Collective2 Collective2
Featured Strategy Gold and Silver +134.1% 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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The Volatility Chameleon
(83242512)

Creato da: PhylumFinancial PhylumFinancial
Started: 10/2013
Options
Last trade: 7 days ago
Subscriptions not currently available.

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.


17.4%
Annual Return (Compounded)

Calcolo del rendimento

Panoramica

Per conformarsi alle normative NFA, mostriamo il tasso di rendimento cumulativo per le strategie con un track record inferiore a un anno. Per le strategie con track record più lunghi, mostriamo il tasso di rendimento annuale (composto).

Come si calcola il tasso di rendimento annuale (composto)

= ((Patrimonio_finale / Patrimonio_iniziale) ^ (1 / anni)) - 1

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

Tutti i risultati sono ipotetici.

(70.2%)
Max Drawdown
804
Num Trades
67.3%
Win Trades
1.4 : 1
Profit Factor
61.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2013                                                               +4.6%+5.4%+3.2%+13.8%
2014(7.1%)+13.4%+6.0%+4.2%(3.9%)(0.7%)(0.8%)+17.0%(0.6%)+6.2%+4.2%(0.6%)+41.1%
2015(7.7%)+17.9%+2.2%+0.1%+1.7%  -  +8.5%(43.3%)+37.0%+20.9%+3.7%(14.7%)+2.0%
2016(20.9%)(8.2%)+37.2%(2.2%)+16.4%(15.5%)+10.3%(0.1%)+1.5%+0.5%+4.8%+4.3%+17.6%
2017+6.7%+10.4%+1.4%(1.2%)+2.3%+6.9%+0.7%(4%)+14.4%+9.7%+10.0%+7.9%+85.8%
2018+7.1%(4.8%)(9.2%)+1.2%+12.5%+3.4%+6.6%+1.5%(0.4%)(13%)+2.3%(24.6%)(21.2%)
2019+18.1%+7.1%+4.5%+8.0%(16.5%)+27.3%+11.4%(10.6%)+4.5%+11.7%+9.4%+7.2%+106.7%
2020+1.1%(14.1%)(14.4%)+21.4%+4.2%+4.9%+3.1%+2.8%(2.4%)(2.3%)+2.4%+1.9%+4.1%
2021+1.1%+0.4%(6.5%)(0.2%)(6.3%)+0.4%+0.8%(5.2%)(13.7%)+4.4%+13.3%(18.9%)(29.6%)
2022(17.5%)+25.3%+2.1%(6.2%)(2.1%)(13.7%)+9.5%(9.1%)(7.5%)+8.2%+3.1%(5.7%)(18.9%)
2023+19.1%(0.2%)+15.5%(5%)+5.2%(3.4%)+5.8%(0.5%)(5.6%)(11.4%)+38.6%+26.4%+104.3%
2024(0.5%)+2.9%+3.4%(7%)(3.5%)+9.6%(1.4%)+2.4%+2.2%(5%)+8.8%+0.7%+11.9%
2025+0.2%(17.6%)(26.1%)(20.3%)+7.6%+17.1%+4.0%+11.9%+19.5%                  (14.7%)


Dettagli Account Modello

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

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

System developer has asked us to delay this information by 168 hours.

Trading Record

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/8/24 11:19 LRCX2616A90 LRCX Jan16'26 90 call LONG 8 10.75 7/24/25 11:24 15.35 1.54%
Trade id #150040298
Max drawdown($6,824)
Time4/4/25 0:00
Quant open8
Worst price2.22
Drawdown as % of equity-1.54%
 $3,669
Includes Typical Broker Commissions trade costs of $11.20
12/9/24 10:27 AMD2616A150 AMD Jan16'26 150 call LONG 8 18.15 7/24/25 11:23 28.15 3.56%
Trade id #150278952
Max drawdown($13,280)
Time4/8/25 0:00
Quant open8
Worst price1.55
Drawdown as % of equity-3.56%
 $7,989
Includes Typical Broker Commissions trade costs of $11.20
5/28/24 9:31 TQQQ PROSHARES ULTRAPRO QQQ LONG 4,300 75.19 4/7/25 11:31 66.61 9.57%
Trade id #148268949
Max drawdown($63,046)
Time8/5/24 0:00
Quant open2,500
Worst price48.80
Drawdown as % of equity-9.57%
 ($36,915)
Includes Typical Broker Commissions trade costs of $28.00
1/23/25 10:08 FUBO2516E4 FUBO May16'25 4 call LONG 60 0.66 4/7 11:31 0.08 0.84%
Trade id #150648871
Max drawdown($3,720)
Time4/4/25 0:00
Quant open60
Worst price0.04
Drawdown as % of equity-0.84%
 ($3,564)
Includes Typical Broker Commissions trade costs of $84.00
11/25/24 10:45 QQQ2531C500 QQQ Mar31'25 500 call LONG 17 30.56 4/1/25 8:05 6.74 8.77%
Trade id #150167986
Max drawdown($42,774)
Time3/31/25 0:00
Quant open14
Worst price0.01
Drawdown as % of equity-8.77%
 ($40,511)
Includes Typical Broker Commissions trade costs of $14.00
11/8/24 14:34 XLE2521C100 XLE Mar21'25 100 call LONG 24 2.55 3/22/25 9:35 0.00 1%
Trade id #150043310
Max drawdown($6,088)
Time3/4/25 0:00
Quant open24
Worst price0.01
Drawdown as % of equity-1.00%
 ($6,129)
Includes Typical Broker Commissions trade costs of $16.80
11/25/24 10:49 TSLA2521C450 TSLA Mar21'25 450 call LONG 25 21.25 3/22/25 9:35 0.00 9.48%
Trade id #150168021
Max drawdown($53,100)
Time3/10/25 0:00
Quant open25
Worst price0.01
Drawdown as % of equity-9.48%
 ($53,143)
Includes Typical Broker Commissions trade costs of $17.50
11/18/24 10:21 SPYU MAX S&P 500 4X LEVERAGED ETNS 10/30/43 LONG 5,500 49.10 3/13/25 13:54 36.81 14.52%
Trade id #150111793
Max drawdown($71,820)
Time3/13/25 13:49
Quant open4,500
Worst price33.14
Drawdown as % of equity-14.52%
 ($67,610)
Includes Typical Broker Commissions trade costs of $17.50
12/9/24 10:30 SOUN2616A15 SOUN Jan16'26 15 call LONG 8 5.50 3/13/25 13:54 1.90 0.59%
Trade id #150279087
Max drawdown($3,072)
Time3/11/25 0:00
Quant open8
Worst price1.66
Drawdown as % of equity-0.59%
 ($2,891)
Includes Typical Broker Commissions trade costs of $11.20
11/8/24 11:18 GME2616A30 GME Jan16'26 30 call LONG 8 7.70 3/11/25 11:24 4.60 0.45%
Trade id #150040260
Max drawdown($2,360)
Time3/11/25 10:41
Quant open8
Worst price4.75
Drawdown as % of equity-0.45%
 ($2,491)
Includes Typical Broker Commissions trade costs of $11.20
6/20/24 15:07 FAS DIREXION DAILY FINANCIAL BULL LONG 500 103.37 2/21/25 11:09 127.65 0.6%
Trade id #148459154
Max drawdown($3,970)
Time8/5/24 0:00
Quant open500
Worst price95.43
Drawdown as % of equity-0.60%
 $12,131
Includes Typical Broker Commissions trade costs of $10.00
1/18/25 9:35 META META PLATFORMS INC. CLASS A LONG 200 540.00 1/28 10:10 668.03 n/a $25,602
Includes Typical Broker Commissions trade costs of $4.00
8/19/24 11:18 META2517A540 META Jan17'25 540 call LONG 2 45.40 1/18/25 9:35 0.00 0.53%
Trade id #148953688
Max drawdown($3,450)
Time9/11/24 0:00
Quant open2
Worst price28.15
Drawdown as % of equity-0.53%
 ($9,081)
Includes Typical Broker Commissions trade costs of $1.40
11/26/24 12:21 GME2503A40 GME Jan3'25 40 call LONG 25 4.00 1/4/25 9:35 0.00 1.33%
Trade id #150187267
Max drawdown($9,975)
Time1/3/25 0:00
Quant open25
Worst price0.01
Drawdown as % of equity-1.33%
 ($10,018)
Includes Typical Broker Commissions trade costs of $17.50
12/9/24 10:24 CVNA2517M220 CVNA Jan17'25 220 put LONG 24 4.65 1/1/25 9:30 22.65 0.53%
Trade id #150278876
Max drawdown($5,160)
Time12/18/24 0:00
Quant open24
Worst price2.50
Drawdown as % of equity-0.53%
 $43,166
Includes Typical Broker Commissions trade costs of $33.60
11/8/24 11:29 SMCI2616A30 SMCI Jan16'26 30 call LONG 8 8.10 12/9 10:45 21.45 0.4%
Trade id #150040436
Max drawdown($3,200)
Time11/14/24 0:00
Quant open8
Worst price4.10
Drawdown as % of equity-0.40%
 $10,669
Includes Typical Broker Commissions trade costs of $11.20
8/19/24 11:18 NVDA2517A125 NVDA Jan17'25 125 call LONG 8 18.80 11/4 10:48 20.80 0.78%
Trade id #148953671
Max drawdown($5,260)
Time9/6/24 0:00
Quant open4
Worst price6.10
Drawdown as % of equity-0.78%
 $1,589
Includes Typical Broker Commissions trade costs of $11.20
7/12/24 10:00 SPXL DIREXION DAILY S&P500 BULL 3X LONG 1,200 154.72 11/4 10:48 160.66 6.82%
Trade id #148633752
Max drawdown($44,921)
Time8/5/24 0:00
Quant open1,200
Worst price117.29
Drawdown as % of equity-6.82%
 $7,103
Includes Typical Broker Commissions trade costs of $16.00
5/6/24 10:05 ERX2418J70 ERX Oct18'24 70 call LONG 36 6.18 10/19 9:35 0.00 2.96%
Trade id #148099535
Max drawdown($22,060)
Time9/23/24 0:00
Quant open36
Worst price0.05
Drawdown as % of equity-2.96%
 ($22,265)
Includes Typical Broker Commissions trade costs of $25.20
7/22/24 9:35 AAPL2418J250 AAPL Oct18'24 250 call LONG 8 3.45 10/19 9:35 0.00 0.35%
Trade id #148707949
Max drawdown($2,752)
Time10/11/24 0:00
Quant open8
Worst price0.01
Drawdown as % of equity-0.35%
 ($2,766)
Includes Typical Broker Commissions trade costs of $5.60
5/9/24 10:05 GOOGL2418J170 GOOGL Oct18'24 170 call LONG 8 13.15 10/19 9:35 10.38 0.66%
Trade id #148131832
Max drawdown($5,256)
Time10/18/24 0:00
Quant open4
Worst price0.01
Drawdown as % of equity-0.66%
 ($2,228)
Includes Typical Broker Commissions trade costs of $8.40
5/16/24 11:06 BITO2430I27 BITO Sep30'24 27 call LONG 40 3.00 10/1 8:05 0.00 1.61%
Trade id #148184708
Max drawdown($11,940)
Time8/20/24 0:00
Quant open40
Worst price0.01
Drawdown as % of equity-1.61%
 ($12,008)
Includes Typical Broker Commissions trade costs of $28.00
8/27/24 10:23 SPYU MAX S&P 500 4X LEVERAGED ETNS 10/30/43 LONG 1,500 42.78 9/24 10:09 45.46 1.37%
Trade id #149070684
Max drawdown($8,815)
Time9/11/24 0:00
Quant open1,500
Worst price36.90
Drawdown as % of equity-1.37%
 $4,015
Includes Typical Broker Commissions trade costs of $10.00
5/9/24 10:06 BABA2418J80 BABA Oct18'24 80 call LONG 12 7.75 9/24 10:06 15.10 0.81%
Trade id #148131858
Max drawdown($5,988)
Time7/1/24 0:00
Quant open12
Worst price2.76
Drawdown as % of equity-0.81%
 $8,803
Includes Typical Broker Commissions trade costs of $16.80
6/18/24 10:01 UDOW PROSHARES ULTRAPRO DOW30 LONG 1,000 78.45 8/16 10:20 85.39 0.6%
Trade id #148437833
Max drawdown($3,976)
Time8/5/24 0:00
Quant open800
Worst price73.48
Drawdown as % of equity-0.60%
 $6,916
Includes Typical Broker Commissions trade costs of $20.00
6/18/24 10:00 DIA2616A380 DIA Jan16'26 380 call LONG 12 46.00 8/16 10:18 49.50 n/a $4,183
Includes Typical Broker Commissions trade costs of $16.80
7/20/24 9:35 AAPL APPLE LONG 300 200.00 7/22 9:33 226.88 n/a $8,058
Includes Typical Broker Commissions trade costs of $6.00
5/16/24 11:06 AAPL2419G200 AAPL Jul19'24 200 call LONG 28 2.38 7/20 9:35 19.02 0.4%
Trade id #148184719
Max drawdown($2,800)
Time5/23/24 0:00
Quant open28
Worst price1.38
Drawdown as % of equity-0.40%
 $46,554
Includes Typical Broker Commissions trade costs of $37.10
5/28/24 9:32 SPXL DIREXION DAILY S&P500 BULL 3X LONG 750 135.98 7/10 14:44 157.63 1.04%
Trade id #148268987
Max drawdown($7,027)
Time5/31/24 0:00
Quant open750
Worst price126.61
Drawdown as % of equity-1.04%
 $16,225
Includes Typical Broker Commissions trade costs of $10.00
5/6/24 9:53 QQQ2419G440 QQQ Jul19'24 440 call LONG 8 14.50 7/3 10:30 42.85 0.08%
Trade id #148099283
Max drawdown($584)
Time5/8/24 0:00
Quant open8
Worst price13.77
Drawdown as % of equity-0.08%
 $22,669
Includes Typical Broker Commissions trade costs of $11.20

Statistics

  • Strategy began
    10/1/2013
  • Suggested Minimum Cap
    $660,000
  • Strategy Age (days)
    4364.28
  • Age
    145 months ago
  • What it trades
    Options
  • # Trades
    804
  • # Profitable
    541
  • % Profitable
    67.30%
  • Avg trade duration
    61.8 days
  • Max peak-to-valley drawdown
    70.16%
  • drawdown period
    Aug 10, 2015 - Sept 01, 2015
  • Annual Return (Compounded)
    17.4%
  • Avg win
    $3,989
  • Avg loss
    $5,841
  • Model Account Values (Raw)
  • Cash
    $201,988
  • Margin Used
    $0
  • Buying Power
    $264,619
  • Ratios
  • W:L ratio
    1.42:1
  • Sharpe Ratio
    0.44
  • Sortino Ratio
    0.67
  • Calmar Ratio
    0.318
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    295.22%
  • Correlation to SP500
    0.32840
  • Return Percent SP500 (cumu) during strategy life
    288.82%
  • Return Statistics
  • Ann Return (w trading costs)
    17.4%
  • Slump
  • Current Slump as Pcnt Equity
    42.80%
  • Instruments
  • Percent Trades Futures
    0.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.06%
  • Instruments
  • Short Options - Percent Covered
    6.16%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.174%
  • Instruments
  • Percent Trades Options
    0.86%
  • Percent Trades Stocks
    0.14%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    18.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    95.50%
  • Chance of 20% account loss
    90.50%
  • Chance of 30% account loss
    84.50%
  • Chance of 40% account loss
    84.00%
  • Chance of 60% account loss (Monte Carlo)
    62.00%
  • Chance of 70% account loss (Monte Carlo)
    53.50%
  • Chance of 80% account loss (Monte Carlo)
    37.50%
  • Chance of 90% account loss (Monte Carlo)
    25.50%
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    69.00%
  • Popularity
  • Popularity (Today)
    626
  • Popularity (Last 6 weeks)
    552
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    357
  • Popularity (7 days, Percentile 1000 scale)
    332
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $5,894
  • Avg Win
    $4,004
  • Sum Trade PL (losers)
    $1,550,000.000
  • Age
  • Num Months filled monthly returns table
    144
  • Win / Loss
  • Sum Trade PL (winners)
    $2,166,190.000
  • # Winners
    541
  • Num Months Winners
    90
  • Dividends
  • Dividends Received in Model Acct
    11987
  • Win / Loss
  • # Losers
    263
  • % Winners
    67.3%
  • Frequency
  • Avg Position Time (mins)
    136065.00
  • Avg Position Time (hrs)
    2267.76
  • Avg Trade Length
    94.5 days
  • Last Trade Ago
    7
  • Leverage
  • Daily leverage (average)
    3.65
  • Daily leverage (max)
    18.54
  • Regression
  • Alpha
    0.05
  • Beta
    1.04
  • Treynor Index
    0.08
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    86.86
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    58.85
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    3.89
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.03
  • Avg(MAE) / Avg(PL) - All trades
    9.588
  • 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
    0.900
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.245
  • 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
    0.24615
  • SD
    0.49623
  • Sharpe ratio (Glass type estimate)
    0.49605
  • Sharpe ratio (Hedges UMVUE)
    0.49327
  • df
    134.00000
  • t
    1.66379
  • p
    0.42887
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.09222
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.08250
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.09406
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.08059
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.92338
  • Upside Potential Ratio
    2.30715
  • Upside part of mean
    0.61504
  • Downside part of mean
    -0.36888
  • Upside SD
    0.42238
  • Downside SD
    0.26658
  • N nonnegative terms
    80.00000
  • N negative terms
    55.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    135.00000
  • Mean of predictor
    0.10190
  • Mean of criterion
    0.24615
  • SD of predictor
    0.14336
  • SD of criterion
    0.49623
  • Covariance
    0.04098
  • r
    0.57601
  • b (slope, estimate of beta)
    1.99380
  • a (intercept, estimate of alpha)
    0.04298
  • Mean Square Error
    0.16578
  • DF error
    133.00000
  • t(b)
    8.12648
  • p(b)
    0.15473
  • t(a)
    0.34675
  • p(a)
    0.48087
  • Lowerbound of 95% confidence interval for beta
    1.50852
  • Upperbound of 95% confidence interval for beta
    2.47909
  • Lowerbound of 95% confidence interval for alpha
    -0.20217
  • Upperbound of 95% confidence interval for alpha
    0.28812
  • Treynor index (mean / b)
    0.12346
  • Jensen alpha (a)
    0.04298
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.13347
  • SD
    0.47362
  • Sharpe ratio (Glass type estimate)
    0.28181
  • Sharpe ratio (Hedges UMVUE)
    0.28023
  • df
    134.00000
  • t
    0.94523
  • p
    0.45931
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.30401
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.86663
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.30508
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.86554
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.39543
  • Upside Potential Ratio
    1.62825
  • Upside part of mean
    0.54960
  • Downside part of mean
    -0.41613
  • Upside SD
    0.33197
  • Downside SD
    0.33754
  • N nonnegative terms
    80.00000
  • N negative terms
    55.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    135.00000
  • Mean of predictor
    0.09103
  • Mean of criterion
    0.13347
  • SD of predictor
    0.14434
  • SD of criterion
    0.47362
  • Covariance
    0.04245
  • r
    0.62090
  • b (slope, estimate of beta)
    2.03740
  • a (intercept, estimate of alpha)
    -0.05198
  • Mean Square Error
    0.13887
  • DF error
    133.00000
  • t(b)
    9.13468
  • p(b)
    0.13184
  • t(a)
    -0.46025
  • p(a)
    0.52538
  • Lowerbound of 95% confidence interval for beta
    1.59623
  • Upperbound of 95% confidence interval for beta
    2.47856
  • Lowerbound of 95% confidence interval for alpha
    -0.27538
  • Upperbound of 95% confidence interval for alpha
    0.17142
  • Treynor index (mean / b)
    0.06551
  • Jensen alpha (a)
    -0.05198
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.19246
  • Expected Shortfall on VaR
    0.23634
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06046
  • Expected Shortfall on VaR
    0.13236
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    135.00000
  • Minimum
    0.43184
  • Quartile 1
    0.96622
  • Median
    1.01878
  • Quartile 3
    1.06147
  • Maximum
    2.06528
  • Mean of quarter 1
    0.88678
  • Mean of quarter 2
    1.00001
  • Mean of quarter 3
    1.03998
  • Mean of quarter 4
    1.16510
  • Inter Quartile Range
    0.09525
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04444
  • Mean of outliers low
    0.72628
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.05926
  • Mean of outliers high
    1.37282
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.41168
  • VaR(95%) (moments method)
    0.10830
  • Expected Shortfall (moments method)
    0.21650
  • Extreme Value Index (regression method)
    0.10124
  • VaR(95%) (regression method)
    0.11277
  • Expected Shortfall (regression method)
    0.17167
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    21.00000
  • Minimum
    0.00008
  • Quartile 1
    0.01697
  • Median
    0.04033
  • Quartile 3
    0.17237
  • Maximum
    0.56816
  • Mean of quarter 1
    0.00552
  • Mean of quarter 2
    0.03367
  • Mean of quarter 3
    0.09268
  • Mean of quarter 4
    0.40967
  • Inter Quartile Range
    0.15539
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.14286
  • Mean of outliers high
    0.48906
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -2.41927
  • VaR(95%) (moments method)
    0.36834
  • Expected Shortfall (moments method)
    0.37160
  • Extreme Value Index (regression method)
    -1.02957
  • VaR(95%) (regression method)
    0.51444
  • Expected Shortfall (regression method)
    0.55109
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.45726
  • Compounded annual return (geometric extrapolation)
    0.17513
  • Calmar ratio (compounded annual return / max draw down)
    0.30824
  • Compounded annual return / average of 25% largest draw downs
    0.42750
  • Compounded annual return / Expected Shortfall lognormal
    0.74100
  • 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
    0.27001
  • SD
    0.49802
  • Sharpe ratio (Glass type estimate)
    0.54217
  • Sharpe ratio (Hedges UMVUE)
    0.54203
  • df
    2956.00000
  • t
    1.82141
  • p
    0.03432
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.04145
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.12570
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.04154
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.12560
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.81819
  • Upside Potential Ratio
    6.60713
  • Upside part of mean
    2.18040
  • Downside part of mean
    -1.91039
  • Upside SD
    0.37324
  • Downside SD
    0.33001
  • N nonnegative terms
    1570.00000
  • N negative terms
    1387.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    2957.00000
  • Mean of predictor
    0.10851
  • Mean of criterion
    0.27001
  • SD of predictor
    0.17948
  • SD of criterion
    0.49802
  • Covariance
    0.03211
  • r
    0.35921
  • b (slope, estimate of beta)
    0.99673
  • a (intercept, estimate of alpha)
    0.16200
  • Mean Square Error
    0.21609
  • DF error
    2955.00000
  • t(b)
    20.92290
  • p(b)
    -0.00000
  • t(a)
    1.16893
  • p(a)
    0.12126
  • Lowerbound of 95% confidence interval for beta
    0.90333
  • Upperbound of 95% confidence interval for beta
    1.09014
  • Lowerbound of 95% confidence interval for alpha
    -0.10964
  • Upperbound of 95% confidence interval for alpha
    0.43336
  • Treynor index (mean / b)
    0.27089
  • Jensen alpha (a)
    0.16186
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.14740
  • SD
    0.49615
  • Sharpe ratio (Glass type estimate)
    0.29708
  • Sharpe ratio (Hedges UMVUE)
    0.29701
  • df
    2956.00000
  • t
    0.99805
  • p
    0.15917
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.28640
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.88052
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.28645
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.88046
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.40765
  • Upside Potential Ratio
    5.86028
  • Upside part of mean
    2.11892
  • Downside part of mean
    -1.97152
  • Upside SD
    0.33974
  • Downside SD
    0.36157
  • N nonnegative terms
    1570.00000
  • N negative terms
    1387.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    2957.00000
  • Mean of predictor
    0.09233
  • Mean of criterion
    0.14740
  • SD of predictor
    0.17991
  • SD of criterion
    0.49615
  • Covariance
    0.03259
  • r
    0.36506
  • b (slope, estimate of beta)
    1.00676
  • a (intercept, estimate of alpha)
    0.05444
  • Mean Square Error
    0.21343
  • DF error
    2955.00000
  • t(b)
    21.31570
  • p(b)
    -0.00000
  • t(a)
    0.39572
  • p(a)
    0.34617
  • Lowerbound of 95% confidence interval for beta
    0.91415
  • Upperbound of 95% confidence interval for beta
    1.09936
  • Lowerbound of 95% confidence interval for alpha
    -0.21533
  • Upperbound of 95% confidence interval for alpha
    0.32421
  • Treynor index (mean / b)
    0.14641
  • Jensen alpha (a)
    0.05444
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04863
  • Expected Shortfall on VaR
    0.06068
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01567
  • Expected Shortfall on VaR
    0.03462
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    2957.00000
  • Minimum
    0.61207
  • Quartile 1
    0.99299
  • Median
    1.00070
  • Quartile 3
    1.00933
  • Maximum
    1.59635
  • Mean of quarter 1
    0.97357
  • Mean of quarter 2
    0.99754
  • Mean of quarter 3
    1.00435
  • Mean of quarter 4
    1.02912
  • Inter Quartile Range
    0.01634
  • Number outliers low
    165.00000
  • Percentage of outliers low
    0.05580
  • Mean of outliers low
    0.93624
  • Number of outliers high
    176.00000
  • Percentage of outliers high
    0.05952
  • Mean of outliers high
    1.06536
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.47566
  • VaR(95%) (moments method)
    0.02429
  • Expected Shortfall (moments method)
    0.05359
  • Extreme Value Index (regression method)
    0.34601
  • VaR(95%) (regression method)
    0.02270
  • Expected Shortfall (regression method)
    0.04214
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    112.00000
  • Minimum
    0.00008
  • Quartile 1
    0.00285
  • Median
    0.01273
  • Quartile 3
    0.03300
  • Maximum
    0.60332
  • Mean of quarter 1
    0.00135
  • Mean of quarter 2
    0.00629
  • Mean of quarter 3
    0.02233
  • Mean of quarter 4
    0.18211
  • Inter Quartile Range
    0.03015
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    18.00000
  • Percentage of outliers high
    0.16071
  • Mean of outliers high
    0.25362
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.53338
  • VaR(95%) (moments method)
    0.14807
  • Expected Shortfall (moments method)
    0.37722
  • Extreme Value Index (regression method)
    0.23324
  • VaR(95%) (regression method)
    0.17291
  • Expected Shortfall (regression method)
    0.30831
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.55218
  • Compounded annual return (geometric extrapolation)
    0.19161
  • Calmar ratio (compounded annual return / max draw down)
    0.31759
  • Compounded annual return / average of 25% largest draw downs
    1.05214
  • Compounded annual return / Expected Shortfall lognormal
    3.15766
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.08595
  • SD
    0.53703
  • Sharpe ratio (Glass type estimate)
    -0.16005
  • Sharpe ratio (Hedges UMVUE)
    -0.15913
  • df
    130.00000
  • t
    -0.11317
  • p
    0.50496
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.93169
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.61207
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.93100
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.61275
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.21114
  • Upside Potential Ratio
    7.47319
  • Upside part of mean
    3.04229
  • Downside part of mean
    -3.12824
  • Upside SD
    0.34713
  • Downside SD
    0.40709
  • N nonnegative terms
    67.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.23895
  • Mean of criterion
    -0.08595
  • SD of predictor
    0.23852
  • SD of criterion
    0.53703
  • Covariance
    0.08043
  • r
    0.62794
  • b (slope, estimate of beta)
    1.41383
  • a (intercept, estimate of alpha)
    -0.42379
  • Mean Square Error
    0.17603
  • DF error
    129.00000
  • t(b)
    9.16413
  • p(b)
    0.12834
  • t(a)
    -0.71285
  • p(a)
    0.53985
  • Lowerbound of 95% confidence interval for beta
    1.10859
  • Upperbound of 95% confidence interval for beta
    1.71908
  • Lowerbound of 95% confidence interval for alpha
    -1.60002
  • Upperbound of 95% confidence interval for alpha
    0.75244
  • Treynor index (mean / b)
    -0.06079
  • Jensen alpha (a)
    -0.42379
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.23139
  • SD
    0.54370
  • Sharpe ratio (Glass type estimate)
    -0.42559
  • Sharpe ratio (Hedges UMVUE)
    -0.42313
  • df
    130.00000
  • t
    -0.30094
  • p
    0.51319
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.19716
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.34742
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.19542
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.34915
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.54641
  • Upside Potential Ratio
    7.04600
  • Upside part of mean
    2.98383
  • Downside part of mean
    -3.21523
  • Upside SD
    0.33797
  • Downside SD
    0.42348
  • N nonnegative terms
    67.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.21101
  • Mean of criterion
    -0.23139
  • SD of predictor
    0.23603
  • SD of criterion
    0.54370
  • Covariance
    0.08225
  • r
    0.64087
  • b (slope, estimate of beta)
    1.47624
  • a (intercept, estimate of alpha)
    -0.54289
  • Mean Square Error
    0.17555
  • DF error
    129.00000
  • t(b)
    9.48216
  • p(b)
    0.12198
  • t(a)
    -0.91482
  • p(a)
    0.55106
  • VAR (95 Confidence Intrvl)
    0.04900
  • Lowerbound of 95% confidence interval for beta
    1.16821
  • Upperbound of 95% confidence interval for beta
    1.78426
  • Lowerbound of 95% confidence interval for alpha
    -1.71703
  • Upperbound of 95% confidence interval for alpha
    0.63125
  • Treynor index (mean / b)
    -0.15675
  • Jensen alpha (a)
    -0.54289
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.05459
  • Expected Shortfall on VaR
    0.06769
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02704
  • Expected Shortfall on VaR
    0.05382
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.87464
  • Quartile 1
    0.98351
  • Median
    1.00111
  • Quartile 3
    1.02031
  • Maximum
    1.09445
  • Mean of quarter 1
    0.95840
  • Mean of quarter 2
    0.99446
  • Mean of quarter 3
    1.00953
  • Mean of quarter 4
    1.03702
  • Inter Quartile Range
    0.03680
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04580
  • Mean of outliers low
    0.90879
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.02290
  • Mean of outliers high
    1.08439
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.25280
  • VaR(95%) (moments method)
    0.04173
  • Expected Shortfall (moments method)
    0.06750
  • Extreme Value Index (regression method)
    0.41225
  • VaR(95%) (regression method)
    0.03964
  • Expected Shortfall (regression method)
    0.07300
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00127
  • Quartile 1
    0.00248
  • Median
    0.00369
  • Quartile 3
    0.28026
  • Maximum
    0.55683
  • Mean of quarter 1
    0.00127
  • Mean of quarter 2
    0.00369
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.55683
  • Inter Quartile Range
    0.27778
  • 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
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -400231000
  • Max Equity Drawdown (num days)
    22
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.19348
  • Compounded annual return (geometric extrapolation)
    -0.18412
  • Calmar ratio (compounded annual return / max draw down)
    -0.33066
  • Compounded annual return / average of 25% largest draw downs
    -0.33066
  • Compounded annual return / Expected Shortfall lognormal
    -2.71997

Strategy Description

The Volatility Chameleon

In addition to the ability to change color to blend with their surroundings, chameleons’ eyes work independently of one and other, allowing them to see multiple directions at the same time, thus providing them with 360 Degree vision.

As it namesake implies, The Volatility Chameleon will shift with market conditions in an effort to get the best possible returns, engaging in trades that work in different directions, and multiple time frames, simultaneously.

The portfolio will achieve Long and Short positions in Index and Equity positions by taking Long Call or Long Put positions. The system will not take Naked, or Short, Option positions. The system will not ‘borrow’ to hold Short positions.

The system will trade a minimum of two contracts per position, and all trades will be multiples of two, such that the system can be easily scaled and followed by subscribers with a wide range of trading capital.

Trades will be predominantly weeks to months, with some trades lasting only a few days. The system will open and close some trades within a given trading day, but not commonly.

We will not be ‘scalping’, so you could trade the signals manually, or take advantage of the convenience of AutoTrade.

Due to the leverage involved, all options trading is volatile. Options trading is risky, and is not for everyone. If you feel that you will not be able to tolerate the draw downs typical to options trading, then this portfolio is probably not for you.

It should be understood that this is an aggressive portfolio. As a result, this portfolio may experience considerable volatility, despite taking on trades with favorable probabilities.

This volatility can be offset by scaling the system, such that it is a smaller percentage of your overall portfolio — either by maintaining higher relative levels of Cash, or allotting the system for the aggressive portion of an overall portfolio.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2013-10-01
Suggested Minimum Capital
$660,000
# Trades
804
# Profitable
541
% Profitable
67.3%
Net Dividends
$11,987
Correlation S&P500
0.328
Sharpe Ratio
0.44
Sortino Ratio
0.67
Beta
1.04
Alpha
0.05
Leverage
3.65 Average
18.54 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

Collective2 calcola la leva finanziaria massima utilizzata da una strategia in ogni giorno. Mostriamo quindi la media di queste misurazioni (cioè la media della leva finanziaria massima giornaliera) e la più grande di queste misurazioni (leva finanziaria massima giornaliera).

La leva finanziaria è il rapporto tra il valore nozionale totale controllato da una strategia e il patrimonio del Model Account. Generalmente, una leva finanziaria più alta implica un rischio maggiore.

Esempio di calcolo:
La Strategia acquista 100 azioni a $12 per azione.
Il patrimonio del Model Account durante quel giorno è di $5.000.
La leva finanziaria è: $1200 / $5.000 = 0,24

Questa è una misurazione utile, ma deve essere considerata nel contesto. Questa misurazione non tiene conto di fattori importanti, come quando si detengono più posizioni che sono inversamente correlate. Né la misurazione tiene conto della volatilità degli strumenti detenuti.

Inoltre, alcune classi di attività sono per loro natura più leveraged di altre. Ad esempio, i contratti futures sono altamente leveraged. Le posizioni Forex sono spesso ancora più leveraged dei futures.

Latest Activity

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Trade journal

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Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

Questi risultati si basano su performance simulate o ipotetiche che presentano alcune limitazioni intrinseche. A differenza dei risultati mostrati in un registro delle prestazioni effettive, questi risultati non rappresentano trading effettivo. Inoltre, poiché queste operazioni non sono state effettivamente eseguite, questi risultati potrebbero aver sotto o sovrastimato l'impatto, se presente, di alcuni fattori di mercato, come la mancanza di liquidità. I programmi di trading simulati o ipotetici in generale sono soggetti anche al fatto che sono progettati con il beneficio del senno di poi. Non viene fatta alcuna rappresentazione che qualsiasi conto raggiungerà o sarà probabile ottenere profitti o perdite simili a quelli mostrati.

Inoltre, il trading ipotetico non comporta rischio finanziario e nessun record di trading ipotetico può tener conto completamente dell'impatto del rischio finanziario nel trading effettivo. Ad esempio, la capacità di sopportare perdite o di attenersi a un particolare programma di trading nonostante le perdite commerciali sono punti materiali che possono influire negativamente sui risultati del trading effettivo. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading, che non possono essere pienamente contabilizzati nella preparazione dei risultati delle prestazioni ipotetiche e tutti i quali possono influire negativamente sui risultati del trading effettivo.

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

Le seguenti sono ipotesi materiali utilizzate nel calcolo di eventuali risultati mensili ipotetici che appaiono sul nostro sito web.

  • I profitti vengono reinvestiti. Presumiamo che i profitti (quando ci sono) vengano reinvestiti nella strategia di trading.
  • Dimensione dell'investimento iniziale. Per qualsiasi strategia di trading sul nostro sito, i risultati ipotetici si basano sull'ipotesi che tu abbia investito l'importo iniziale mostrato sul grafico delle prestazioni della strategia. In alcuni casi, gli importi nominali in dollari sul grafico del patrimonio sono stati ridimensionati verso il basso per rendere le dimensioni di trading attuali più gestibili. In questi casi, potrebbe non essere stato possibile scambiare la strategia storicamente ai livelli di patrimonio mostrati sul grafico e un capitale minimo più elevato era richiesto in passato.
  • Tutte le spese sono incluse. Nel calcolo dei rendimenti cumulativi, cerchiamo di stimare e includere tutte le spese che un tipico trader sostiene quando fa AutoTrading utilizzando la tecnologia AutoTrade. Ciò include il costo dell'abbonamento alla strategia, più eventuali commissioni per operazione di AutoTrade, più le commissioni di intermediazione stimate, se presenti.
  • Metodo di calcolo del "Max Drawdown". Calcoliamo la statistica Max Drawdown come segue. Il nostro software informatico esamina il grafico del patrimonio del sistema in questione e trova la percentuale più grande in cui il grafico del patrimonio diminuisce mai da un "picco" locale a un punto successivo nel tempo (quindi questo è formalmente chiamato "Massimo calo dal picco alla valle"). Sebbene queste informazioni siano utili nella valutazione dei sistemi di trading, dovresti tenere presente che le prestazioni passate non garantiscono risultati futuri. Pertanto, i cali futuri potrebbero essere maggiori rispetto ai massimi cali storici che vedi qui.

Il trading è rischioso

C'è un rischio sostanziale di perdita nel trading di futures e forex. Il trading online di azioni e opzioni è estremamente rischioso. Presumi che perderai denaro. Non fare trading con denaro che non puoi permetterti di perdere.

Va bene, capito.

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