Collective2 Collective2
Featured Strategy Gold and Silver Followed by live capital $653.9 thousand Hypothetical

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


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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 03/14/2024
Most recent certification approved 3/14/24 11:38 ET
Trades at broker Interactive Brokers (Europe)
Scaling percentage used 100%
# trading signals issued by system since certification 789
# trading signals executed in manager's Interactive Brokers (Europe) account 701
Percent signals followed since 03/14/2024 88.8%
This information was last updated 8/28/25 18:50 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 03/14/2024, 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.

OPTION - INVESTITORE PRO
(147472300)

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Read important disclosures.

Creato da: GiovanniViola2 GiovanniViola2
Started: 02/2024
Options
Last trade: Yesterday

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 $40.00 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.


42.2%
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.

(33.0%)
Max Drawdown
372
Num Trades
33.6%
Win Trades
1.1 : 1
Profit Factor
57.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024       (0.7%)(1.8%)(20.3%)+16.5%+15.5%(8.1%)+18.0%(2.5%)+12.4%+28.8%(4.5%)+52.5%
2025+0.5%(15.3%)+4.3%+12.0%+7.0%(13.9%)+9.4%+11.3%                        +11.5%


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 703 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
7/24/25 10:20 TSLA2519L500 TSLA Dec19'25 500 call LONG 1 5.49 8/27 11:27 10.12 0.51%
Trade id #152407824
Max drawdown($78)
Time8/5/25 0:00
Quant open1
Worst price4.70
Drawdown as % of equity-0.51%
 $461
Includes Typical Broker Commissions trade costs of $2.00
8/26/25 10:38 TSLA2529H365 TSLA Aug29'25 365 call LONG 1 1.10 8/26 12:06 0.75 0.2%
Trade id #152710727
Max drawdown($34)
Time8/26/25 12:04
Quant open1
Worst price0.75
Drawdown as % of equity-0.20%
 ($37)
Includes Typical Broker Commissions trade costs of $2.00
8/26/25 10:38 TSLA2529H350 TSLA Aug29'25 350 call SHORT 1 4.56 8/26 12:06 3.87 0.49%
Trade id #152710722
Max drawdown($83)
Time8/26/25 11:25
Quant open1
Worst price5.40
Drawdown as % of equity-0.49%
 $68
Includes Typical Broker Commissions trade costs of $2.00
8/14/25 12:06 TSLA2519I420 TSLA Sep19'25 420 call LONG 2 2.11 8/25 12:24 2.28 1.57%
Trade id #152609181
Max drawdown($260)
Time8/20/25 0:00
Quant open2
Worst price0.81
Drawdown as % of equity-1.57%
 $31
Includes Typical Broker Commissions trade costs of $2.80
8/15/25 12:47 TSLA2522T300 TSLA Aug22'25 300 put LONG 1 0.76 8/23 9:35 0.00 0.44%
Trade id #152619689
Max drawdown($75)
Time8/22/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-0.44%
 ($77)
Includes Typical Broker Commissions trade costs of $1.00
8/20/25 10:40 TSLA2618F340 TSLA Jun18'26 340 call SHORT 1 56.24 8/20 10:42 56.37 0.08%
Trade id #152649149
Max drawdown($13)
Time8/20/25 10:42
Quant open1
Worst price56.37
Drawdown as % of equity-0.08%
 ($15)
Includes Typical Broker Commissions trade costs of $2.00
8/15/25 10:32 TSLA2618F340 TSLA Jun18'26 340 call LONG 1 66.69 8/20 10:40 56.34 6.25%
Trade id #152617732
Max drawdown($1,063)
Time8/20/25 10:40
Quant open1
Worst price56.05
Drawdown as % of equity-6.25%
 ($1,037)
Includes Typical Broker Commissions trade costs of $2.00
8/8/25 12:53 TSLA2515H370 TSLA Aug15'25 370 call LONG 2 0.63 8/16 9:35 0.00 0.81%
Trade id #152561311
Max drawdown($124)
Time8/15/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.81%
 ($127)
Includes Typical Broker Commissions trade costs of $1.40
8/11/25 13:06 TSLA2515T312.5 TSLA Aug15'25 312.5 put LONG 1 0.56 8/16 9:35 0.00 0.36%
Trade id #152578107
Max drawdown($55)
Time8/15/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-0.36%
 ($57)
Includes Typical Broker Commissions trade costs of $1.00
8/8/25 12:50 TSLA2515H312.5 TSLA Aug15'25 312.5 call SHORT 1 20.14 8/16 9:35 0.00 10.3%
Trade id #152561295
Max drawdown($1,513)
Time8/13/25 0:00
Quant open1
Worst price35.28
Drawdown as % of equity-10.30%
 $2,013
Includes Typical Broker Commissions trade costs of $1.00
8/14/25 9:39 TSLA2515H345 TSLA Aug15'25 345 call LONG 1 1.60 8/16 9:35 0.00 1.03%
Trade id #152606486
Max drawdown($158)
Time8/15/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-1.03%
 ($161)
Includes Typical Broker Commissions trade costs of $1.00
8/8/25 11:06 TSLA2515T300 TSLA Aug15'25 300 put LONG 2 0.78 8/16 9:35 0.00 1%
Trade id #152559074
Max drawdown($154)
Time8/15/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-1.00%
 ($157)
Includes Typical Broker Commissions trade costs of $1.40
8/15/25 9:37 TSLA2515H337.5 TSLA Aug15'25 337.5 call LONG 1 1.77 8/16 9:35 0.00 1.17%
Trade id #152616629
Max drawdown($175)
Time8/15/25 15:02
Quant open1
Worst price0.01
Drawdown as % of equity-1.17%
 ($178)
Includes Typical Broker Commissions trade costs of $1.00
8/8/25 11:04 TSLA2515T335 TSLA Aug15'25 335 put SHORT 1 9.00 8/16 9:35 0.00 2.15%
Trade id #152559002
Max drawdown($329)
Time8/8/25 15:37
Quant open1
Worst price12.30
Drawdown as % of equity-2.15%
 $899
Includes Typical Broker Commissions trade costs of $1.00
8/15/25 10:01 TSLA2515H335 TSLA Aug15'25 335 call LONG 1 1.45 8/16 9:35 0.00 0.95%
Trade id #152617187
Max drawdown($143)
Time8/15/25 15:14
Quant open1
Worst price0.01
Drawdown as % of equity-0.95%
 ($146)
Includes Typical Broker Commissions trade costs of $1.00
8/4/25 10:26 TSLA2515H380 TSLA Aug15'25 380 call LONG 1 0.30 8/16 9:35 0.00 0.2%
Trade id #152510020
Max drawdown($29)
Time8/14/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-0.20%
 ($31)
Includes Typical Broker Commissions trade costs of $1.00
7/8/25 12:13 TSLA2519L305 TSLA Dec19'25 305 call SHORT 1 45.92 8/15 9:52 56.51 13.46%
Trade id #152256919
Max drawdown($2,094)
Time8/11/25 0:00
Quant open1
Worst price66.87
Drawdown as % of equity-13.46%
 ($1,061)
Includes Typical Broker Commissions trade costs of $2.00
7/24/25 10:37 TSLA2519X280 TSLA Dec19'25 280 put SHORT 1 24.25 8/15 9:51 15.19 2.1%
Trade id #152408041
Max drawdown($320)
Time8/1/25 0:00
Quant open1
Worst price27.45
Drawdown as % of equity-2.10%
 $904
Includes Typical Broker Commissions trade costs of $2.00
8/4/25 10:16 TSLA2519X305 TSLA Dec19'25 305 put LONG 1 32.88 8/15 9:51 23.89 8.43%
Trade id #152509840
Max drawdown($1,238)
Time8/13/25 0:00
Quant open1
Worst price20.50
Drawdown as % of equity-8.43%
 ($901)
Includes Typical Broker Commissions trade costs of $2.00
8/7/25 11:59 TSLA2508T305 TSLA Aug8'25 305 put LONG 2 0.35 8/9 9:35 0.00 0.42%
Trade id #152549811
Max drawdown($68)
Time8/8/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.42%
 ($71)
Includes Typical Broker Commissions trade costs of $1.40
7/25/25 12:08 TSLA2508T280 TSLA Aug8'25 280 put LONG 1 1.17 8/9 9:35 0.00 0.72%
Trade id #152421276
Max drawdown($116)
Time8/8/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-0.72%
 ($118)
Includes Typical Broker Commissions trade costs of $1.00
8/4/25 10:21 TSLA2508H340 TSLA Aug8'25 340 call LONG 2 0.38 8/9 9:35 0.00 0.46%
Trade id #152509929
Max drawdown($73)
Time8/8/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.46%
 ($77)
Includes Typical Broker Commissions trade costs of $1.40
7/24/25 10:20 TSLA2508H370 TSLA Aug8'25 370 call LONG 2 1.15 8/9 9:35 0.00 1.48%
Trade id #152407822
Max drawdown($228)
Time8/6/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-1.48%
 ($233)
Includes Typical Broker Commissions trade costs of $2.00
8/4/25 10:21 TSLA2508H310 TSLA Aug8'25 310 call SHORT 1 6.46 8/8 12:50 20.50 12.08%
Trade id #152509931
Max drawdown($1,853)
Time8/8/25 10:49
Quant open1
Worst price25.00
Drawdown as % of equity-12.08%
 ($1,405)
Includes Typical Broker Commissions trade costs of $2.00
7/25/25 12:06 TSLA2508T330 TSLA Aug8'25 330 put SHORT 1 16.96 8/8 11:04 0.97 10.17%
Trade id #152421260
Max drawdown($1,554)
Time8/1/25 0:00
Quant open1
Worst price32.50
Drawdown as % of equity-10.17%
 $1,597
Includes Typical Broker Commissions trade costs of $2.00
7/23/25 10:21 TSLA2519X335 TSLA Dec19'25 335 put LONG 1 43.78 8/4 10:16 49.72 0.54%
Trade id #152395989
Max drawdown($77)
Time7/23/25 11:54
Quant open1
Worst price43.00
Drawdown as % of equity-0.54%
 $592
Includes Typical Broker Commissions trade costs of $2.00
7/25/25 12:08 TSLA2501T300 TSLA Aug1'25 300 put LONG 1 1.73 8/2 9:35 0.00 1.13%
Trade id #152421283
Max drawdown($172)
Time8/1/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-1.13%
 ($174)
Includes Typical Broker Commissions trade costs of $1.00
7/22/25 12:19 TSLA2525S305 TSLA Jul25'25 305 put LONG 1 2.89 7/26 9:35 0.00 1.89%
Trade id #152387248
Max drawdown($288)
Time7/25/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-1.89%
 ($290)
Includes Typical Broker Commissions trade costs of $1.00
7/8/25 12:13 TSLA2525G350 TSLA Jul25'25 350 call LONG 2 3.77 7/26 9:35 0.00 4.93%
Trade id #152256917
Max drawdown($752)
Time7/25/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-4.93%
 ($755)
Includes Typical Broker Commissions trade costs of $1.40
7/22/25 12:18 TSLA2525S330 TSLA Jul25'25 330 put SHORT 1 11.42 7/25 12:06 10.05 12.2%
Trade id #152387235
Max drawdown($1,780)
Time7/24/25 0:00
Quant open1
Worst price29.22
Drawdown as % of equity-12.20%
 $135
Includes Typical Broker Commissions trade costs of $2.00

Successivo

Statistics

  • Strategy began
    2/28/2024
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    547.28
  • Age
    18 months ago
  • What it trades
    Options
  • # Trades
    372
  • # Profitable
    125
  • % Profitable
    33.60%
  • Avg trade duration
    11.9 days
  • Max peak-to-valley drawdown
    33%
  • drawdown period
    Dec 20, 2024 - April 09, 2025
  • Annual Return (Compounded)
    42.2%
  • Avg win
    $935.58
  • Avg loss
    $440.68
  • Model Account Values (Raw)
  • Cash
    $9,195
  • Margin Used
    $0
  • Buying Power
    $12,149
  • Ratios
  • W:L ratio
    1.07:1
  • Sharpe Ratio
    0.73
  • Sortino Ratio
    1.19
  • Calmar Ratio
    2.333
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    41.78%
  • Correlation to SP500
    0.12450
  • Return Percent SP500 (cumu) during strategy life
    28.03%
  • Return Statistics
  • Ann Return (w trading costs)
    42.2%
  • Slump
  • Current Slump as Pcnt Equity
    12.00%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.01%
  • Instruments
  • Short Options - Percent Covered
    36.72%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.422%
  • Instruments
  • Percent Trades Options
    0.92%
  • Percent Trades Stocks
    0.09%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    54.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    75.00%
  • Chance of 20% account loss
    54.50%
  • Chance of 30% account loss
    27.00%
  • Chance of 40% account loss
    18.00%
  • 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
    4.50%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    893
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    270
  • Popularity (7 days, Percentile 1000 scale)
    576
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $441
  • Avg Win
    $944
  • Sum Trade PL (losers)
    $108,848.000
  • Age
  • Num Months filled monthly returns table
    19
  • Win / Loss
  • Sum Trade PL (winners)
    $118,003.000
  • # Winners
    125
  • Num Months Winners
    11
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    1269130
  • Win / Loss
  • # Losers
    247
  • % Winners
    33.6%
  • Frequency
  • Avg Position Time (mins)
    17188.90
  • Avg Position Time (hrs)
    286.48
  • Avg Trade Length
    11.9 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    12.41
  • Daily leverage (max)
    37.71
  • Regression
  • Alpha
    0.12
  • Beta
    0.43
  • Treynor Index
    0.33
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.05
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.59
  • MAE:Equity, average, winning trades
    0.05
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - All trades
    33.754
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.571
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.364
  • Hold-and-Hope Ratio
    0.037
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45743
  • SD
    0.41180
  • Sharpe ratio (Glass type estimate)
    1.11081
  • Sharpe ratio (Hedges UMVUE)
    1.05416
  • df
    15.00000
  • t
    1.28265
  • p
    0.30320
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.64911
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.83592
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.68463
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.79295
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.54353
  • Upside Potential Ratio
    4.12317
  • Upside part of mean
    0.74152
  • Downside part of mean
    -0.28409
  • Upside SD
    0.37958
  • Downside SD
    0.17984
  • N nonnegative terms
    10.00000
  • N negative terms
    6.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    16.00000
  • Mean of predictor
    0.16773
  • Mean of criterion
    0.45743
  • SD of predictor
    0.15791
  • SD of criterion
    0.41180
  • Covariance
    0.03942
  • r
    0.60616
  • b (slope, estimate of beta)
    1.58080
  • a (intercept, estimate of alpha)
    0.19228
  • Mean Square Error
    0.11494
  • DF error
    14.00000
  • t(b)
    2.85162
  • p(b)
    0.19692
  • t(a)
    0.62434
  • p(a)
    0.41771
  • Lowerbound of 95% confidence interval for beta
    0.39183
  • Upperbound of 95% confidence interval for beta
    2.76976
  • Lowerbound of 95% confidence interval for alpha
    -0.46826
  • Upperbound of 95% confidence interval for alpha
    0.85282
  • Treynor index (mean / b)
    0.28937
  • Jensen alpha (a)
    0.19228
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.37580
  • SD
    0.39074
  • Sharpe ratio (Glass type estimate)
    0.96178
  • Sharpe ratio (Hedges UMVUE)
    0.91273
  • df
    15.00000
  • t
    1.11056
  • p
    0.32677
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.78481
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.67784
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.81578
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.64125
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.94830
  • Upside Potential Ratio
    3.50958
  • Upside part of mean
    0.67695
  • Downside part of mean
    -0.30115
  • Upside SD
    0.34307
  • Downside SD
    0.19289
  • N nonnegative terms
    10.00000
  • N negative terms
    6.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    16.00000
  • Mean of predictor
    0.15484
  • Mean of criterion
    0.37580
  • SD of predictor
    0.15581
  • SD of criterion
    0.39074
  • Covariance
    0.03677
  • r
    0.60392
  • b (slope, estimate of beta)
    1.51452
  • a (intercept, estimate of alpha)
    0.14130
  • Mean Square Error
    0.10392
  • DF error
    14.00000
  • t(b)
    2.83506
  • p(b)
    0.19804
  • t(a)
    0.48528
  • p(a)
    0.43569
  • Lowerbound of 95% confidence interval for beta
    0.36875
  • Upperbound of 95% confidence interval for beta
    2.66029
  • Lowerbound of 95% confidence interval for alpha
    -0.48320
  • Upperbound of 95% confidence interval for alpha
    0.76580
  • Treynor index (mean / b)
    0.24813
  • Jensen alpha (a)
    0.14130
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.14291
  • Expected Shortfall on VaR
    0.18167
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04467
  • Expected Shortfall on VaR
    0.09444
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    16.00000
  • Minimum
    0.84936
  • Quartile 1
    0.98336
  • Median
    1.00623
  • Quartile 3
    1.11004
  • Maximum
    1.25378
  • Mean of quarter 1
    0.91396
  • Mean of quarter 2
    0.99713
  • Mean of quarter 3
    1.04021
  • Mean of quarter 4
    1.21050
  • Inter Quartile Range
    0.12668
  • 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)
    -0.57550
  • VaR(95%) (moments method)
    0.07380
  • Expected Shortfall (moments method)
    0.08913
  • Extreme Value Index (regression method)
    -0.80765
  • VaR(95%) (regression method)
    0.11983
  • Expected Shortfall (regression method)
    0.13665
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.04045
  • Quartile 1
    0.09012
  • Median
    0.13980
  • Quartile 3
    0.14522
  • Maximum
    0.15064
  • Mean of quarter 1
    0.04045
  • Mean of quarter 2
    0.13980
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.15064
  • Inter Quartile Range
    0.05510
  • 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)
    0.53479
  • Compounded annual return (geometric extrapolation)
    0.49737
  • Calmar ratio (compounded annual return / max draw down)
    3.30171
  • Compounded annual return / average of 25% largest draw downs
    3.30171
  • Compounded annual return / Expected Shortfall lognormal
    2.73777
  • 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
    0.58693
  • SD
    0.52816
  • Sharpe ratio (Glass type estimate)
    1.11128
  • Sharpe ratio (Hedges UMVUE)
    1.10895
  • df
    358.00000
  • t
    1.30083
  • p
    0.09708
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.56582
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.78688
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.56739
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.78529
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.93020
  • Upside Potential Ratio
    9.06766
  • Upside part of mean
    2.75729
  • Downside part of mean
    -2.17035
  • Upside SD
    0.43247
  • Downside SD
    0.30408
  • N nonnegative terms
    184.00000
  • N negative terms
    175.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    359.00000
  • Mean of predictor
    0.16967
  • Mean of criterion
    0.58693
  • SD of predictor
    0.17931
  • SD of criterion
    0.52816
  • Covariance
    0.01182
  • r
    0.12480
  • b (slope, estimate of beta)
    0.36760
  • a (intercept, estimate of alpha)
    0.52500
  • Mean Square Error
    0.27538
  • DF error
    357.00000
  • t(b)
    2.37663
  • p(b)
    0.00900
  • t(a)
    1.16811
  • p(a)
    0.12177
  • Lowerbound of 95% confidence interval for beta
    0.06342
  • Upperbound of 95% confidence interval for beta
    0.67178
  • Lowerbound of 95% confidence interval for alpha
    -0.35859
  • Upperbound of 95% confidence interval for alpha
    1.40771
  • Treynor index (mean / b)
    1.59667
  • Jensen alpha (a)
    0.52456
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45264
  • SD
    0.51367
  • Sharpe ratio (Glass type estimate)
    0.88119
  • Sharpe ratio (Hedges UMVUE)
    0.87934
  • df
    358.00000
  • t
    1.03149
  • p
    0.15150
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.79504
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.55623
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.79626
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.55495
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.42920
  • Upside Potential Ratio
    8.43538
  • Upside part of mean
    2.67155
  • Downside part of mean
    -2.21891
  • Upside SD
    0.40447
  • Downside SD
    0.31671
  • N nonnegative terms
    184.00000
  • N negative terms
    175.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    359.00000
  • Mean of predictor
    0.15366
  • Mean of criterion
    0.45264
  • SD of predictor
    0.17861
  • SD of criterion
    0.51367
  • Covariance
    0.01177
  • r
    0.12834
  • b (slope, estimate of beta)
    0.36910
  • a (intercept, estimate of alpha)
    0.39592
  • Mean Square Error
    0.26024
  • DF error
    357.00000
  • t(b)
    2.44518
  • p(b)
    0.00748
  • t(a)
    0.90721
  • p(a)
    0.18245
  • Lowerbound of 95% confidence interval for beta
    0.07224
  • Upperbound of 95% confidence interval for beta
    0.66597
  • Lowerbound of 95% confidence interval for alpha
    -0.46235
  • Upperbound of 95% confidence interval for alpha
    1.25419
  • Treynor index (mean / b)
    1.22632
  • Jensen alpha (a)
    0.39592
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04922
  • Expected Shortfall on VaR
    0.06168
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01860
  • Expected Shortfall on VaR
    0.03825
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    359.00000
  • Minimum
    0.86286
  • Quartile 1
    0.98977
  • Median
    1.00046
  • Quartile 3
    1.00892
  • Maximum
    1.29816
  • Mean of quarter 1
    0.97144
  • Mean of quarter 2
    0.99574
  • Mean of quarter 3
    1.00442
  • Mean of quarter 4
    1.03781
  • Inter Quartile Range
    0.01915
  • Number outliers low
    15.00000
  • Percentage of outliers low
    0.04178
  • Mean of outliers low
    0.93035
  • Number of outliers high
    32.00000
  • Percentage of outliers high
    0.08914
  • Mean of outliers high
    1.06932
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.37081
  • VaR(95%) (moments method)
    0.02884
  • Expected Shortfall (moments method)
    0.05307
  • Extreme Value Index (regression method)
    0.33323
  • VaR(95%) (regression method)
    0.02382
  • Expected Shortfall (regression method)
    0.03994
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    18.00000
  • Minimum
    0.00062
  • Quartile 1
    0.01185
  • Median
    0.03440
  • Quartile 3
    0.11933
  • Maximum
    0.26445
  • Mean of quarter 1
    0.00472
  • Mean of quarter 2
    0.02304
  • Mean of quarter 3
    0.05724
  • Mean of quarter 4
    0.21772
  • Inter Quartile Range
    0.10749
  • 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)
    -20.14480
  • VaR(95%) (moments method)
    0.21280
  • Expected Shortfall (moments method)
    0.21280
  • Extreme Value Index (regression method)
    -2.42653
  • VaR(95%) (regression method)
    0.25816
  • Expected Shortfall (regression method)
    0.25980
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.68004
  • Compounded annual return (geometric extrapolation)
    0.61696
  • Calmar ratio (compounded annual return / max draw down)
    2.33298
  • Compounded annual return / average of 25% largest draw downs
    2.83375
  • Compounded annual return / Expected Shortfall lognormal
    10.00280
  • 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
    0.54806
  • SD
    0.50099
  • Sharpe ratio (Glass type estimate)
    1.09396
  • Sharpe ratio (Hedges UMVUE)
    1.08763
  • df
    130.00000
  • t
    0.77354
  • p
    0.46616
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.68309
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.86690
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.68732
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.86259
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.87016
  • Upside Potential Ratio
    9.80574
  • Upside part of mean
    2.87361
  • Downside part of mean
    -2.32555
  • Upside SD
    0.40538
  • Downside SD
    0.29305
  • N nonnegative terms
    65.00000
  • N negative terms
    66.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.15621
  • Mean of criterion
    0.54806
  • SD of predictor
    0.23783
  • SD of criterion
    0.50099
  • Covariance
    0.04534
  • r
    0.38055
  • b (slope, estimate of beta)
    0.80161
  • a (intercept, estimate of alpha)
    0.42284
  • Mean Square Error
    0.21630
  • DF error
    129.00000
  • t(b)
    4.67392
  • p(b)
    0.26371
  • t(a)
    0.64234
  • p(a)
    0.46407
  • Lowerbound of 95% confidence interval for beta
    0.46228
  • Upperbound of 95% confidence interval for beta
    1.14094
  • Lowerbound of 95% confidence interval for alpha
    -0.87957
  • Upperbound of 95% confidence interval for alpha
    1.72525
  • Treynor index (mean / b)
    0.68369
  • Jensen alpha (a)
    0.42284
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.42548
  • SD
    0.49390
  • Sharpe ratio (Glass type estimate)
    0.86147
  • Sharpe ratio (Hedges UMVUE)
    0.85650
  • df
    130.00000
  • t
    0.60916
  • p
    0.47332
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.91388
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.63369
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.91726
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.63026
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.40599
  • Upside Potential Ratio
    9.23795
  • Upside part of mean
    2.79560
  • Downside part of mean
    -2.37011
  • Upside SD
    0.38883
  • Downside SD
    0.30262
  • N nonnegative terms
    65.00000
  • N negative terms
    66.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.12838
  • Mean of criterion
    0.42548
  • SD of predictor
    0.23607
  • SD of criterion
    0.49390
  • Covariance
    0.04545
  • r
    0.38976
  • b (slope, estimate of beta)
    0.81544
  • a (intercept, estimate of alpha)
    0.32080
  • Mean Square Error
    0.20848
  • DF error
    129.00000
  • t(b)
    4.80702
  • p(b)
    0.25830
  • t(a)
    0.49652
  • p(a)
    0.47220
  • VAR (95 Confidence Intrvl)
    0.04900
  • Lowerbound of 95% confidence interval for beta
    0.47981
  • Upperbound of 95% confidence interval for beta
    1.15107
  • Lowerbound of 95% confidence interval for alpha
    -0.95752
  • Upperbound of 95% confidence interval for alpha
    1.59912
  • Treynor index (mean / b)
    0.52178
  • Jensen alpha (a)
    0.32080
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04741
  • Expected Shortfall on VaR
    0.05941
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02056
  • Expected Shortfall on VaR
    0.04011
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.88736
  • Quartile 1
    0.98799
  • Median
    0.99980
  • Quartile 3
    1.00967
  • Maximum
    1.13687
  • Mean of quarter 1
    0.97067
  • Mean of quarter 2
    0.99430
  • Mean of quarter 3
    1.00476
  • Mean of quarter 4
    1.03914
  • Inter Quartile Range
    0.02168
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.03817
  • Mean of outliers low
    0.93223
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.06107
  • Mean of outliers high
    1.08406
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.11037
  • VaR(95%) (moments method)
    0.02793
  • Expected Shortfall (moments method)
    0.04022
  • Extreme Value Index (regression method)
    0.19718
  • VaR(95%) (regression method)
    0.02778
  • Expected Shortfall (regression method)
    0.04202
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    9.00000
  • Minimum
    0.00062
  • Quartile 1
    0.03076
  • Median
    0.04893
  • Quartile 3
    0.12984
  • Maximum
    0.16228
  • Mean of quarter 1
    0.01253
  • Mean of quarter 2
    0.04008
  • Mean of quarter 3
    0.10883
  • Mean of quarter 4
    0.16020
  • Inter Quartile Range
    0.09909
  • 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)
    -130.12900
  • VaR(95%) (moments method)
    0.15732
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -3.76520
  • VaR(95%) (regression method)
    0.19890
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.19896
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -387594000
  • Max Equity Drawdown (num days)
    110
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.50889
  • Compounded annual return (geometric extrapolation)
    0.57364
  • Calmar ratio (compounded annual return / max draw down)
    3.53487
  • Compounded annual return / average of 25% largest draw downs
    3.58076
  • Compounded annual return / Expected Shortfall lognormal
    9.65492

Strategy Description

Trade this strategy at Tradier

Summary Statistics


Strategy began
2024-02-28
Suggested Minimum Capital
$35,000
# Trades
372
# Profitable
125
% Profitable
33.6%
Correlation S&P500
0.124
Sharpe Ratio
0.73
Sortino Ratio
1.19
Beta
0.43
Alpha
0.12
Leverage
12.41 Average
37.71 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

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

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

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

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

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

Latest Activity

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subscribed on started simulation #SUBSCRIBEDDATE#

Trade journal

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

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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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