Collective2 Collective2
Featured Strategy Gold and Silver +118.2% Cumul. Return since Jan 14, 2025 Hypothetical

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Lista osservati Lista osservati

This is an archived track record. This track record was archived on 12/10/24 0:05 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more


Broadcast Watchlist Watchlist More...

Equity Empire Options
(148500882)

Creato da: SPRF SPRF
Started: 06/2024
Options
Last trade: 282 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 $100.00 per month.

C2Star

C2Star è un programma di certificazione per le strategie di trading. Per diventare "Certificato C2Star", una strategia deve applicare controlli di rischio rigorosi e deve mostrare caratteristiche di performance eccellenti, tra cui riduzioni limitate.

Puoi leggere di più sui requisiti di certificazione C2Star qui.

Nota che: tutte le strategie di trading comportano rischi e la certificazione C2Star non implica che una strategia sia a basso rischio.


-60.1%
Cumul. Return

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 cumulativo

= (Patrimonio_finale - Patrimonio_iniziale) / Patrimonio_iniziale

Ricorda che, in base ai requisiti NFA, i costi di abbonamento alle strategie e le commissioni stimate sono inclusi nei calcoli del patrimonio valutato a mercato.

Tutti i risultati sono ipotetici.

(47.7%)
Max Drawdown
144
Num Trades
62.5%
Win Trades
0.9 : 1
Profit Factor
13.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                   (13.9%)+8.3%(3.3%)+3.6%(15.9%)(16.9%)  -  (34.7%)
2025  -    -    -    -    -    -    -    -                          0.0


Dettagli Account Modello

Una strategia di trading su Collective2. Seguila nel tuo account di brokeraggio o utilizza un account di trading simulato gratuito.

Gli utenti avanzati potrebbero voler utilizzare queste informazioni per regolare il loro AutoTrade scaling o semplicemente per comprendere le grandezze del grafico vicino.

Trading Record

This strategy has placed 376 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
11/19/24 11:30 LNC2420L32.5 LNC Dec20'24 32.5 call LONG 2 2.53 11/22 15:05 3.16 0.72%
Trade id #150123374
Max drawdown($36)
Time11/19/24 15:10
Quant open2
Worst price2.35
Drawdown as % of equity-0.72%
 $123
Includes Typical Broker Commissions trade costs of $2.80
11/15/24 9:56 AA2420L45 AA Dec20'24 45 call LONG 2 2.47 11/22 15:04 2.66 3.38%
Trade id #150095686
Max drawdown($174)
Time11/18/24 0:00
Quant open2
Worst price1.60
Drawdown as % of equity-3.38%
 $34
Includes Typical Broker Commissions trade costs of $2.80
11/20/24 11:48 XLF2420L48 XLF Dec20'24 48 call LONG 3 2.07 11/22 15:04 3.01 0.66%
Trade id #150134245
Max drawdown($33)
Time11/20/24 12:21
Quant open3
Worst price1.96
Drawdown as % of equity-0.66%
 $278
Includes Typical Broker Commissions trade costs of $4.20
11/8/24 9:39 IYT2420L73 IYT Dec20'24 73 call LONG 3 1.85 11/20 10:45 0.92 6.92%
Trade id #150038711
Max drawdown($345)
Time11/20/24 10:02
Quant open3
Worst price0.70
Drawdown as % of equity-6.92%
 ($285)
Includes Typical Broker Commissions trade costs of $4.20
11/1/24 9:40 GLD2415K255 GLD Nov15'24 255 call LONG 2 3.83 11/16 9:35 0.00 14.17%
Trade id #149929464
Max drawdown($765)
Time11/11/24 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-14.17%
 ($769)
Includes Typical Broker Commissions trade costs of $2.00
10/23/24 14:55 GLD2415K251 GLD Nov15'24 251 call LONG 2 4.88 11/16 9:35 2.81 9.37%
Trade id #149810599
Max drawdown($487)
Time11/13/24 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-9.37%
 ($417)
Includes Typical Broker Commissions trade costs of $2.40
11/15/24 9:50 SCHW2420L82.5 SCHW Dec20'24 82.5 call LONG 2 2.00 11/15 10:06 1.78 0.98%
Trade id #150095566
Max drawdown($51)
Time11/15/24 10:06
Quant open2
Worst price1.75
Drawdown as % of equity-0.98%
 ($48)
Includes Typical Broker Commissions trade costs of $2.80
11/6/24 10:21 WMT2415K84 WMT Nov15'24 84 call LONG 4 1.27 11/6 12:28 0.81 3.58%
Trade id #150009005
Max drawdown($200)
Time11/6/24 12:27
Quant open4
Worst price0.77
Drawdown as % of equity-3.58%
 ($192)
Includes Typical Broker Commissions trade costs of $5.60
10/29/24 9:45 DIS2408K94 DIS Nov8'24 94 call LONG 2 3.23 11/6 10:01 4.19 2.06%
Trade id #149873804
Max drawdown($135)
Time10/30/24 0:00
Quant open2
Worst price2.56
Drawdown as % of equity-2.06%
 $187
Includes Typical Broker Commissions trade costs of $3.40
10/25/24 11:39 BAC2415K42 BAC Nov15'24 42 call LONG 5 1.18 11/6 9:41 2.22 1.83%
Trade id #149832177
Max drawdown($120)
Time10/30/24 0:00
Quant open5
Worst price0.94
Drawdown as % of equity-1.83%
 $514
Includes Typical Broker Commissions trade costs of $7.30
10/7/24 9:37 NEE2415K82.5 NEE Nov15'24 82.5 call LONG 5 3.14 11/5 10:11 1.43 16.72%
Trade id #149593300
Max drawdown($1,050)
Time11/1/24 0:00
Quant open4
Worst price0.51
Drawdown as % of equity-16.72%
 ($863)
Includes Typical Broker Commissions trade costs of $7.60
10/30/24 9:56 XOM2415K120 XOM Nov15'24 120 call LONG 4 1.60 11/1 9:31 1.94 2.1%
Trade id #149893431
Max drawdown($131)
Time10/30/24 15:51
Quant open4
Worst price1.27
Drawdown as % of equity-2.10%
 $131
Includes Typical Broker Commissions trade costs of $7.40
10/22/24 9:31 GLD2401K252.5 GLD Nov1'24 252.5 call LONG 2 3.17 10/29 10:17 3.10 3.88%
Trade id #149782722
Max drawdown($268)
Time10/23/24 0:00
Quant open2
Worst price1.83
Drawdown as % of equity-3.88%
 ($17)
Includes Typical Broker Commissions trade costs of $3.40
10/23/24 15:07 AVGO2401K172.5 AVGO Nov1'24 172.5 call LONG 1 5.40 10/25 13:05 5.89 2.91%
Trade id #149810669
Max drawdown($192)
Time10/24/24 0:00
Quant open1
Worst price3.48
Drawdown as % of equity-2.91%
 $47
Includes Typical Broker Commissions trade costs of $2.00
10/2/24 15:17 TJX2415K120 TJX Nov15'24 120 call LONG 2 1.83 10/25 11:37 0.44 4.37%
Trade id #149563456
Max drawdown($278)
Time10/25/24 11:37
Quant open2
Worst price0.44
Drawdown as % of equity-4.37%
 ($281)
Includes Typical Broker Commissions trade costs of $3.40
10/10/24 10:32 USO2418J76 USO Oct18'24 76 call LONG 1 2.64 10/17 9:51 0.08 3.63%
Trade id #149628131
Max drawdown($261)
Time10/17/24 9:33
Quant open1
Worst price0.03
Drawdown as % of equity-3.63%
 ($258)
Includes Typical Broker Commissions trade costs of $2.00
10/1/24 15:15 KO2418J70 KO Oct18'24 70 call LONG 3 2.29 10/17 9:50 0.40 10.13%
Trade id #149553979
Max drawdown($615)
Time10/11/24 0:00
Quant open3
Worst price0.24
Drawdown as % of equity-10.13%
 ($571)
Includes Typical Broker Commissions trade costs of $4.20
10/14/24 10:18 GLD2418J244 GLD Oct18'24 244 call LONG 3 2.00 10/15 10:17 2.17 1.19%
Trade id #149652535
Max drawdown($79)
Time10/15/24 9:41
Quant open3
Worst price1.74
Drawdown as % of equity-1.19%
 $45
Includes Typical Broker Commissions trade costs of $5.10
10/7/24 10:52 XLU2418J79 XLU Oct18'24 79 call LONG 2 1.88 10/15 10:16 1.94 5.04%
Trade id #149594612
Max drawdown($306)
Time10/11/24 0:00
Quant open2
Worst price0.35
Drawdown as % of equity-5.04%
 $8
Includes Typical Broker Commissions trade costs of $2.80
10/1/24 9:30 XLY2418J198 XLY Oct18'24 198 call LONG 2 4.55 10/15 9:40 1.81 11.75%
Trade id #149548160
Max drawdown($728)
Time10/14/24 0:00
Quant open2
Worst price0.91
Drawdown as % of equity-11.75%
 ($551)
Includes Typical Broker Commissions trade costs of $3.40
9/30/24 13:55 NEM2418J52.5 NEM Oct18'24 52.5 call LONG 2 2.04 10/15 9:40 2.54 2.27%
Trade id #149543131
Max drawdown($132)
Time10/9/24 0:00
Quant open1
Worst price0.72
Drawdown as % of equity-2.27%
 $96
Includes Typical Broker Commissions trade costs of $3.40
10/8/24 11:27 GLD2418J243 GLD Oct18'24 243 call LONG 2 1.93 10/11 9:30 2.56 1.51%
Trade id #149606408
Max drawdown($88)
Time10/9/24 0:00
Quant open2
Worst price1.49
Drawdown as % of equity-1.51%
 $123
Includes Typical Broker Commissions trade costs of $3.40
10/8/24 11:03 GLD2418J241 GLD Oct18'24 241 call LONG 1 3.08 10/10 15:31 3.43 1.3%
Trade id #149606131
Max drawdown($76)
Time10/9/24 0:00
Quant open1
Worst price2.32
Drawdown as % of equity-1.30%
 $33
Includes Typical Broker Commissions trade costs of $2.00
10/7/24 10:18 CSCO2418J50 CSCO Oct18'24 50 call LONG 1 2.99 10/10 15:18 3.60 1.35%
Trade id #149594104
Max drawdown($76)
Time10/8/24 0:00
Quant open1
Worst price2.23
Drawdown as % of equity-1.35%
 $59
Includes Typical Broker Commissions trade costs of $2.00
10/10/24 10:07 NVDA2415K140 NVDA Nov15'24 140 call LONG 1 5.24 10/10 15:13 5.71 n/a $45
Includes Typical Broker Commissions trade costs of $2.00
10/10/24 10:05 NVDA2418J134 NVDA Oct18'24 134 call LONG 1 3.05 10/10 10:55 3.75 0.19%
Trade id #149627801
Max drawdown($12)
Time10/10/24 10:08
Quant open1
Worst price2.93
Drawdown as % of equity-0.19%
 $68
Includes Typical Broker Commissions trade costs of $2.00
10/8/24 10:23 GLD2418J243 GLD Oct18'24 243 call LONG 1 2.68 10/8 10:58 2.25 0.86%
Trade id #149605440
Max drawdown($50)
Time10/8/24 10:37
Quant open1
Worst price2.18
Drawdown as % of equity-0.86%
 ($45)
Includes Typical Broker Commissions trade costs of $2.00
10/1/24 15:19 NVDA2411J120 NVDA Oct11'24 120 call LONG 1 2.58 10/3 12:47 4.88 0.86%
Trade id #149554018
Max drawdown($67)
Time10/2/24 0:00
Quant open1
Worst price1.91
Drawdown as % of equity-0.86%
 $228
Includes Typical Broker Commissions trade costs of $2.00
9/30/24 10:17 GLD2418J243 GLD Oct18'24 243 call LONG 1 3.90 10/3 12:42 4.96 1.46%
Trade id #149540446
Max drawdown($104)
Time10/3/24 10:00
Quant open1
Worst price2.86
Drawdown as % of equity-1.46%
 $105
Includes Typical Broker Commissions trade costs of $2.00
10/1/24 11:34 CSCO2418J50 CSCO Oct18'24 50 call LONG 2 2.54 10/3 11:03 2.62 0.34%
Trade id #149550817
Max drawdown($26)
Time10/1/24 13:27
Quant open2
Worst price2.41
Drawdown as % of equity-0.34%
 $13
Includes Typical Broker Commissions trade costs of $3.40

Statistics

  • Strategy began
    6/26/2024
  • Suggested Minimum Cap
    $8,000
  • Strategy Age (days)
    427.44
  • Age
    14 months ago
  • What it trades
    Options
  • # Trades
    144
  • # Profitable
    90
  • % Profitable
    62.50%
  • Avg trade duration
    5.4 days
  • Max peak-to-valley drawdown
    47.72%
  • drawdown period
    July 15, 2024 - Nov 18, 2024
  • Cumul. Return
    -34.7%
  • Avg win
    $156.12
  • Avg loss
    $287.28
  • Model Account Values (Raw)
  • Cash
    $6,528
  • Margin Used
    $0
  • Buying Power
    $6,528
  • Ratios
  • W:L ratio
    0.91:1
  • Sharpe Ratio
    -0.43
  • Sortino Ratio
    -0.6
  • Calmar Ratio
    -0.996
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -45.22%
  • Correlation to SP500
    0.08790
  • Return Percent SP500 (cumu) during strategy life
    17.93%
  • Return Statistics
  • Ann Return (w trading costs)
    -60.1%
  • Slump
  • Current Slump as Pcnt Equity
    78.70%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.95%
  • 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)
    -0.347%
  • Instruments
  • Percent Trades Options
    1.00%
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -15.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    93.50%
  • Chance of 30% account loss
    60.00%
  • Chance of 40% account loss
    28.50%
  • Chance of 60% account loss (Monte Carlo)
    0.50%
  • 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
    5.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    700
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $287
  • Avg Win
    $156
  • Sum Trade PL (losers)
    $15,513.000
  • Age
  • Num Months filled monthly returns table
    15
  • Win / Loss
  • Sum Trade PL (winners)
    $14,051.000
  • # Winners
    90
  • Num Months Winners
    2
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    54
  • % Winners
    62.5%
  • Frequency
  • Avg Position Time (mins)
    7800.27
  • Avg Position Time (hrs)
    130.00
  • Avg Trade Length
    5.4 days
  • Last Trade Ago
    278
  • Leverage
  • Daily leverage (average)
    10.78
  • Daily leverage (max)
    49.04
  • Regression
  • Alpha
    -0.08
  • Beta
    0.24
  • Treynor Index
    -0.29
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.65
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - All trades
    -7.794
  • 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
    0.14
  • Avg(MAE) / Avg(PL) - Winning trades
    0.977
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.140
  • Hold-and-Hope Ratio
    -0.128
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.58920
  • SD
    0.17741
  • Sharpe ratio (Glass type estimate)
    -3.32114
  • Sharpe ratio (Hedges UMVUE)
    -2.40318
  • df
    3.00000
  • t
    -1.91746
  • p
    0.92449
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -7.40086
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.06549
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -6.30471
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.49835
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.59937
  • Upside Potential Ratio
    0.25978
  • Upside part of mean
    0.05888
  • Downside part of mean
    -0.64808
  • Upside SD
    0.03400
  • Downside SD
    0.22667
  • N nonnegative terms
    1.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.25365
  • Mean of criterion
    -0.58920
  • SD of predictor
    0.11159
  • SD of criterion
    0.17741
  • Covariance
    -0.00275
  • r
    -0.13915
  • b (slope, estimate of beta)
    -0.22123
  • a (intercept, estimate of alpha)
    -0.53308
  • Mean Square Error
    0.04630
  • DF error
    2.00000
  • t(b)
    -0.19872
  • p(b)
    0.56957
  • t(a)
    -1.14009
  • p(a)
    0.81381
  • Lowerbound of 95% confidence interval for beta
    -5.01135
  • Upperbound of 95% confidence interval for beta
    4.56888
  • Lowerbound of 95% confidence interval for alpha
    -2.54491
  • Upperbound of 95% confidence interval for alpha
    1.47874
  • Treynor index (mean / b)
    2.66325
  • Jensen alpha (a)
    -0.53308
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.61550
  • SD
    0.18385
  • Sharpe ratio (Glass type estimate)
    -3.34774
  • Sharpe ratio (Hedges UMVUE)
    -2.42243
  • df
    3.00000
  • t
    -1.93282
  • p
    0.92562
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -7.43951
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.05106
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -6.33158
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.48671
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.60577
  • Upside Potential Ratio
    0.24631
  • Upside part of mean
    0.05818
  • Downside part of mean
    -0.67368
  • Upside SD
    0.03359
  • Downside SD
    0.23620
  • N nonnegative terms
    1.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.24588
  • Mean of criterion
    -0.61550
  • SD of predictor
    0.11062
  • SD of criterion
    0.18385
  • Covariance
    -0.00311
  • r
    -0.15297
  • b (slope, estimate of beta)
    -0.25424
  • a (intercept, estimate of alpha)
    -0.55298
  • Mean Square Error
    0.04952
  • DF error
    2.00000
  • t(b)
    -0.21891
  • p(b)
    0.57649
  • t(a)
    -1.15281
  • p(a)
    0.81592
  • Lowerbound of 95% confidence interval for beta
    -5.25123
  • Upperbound of 95% confidence interval for beta
    4.74275
  • Lowerbound of 95% confidence interval for alpha
    -2.61689
  • Upperbound of 95% confidence interval for alpha
    1.51092
  • Treynor index (mean / b)
    2.42095
  • Jensen alpha (a)
    -0.55298
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.12942
  • Expected Shortfall on VaR
    0.14835
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.11704
  • Expected Shortfall on VaR
    0.12863
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    4.00000
  • Minimum
    0.90927
  • Quartile 1
    0.91699
  • Median
    0.94084
  • Quartile 3
    0.97708
  • Maximum
    1.02196
  • Mean of quarter 1
    0.90927
  • Mean of quarter 2
    0.91956
  • Mean of quarter 3
    0.96213
  • Mean of quarter 4
    1.02196
  • Inter Quartile Range
    0.06009
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    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
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.17788
  • Quartile 1
    0.17788
  • Median
    0.17788
  • Quartile 3
    0.17788
  • Maximum
    0.17788
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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)
    -0.53363
  • Compounded annual return (geometric extrapolation)
    -0.44433
  • Calmar ratio (compounded annual return / max draw down)
    -2.49801
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -2.99525
  • 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
    -0.26393
  • SD
    0.77522
  • Sharpe ratio (Glass type estimate)
    -0.34046
  • Sharpe ratio (Hedges UMVUE)
    -0.33785
  • df
    98.00000
  • t
    -0.20928
  • p
    0.58267
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.52848
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.84916
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.52666
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.85096
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.47993
  • Upside Potential Ratio
    7.54610
  • Upside part of mean
    4.14990
  • Downside part of mean
    -4.41383
  • Upside SD
    0.54104
  • Downside SD
    0.54994
  • N nonnegative terms
    42.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    99.00000
  • Mean of predictor
    0.24816
  • Mean of criterion
    -0.26393
  • SD of predictor
    0.15418
  • SD of criterion
    0.77522
  • Covariance
    0.02123
  • r
    0.17765
  • b (slope, estimate of beta)
    0.89327
  • a (intercept, estimate of alpha)
    -0.33300
  • Mean Square Error
    0.58799
  • DF error
    97.00000
  • t(b)
    1.77797
  • p(b)
    0.03927
  • t(a)
    -0.38735
  • p(a)
    0.65033
  • Lowerbound of 95% confidence interval for beta
    -0.10388
  • Upperbound of 95% confidence interval for beta
    1.89041
  • Lowerbound of 95% confidence interval for alpha
    -2.97376
  • Upperbound of 95% confidence interval for alpha
    2.00256
  • Treynor index (mean / b)
    -0.29547
  • Jensen alpha (a)
    -0.48560
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.56564
  • SD
    0.78364
  • Sharpe ratio (Glass type estimate)
    -0.72181
  • Sharpe ratio (Hedges UMVUE)
    -0.71627
  • df
    98.00000
  • t
    -0.44370
  • p
    0.67088
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.91012
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.47001
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.90631
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.47376
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.96940
  • Upside Potential Ratio
    6.87458
  • Upside part of mean
    4.01126
  • Downside part of mean
    -4.57690
  • Upside SD
    0.51831
  • Downside SD
    0.58349
  • N nonnegative terms
    42.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    99.00000
  • Mean of predictor
    0.23623
  • Mean of criterion
    -0.56564
  • SD of predictor
    0.15443
  • SD of criterion
    0.78364
  • Covariance
    0.02207
  • r
    0.18239
  • b (slope, estimate of beta)
    0.92556
  • a (intercept, estimate of alpha)
    -0.78428
  • Mean Square Error
    0.59978
  • DF error
    97.00000
  • t(b)
    1.82701
  • p(b)
    0.03539
  • t(a)
    -0.61972
  • p(a)
    0.73155
  • Lowerbound of 95% confidence interval for beta
    -0.07990
  • Upperbound of 95% confidence interval for beta
    1.93101
  • Lowerbound of 95% confidence interval for alpha
    -3.29604
  • Upperbound of 95% confidence interval for alpha
    1.72748
  • Treynor index (mean / b)
    -0.61113
  • Jensen alpha (a)
    -0.78428
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07854
  • Expected Shortfall on VaR
    0.09684
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04237
  • Expected Shortfall on VaR
    0.08076
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    99.00000
  • Minimum
    0.80658
  • Quartile 1
    0.97579
  • Median
    0.99945
  • Quartile 3
    1.01634
  • Maximum
    1.13745
  • Mean of quarter 1
    0.94407
  • Mean of quarter 2
    0.98950
  • Mean of quarter 3
    1.00511
  • Mean of quarter 4
    1.05795
  • Inter Quartile Range
    0.04056
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.03030
  • Mean of outliers low
    0.87016
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.06061
  • Mean of outliers high
    1.10697
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.17561
  • VaR(95%) (moments method)
    0.05641
  • Expected Shortfall (moments method)
    0.08418
  • Extreme Value Index (regression method)
    0.21170
  • VaR(95%) (regression method)
    0.06123
  • Expected Shortfall (regression method)
    0.09506
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.06369
  • Quartile 1
    0.07768
  • Median
    0.09494
  • Quartile 3
    0.17180
  • Maximum
    0.36456
  • Mean of quarter 1
    0.06369
  • Mean of quarter 2
    0.08234
  • Mean of quarter 3
    0.10755
  • Mean of quarter 4
    0.36456
  • Inter Quartile Range
    0.09413
  • 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
    0.36456
  • 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)
    -0.48662
  • Compounded annual return (geometric extrapolation)
    -0.41593
  • Calmar ratio (compounded annual return / max draw down)
    -1.14090
  • Compounded annual return / average of 25% largest draw downs
    -1.14090
  • Compounded annual return / Expected Shortfall lognormal
    -4.29477
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess log return rates
  • Statistics related to linear regression on benchmark
  • VAR (95 Confidence Intrvl)
    0.07200
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -326821000
  • Max Equity Drawdown (num days)
    126

Strategy Description

We believe in the power of thorough research and analysis when it comes to making informed decisions. Our process involves a meticulous examination of underlying assets, studying their fundamentals and analyzing technical indicators. This comprehensive approach empowers us to make well-informed choices on the most promising options positions.

Key Features:

Options Expertise: With years of experience under our belts, we have honed our skills in options trading, enabling us to identify opportunities that others might miss.

Risk Management: Preserving capital is paramount to our strategy. We implement strict risk management protocols to mitigate potential losses and protect gains.

Adaptive Approach: Markets are ever-changing, and we understand the importance of staying nimble. We continuously adjust our positions to adapt to shifting market conditions, remaining agile and responsive to emerging trends.

Long-Term Focus: While we seek consistent short-term gains, the Options Mastery Strategy is built for sustainable long-term growth, placing emphasis on steady progress over time.

Risk and Reward:
It is crucial to acknowledge that options trading carries inherent risks, and past performance does not guarantee future results. While our strategy aims for consistent profits, there may be periods of drawdown. As a potential subscriber, we encourage you to carefully assess your risk tolerance and investment objectives before participating in this strategy.

Join us on this exciting journey as we navigate the complexities of the options market, seeking superior risk-adjusted returns. Feel free to reach out with any questions or to discuss how the Equity Empire Strategy can complement your investment portfolio.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2024-06-26
Suggested Minimum Capital
$25,000
# Trades
144
# Profitable
90
% Profitable
62.5%
Correlation S&P500
0.088
Sharpe Ratio
-0.43
Sortino Ratio
-0.60
Beta
0.24
Alpha
-0.08
Leverage
10.78 Average
49.04 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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subscribed on started simulation #SUBSCRIBEDDATE#

Trade journal

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

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  • 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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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.