Collective2 Collective2
Featured Strategy Gold and Silver +129.6% 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 05/22/2025
Most recent certification approved 5/28/25 13:18 ET
Trades at broker C2 Gateway
Scaling percentage used 100%
# trading signals issued by system since certification 67
# trading signals executed in manager's C2 Gateway account 58
Percent signals followed since 05/22/2025 86.6%
This information was last updated 7/8/25 14:28 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 05/22/2025, 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.

0DTE Magic Trend Mini
(151168867)

Creato da: QuantX QuantX
Started: 03/2025
Options
Last trade: 57 days ago
Trading style: Options Directional Bets

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 $125.00 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: Options
Directional Bets
Category: Equity

Directional Bets

Uses primarily options to make bets about the direction or magnitude of price movements in assets.

52.4%
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.

(28.2%)
Max Drawdown
67
Num Trades
65.7%
Win Trades
1.3 : 1
Profit Factor
42.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025              +30.4%+29.4%+5.7%(0.5%)(13.2%)(1%)  -                    +52.4%


Dettagli Account Modello

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

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

Trading Record

This strategy has placed 97 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
7/8/25 14:27 SPXW2508G6220 SPX Jul8'25 6220 call LONG 1 11.60 7/9 8:05 5.52 5.28%
Trade id #152258950
Max drawdown($850)
Time7/8/25 15:53
Quant open1
Worst price3.10
Drawdown as % of equity-5.28%
 ($610)
Includes Typical Broker Commissions trade costs of $2.00
7/8/25 9:48 SPXW2508G6240 SPX Jul8'25 6240 call LONG 1 8.90 7/9 8:05 0.00 5.52%
Trade id #152253928
Max drawdown($888)
Time7/8/25 15:53
Quant open1
Worst price0.02
Drawdown as % of equity-5.52%
 ($891)
Includes Typical Broker Commissions trade costs of $1.00
7/2/25 10:21 SPXW2502G6200 SPX Jul2'25 6200 call LONG 1 9.80 7/2 10:29 13.80 n/a $398
Includes Typical Broker Commissions trade costs of $2.00
7/1/25 10:18 SPXW2501G6200 SPX Jul1'25 6200 call LONG 1 10.80 7/2 8:05 0.00 6.42%
Trade id #152196146
Max drawdown($1,075)
Time7/1/25 15:59
Quant open1
Worst price0.05
Drawdown as % of equity-6.42%
 ($1,081)
Includes Typical Broker Commissions trade costs of $1.00
6/30/25 15:15 SPXW2530F6190 SPX Jun30'25 6190 call LONG 1 10.80 6/30 15:26 15.20 0.98%
Trade id #152188344
Max drawdown($170)
Time6/30/25 15:18
Quant open1
Worst price9.10
Drawdown as % of equity-0.98%
 $438
Includes Typical Broker Commissions trade costs of $2.00
6/27/25 9:39 SPXW2527F6160 SPX Jun27'25 6160 call LONG 1 9.80 6/27 9:56 14.40 0.24%
Trade id #152166490
Max drawdown($40)
Time6/27/25 9:44
Quant open1
Worst price9.40
Drawdown as % of equity-0.24%
 $458
Includes Typical Broker Commissions trade costs of $2.00
6/26/25 10:27 SPXW2526F6120 SPX Jun26'25 6120 call LONG 1 9.60 6/26 10:32 14.40 n/a $478
Includes Typical Broker Commissions trade costs of $2.00
6/17/25 10:15 SPXW2517F6020 SPX Jun17'25 6020 call LONG 1 11.30 6/18 8:05 0.00 6.82%
Trade id #152076139
Max drawdown($1,128)
Time6/17/25 15:33
Quant open1
Worst price0.02
Drawdown as % of equity-6.82%
 ($1,131)
Includes Typical Broker Commissions trade costs of $1.00
6/17/25 11:21 SPXW2517F6015 SPX Jun17'25 6015 call LONG 1 11.00 6/18 8:05 0.00 6.64%
Trade id #152076893
Max drawdown($1,098)
Time6/17/25 15:45
Quant open1
Worst price0.02
Drawdown as % of equity-6.64%
 ($1,101)
Includes Typical Broker Commissions trade costs of $1.00
6/16/25 9:57 SPXW2516F6045 SPX Jun16'25 6045 call LONG 1 9.10 6/16 10:33 13.20 1.26%
Trade id #152064540
Max drawdown($230)
Time6/16/25 10:08
Quant open1
Worst price6.80
Drawdown as % of equity-1.26%
 $408
Includes Typical Broker Commissions trade costs of $2.00
6/13/25 9:39 SPXW2513F6020 SPX Jun13'25 6020 call LONG 1 10.80 6/14 9:35 0.00 5.85%
Trade id #152047936
Max drawdown($1,078)
Time6/13/25 15:27
Quant open1
Worst price0.02
Drawdown as % of equity-5.85%
 ($1,081)
Includes Typical Broker Commissions trade costs of $1.00
6/13/25 11:18 SPXW2513F6010 SPX Jun13'25 6010 call LONG 1 9.10 6/13 11:23 14.00 n/a $488
Includes Typical Broker Commissions trade costs of $2.00
6/12/25 12:42 SPXW2512F6040 SPX Jun12'25 6040 call LONG 1 9.40 6/13 8:05 5.26 4.89%
Trade id #152005971
Max drawdown($915)
Time6/12/25 15:54
Quant open1
Worst price0.25
Drawdown as % of equity-4.89%
 ($416)
Includes Typical Broker Commissions trade costs of $2.00
6/12/25 9:39 SPXW2512F6020 SPX Jun12'25 6020 call LONG 1 9.90 6/12 10:08 13.93 0.21%
Trade id #152003122
Max drawdown($40)
Time6/12/25 9:55
Quant open1
Worst price9.50
Drawdown as % of equity-0.21%
 $401
Includes Typical Broker Commissions trade costs of $2.00
6/11/25 13:45 SPXW2511F6040 SPX Jun11'25 6040 call LONG 1 10.17 6/12 8:05 0.00 4.99%
Trade id #151994625
Max drawdown($1,014)
Time6/11/25 15:54
Quant open1
Worst price0.02
Drawdown as % of equity-4.99%
 ($1,018)
Includes Typical Broker Commissions trade costs of $1.00
6/11/25 9:39 SPXW2511F6050 SPX Jun11'25 6050 call LONG 2 10.60 6/12 8:05 7.33 5.21%
Trade id #151990675
Max drawdown($1,058)
Time6/11/25 15:50
Quant open1
Worst price0.02
Drawdown as % of equity-5.21%
 ($656)
Includes Typical Broker Commissions trade costs of $3.00
6/10/25 15:15 SPXW2510F6030 SPX Jun10'25 6030 call LONG 1 10.30 6/11 8:05 8.81 4.4%
Trade id #151983437
Max drawdown($905)
Time6/10/25 15:53
Quant open1
Worst price1.25
Drawdown as % of equity-4.40%
 ($151)
Includes Typical Broker Commissions trade costs of $2.00
6/10/25 12:24 SPXW2510F6025 SPX Jun10'25 6025 call LONG 1 8.80 6/10 13:14 13.53 0.64%
Trade id #151981637
Max drawdown($130)
Time6/10/25 13:06
Quant open1
Worst price7.50
Drawdown as % of equity-0.64%
 $471
Includes Typical Broker Commissions trade costs of $2.00
6/10/25 10:27 SPXW2510F6020 SPX Jun10'25 6020 call LONG 1 10.10 6/10 12:54 14.10 2.56%
Trade id #151979469
Max drawdown($510)
Time6/10/25 11:33
Quant open1
Worst price5.00
Drawdown as % of equity-2.56%
 $398
Includes Typical Broker Commissions trade costs of $2.00
6/9/25 9:43 SPXW2509F6005 SPX Jun9'25 6005 call LONG 3 10.77 6/9 12:52 16.59 4%
Trade id #151959213
Max drawdown($720)
Time6/9/25 11:27
Quant open2
Worst price7.30
Drawdown as % of equity-4.00%
 $1,741
Includes Typical Broker Commissions trade costs of $6.00
6/6/25 14:15 SPXW2506F6000 SPX Jun6'25 6000 call LONG 1 11.60 6/7 9:35 0.36 5.54%
Trade id #151946955
Max drawdown($1,060)
Time6/6/25 15:59
Quant open1
Worst price1.00
Drawdown as % of equity-5.54%
 ($1,126)
Includes Typical Broker Commissions trade costs of $2.00
6/6/25 9:39 SPXW2506F6015 SPX Jun6'25 6015 call LONG 1 10.60 6/6 9:47 15.63 n/a $501
Includes Typical Broker Commissions trade costs of $2.00
6/5/25 10:45 SPXW2505F5985 SPX Jun5'25 5985 call LONG 1 10.10 6/5 11:18 16.00 1.6%
Trade id #151932079
Max drawdown($290)
Time6/5/25 10:52
Quant open1
Worst price7.20
Drawdown as % of equity-1.60%
 $588
Includes Typical Broker Commissions trade costs of $2.00
6/4/25 13:39 SPXW2504F5980 SPX Jun4'25 5980 call LONG 1 8.83 6/5 8:05 0.00 4.62%
Trade id #151923554
Max drawdown($881)
Time6/4/25 15:57
Quant open1
Worst price0.02
Drawdown as % of equity-4.62%
 ($884)
Includes Typical Broker Commissions trade costs of $1.00
6/3/25 10:30 SPXW2503F5950 SPX Jun3'25 5950 call LONG 1 10.10 6/3 11:04 15.00 1.62%
Trade id #151904512
Max drawdown($290)
Time6/3/25 10:35
Quant open1
Worst price7.20
Drawdown as % of equity-1.62%
 $488
Includes Typical Broker Commissions trade costs of $2.00
6/3/25 9:42 SPXW2503F5945 SPX Jun3'25 5945 call LONG 1 10.80 6/3 10:59 14.97 2.56%
Trade id #151903635
Max drawdown($467)
Time6/3/25 10:08
Quant open1
Worst price6.13
Drawdown as % of equity-2.56%
 $415
Includes Typical Broker Commissions trade costs of $2.00
6/2/25 10:42 SPXW2502F5905 SPX Jun2'25 5905 call LONG 1 9.13 6/2 11:01 12.80 0.52%
Trade id #151892301
Max drawdown($92)
Time6/2/25 10:45
Quant open1
Worst price8.21
Drawdown as % of equity-0.52%
 $365
Includes Typical Broker Commissions trade costs of $2.00
5/30/25 10:15 SPXW2530E5915 SPX May30'25 5915 call LONG 1 10.40 5/30 15:27 15.10 5.96%
Trade id #151874295
Max drawdown($950)
Time5/30/25 13:47
Quant open1
Worst price0.90
Drawdown as % of equity-5.96%
 $468
Includes Typical Broker Commissions trade costs of $2.00
5/30/25 14:21 SPXW2530E5900 SPX May30'25 5900 call LONG 1 9.50 5/30 15:05 14.17 2.1%
Trade id #151877513
Max drawdown($340)
Time5/30/25 14:43
Quant open1
Worst price6.10
Drawdown as % of equity-2.10%
 $465
Includes Typical Broker Commissions trade costs of $2.00
5/29/25 13:15 SPXW2529E5910 SPX May29'25 5910 call LONG 1 10.70 5/30 8:05 2.17 5.96%
Trade id #151866556
Max drawdown($1,050)
Time5/29/25 15:59
Quant open1
Worst price0.20
Drawdown as % of equity-5.96%
 ($855)
Includes Typical Broker Commissions trade costs of $2.00

Statistics

  • Strategy began
    3/24/2025
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    164.15
  • Age
    164 days ago
  • What it trades
    Options
  • # Trades
    67
  • # Profitable
    44
  • % Profitable
    65.70%
  • Avg trade duration
    8.1 hours
  • Max peak-to-valley drawdown
    28.16%
  • drawdown period
    June 11, 2025 - Aug 22, 2025
  • Cumul. Return
    52.4%
  • Avg win
    $631.41
  • Avg loss
    $938.74
  • Model Account Values (Raw)
  • Cash
    $16,190
  • Margin Used
    $0
  • Buying Power
    $16,190
  • Ratios
  • W:L ratio
    1.29:1
  • Sharpe Ratio
    1.11
  • Sortino Ratio
    2.96
  • Calmar Ratio
    7.285
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    40.62%
  • Correlation to SP500
    0.04940
  • Return Percent SP500 (cumu) during strategy life
    11.80%
  • Return Statistics
  • Ann Return (w trading costs)
    150.3%
  • Slump
  • Current Slump as Pcnt Equity
    39.20%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.52%
  • Return Statistics
  • Return Pcnt Since TOS Status
    -2.290%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.524%
  • Instruments
  • Percent Trades Options
    1.00%
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    190.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    51.00%
  • Chance of 20% account loss
    15.50%
  • Chance of 30% account loss
    3.00%
  • 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
    97.74%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    431
  • Popularity (Last 6 weeks)
    853
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    921
  • Popularity (7 days, Percentile 1000 scale)
    750
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $939
  • Avg Win
    $631
  • Sum Trade PL (losers)
    $21,591.000
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $27,782.000
  • # Winners
    44
  • Num Months Winners
    3
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    16063
  • Win / Loss
  • # Losers
    23
  • % Winners
    65.7%
  • Frequency
  • Avg Position Time (mins)
    486.67
  • Avg Position Time (hrs)
    8.11
  • Avg Trade Length
    0.3 days
  • Last Trade Ago
    57
  • Leverage
  • Daily leverage (average)
    25.22
  • Daily leverage (max)
    50.84
  • Regression
  • Alpha
    0.30
  • Beta
    0.18
  • Treynor Index
    1.75
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.04
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.16
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.06
  • Avg(MAE) / Avg(PL) - All trades
    -939.448
  • 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
    0.06
  • Avg(MAE) / Avg(PL) - Winning trades
    0.518
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.092
  • Hold-and-Hope Ratio
    -0.001
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.40153
  • SD
    1.04099
  • Sharpe ratio (Glass type estimate)
    1.34634
  • Sharpe ratio (Hedges UMVUE)
    1.07423
  • df
    4.00000
  • t
    0.86906
  • p
    0.21693
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.89435
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.43981
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.05205
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.20050
  • Statistics related to Sortino ratio
  • Sortino ratio
    9.58193
  • Upside Potential Ratio
    11.74970
  • Upside part of mean
    1.71861
  • Downside part of mean
    -0.31708
  • Upside SD
    1.00460
  • Downside SD
    0.14627
  • N nonnegative terms
    2.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.26519
  • Mean of criterion
    1.40153
  • SD of predictor
    0.19464
  • SD of criterion
    1.04099
  • Covariance
    -0.17569
  • r
    -0.86708
  • b (slope, estimate of beta)
    -4.63730
  • a (intercept, estimate of alpha)
    2.63130
  • Mean Square Error
    0.35858
  • DF error
    3.00000
  • t(b)
    -3.01471
  • p(b)
    0.97150
  • t(a)
    2.59650
  • p(a)
    0.04031
  • Lowerbound of 95% confidence interval for beta
    -9.53263
  • Upperbound of 95% confidence interval for beta
    0.25803
  • Lowerbound of 95% confidence interval for alpha
    -0.59381
  • Upperbound of 95% confidence interval for alpha
    5.85640
  • Treynor index (mean / b)
    -0.30223
  • Jensen alpha (a)
    2.63130
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.02969
  • SD
    0.81983
  • Sharpe ratio (Glass type estimate)
    1.25598
  • Sharpe ratio (Hedges UMVUE)
    1.00213
  • df
    4.00000
  • t
    0.81073
  • p
    0.23150
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.96389
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.33693
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.11263
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.11689
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.79913
  • Upside Potential Ratio
    8.96185
  • Upside part of mean
    1.35723
  • Downside part of mean
    -0.32753
  • Upside SD
    0.77661
  • Downside SD
    0.15144
  • N nonnegative terms
    2.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.24677
  • Mean of criterion
    1.02969
  • SD of predictor
    0.19485
  • SD of criterion
    0.81983
  • Covariance
    -0.13723
  • r
    -0.85908
  • b (slope, estimate of beta)
    -3.61454
  • a (intercept, estimate of alpha)
    1.92164
  • Mean Square Error
    0.23478
  • DF error
    3.00000
  • t(b)
    -2.90704
  • p(b)
    0.96893
  • t(a)
    2.36965
  • p(a)
    0.04927
  • Lowerbound of 95% confidence interval for beta
    -7.57151
  • Upperbound of 95% confidence interval for beta
    0.34244
  • Lowerbound of 95% confidence interval for alpha
    -0.65913
  • Upperbound of 95% confidence interval for alpha
    4.50242
  • Treynor index (mean / b)
    -0.28488
  • Jensen alpha (a)
    1.92164
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.26175
  • Expected Shortfall on VaR
    0.32878
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06788
  • Expected Shortfall on VaR
    0.10902
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    5.00000
  • Minimum
    0.92184
  • Quartile 1
    0.95303
  • Median
    1.00000
  • Quartile 3
    1.07391
  • Maximum
    1.64683
  • Mean of quarter 1
    0.93743
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.07391
  • Mean of quarter 4
    1.64683
  • Inter Quartile Range
    0.12089
  • 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
    0.20000
  • Mean of outliers high
    1.64683
  • 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
    0.12146
  • Quartile 1
    0.12146
  • Median
    0.12146
  • Quartile 3
    0.12146
  • Maximum
    0.12146
  • 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)
    1.32898
  • Compounded annual return (geometric extrapolation)
    1.87945
  • Calmar ratio (compounded annual return / max draw down)
    15.47360
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    5.71646
  • 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
    1.23724
  • SD
    0.83268
  • Sharpe ratio (Glass type estimate)
    1.48585
  • Sharpe ratio (Hedges UMVUE)
    1.47630
  • df
    117.00000
  • t
    0.99716
  • p
    0.44164
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.44394
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.40946
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.45032
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.40292
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.09096
  • Upside Potential Ratio
    10.07430
  • Upside part of mean
    3.04679
  • Downside part of mean
    -1.80954
  • Upside SD
    0.77580
  • Downside SD
    0.30243
  • N nonnegative terms
    31.00000
  • N negative terms
    87.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    118.00000
  • Mean of predictor
    0.24689
  • Mean of criterion
    1.23724
  • SD of predictor
    0.23467
  • SD of criterion
    0.83268
  • Covariance
    0.01116
  • r
    0.05710
  • b (slope, estimate of beta)
    0.20261
  • a (intercept, estimate of alpha)
    1.18700
  • Mean Square Error
    0.69706
  • DF error
    116.00000
  • t(b)
    0.61600
  • p(b)
    0.47145
  • t(a)
    0.95228
  • p(a)
    0.45596
  • Lowerbound of 95% confidence interval for beta
    -0.44884
  • Upperbound of 95% confidence interval for beta
    0.85406
  • Lowerbound of 95% confidence interval for alpha
    -1.28206
  • Upperbound of 95% confidence interval for alpha
    3.65650
  • Treynor index (mean / b)
    6.10656
  • Jensen alpha (a)
    1.18722
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.95052
  • SD
    0.72488
  • Sharpe ratio (Glass type estimate)
    1.31128
  • Sharpe ratio (Hedges UMVUE)
    1.30286
  • df
    117.00000
  • t
    0.88001
  • p
    0.44843
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.61674
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.23393
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.62241
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.22812
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.03785
  • Upside Potential Ratio
    8.97341
  • Upside part of mean
    2.80772
  • Downside part of mean
    -1.85720
  • Upside SD
    0.65311
  • Downside SD
    0.31289
  • N nonnegative terms
    31.00000
  • N negative terms
    87.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    118.00000
  • Mean of predictor
    0.21979
  • Mean of criterion
    0.95052
  • SD of predictor
    0.23262
  • SD of criterion
    0.72488
  • Covariance
    0.01060
  • r
    0.06284
  • b (slope, estimate of beta)
    0.19581
  • a (intercept, estimate of alpha)
    0.90748
  • Mean Square Error
    0.52789
  • DF error
    116.00000
  • t(b)
    0.67814
  • p(b)
    0.46858
  • t(a)
    0.83678
  • p(a)
    0.46127
  • Lowerbound of 95% confidence interval for beta
    -0.37609
  • Upperbound of 95% confidence interval for beta
    0.76772
  • Lowerbound of 95% confidence interval for alpha
    -1.24049
  • Upperbound of 95% confidence interval for alpha
    3.05546
  • Treynor index (mean / b)
    4.85423
  • Jensen alpha (a)
    0.90748
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06764
  • Expected Shortfall on VaR
    0.08480
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01999
  • Expected Shortfall on VaR
    0.04143
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    118.00000
  • Minimum
    0.89339
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00512
  • Maximum
    1.47987
  • Mean of quarter 1
    0.97314
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00012
  • Mean of quarter 4
    1.04574
  • Inter Quartile Range
    0.00512
  • Number outliers low
    21.00000
  • Percentage of outliers low
    0.17797
  • Mean of outliers low
    0.96220
  • Number of outliers high
    22.00000
  • Percentage of outliers high
    0.18644
  • Mean of outliers high
    1.05856
  • 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)
    -0.23755
  • VaR(95%) (regression method)
    0.03025
  • Expected Shortfall (regression method)
    0.04503
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.02652
  • Quartile 1
    0.03859
  • Median
    0.05366
  • Quartile 3
    0.11801
  • Maximum
    0.22789
  • Mean of quarter 1
    0.03076
  • Mean of quarter 2
    0.04939
  • Mean of quarter 3
    0.05793
  • Mean of quarter 4
    0.18297
  • Inter Quartile Range
    0.07942
  • 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)
    1.22950
  • Compounded annual return (geometric extrapolation)
    1.66028
  • Calmar ratio (compounded annual return / max draw down)
    7.28529
  • Compounded annual return / average of 25% largest draw downs
    9.07417
  • Compounded annual return / Expected Shortfall lognormal
    19.57930
  • 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)
    0.06800
  • 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
    0.75%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -362172000
  • Max Equity Drawdown (num days)
    72

Strategy Description

This strategy is a fully automated system which trades options on SPX index with 0DTE (0 Days To Expiration) based on a Intraday Trend Indicator anticipating the trend direction. This strategy is designed to be traded on smaller accounts.

It opens a Long Call position in case the Indicator gives a Long signal. Directly after Take Profit order is placed automatically. It is not using a Stop Loss, so the max. loss is the debit paid. The risk per trade is around $1000, because the strike of the call option is selected based on a option premium of approximately $10.

Multiple positions can be running a the same time.

All positions are closed at latest by end of trading day by cash settlement, if neither the Stop Loss order nor the Take Profit order has been executed. In any case the strategy does not take overnight risk.

It is highly recommended to autotrade this strategy, because it is hard to trade these signals by manual trading.

New subscribers should not join into open positions.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2025-03-24
Suggested Minimum Capital
$25,000
Rank at C2 %
Top 7.9%
Rank # 
#211
# Trades
67
# Profitable
44
% Profitable
65.7%
Correlation S&P500
0.049
Sharpe Ratio
1.11
Sortino Ratio
2.96
Beta
0.18
Alpha
0.30
Leverage
25.22 Average
50.84 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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  • 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.