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


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HIPP Income Strategy
(141377539)

Creato da: HIPP_Strategist HIPP_Strategist
Started: 09/2022
Options
Last trade: Yesterday
Trading style: Options Premium Collecting

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 $99.00 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
Premium Collecting
Category: Equity

Premium Collecting

A trading strategy that, while typically profitable on a trade-by-trade basis, has some possibility of infrequent, but extremely large, losses.

-8.6%
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.

(35.0%)
Max Drawdown
475
Num Trades
86.9%
Win Trades
1.0 : 1
Profit Factor
37.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                                        (2.1%)+3.8%(0.4%)(2%)(0.8%)
2023(2.6%)(0.7%)(0.2%)+1.0%(2%)+0.2%(1.6%)(2.7%)+0.5%(0.8%)(3.2%)(0.6%)(12.2%)
2024(2.3%)+2.0%+3.3%(3.1%)+2.2%(0.7%)(2.3%)(3.4%)+0.8%+2.8%+8.0%(0.4%)+6.4%
2025+1.9%(5.5%)(6.7%)(0.6%)(10.2%)+1.0%+2.4%                              (17%)


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 913 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
7/16/25 11:35 QQQ2515T540 QQQ Aug15'25 540 put SHORT 1 6.90 7/16 12:52 5.56 0.13%
Trade id #152336060
Max drawdown($49)
Time7/16/25 11:38
Quant open1
Worst price7.39
Drawdown as % of equity-0.13%
 $132
Includes Typical Broker Commissions trade costs of $2.00
7/9/25 9:42 QQQ2515T545 QQQ Aug15'25 545 put SHORT 1 7.29 7/15 9:30 5.67 0.32%
Trade id #152267748
Max drawdown($122)
Time7/11/25 0:00
Quant open1
Worst price8.51
Drawdown as % of equity-0.32%
 $160
Includes Typical Broker Commissions trade costs of $2.00
7/3/25 12:06 QQQ2515T540 QQQ Aug15'25 540 put SHORT 2 7.15 7/14 13:16 5.84 1.11%
Trade id #152223607
Max drawdown($420)
Time7/7/25 0:00
Quant open2
Worst price9.25
Drawdown as % of equity-1.11%
 $259
Includes Typical Broker Commissions trade costs of $3.40
6/30/25 15:53 QQQ2515T550 QQQ Aug15'25 550 put SHORT 1 11.64 7/3 11:25 10.03 0.9%
Trade id #152188994
Max drawdown($337)
Time7/1/25 0:00
Quant open1
Worst price15.01
Drawdown as % of equity-0.90%
 $159
Includes Typical Broker Commissions trade costs of $2.00
6/30/25 15:53 QQQ2515T545 QQQ Aug15'25 545 put SHORT 1 10.03 7/3 11:12 8.56 0.77%
Trade id #152188984
Max drawdown($287)
Time7/1/25 0:00
Quant open1
Worst price12.90
Drawdown as % of equity-0.77%
 $145
Includes Typical Broker Commissions trade costs of $2.00
6/27/25 9:43 QQQ2515T540 QQQ Aug15'25 540 put SHORT 1 10.26 6/30 15:52 8.55 0.37%
Trade id #152166621
Max drawdown($140)
Time6/27/25 14:53
Quant open1
Worst price11.66
Drawdown as % of equity-0.37%
 $169
Includes Typical Broker Commissions trade costs of $2.00
6/27/25 9:46 QQQ2515T545 QQQ Aug15'25 545 put SHORT 1 11.88 6/30 15:51 10.06 0.44%
Trade id #152166727
Max drawdown($163)
Time6/27/25 14:53
Quant open1
Worst price13.52
Drawdown as % of equity-0.44%
 $181
Includes Typical Broker Commissions trade costs of $2.00
6/26/25 9:32 QQQ2515T535 QQQ Aug15'25 535 put SHORT 1 10.21 6/27 9:30 9.02 0.16%
Trade id #152155240
Max drawdown($59)
Time6/26/25 9:51
Quant open1
Worst price10.80
Drawdown as % of equity-0.16%
 $117
Includes Typical Broker Commissions trade costs of $2.00
6/24/25 9:39 QQQ2515T535 QQQ Aug15'25 535 put SHORT 1 12.90 6/25 9:39 10.56 0.09%
Trade id #152133317
Max drawdown($34)
Time6/24/25 10:08
Quant open1
Worst price13.25
Drawdown as % of equity-0.09%
 $233
Includes Typical Broker Commissions trade costs of $2.00
6/24/25 9:39 QQQ2515T540 QQQ Aug15'25 540 put SHORT 1 14.88 6/25 9:30 12.54 0.06%
Trade id #152133320
Max drawdown($21)
Time6/24/25 10:09
Quant open1
Worst price15.09
Drawdown as % of equity-0.06%
 $233
Includes Typical Broker Commissions trade costs of $2.00
6/11/25 14:03 QQQ2525S530 QQQ Jul25'25 530 put SHORT 1 11.90 6/24 9:30 7.88 0.85%
Trade id #151994812
Max drawdown($310)
Time6/13/25 0:00
Quant open1
Worst price15.00
Drawdown as % of equity-0.85%
 $400
Includes Typical Broker Commissions trade costs of $2.00
6/11/25 9:37 QQQ2525S535 QQQ Jul25'25 535 put SHORT 1 12.52 6/24 9:30 9.56 1.39%
Trade id #151990631
Max drawdown($506)
Time6/13/25 0:00
Quant open1
Worst price17.58
Drawdown as % of equity-1.39%
 $294
Includes Typical Broker Commissions trade costs of $2.00
6/23/25 9:50 QQQ2515H520 QQQ Aug15'25 520 call SHORT 1 23.27 6/23 12:37 21.66 0.41%
Trade id #152121373
Max drawdown($152)
Time6/23/25 10:43
Quant open1
Worst price24.79
Drawdown as % of equity-0.41%
 $159
Includes Typical Broker Commissions trade costs of $2.00
6/13/25 10:54 QQQ2518G540 QQQ Jul18'25 540 call SHORT 1 7.82 6/20 10:24 6.08 0.45%
Trade id #152048997
Max drawdown($163)
Time6/16/25 0:00
Quant open1
Worst price9.45
Drawdown as % of equity-0.45%
 $172
Includes Typical Broker Commissions trade costs of $2.00
4/22/25 9:30 QQQ2520F445 QQQ Jun20'25 445 call SHORT 1 20.09 6/18 14:24 84.84 19.82%
Trade id #151481962
Max drawdown($7,142)
Time6/11/25 0:00
Quant open1
Worst price91.52
Drawdown as % of equity-19.82%
 ($6,477)
Includes Typical Broker Commissions trade costs of $2.00
4/22/25 9:30 QQQ2520F450 QQQ Jun20'25 450 call SHORT 1 17.59 6/13 9:30 78.72 19.13%
Trade id #151481964
Max drawdown($6,894)
Time6/11/25 0:00
Quant open1
Worst price86.53
Drawdown as % of equity-19.13%
 ($6,115)
Includes Typical Broker Commissions trade costs of $2.00
6/6/25 9:46 QQQ2518S535 QQQ Jul18'25 535 put SHORT 1 13.95 6/10 14:56 12.06 0.39%
Trade id #151943086
Max drawdown($141)
Time6/6/25 12:57
Quant open1
Worst price15.36
Drawdown as % of equity-0.39%
 $187
Includes Typical Broker Commissions trade costs of $2.00
6/6/25 9:45 QQQ2518S530 QQQ Jul18'25 530 put SHORT 1 11.94 6/10 14:56 10.06 0.36%
Trade id #151943069
Max drawdown($131)
Time6/6/25 12:56
Quant open1
Worst price13.25
Drawdown as % of equity-0.36%
 $186
Includes Typical Broker Commissions trade costs of $2.00
5/27/25 11:19 QQQ2518S520 QQQ Jul18'25 520 put LONG 1 15.45 6/6 9:32 9.17 1.97%
Trade id #151841127
Max drawdown($715)
Time6/5/25 0:00
Quant open1
Worst price8.30
Drawdown as % of equity-1.97%
 ($630)
Includes Typical Broker Commissions trade costs of $2.00
6/4/25 10:06 QQQ2518S524 QQQ Jul18'25 524 put SHORT 1 11.90 6/5 10:42 10.06 n/a $182
Includes Typical Broker Commissions trade costs of $2.00
6/2/25 16:04 QQQ2520R525 QQQ Jun20'25 525 put SHORT 1 8.97 6/3 12:17 7.06 0.06%
Trade id #151897420
Max drawdown($21)
Time6/3/25 9:39
Quant open1
Worst price9.18
Drawdown as % of equity-0.06%
 $189
Includes Typical Broker Commissions trade costs of $2.00
5/28/25 9:48 QQQ2520R520 QQQ Jun20'25 520 put SHORT 1 8.94 6/2 15:56 7.51 1.29%
Trade id #151850985
Max drawdown($486)
Time5/30/25 0:00
Quant open1
Worst price13.80
Drawdown as % of equity-1.29%
 $141
Includes Typical Broker Commissions trade costs of $2.00
5/29/25 10:32 QQQ2518S514 QQQ Jul18'25 514 put SHORT 1 11.85 6/2 15:56 10.70 1.03%
Trade id #151863279
Max drawdown($388)
Time5/30/25 0:00
Quant open1
Worst price15.73
Drawdown as % of equity-1.03%
 $113
Includes Typical Broker Commissions trade costs of $2.00
5/29/25 10:10 QQQ2518S515 QQQ Jul18'25 515 put SHORT 1 12.69 6/2 14:22 11.06 0.94%
Trade id #151862984
Max drawdown($352)
Time5/30/25 0:00
Quant open1
Worst price16.21
Drawdown as % of equity-0.94%
 $161
Includes Typical Broker Commissions trade costs of $2.00
5/28/25 9:49 QQQ2506R520 QQQ Jun6'25 520 put SHORT 1 5.99 5/29 9:30 4.31 0.5%
Trade id #151851005
Max drawdown($181)
Time5/28/25 16:00
Quant open1
Worst price7.80
Drawdown as % of equity-0.50%
 $166
Includes Typical Broker Commissions trade costs of $2.00
5/28/25 9:48 QQQ2520R524.78 QQQ Jun20'25 524.78 put SHORT 1 11.02 5/29 9:30 9.09 0.55%
Trade id #151850992
Max drawdown($202)
Time5/28/25 15:54
Quant open1
Worst price13.04
Drawdown as % of equity-0.55%
 $191
Includes Typical Broker Commissions trade costs of $2.00
5/21/25 11:31 QQQ2520R525 QQQ Jun20'25 525 put SHORT 1 12.47 5/28 9:39 10.55 3.07%
Trade id #151788592
Max drawdown($1,137)
Time5/23/25 0:00
Quant open1
Worst price23.84
Drawdown as % of equity-3.07%
 $190
Includes Typical Broker Commissions trade costs of $2.00
5/27/25 11:20 QQQ2520R520 QQQ Jun20'25 520 put SHORT 1 10.61 5/28 9:39 8.56 0.02%
Trade id #151841132
Max drawdown($7)
Time5/27/25 11:24
Quant open1
Worst price10.68
Drawdown as % of equity-0.02%
 $203
Includes Typical Broker Commissions trade costs of $2.00
5/21/25 11:43 QQQ2520R515 QQQ Jun20'25 515 put SHORT 1 8.59 5/28 9:37 7.04 2.55%
Trade id #151788729
Max drawdown($945)
Time5/23/25 0:00
Quant open1
Worst price18.04
Drawdown as % of equity-2.55%
 $153
Includes Typical Broker Commissions trade costs of $2.00
5/21/25 11:41 QQQ2518S522 QQQ Jul18'25 522 put LONG 1 15.45 5/27 10:21 16.41 0.12%
Trade id #151788701
Max drawdown($45)
Time5/21/25 12:49
Quant open1
Worst price15.00
Drawdown as % of equity-0.12%
 $94
Includes Typical Broker Commissions trade costs of $2.00

Successivo

Statistics

  • Strategy began
    9/9/2022
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    1041.25
  • Age
    35 months ago
  • What it trades
    Options
  • # Trades
    475
  • # Profitable
    413
  • % Profitable
    86.90%
  • Avg trade duration
    12.6 days
  • Max peak-to-valley drawdown
    35%
  • drawdown period
    July 28, 2023 - Aug 03, 2023
  • Annual Return (Compounded)
    -8.6%
  • Avg win
    $273.76
  • Avg loss
    $1,899
  • Model Account Values (Raw)
  • Cash
    $35,712
  • Margin Used
    $1,190
  • Buying Power
    $35,655
  • Ratios
  • W:L ratio
    0.96:1
  • Sharpe Ratio
    -0.4
  • Sortino Ratio
    -0.52
  • Calmar Ratio
    -0.203
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -76.81%
  • Correlation to SP500
    0.11010
  • Return Percent SP500 (cumu) during strategy life
    54.00%
  • Return Statistics
  • Ann Return (w trading costs)
    -8.6%
  • Slump
  • Current Slump as Pcnt Equity
    37.10%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.69%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    38.39%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.086%
  • Instruments
  • Percent Trades Options
    1.00%
  • Percent Trades Stocks
    0.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -4.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    94.50%
  • Chance of 30% account loss
    89.00%
  • Chance of 40% account loss
    83.50%
  • Chance of 60% account loss (Monte Carlo)
    52.50%
  • Chance of 70% account loss (Monte Carlo)
    30.50%
  • Chance of 80% account loss (Monte Carlo)
    9.50%
  • Chance of 90% account loss (Monte Carlo)
    1.50%
  • 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
    63.50%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    853
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    50
  • Popularity (7 days, Percentile 1000 scale)
    356
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $1,912
  • Avg Win
    $274
  • Sum Trade PL (losers)
    $118,566.000
  • Age
  • Num Months filled monthly returns table
    35
  • Win / Loss
  • Sum Trade PL (winners)
    $113,062.000
  • # Winners
    413
  • Num Months Winners
    13
  • Dividends
  • Dividends Received in Model Acct
    5
  • AUM
  • AUM (AutoTrader live capital)
    260100
  • Win / Loss
  • # Losers
    62
  • % Winners
    87.0%
  • Frequency
  • Avg Position Time (mins)
    18164.70
  • Avg Position Time (hrs)
    302.75
  • Avg Trade Length
    12.6 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.69
  • Daily leverage (max)
    6.21
  • Regression
  • Alpha
    -0.03
  • Beta
    0.12
  • Treynor Index
    -0.20
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.07
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    14.59
  • MAE:Equity, average, winning trades
    0.04
  • MAE:Equity, average, losing trades
    0.24
  • Avg(MAE) / Avg(PL) - All trades
    -73.874
  • 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
    0.15
  • Avg(MAE) / Avg(PL) - Winning trades
    6.742
  • Avg(MAE) / Avg(PL) - Losing trades
    -5.811
  • Hold-and-Hope Ratio
    -0.013
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.07433
  • SD
    0.11368
  • Sharpe ratio (Glass type estimate)
    -0.65385
  • Sharpe ratio (Hedges UMVUE)
    -0.63788
  • df
    31.00000
  • t
    -1.06773
  • p
    0.85306
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.85983
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.56243
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.84856
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.57281
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.77665
  • Upside Potential Ratio
    1.12132
  • Upside part of mean
    0.10732
  • Downside part of mean
    -0.18165
  • Upside SD
    0.06181
  • Downside SD
    0.09571
  • N nonnegative terms
    16.00000
  • N negative terms
    16.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    32.00000
  • Mean of predictor
    0.13938
  • Mean of criterion
    -0.07433
  • SD of predictor
    0.15532
  • SD of criterion
    0.11368
  • Covariance
    0.00385
  • r
    0.21790
  • b (slope, estimate of beta)
    0.15948
  • a (intercept, estimate of alpha)
    -0.09656
  • Mean Square Error
    0.01272
  • DF error
    30.00000
  • t(b)
    1.22287
  • p(b)
    0.11545
  • t(a)
    -1.35203
  • p(a)
    0.90676
  • Lowerbound of 95% confidence interval for beta
    -0.10686
  • Upperbound of 95% confidence interval for beta
    0.42583
  • Lowerbound of 95% confidence interval for alpha
    -0.24242
  • Upperbound of 95% confidence interval for alpha
    0.04930
  • Treynor index (mean / b)
    -0.46608
  • Jensen alpha (a)
    -0.09656
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.08076
  • SD
    0.11503
  • Sharpe ratio (Glass type estimate)
    -0.70212
  • Sharpe ratio (Hedges UMVUE)
    -0.68497
  • df
    31.00000
  • t
    -1.14656
  • p
    0.86983
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.90940
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.51616
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.89725
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.52730
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.81807
  • Upside Potential Ratio
    1.06593
  • Upside part of mean
    0.10523
  • Downside part of mean
    -0.18599
  • Upside SD
    0.06012
  • Downside SD
    0.09872
  • N nonnegative terms
    16.00000
  • N negative terms
    16.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    32.00000
  • Mean of predictor
    0.12659
  • Mean of criterion
    -0.08076
  • SD of predictor
    0.15624
  • SD of criterion
    0.11503
  • Covariance
    0.00394
  • r
    0.21900
  • b (slope, estimate of beta)
    0.16123
  • a (intercept, estimate of alpha)
    -0.10117
  • Mean Square Error
    0.01302
  • DF error
    30.00000
  • t(b)
    1.22934
  • p(b)
    0.11425
  • t(a)
    -1.40888
  • p(a)
    0.91542
  • Lowerbound of 95% confidence interval for beta
    -0.10662
  • Upperbound of 95% confidence interval for beta
    0.42908
  • Lowerbound of 95% confidence interval for alpha
    -0.24783
  • Upperbound of 95% confidence interval for alpha
    0.04548
  • Treynor index (mean / b)
    -0.50091
  • Jensen alpha (a)
    -0.10117
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.05950
  • Expected Shortfall on VaR
    0.07239
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03522
  • Expected Shortfall on VaR
    0.06443
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    32.00000
  • Minimum
    0.91084
  • Quartile 1
    0.98257
  • Median
    1.00091
  • Quartile 3
    1.01690
  • Maximum
    1.07715
  • Mean of quarter 1
    0.95305
  • Mean of quarter 2
    0.99105
  • Mean of quarter 3
    1.00771
  • Mean of quarter 4
    1.03272
  • Inter Quartile Range
    0.03433
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.03125
  • Mean of outliers low
    0.91084
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.03125
  • Mean of outliers high
    1.07715
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -1.07159
  • VaR(95%) (moments method)
    0.04582
  • Expected Shortfall (moments method)
    0.04935
  • Extreme Value Index (regression method)
    -0.21573
  • VaR(95%) (regression method)
    0.05812
  • Expected Shortfall (regression method)
    0.07504
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00984
  • Quartile 1
    0.05745
  • Median
    0.10507
  • Quartile 3
    0.14974
  • Maximum
    0.19442
  • Mean of quarter 1
    0.00984
  • Mean of quarter 2
    0.10507
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.19442
  • Inter Quartile Range
    0.09229
  • 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)
    -0.04930
  • Compounded annual return (geometric extrapolation)
    -0.05148
  • Calmar ratio (compounded annual return / max draw down)
    -0.26480
  • Compounded annual return / average of 25% largest draw downs
    -0.26480
  • Compounded annual return / Expected Shortfall lognormal
    -0.71115
  • 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
    -0.05869
  • SD
    0.16595
  • Sharpe ratio (Glass type estimate)
    -0.35363
  • Sharpe ratio (Hedges UMVUE)
    -0.35326
  • df
    711.00000
  • t
    -0.58296
  • p
    0.71995
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.54262
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.83554
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.54234
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.83582
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.46405
  • Upside Potential Ratio
    5.97019
  • Upside part of mean
    0.75501
  • Downside part of mean
    -0.81370
  • Upside SD
    0.10734
  • Downside SD
    0.12646
  • N nonnegative terms
    375.00000
  • N negative terms
    337.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    712.00000
  • Mean of predictor
    0.14603
  • Mean of criterion
    -0.05869
  • SD of predictor
    0.17370
  • SD of criterion
    0.16595
  • Covariance
    0.00322
  • r
    0.11162
  • b (slope, estimate of beta)
    0.10664
  • a (intercept, estimate of alpha)
    -0.07400
  • Mean Square Error
    0.02723
  • DF error
    710.00000
  • t(b)
    2.99280
  • p(b)
    0.00143
  • t(a)
    -0.74077
  • p(a)
    0.77046
  • Lowerbound of 95% confidence interval for beta
    0.03668
  • Upperbound of 95% confidence interval for beta
    0.17659
  • Lowerbound of 95% confidence interval for alpha
    -0.27107
  • Upperbound of 95% confidence interval for alpha
    0.12255
  • Treynor index (mean / b)
    -0.55032
  • Jensen alpha (a)
    -0.07426
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.07252
  • SD
    0.16669
  • Sharpe ratio (Glass type estimate)
    -0.43504
  • Sharpe ratio (Hedges UMVUE)
    -0.43458
  • df
    711.00000
  • t
    -0.71716
  • p
    0.76324
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.62406
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.75425
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.62373
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.75457
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.56378
  • Upside Potential Ratio
    5.82513
  • Upside part of mean
    0.74927
  • Downside part of mean
    -0.82179
  • Upside SD
    0.10594
  • Downside SD
    0.12863
  • N nonnegative terms
    375.00000
  • N negative terms
    337.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    712.00000
  • Mean of predictor
    0.13098
  • Mean of criterion
    -0.07252
  • SD of predictor
    0.17317
  • SD of criterion
    0.16669
  • Covariance
    0.00331
  • r
    0.11477
  • b (slope, estimate of beta)
    0.11047
  • a (intercept, estimate of alpha)
    -0.08699
  • Mean Square Error
    0.02746
  • DF error
    710.00000
  • t(b)
    3.07844
  • p(b)
    0.00108
  • t(a)
    -0.86443
  • p(a)
    0.80618
  • Lowerbound of 95% confidence interval for beta
    0.04002
  • Upperbound of 95% confidence interval for beta
    0.18093
  • Lowerbound of 95% confidence interval for alpha
    -0.28456
  • Upperbound of 95% confidence interval for alpha
    0.11058
  • Treynor index (mean / b)
    -0.65642
  • Jensen alpha (a)
    -0.08699
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01707
  • Expected Shortfall on VaR
    0.02128
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00677
  • Expected Shortfall on VaR
    0.01451
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    712.00000
  • Minimum
    0.93090
  • Quartile 1
    0.99726
  • Median
    1.00034
  • Quartile 3
    1.00333
  • Maximum
    1.04956
  • Mean of quarter 1
    0.98877
  • Mean of quarter 2
    0.99903
  • Mean of quarter 3
    1.00167
  • Mean of quarter 4
    1.01006
  • Inter Quartile Range
    0.00607
  • Number outliers low
    47.00000
  • Percentage of outliers low
    0.06601
  • Mean of outliers low
    0.97449
  • Number of outliers high
    39.00000
  • Percentage of outliers high
    0.05478
  • Mean of outliers high
    1.02322
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.52006
  • VaR(95%) (moments method)
    0.01031
  • Expected Shortfall (moments method)
    0.02478
  • Extreme Value Index (regression method)
    0.33608
  • VaR(95%) (regression method)
    0.00924
  • Expected Shortfall (regression method)
    0.01712
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00021
  • Quartile 1
    0.00088
  • Median
    0.01220
  • Quartile 3
    0.02867
  • Maximum
    0.21541
  • Mean of quarter 1
    0.00045
  • Mean of quarter 2
    0.00322
  • Mean of quarter 3
    0.02034
  • Mean of quarter 4
    0.12640
  • Inter Quartile Range
    0.02779
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.20000
  • Mean of outliers high
    0.17402
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -22.11850
  • VaR(95%) (moments method)
    0.08625
  • Expected Shortfall (moments method)
    0.08625
  • Extreme Value Index (regression method)
    -1.29378
  • VaR(95%) (regression method)
    0.26669
  • Expected Shortfall (regression method)
    0.28334
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.04201
  • Compounded annual return (geometric extrapolation)
    -0.04363
  • Calmar ratio (compounded annual return / max draw down)
    -0.20255
  • Compounded annual return / average of 25% largest draw downs
    -0.34517
  • Compounded annual return / Expected Shortfall lognormal
    -2.05009
  • 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
    -0.30585
  • SD
    0.18730
  • Sharpe ratio (Glass type estimate)
    -1.63292
  • Sharpe ratio (Hedges UMVUE)
    -1.62348
  • df
    130.00000
  • t
    -1.15465
  • p
    0.55038
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.40880
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.14901
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.40231
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.15534
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.98947
  • Upside Potential Ratio
    5.25898
  • Upside part of mean
    0.80848
  • Downside part of mean
    -1.11432
  • Upside SD
    0.10741
  • Downside SD
    0.15373
  • N nonnegative terms
    72.00000
  • N negative terms
    59.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.11407
  • Mean of criterion
    -0.30585
  • SD of predictor
    0.24081
  • SD of criterion
    0.18730
  • Covariance
    0.00238
  • r
    0.05266
  • b (slope, estimate of beta)
    0.04096
  • a (intercept, estimate of alpha)
    -0.31052
  • Mean Square Error
    0.03526
  • DF error
    129.00000
  • t(b)
    0.59896
  • p(b)
    0.46649
  • t(a)
    -1.16889
  • p(a)
    0.56506
  • Lowerbound of 95% confidence interval for beta
    -0.09434
  • Upperbound of 95% confidence interval for beta
    0.17626
  • Lowerbound of 95% confidence interval for alpha
    -0.83612
  • Upperbound of 95% confidence interval for alpha
    0.21508
  • Treynor index (mean / b)
    -7.46696
  • Jensen alpha (a)
    -0.31052
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.32352
  • SD
    0.18821
  • Sharpe ratio (Glass type estimate)
    -1.71893
  • Sharpe ratio (Hedges UMVUE)
    -1.70899
  • df
    130.00000
  • t
    -1.21547
  • p
    0.55300
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -4.49533
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.06401
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -4.48857
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.07058
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.07391
  • Upside Potential Ratio
    5.14581
  • Upside part of mean
    0.80273
  • Downside part of mean
    -1.12625
  • Upside SD
    0.10591
  • Downside SD
    0.15600
  • N nonnegative terms
    72.00000
  • N negative terms
    59.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.08555
  • Mean of criterion
    -0.32352
  • SD of predictor
    0.23908
  • SD of criterion
    0.18821
  • Covariance
    0.00257
  • r
    0.05718
  • b (slope, estimate of beta)
    0.04501
  • a (intercept, estimate of alpha)
    -0.32737
  • Mean Square Error
    0.03558
  • DF error
    129.00000
  • t(b)
    0.65049
  • p(b)
    0.46362
  • t(a)
    -1.22690
  • p(a)
    0.56824
  • VAR (95 Confidence Intrvl)
    0.01700
  • Lowerbound of 95% confidence interval for beta
    -0.09190
  • Upperbound of 95% confidence interval for beta
    0.18192
  • Lowerbound of 95% confidence interval for alpha
    -0.85530
  • Upperbound of 95% confidence interval for alpha
    0.20056
  • Treynor index (mean / b)
    -7.18747
  • Jensen alpha (a)
    -0.32737
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02015
  • Expected Shortfall on VaR
    0.02490
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00908
  • Expected Shortfall on VaR
    0.01877
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.95796
  • Quartile 1
    0.99629
  • Median
    1.00035
  • Quartile 3
    1.00446
  • Maximum
    1.04950
  • Mean of quarter 1
    0.98469
  • Mean of quarter 2
    0.99867
  • Mean of quarter 3
    1.00231
  • Mean of quarter 4
    1.01019
  • Inter Quartile Range
    0.00816
  • Number outliers low
    11.00000
  • Percentage of outliers low
    0.08397
  • Mean of outliers low
    0.97162
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.03053
  • Mean of outliers high
    1.02756
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.20450
  • VaR(95%) (moments method)
    0.01209
  • Expected Shortfall (moments method)
    0.01987
  • Extreme Value Index (regression method)
    -0.30817
  • VaR(95%) (regression method)
    0.01391
  • Expected Shortfall (regression method)
    0.01765
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.00218
  • Quartile 1
    0.00490
  • Median
    0.00507
  • Quartile 3
    0.01470
  • Maximum
    0.21541
  • Mean of quarter 1
    0.00354
  • Mean of quarter 2
    0.00507
  • Mean of quarter 3
    0.01470
  • Mean of quarter 4
    0.21541
  • Inter Quartile Range
    0.00980
  • 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
    0.21541
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -351349000
  • Max Equity Drawdown (num days)
    6
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.27481
  • Compounded annual return (geometric extrapolation)
    -0.25593
  • Calmar ratio (compounded annual return / max draw down)
    -1.18811
  • Compounded annual return / average of 25% largest draw downs
    -1.18811
  • Compounded annual return / Expected Shortfall lognormal
    -10.28020

Strategy Description

3 Components of the model are
* Hedged Investment. Max risk = cost of long strangle - (Put Strike - Call Strike)
* Capital Preservation
* Income generation (sell Low delta short term options)

Model Involves Option trading
Performance history (Annualized income return)
Sep 2022 to Feb 2024 - 73.2%
Sept 2022 - Dec 2022 - 31.5%
Jan-Dec 2023 - 84.1%
Jan -Feb 2024 - 91.1%

Over all income trade success rate - 86.9%

Investment is about $25K (for long strangle) + buying power for short strangle.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2022-09-09
Suggested Minimum Capital
$35,000
# Trades
475
# Profitable
413
% Profitable
86.9%
Net Dividends
$5
Correlation S&P500
0.110
Sharpe Ratio
-0.40
Sortino Ratio
-0.52
Beta
0.12
Alpha
-0.03
Leverage
2.69 Average
6.21 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

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

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

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

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

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

Latest Activity

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Trade journal

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

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

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

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



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

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

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

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

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

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

Il trading è rischioso

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

Va bene, capito.

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(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.