Collective2 Collective2
Featured Strategy Gold and Silver +129.6% Cumul. Return since Jan 14, 2025 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it


Lista osservati Lista osservati

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


Listing Edit Subscribers Broadcast Share System Watchlist Watchlist More...

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 04/14/2025
Most recent certification approved 4/14/25 15:55 ET
Trades at broker Interactive Brokers (server 2 / Stocks, Option, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 445
# trading signals executed in manager's Interactive Brokers (server 2 / Stocks, Option, Futures) account 445
Percent signals followed since 04/14/2025 100%
This information was last updated 9/4/25 7:28 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 04/14/2025, 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.

Accumulate Alpha B
(151392483)

Powered by BrokerTransmit.
Read important disclosures.

Creato da: James-Yang James-Yang
Started: 04/2025
Stocks
Last trade: 6 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 $50.00 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.


2.1%
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.

(3.8%)
Max Drawdown
121
Num Trades
46.3%
Win Trades
1.5 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025                     +1.5%+0.6%+0.7%(0.1%)(0.5%)(0.2%)                  +2.1%


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 317 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
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/27/25 15:55 VIXM PROSHARES VIX MID-TERM FUTURES LONG 59 16.32 8/28 15:55 16.24 0.01%
Trade id #152727160
Max drawdown($9)
Time8/28/25 11:59
Quant open59
Worst price16.16
Drawdown as % of equity-0.01%
 ($6)
Includes Typical Broker Commissions trade costs of $1.18
8/22/25 15:55 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 25 37.63 8/27 15:55 37.09 0.03%
Trade id #152689534
Max drawdown($33)
Time8/27/25 10:11
Quant open25
Worst price36.30
Drawdown as % of equity-0.03%
 ($15)
Includes Typical Broker Commissions trade costs of $0.50
8/15/25 15:55 UGL PROSHARES ULTRA GOLD LONG 83 34.86 8/22 15:55 35.36 0.04%
Trade id #152621011
Max drawdown($42)
Time8/19/25 0:00
Quant open83
Worst price34.35
Drawdown as % of equity-0.04%
 $39
Includes Typical Broker Commissions trade costs of $1.66
8/15/25 15:55 DBC INVESCO DB COMMODITY INDEX LONG 53 21.76 8/22 15:55 22.01 0.01%
Trade id #152621007
Max drawdown($8)
Time8/19/25 0:00
Quant open53
Worst price21.59
Drawdown as % of equity-0.01%
 $12
Includes Typical Broker Commissions trade costs of $1.06
8/14/25 15:55 VIXM PROSHARES VIX MID-TERM FUTURES LONG 176 16.66 8/15 15:55 16.76 0.01%
Trade id #152611658
Max drawdown($7)
Time8/14/25 16:00
Quant open176
Worst price16.62
Drawdown as % of equity-0.01%
 $14
Includes Typical Broker Commissions trade costs of $3.52
8/14/25 15:55 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 216 13.57 8/15 15:55 13.56 0.04%
Trade id #152611656
Max drawdown($36)
Time8/15/25 11:20
Quant open216
Worst price13.40
Drawdown as % of equity-0.04%
 ($5)
Includes Typical Broker Commissions trade costs of $4.32
8/8/25 15:55 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 30 38.16 8/15 15:55 36.94 0.04%
Trade id #152563209
Max drawdown($42)
Time8/15/25 13:42
Quant open30
Worst price36.74
Drawdown as % of equity-0.04%
 ($38)
Includes Typical Broker Commissions trade costs of $0.60
8/7/25 15:55 BTAL AGF US MARKET NEUT ANTI-BETA LONG 169 16.70 8/14 15:55 16.60 0.04%
Trade id #152552301
Max drawdown($39)
Time8/12/25 0:00
Quant open85
Worst price16.24
Drawdown as % of equity-0.04%
 ($21)
Includes Typical Broker Commissions trade costs of $3.38
8/7/25 15:55 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 87 45.21 8/14 15:55 46.38 n/a $100
Includes Typical Broker Commissions trade costs of $1.74
8/4/25 15:55 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 89 44.87 8/5 10:45 44.23 0.06%
Trade id #152515728
Max drawdown($60)
Time8/5/25 10:45
Quant open89
Worst price44.19
Drawdown as % of equity-0.06%
 ($58)
Includes Typical Broker Commissions trade costs of $1.78
8/4/25 15:55 TECL DIREXION DAILY TECHNOLOGY BULL LONG 83 102.12 8/5 10:45 99.89 0.2%
Trade id #152515738
Max drawdown($204)
Time8/5/25 10:45
Quant open83
Worst price99.65
Drawdown as % of equity-0.20%
 ($186)
Includes Typical Broker Commissions trade costs of $1.66
8/4/25 15:55 SCHD SCHWAB U.S. DIVIDEND EQUITY ET LONG 139 26.61 8/5 10:45 26.61 0.01%
Trade id #152515725
Max drawdown($9)
Time8/5/25 10:26
Quant open139
Worst price26.54
Drawdown as % of equity-0.01%
 ($4)
Includes Typical Broker Commissions trade costs of $2.78
8/4/25 15:55 DGRO ISHARS CORE DIVIDEND GROWTH LONG 57 64.86 8/5 10:45 64.61 0.01%
Trade id #152515723
Max drawdown($14)
Time8/5/25 10:45
Quant open57
Worst price64.60
Drawdown as % of equity-0.01%
 ($15)
Includes Typical Broker Commissions trade costs of $1.14
8/4/25 15:55 BTAL AGF US MARKET NEUT ANTI-BETA LONG 172 16.50 8/5 10:45 16.74 0.01%
Trade id #152515721
Max drawdown($7)
Time8/5/25 9:49
Quant open172
Worst price16.45
Drawdown as % of equity-0.01%
 $39
Includes Typical Broker Commissions trade costs of $3.44
7/29/25 15:55 VIXM PROSHARES VIX MID-TERM FUTURES LONG 176 16.61 8/1 9:43 16.91 0.01%
Trade id #152459544
Max drawdown($10)
Time7/30/25 0:00
Quant open176
Worst price16.55
Drawdown as % of equity-0.01%
 $48
Includes Typical Broker Commissions trade costs of $3.52
7/29/25 15:55 TECL DIREXION DAILY TECHNOLOGY BULL LONG 83 104.84 8/1 9:43 96.95 0.65%
Trade id #152459538
Max drawdown($666)
Time8/1/25 9:43
Quant open83
Worst price96.81
Drawdown as % of equity-0.65%
 ($657)
Includes Typical Broker Commissions trade costs of $1.66
7/29/25 15:55 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 31 37.94 8/1 9:43 38.80 0.03%
Trade id #152459540
Max drawdown($30)
Time7/30/25 0:00
Quant open30
Worst price36.96
Drawdown as % of equity-0.03%
 $26
Includes Typical Broker Commissions trade costs of $0.62
7/29/25 15:55 SCHD SCHWAB U.S. DIVIDEND EQUITY ET LONG 140 27.16 8/1 9:43 26.45 0.11%
Trade id #152459536
Max drawdown($108)
Time8/1/25 9:32
Quant open140
Worst price26.39
Drawdown as % of equity-0.11%
 ($103)
Includes Typical Broker Commissions trade costs of $2.80
7/29/25 15:55 DGRO ISHARS CORE DIVIDEND GROWTH LONG 58 65.51 8/1 9:43 64.11 0.08%
Trade id #152459534
Max drawdown($83)
Time8/1/25 9:32
Quant open58
Worst price64.07
Drawdown as % of equity-0.08%
 ($82)
Includes Typical Broker Commissions trade costs of $1.16
7/30/25 15:55 BTAL AGF US MARKET NEUT ANTI-BETA LONG 89 16.32 8/1 9:43 16.93 0.01%
Trade id #152475394
Max drawdown($6)
Time7/31/25 0:00
Quant open89
Worst price16.25
Drawdown as % of equity-0.01%
 $51
Includes Typical Broker Commissions trade costs of $1.78
7/29/25 15:55 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 192 15.24 7/30 15:55 15.51 0.05%
Trade id #152459542
Max drawdown($50)
Time7/30/25 10:24
Quant open192
Worst price14.98
Drawdown as % of equity-0.05%
 $47
Includes Typical Broker Commissions trade costs of $3.84
7/17/25 15:55 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 233 17.26 7/25 13:34 15.40 0.43%
Trade id #152350520
Max drawdown($445)
Time7/24/25 0:00
Quant open233
Worst price15.35
Drawdown as % of equity-0.43%
 ($438)
Includes Typical Broker Commissions trade costs of $4.66
7/16/25 15:55 TECL DIREXION DAILY TECHNOLOGY BULL LONG 111 99.53 7/25 13:34 102.68 0.08%
Trade id #152339670
Max drawdown($83)
Time7/22/25 0:00
Quant open36
Worst price96.83
Drawdown as % of equity-0.08%
 $348
Includes Typical Broker Commissions trade costs of $2.22
7/23/25 15:55 BTAL AGF US MARKET NEUT ANTI-BETA LONG 220 16.73 7/25 13:34 16.59 0.03%
Trade id #152400375
Max drawdown($34)
Time7/25/25 11:55
Quant open220
Worst price16.57
Drawdown as % of equity-0.03%
 ($33)
Includes Typical Broker Commissions trade costs of $4.40
7/21/25 15:55 TMF DIREXION DAILY 20-YR TREASURY BULL 3X SHRS LONG 40 36.49 7/23 15:55 36.38 0.01%
Trade id #152377802
Max drawdown($15)
Time7/23/25 12:34
Quant open40
Worst price36.12
Drawdown as % of equity-0.01%
 ($6)
Includes Typical Broker Commissions trade costs of $0.80
7/10/25 15:55 BTAL AGF US MARKET NEUT ANTI-BETA LONG 219 17.02 7/21 15:55 16.75 0.11%
Trade id #152285591
Max drawdown($112)
Time7/18/25 0:00
Quant open219
Worst price16.51
Drawdown as % of equity-0.11%
 ($63)
Includes Typical Broker Commissions trade costs of $4.38
7/15/25 15:55 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 169 43.82 7/17 15:55 43.60 0.21%
Trade id #152327301
Max drawdown($212)
Time7/16/25 0:00
Quant open169
Worst price42.56
Drawdown as % of equity-0.21%
 ($39)
Includes Typical Broker Commissions trade costs of $3.38
7/14/25 15:55 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 214 17.43 7/15 15:55 17.18 0.12%
Trade id #152313284
Max drawdown($124)
Time7/15/25 9:30
Quant open214
Worst price16.85
Drawdown as % of equity-0.12%
 ($59)
Includes Typical Broker Commissions trade costs of $4.28
7/11/25 15:55 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 169 44.02 7/14 15:55 43.59 0.07%
Trade id #152297027
Max drawdown($75)
Time7/14/25 12:27
Quant open169
Worst price43.57
Drawdown as % of equity-0.07%
 ($75)
Includes Typical Broker Commissions trade costs of $3.38
7/9/25 15:55 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 218 17.20 7/11 15:55 16.96 0.09%
Trade id #152273324
Max drawdown($88)
Time7/11/25 14:44
Quant open218
Worst price16.79
Drawdown as % of equity-0.09%
 ($54)
Includes Typical Broker Commissions trade costs of $4.36

Statistics

  • Strategy began
    4/14/2025
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    142.93
  • Age
    143 days ago
  • What it trades
    Stocks
  • # Trades
    121
  • # Profitable
    56
  • % Profitable
    46.30%
  • Avg trade duration
    5.5 days
  • Max peak-to-valley drawdown
    3.83%
  • drawdown period
    April 15, 2025 - April 21, 2025
  • Cumul. Return
    2.1%
  • Avg win
    $171.48
  • Avg loss
    $101.46
  • Model Account Values (Raw)
  • Cash
    $91,997
  • Margin Used
    ($5,721)
  • Buying Power
    $97,742
  • Ratios
  • W:L ratio
    1.46:1
  • Sharpe Ratio
    0.59
  • Sortino Ratio
    0.92
  • Calmar Ratio
    2.833
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -17.20%
  • Correlation to SP500
    0.51590
  • Return Percent SP500 (cumu) during strategy life
    19.28%
  • Return Statistics
  • Ann Return (w trading costs)
    5.3%
  • Slump
  • Current Slump as Pcnt Equity
    1.60%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.41%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.021%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    7.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • 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)
    554
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    921
  • Popularity (7 days, Percentile 1000 scale)
    298
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $101
  • Avg Win
    $171
  • Sum Trade PL (losers)
    $6,595.000
  • Age
  • Num Months filled monthly returns table
    6
  • Win / Loss
  • Sum Trade PL (winners)
    $9,603.000
  • # Winners
    56
  • Num Months Winners
    3
  • Dividends
  • Dividends Received in Model Acct
    24
  • AUM
  • AUM (AutoTrader live capital)
    102495
  • Win / Loss
  • # Losers
    65
  • % Winners
    46.3%
  • Frequency
  • Avg Position Time (mins)
    7919.38
  • Avg Position Time (hrs)
    131.99
  • Avg Trade Length
    5.5 days
  • Last Trade Ago
    6
  • Leverage
  • Daily leverage (average)
    0.40
  • Daily leverage (max)
    0.69
  • Regression
  • Alpha
    -0.01
  • Beta
    0.21
  • Treynor Index
    0.05
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.98
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    6.941
  • 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
    0.586
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.177
  • Hold-and-Hope Ratio
    0.165
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.08204
  • SD
    0.03642
  • Sharpe ratio (Glass type estimate)
    2.25294
  • Sharpe ratio (Hedges UMVUE)
    1.63023
  • df
    3.00000
  • t
    1.30074
  • p
    0.14212
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.68712
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.92142
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.00651
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.26698
  • Statistics related to Sortino ratio
  • Sortino ratio
    9.10323
  • Upside Potential Ratio
    10.83530
  • Upside part of mean
    0.09765
  • Downside part of mean
    -0.01561
  • Upside SD
    0.03840
  • Downside SD
    0.00901
  • N nonnegative terms
    3.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.52604
  • Mean of criterion
    0.08204
  • SD of predictor
    0.11043
  • SD of criterion
    0.03642
  • Covariance
    0.00308
  • r
    0.76713
  • b (slope, estimate of beta)
    0.25296
  • a (intercept, estimate of alpha)
    -0.05102
  • Mean Square Error
    0.00082
  • DF error
    2.00000
  • t(b)
    1.69118
  • p(b)
    0.11644
  • t(a)
    -0.54873
  • p(a)
    0.68087
  • Lowerbound of 95% confidence interval for beta
    -0.39061
  • Upperbound of 95% confidence interval for beta
    0.89653
  • Lowerbound of 95% confidence interval for alpha
    -0.45111
  • Upperbound of 95% confidence interval for alpha
    0.34907
  • Treynor index (mean / b)
    0.32432
  • Jensen alpha (a)
    -0.05102
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.08109
  • SD
    0.03605
  • Sharpe ratio (Glass type estimate)
    2.24947
  • Sharpe ratio (Hedges UMVUE)
    1.62772
  • df
    3.00000
  • t
    1.29873
  • p
    0.14242
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.68938
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.91694
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.00830
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.26374
  • Statistics related to Sortino ratio
  • Sortino ratio
    8.99466
  • Upside Potential Ratio
    10.72670
  • Upside part of mean
    0.09670
  • Downside part of mean
    -0.01561
  • Upside SD
    0.03796
  • Downside SD
    0.00901
  • N nonnegative terms
    3.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.50952
  • Mean of criterion
    0.08109
  • SD of predictor
    0.10477
  • SD of criterion
    0.03605
  • Covariance
    0.00287
  • r
    0.75981
  • b (slope, estimate of beta)
    0.26141
  • a (intercept, estimate of alpha)
    -0.05211
  • Mean Square Error
    0.00082
  • DF error
    2.00000
  • t(b)
    1.65274
  • p(b)
    0.12010
  • t(a)
    -0.55030
  • p(a)
    0.68132
  • Lowerbound of 95% confidence interval for beta
    -0.41913
  • Upperbound of 95% confidence interval for beta
    0.94194
  • Lowerbound of 95% confidence interval for alpha
    -0.45952
  • Upperbound of 95% confidence interval for alpha
    0.35531
  • Treynor index (mean / b)
    0.31019
  • Jensen alpha (a)
    -0.05211
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01031
  • Expected Shortfall on VaR
    0.01459
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00185
  • Expected Shortfall on VaR
    0.00407
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    4.00000
  • Minimum
    0.99713
  • Quartile 1
    1.00497
  • Median
    1.00840
  • Quartile 3
    1.01260
  • Maximum
    1.02273
  • Mean of quarter 1
    0.99713
  • Mean of quarter 2
    1.00759
  • Mean of quarter 3
    1.00922
  • Mean of quarter 4
    1.02273
  • Inter Quartile Range
    0.00762
  • 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
    0.00287
  • Quartile 1
    0.00287
  • Median
    0.00287
  • Quartile 3
    0.00287
  • Maximum
    0.00287
  • 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)
    0.11100
  • Compounded annual return (geometric extrapolation)
    0.11515
  • Calmar ratio (compounded annual return / max draw down)
    40.05370
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    7.89162
  • 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
    0.05072
  • SD
    0.05348
  • Sharpe ratio (Glass type estimate)
    0.94856
  • Sharpe ratio (Hedges UMVUE)
    0.94157
  • df
    102.00000
  • t
    0.59475
  • p
    0.47061
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.18239
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.07490
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.18703
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.07017
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.52632
  • Upside Potential Ratio
    8.19209
  • Upside part of mean
    0.27225
  • Downside part of mean
    -0.22153
  • Upside SD
    0.04168
  • Downside SD
    0.03323
  • N nonnegative terms
    51.00000
  • N negative terms
    52.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    103.00000
  • Mean of predictor
    0.42980
  • Mean of criterion
    0.05072
  • SD of predictor
    0.13394
  • SD of criterion
    0.05348
  • Covariance
    0.00351
  • r
    0.49042
  • b (slope, estimate of beta)
    0.19580
  • a (intercept, estimate of alpha)
    -0.03300
  • Mean Square Error
    0.00219
  • DF error
    101.00000
  • t(b)
    5.65549
  • p(b)
    0.00000
  • t(a)
    -0.43892
  • p(a)
    0.66917
  • Lowerbound of 95% confidence interval for beta
    0.12712
  • Upperbound of 95% confidence interval for beta
    0.26448
  • Lowerbound of 95% confidence interval for alpha
    -0.18451
  • Upperbound of 95% confidence interval for alpha
    0.11766
  • Treynor index (mean / b)
    0.25907
  • Jensen alpha (a)
    -0.03343
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.04930
  • SD
    0.05340
  • Sharpe ratio (Glass type estimate)
    0.92322
  • Sharpe ratio (Hedges UMVUE)
    0.91641
  • df
    102.00000
  • t
    0.57886
  • p
    0.47139
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.20744
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.04957
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.21205
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.04487
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.47700
  • Upside Potential Ratio
    8.12954
  • Upside part of mean
    0.27136
  • Downside part of mean
    -0.22206
  • Upside SD
    0.04146
  • Downside SD
    0.03338
  • N nonnegative terms
    51.00000
  • N negative terms
    52.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    103.00000
  • Mean of predictor
    0.42056
  • Mean of criterion
    0.04930
  • SD of predictor
    0.13355
  • SD of criterion
    0.05340
  • Covariance
    0.00351
  • r
    0.49217
  • b (slope, estimate of beta)
    0.19679
  • a (intercept, estimate of alpha)
    -0.03346
  • Mean Square Error
    0.00218
  • DF error
    101.00000
  • t(b)
    5.68200
  • p(b)
    0.00000
  • t(a)
    -0.44077
  • p(a)
    0.66984
  • Lowerbound of 95% confidence interval for beta
    0.12809
  • Upperbound of 95% confidence interval for beta
    0.26550
  • Lowerbound of 95% confidence interval for alpha
    -0.18406
  • Upperbound of 95% confidence interval for alpha
    0.11714
  • Treynor index (mean / b)
    0.25052
  • Jensen alpha (a)
    -0.03346
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00522
  • Expected Shortfall on VaR
    0.00659
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00193
  • Expected Shortfall on VaR
    0.00405
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    103.00000
  • Minimum
    0.98633
  • Quartile 1
    0.99931
  • Median
    1.00009
  • Quartile 3
    1.00093
  • Maximum
    1.01645
  • Mean of quarter 1
    0.99712
  • Mean of quarter 2
    0.99974
  • Mean of quarter 3
    1.00046
  • Mean of quarter 4
    1.00388
  • Inter Quartile Range
    0.00162
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.05825
  • Mean of outliers low
    0.99318
  • Number of outliers high
    9.00000
  • Percentage of outliers high
    0.08738
  • Mean of outliers high
    1.00746
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.28087
  • VaR(95%) (moments method)
    0.00258
  • Expected Shortfall (moments method)
    0.00445
  • Extreme Value Index (regression method)
    0.55629
  • VaR(95%) (regression method)
    0.00263
  • Expected Shortfall (regression method)
    0.00638
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00003
  • Quartile 1
    0.00148
  • Median
    0.00218
  • Quartile 3
    0.00921
  • Maximum
    0.02834
  • Mean of quarter 1
    0.00025
  • Mean of quarter 2
    0.00198
  • Mean of quarter 3
    0.00504
  • Mean of quarter 4
    0.02079
  • Inter Quartile Range
    0.00773
  • 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
    0.02834
  • 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)
    0.07839
  • Compounded annual return (geometric extrapolation)
    0.08027
  • Calmar ratio (compounded annual return / max draw down)
    2.83251
  • Compounded annual return / average of 25% largest draw downs
    3.86016
  • Compounded annual return / Expected Shortfall lognormal
    12.17190
  • 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)
    0.00500
  • 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?
    -362489000
  • Max Equity Drawdown (num days)
    6

Strategy Description

1. Seizing Opportunities, Managing Risk: The algorithm is designed to capture opportunities both in rising markets and during market downturns. By incorporating both long and short positions, it aims to optimize your investment returns while managing risk (DD) effectively.

2. Strategic Adjustments for Optimal Performance: Timing is crucial in trading, and our algorithm dynamically adjusts your investment portfolio based on real-time market signals. By adapting to changing market conditions, it seeks to position the strategy for optimal performance.

3. Informed Decision-Making for Better Results: Driven by AI technology and advanced technical indicators, the algorithm leverages data-driven insights to make informed investment decisions. By analyzing indicators such as the relative strength index (RSI), moving averages, and other advanced technical indicators, it aims to identify high-potential trades and execute them.

4. Safeguarding Your Investments: Protecting your capital is the priority. The algorithm integrates comprehensive risk management protocols, considering factors such as market volatility, asset correlations, and historical performance. By prioritizing risk management, it aims to help safeguard our capital.

5. Proven Performance, Backed by Data: The strategy has undergone rigorous backtesting and analysis, demonstrating a track record of success; of course certain years perform better than others. Through various market conditions, the algorithm has shown the potential to deliver solid returns while preserving capital. Check our historical trades in Collective2 for transparent performance metrics and historical picks/backtesting results to help you decide if you would like to invest in this algorithm.

A. Do you monitor trades full-time for the period that they are on?
Trades are closely monitored throughout their duration to promptly respond to market fluctuations.

B. Is this an Algorithm controlled/managed strategy with no manual inputs?
The trading strategy is a carefully balanced blend of advanced algorithms and human expertise. While algorithms play a crucial role in executing trades and capturing opportunities, manual inputs, oversight, and adjustments are made when needed. This combined approach allows us to benefit from the speed and precision of algorithmic trading while leveraging the human element to adapt to market dynamics and optimize performance.

C. Can you provide a summary of the methodologies used for your trading strategy so I can get a sense of what to expect?
The trading strategy incorporates a multi-faceted approach. It utilizes a combination of technical analysis, quantitative models, and machine learning algorithms. I know this is not saying much but it does exactly that. By leveraging historical market data, statistical indicators, and advanced pattern recognition techniques, potential trading opportunities are identified and executed when deemed fit. Additionally, human expertise and market insights contribute to the decision-making process, allowing the algorithm to adapt our strategies to prevailing market conditions effectively.

D. Do you have stop/loss built in?
No, our trading strategy does not rely on a built-in stop-loss mechanism. While we acknowledge the importance of risk management, extensive backtesting since 2003 has consistently shown that the drawdowns associated with our strategy are significantly smaller compared to the potential profits generated by the algorithm. This strong historical performance supports our decision not to rely on stop-loss orders. Instead, we actively manage and mitigate risks through careful monitoring, continuous evaluation, and disciplined risk management practices.

Finally, please note that past performance does not guarantee future results, and it is important to conduct your due diligence before making any investment decisions.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2025-04-14
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 7.9%
Rank # 
#87
# Trades
121
# Profitable
56
% Profitable
46.3%
Net Dividends
$24
Correlation S&P500
0.516
Sharpe Ratio
0.59
Sortino Ratio
0.92
Beta
0.21
Alpha
-0.01
Leverage
0.40 Average
0.69 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

subscribed on started simulation

Trade journal

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

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

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

    Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo ligula eget dolor. Aenean massa [...]

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.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Mark as Private Keep Public

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.