimate of alpha)
    0.44269
  • Mean Square Error
    0.09117
  • DF error
    129.00000
  • t(b)
    5.36496
  • p(b)
    0.23660
  • t(a)
    1.03670
  • p(a)
    0.44221
  • Lowerbound of 95% confidence interval for beta
    0.36596
  • Upperbound of 95% confidence interval for beta
    0.79359
  • Lowerbound of 95% confidence interval for alpha
    -0.40217
  • Upperbound of 95% confidence interval for alpha
    1.28755
  • Treynor index (mean / b)
    0.77641
  • Jensen alpha (a)
    0.44269
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.39675
  • SD
    0.32418
  • Sharpe ratio (Glass type estimate)
    1.22387
  • Sharpe ratio (Hedges UMVUE)
    1.21680
  • df
    130.00000
  • t
    0.86541
  • p
    0.46216
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.55422
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.99737
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.55895
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.99254
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.18801
  • Upside Potential Ratio
    9.90123
  • Upside part of mean
    1.79539
  • Downside part of mean
    -1.39864
  • Upside SD
    0.26835
  • Downside SD
    0.18133
  • N nonnegative terms
    71.00000
  • N negative terms
    60.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.01666
  • Mean of criterion
    0.39675
  • SD of predictor
    0.24341
  • SD of criterion
    0.32418
  • Covariance
    0.03455
  • r
    0.43785
  • b (slope, estimate of beta)
    0.58315
  • a (intercept, estimate of alpha)
    0.40647
  • Mean Square Error
    0.08560
  • DF error
    129.00000
  • t(b)
    5.53151
  • p(b)
    0.23044
  • t(a)
    0.98235
  • p(a)
    0.44521
  • VAR (95 Confidence Intrvl)
    0.02300
  • Lowerbound of 95% confidence interval for beta
    0.37457
  • Upperbound of 95% confidence interval for beta
    0.79173
  • Lowerbound of 95% confidence interval for alpha
    -0.41219
  • Upperbound of 95% confidence interval for alpha
    1.22513
  • Treynor index (mean / b)
    0.68036
  • Jensen alpha (a)
    0.40647
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03094
  • Expected Shortfall on VaR
    0.03899
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01147
  • Expected Shortfall on VaR
    0.02297
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.95158
  • Quartile 1
    0.99391
  • Median
    1.00083
  • Quartile 3
    1.00845
  • Maximum
    1.14235
  • Mean of quarter 1
    0.98115
  • Mean of quarter 2
    0.99818
  • Mean of quarter 3
    1.00451
  • Mean of quarter 4
    1.02354
  • Inter Quartile Range
    0.01454
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.03817
  • Mean of outliers low
    0.96169
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.03817
  • Mean of outliers high
    1.06668
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.08969
  • VaR(95%) (moments method)
    0.01689
  • Expected Shortfall (moments method)
    0.02455
  • Extreme Value Index (regression method)
    -0.02786
  • VaR(95%) (regression method)
    0.01655
  • Expected Shortfall (regression method)
    0.02243
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00098
  • Quartile 1
    0.00389
  • Median
    0.00807
  • Quartile 3
    0.03014
  • Maximum
    0.27943
  • Mean of quarter 1
    0.00222
  • Mean of quarter 2
    0.00535
  • Mean of quarter 3
    0.01427
  • Mean of quarter 4
    0.17141
  • Inter Quartile Range
    0.02625
  • 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
    0.27943
  • 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?
    -351821000
  • Max Equity Drawdown (num days)
    78
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.47311
  • Compounded annual return (geometric extrapolation)
    0.52907
  • Calmar ratio (compounded annual return / max draw down)
    1.89338
  • Compounded annual return / average of 25% largest draw downs
    3.08658
  • Compounded annual return / Expected Shortfall lognormal
    13.56960

Strategy Description

AI fine tuned to specialized parameters + fundamental research in top sectors - 5G/6G, Space, AI, Data Centers/HPC. Fundamentally strong growing companies in fastest growing sectors researched qualitatively and quantitatively. These are investments, not trades. These companies are great for day traders as well looking to capitalize on price movements or arb opps in solid companies. Positions will be reduced and/or exited based on multiple parameters to protect gains and minimize losses.
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2024-06-02
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 5.0%
Rank # 
#35
# Trades
77
# Profitable
61
% Profitable
79.2%
Net Dividends
$4
Correlation S&P500
0.403
Sharpe Ratio
0.77
Sortino Ratio
1.35
Beta
0.53
Alpha
0.05
Leverage
0.54 Average
1.41 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

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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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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.