Collective2 Collective2
Featured Strategy SK Trader Followed by live capital $39,700 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 09/10/2024
Most recent certification approved 9/10/24 9:33 ET
Trades at broker Israel Interactive READ-ONLY
Scaling percentage used 100%
# trading signals issued by system since certification 985
# trading signals executed in manager's Israel Interactive READ-ONLY account 985
Percent signals followed since 09/10/2024 100%
This information was last updated 6/17/25 18:28 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 09/10/2024, 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.

Tal Ben Avraham
(149321816)

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Read important disclosures.

Creato da: TalBenAvraham TalBenAvraham
Started: 09/2024
Stocks
Last trade: Today
Trading style: Equity Momentum

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 $29.00 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: Equity
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).

-4.3%
Cumul. Return

Calcolo del rendimento

Panoramica

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

Come si calcola il tasso di rendimento cumulativo

= (Patrimonio_finale - Patrimonio_iniziale) / Patrimonio_iniziale

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

Tutti i risultati sono ipotetici.

(59.2%)
Max Drawdown
302
Num Trades
89.7%
Win Trades
1.0 : 1
Profit Factor
70.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                        +2.1%+2.3%+15.7%(45.8%)(34.5%)
2025+24.8%+3.9%(2.5%)(6.1%)+16.8%+5.5%                                    +46.2%


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 985 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
6/13/25 15:45 UPRO PROSHARES ULTRAPRO S&P 500 LONG 800 82.00 6/13 15:59 82.45 0.02%
Trade id #152052432
Max drawdown($48)
Time6/13/25 15:53
Quant open800
Worst price81.94
Drawdown as % of equity-0.02%
 $355
Includes Typical Broker Commissions trade costs of $5.00
6/13/25 14:30 UPRO PROSHARES ULTRAPRO S&P 500 LONG 1,600 82.26 6/13 14:55 82.45 0.26%
Trade id #152051798
Max drawdown($612)
Time6/13/25 14:38
Quant open1,600
Worst price81.88
Drawdown as % of equity-0.26%
 $294
Includes Typical Broker Commissions trade costs of $10.00
6/13/25 10:40 BITX VOLATILITY SHARES TRUST 2X BITCOIN STRATEGY ETF LONG 2,000 52.12 6/13 10:45 52.27 n/a $300
Includes Typical Broker Commissions trade costs of $7.50
6/13/25 4:08 UPRO PROSHARES ULTRAPRO S&P 500 LONG 800 82.41 6/13 7:58 83.13 n/a $571
Includes Typical Broker Commissions trade costs of $5.00
6/12/25 6:39 UPRO PROSHARES ULTRAPRO S&P 500 LONG 500 83.20 6/12 12:36 85.08 n/a $930
Includes Typical Broker Commissions trade costs of $10.00
6/9/25 9:56 TSLA TESLA INC. LONG 1,369 291.68 6/9 10:00 293.17 n/a $2,035
Includes Typical Broker Commissions trade costs of $8.69
6/5/25 14:37 TSLA TESLA INC. LONG 1,568 295.30 6/6 11:25 300.09 14.73%
Trade id #151935446
Max drawdown($33,507)
Time6/5/25 15:19
Quant open1,350
Worst price273.21
Drawdown as % of equity-14.73%
 $7,500
Includes Typical Broker Commissions trade costs of $20.36
6/5/25 13:28 TSLA TESLA INC. SHORT 992 303.74 6/5 13:29 303.66 n/a $71
Includes Typical Broker Commissions trade costs of $5.00
6/5/25 13:12 TSLA TESLA INC. SHORT 982 306.06 6/5 13:12 305.53 n/a $517
Includes Typical Broker Commissions trade costs of $5.00
5/30/25 12:30 UPRO PROSHARES ULTRAPRO S&P 500 LONG 2,400 77.65 5/30 14:11 79.01 0.42%
Trade id #151876556
Max drawdown($930)
Time5/30/25 12:34
Quant open2,400
Worst price77.26
Drawdown as % of equity-0.42%
 $3,267
Includes Typical Broker Commissions trade costs of $8.50
5/15/25 13:33 UPRO PROSHARES ULTRAPRO S&P 500 LONG 2,382 78.29 5/27 13:26 80.27 4.19%
Trade id #151738023
Max drawdown($9,025)
Time5/23/25 0:00
Quant open1,712
Worst price74.48
Drawdown as % of equity-4.19%
 $4,689
Includes Typical Broker Commissions trade costs of $16.32
5/15/25 10:52 UPRO PROSHARES ULTRAPRO S&P 500 LONG 1,265 79.08 5/15 13:16 80.73 n/a $2,087
Includes Typical Broker Commissions trade costs of $5.00
5/15/25 10:52 BITX VOLATILITY SHARES TRUST 2X BITCOIN STRATEGY ETF LONG 3,211 50.74 5/15 13:15 52.96 n/a $7,125
Includes Typical Broker Commissions trade costs of $5.00
5/15/25 9:36 UNH UNITEDHEALTH GROUP LONG 2,864 259.93 5/15 10:44 251.17 11.25%
Trade id #151732518
Max drawdown($26,426)
Time5/15/25 10:41
Quant open2,467
Worst price250.59
Drawdown as % of equity-11.25%
 ($25,116)
Includes Typical Broker Commissions trade costs of $19.31
3/26/25 10:02 UPRO PROSHARES ULTRAPRO S&P 500 LONG 3,158 79.05 5/13 10:25 78.32 74.44%
Trade id #151194867
Max drawdown($104,737)
Time4/7/25 0:00
Quant open3,158
Worst price45.88
Drawdown as % of equity-74.44%
 ($2,307)
Includes Typical Broker Commissions trade costs of $20.00
2/18/25 9:49 COIN COINBASE GLOBAL INC. CLASS A LONG 250 229.41 5/13 4:05 228.23 15.43%
Trade id #150892668
Max drawdown($21,708)
Time4/7/25 0:00
Quant open250
Worst price142.58
Drawdown as % of equity-15.43%
 ($301)
Includes Typical Broker Commissions trade costs of $5.00
3/26/25 10:18 OKLO OKLO INC LONG 9,817 26.43 3/26 11:55 26.00 2.14%
Trade id #151195047
Max drawdown($4,990)
Time3/26/25 11:54
Quant open9,365
Worst price25.90
Drawdown as % of equity-2.14%
 ($4,271)
Includes Typical Broker Commissions trade costs of $14.52
3/26/25 10:02 OKLO OKLO INC LONG 1,258 28.06 3/26 10:06 28.29 0.01%
Trade id #151194870
Max drawdown($12)
Time3/26/25 10:05
Quant open1,258
Worst price28.05
Drawdown as % of equity-0.01%
 $280
Includes Typical Broker Commissions trade costs of $5.00
3/25/25 9:36 OKLO OKLO INC LONG 19,156 29.31 3/25 13:47 29.39 7.47%
Trade id #151180696
Max drawdown($17,633)
Time3/25/25 11:29
Quant open10,656
Worst price27.66
Drawdown as % of equity-7.47%
 $1,379
Includes Typical Broker Commissions trade costs of $30.00
3/20/25 12:23 UPRO PROSHARES ULTRAPRO S&P 500 LONG 2,638 75.60 3/25 11:30 78.06 1.81%
Trade id #151146854
Max drawdown($3,980)
Time3/21/25 0:00
Quant open1,298
Worst price73.98
Drawdown as % of equity-1.81%
 $6,465
Includes Typical Broker Commissions trade costs of $15.00
3/21/25 9:36 OKLO OKLO INC LONG 3,696 26.40 3/21 12:45 27.40 0.41%
Trade id #151153683
Max drawdown($900)
Time3/21/25 9:39
Quant open3,696
Worst price26.16
Drawdown as % of equity-0.41%
 $3,664
Includes Typical Broker Commissions trade costs of $5.00
3/20/25 13:32 OKLO OKLO INC LONG 7,248 27.63 3/20 15:36 27.69 1.34%
Trade id #151147606
Max drawdown($2,925)
Time3/20/25 14:44
Quant open7,248
Worst price27.23
Drawdown as % of equity-1.34%
 $432
Includes Typical Broker Commissions trade costs of $7.50
3/20/25 13:08 OKLO OKLO INC LONG 3,567 28.05 3/20 13:10 28.31 n/a $915
Includes Typical Broker Commissions trade costs of $5.00
3/20/25 11:41 OKLO OKLO INC LONG 9,176 29.54 3/20 11:49 29.60 0.82%
Trade id #151145512
Max drawdown($1,792)
Time3/20/25 11:45
Quant open9,176
Worst price29.34
Drawdown as % of equity-0.82%
 $518
Includes Typical Broker Commissions trade costs of $9.26
3/20/25 11:35 UPRO PROSHARES ULTRAPRO S&P 500 LONG 900 77.41 3/20 11:37 77.49 n/a $65
Includes Typical Broker Commissions trade costs of $5.00
3/3/25 15:03 UPRO PROSHARES ULTRAPRO S&P 500 LONG 4,493 76.69 3/20 11:08 77.16 7.25%
Trade id #151000110
Max drawdown($15,023)
Time3/13/25 0:00
Quant open1,921
Worst price70.46
Drawdown as % of equity-7.25%
 $2,061
Includes Typical Broker Commissions trade costs of $39.93
3/18/25 10:08 OKLO OKLO INC LONG 1,144 26.46 3/18 10:31 26.53 0.14%
Trade id #151124674
Max drawdown($296)
Time3/18/25 10:19
Quant open1,144
Worst price26.20
Drawdown as % of equity-0.14%
 $76
Includes Typical Broker Commissions trade costs of $5.00
3/13/25 9:51 OKLO OKLO INC LONG 10,101 24.95 3/13 10:22 25.35 2.26%
Trade id #151089496
Max drawdown($4,678)
Time3/13/25 10:00
Quant open3,909
Worst price24.40
Drawdown as % of equity-2.26%
 $4,030
Includes Typical Broker Commissions trade costs of $10.00
3/3/25 15:03 OKLO OKLO INC LONG 5,418 27.40 3/11 11:19 28.15 2.37%
Trade id #151000112
Max drawdown($4,803)
Time3/11/25 9:31
Quant open1,243
Worst price23.54
Drawdown as % of equity-2.37%
 $4,010
Includes Typical Broker Commissions trade costs of $37.21
2/27/25 15:07 UPRO PROSHARES ULTRAPRO S&P 500 LONG 573 87.35 2/28 10:31 87.40 0.62%
Trade id #150972969
Max drawdown($1,289)
Time2/28/25 9:34
Quant open573
Worst price85.10
Drawdown as % of equity-0.62%
 $22
Includes Typical Broker Commissions trade costs of $5.00

Successivo

Statistics

  • Strategy began
    9/9/2024
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    281.35
  • Age
    9 months ago
  • What it trades
    Stocks
  • # Trades
    302
  • # Profitable
    271
  • % Profitable
    89.70%
  • Avg trade duration
    1.4 days
  • Max peak-to-valley drawdown
    59.17%
  • drawdown period
    Dec 13, 2024 - April 08, 2025
  • Cumul. Return
    -4.3%
  • Avg win
    $667.77
  • Avg loss
    $6,142
  • Model Account Values (Raw)
  • Cash
    $192,435
  • Margin Used
    ($16,530)
  • Buying Power
    $208,909
  • Ratios
  • W:L ratio
    0.96:1
  • Sharpe Ratio
    0.14
  • Sortino Ratio
    0.18
  • Calmar Ratio
    -0.076
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -13.61%
  • Correlation to SP500
    0.58010
  • Return Percent SP500 (cumu) during strategy life
    9.71%
  • Return Statistics
  • Ann Return (w trading costs)
    -5.4%
  • Slump
  • Current Slump as Pcnt Equity
    31.00%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.66%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.043%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -4.1%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    763
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    931
  • Popularity (7 days, Percentile 1000 scale)
    497
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $6,143
  • Avg Win
    $668
  • Sum Trade PL (losers)
    $190,429.000
  • Age
  • Num Months filled monthly returns table
    10
  • Win / Loss
  • Sum Trade PL (winners)
    $180,967.000
  • # Winners
    271
  • Num Months Winners
    7
  • Dividends
  • Dividends Received in Model Acct
    1435
  • AUM
  • AUM (AutoTrader live capital)
    239980
  • Win / Loss
  • # Losers
    31
  • % Winners
    89.7%
  • Frequency
  • Avg Position Time (mins)
    1953.23
  • Avg Position Time (hrs)
    32.55
  • Avg Trade Length
    1.4 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.80
  • Daily leverage (max)
    6.45
  • Regression
  • Alpha
    -0.03
  • Beta
    1.62
  • Treynor Index
    0.02
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.58
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.08
  • Avg(MAE) / Avg(PL) - All trades
    -11.195
  • 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
    0.11
  • Avg(MAE) / Avg(PL) - Winning trades
    2.154
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.116
  • Hold-and-Hope Ratio
    -0.089
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.14538
  • SD
    0.68120
  • Sharpe ratio (Glass type estimate)
    0.21342
  • Sharpe ratio (Hedges UMVUE)
    0.19265
  • df
    8.00000
  • t
    0.18482
  • p
    0.42898
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.05857
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.47242
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.07248
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.45779
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.32047
  • Upside Potential Ratio
    1.93599
  • Upside part of mean
    0.87824
  • Downside part of mean
    -0.73286
  • Upside SD
    0.45656
  • Downside SD
    0.45364
  • N nonnegative terms
    6.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    9.00000
  • Mean of predictor
    0.10625
  • Mean of criterion
    0.14538
  • SD of predictor
    0.18722
  • SD of criterion
    0.68120
  • Covariance
    0.08591
  • r
    0.67365
  • b (slope, estimate of beta)
    2.45107
  • a (intercept, estimate of alpha)
    -0.11503
  • Mean Square Error
    0.28966
  • DF error
    7.00000
  • t(b)
    2.41163
  • p(b)
    0.02333
  • t(a)
    -0.18237
  • p(a)
    0.56977
  • Lowerbound of 95% confidence interval for beta
    0.04776
  • Upperbound of 95% confidence interval for beta
    4.85438
  • Lowerbound of 95% confidence interval for alpha
    -1.60658
  • Upperbound of 95% confidence interval for alpha
    1.37651
  • Treynor index (mean / b)
    0.05931
  • Jensen alpha (a)
    -0.11503
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.07361
  • SD
    0.71817
  • Sharpe ratio (Glass type estimate)
    -0.10250
  • Sharpe ratio (Hedges UMVUE)
    -0.09253
  • df
    8.00000
  • t
    -0.08877
  • p
    0.53428
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.36313
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.16433
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.35615
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.17110
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.13419
  • Upside Potential Ratio
    1.43967
  • Upside part of mean
    0.78977
  • Downside part of mean
    -0.86338
  • Upside SD
    0.39746
  • Downside SD
    0.54858
  • N nonnegative terms
    6.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    9.00000
  • Mean of predictor
    0.09002
  • Mean of criterion
    -0.07361
  • SD of predictor
    0.18773
  • SD of criterion
    0.71817
  • Covariance
    0.08456
  • r
    0.62722
  • b (slope, estimate of beta)
    2.39948
  • a (intercept, estimate of alpha)
    -0.28961
  • Mean Square Error
    0.35755
  • DF error
    7.00000
  • t(b)
    2.13069
  • p(b)
    0.03530
  • t(a)
    -0.41499
  • p(a)
    0.65471
  • Lowerbound of 95% confidence interval for beta
    -0.26346
  • Upperbound of 95% confidence interval for beta
    5.06241
  • Lowerbound of 95% confidence interval for alpha
    -1.93980
  • Upperbound of 95% confidence interval for alpha
    1.36058
  • Treynor index (mean / b)
    -0.03068
  • Jensen alpha (a)
    -0.28961
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.29329
  • Expected Shortfall on VaR
    0.35008
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.10632
  • Expected Shortfall on VaR
    0.22746
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    9.00000
  • Minimum
    0.64493
  • Quartile 1
    0.96996
  • Median
    1.03183
  • Quartile 3
    1.09444
  • Maximum
    1.36019
  • Mean of quarter 1
    0.81911
  • Mean of quarter 2
    1.02498
  • Mean of quarter 3
    1.06346
  • Mean of quarter 4
    1.24788
  • Inter Quartile Range
    0.12448
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.11111
  • Mean of outliers low
    0.64493
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.11111
  • Mean of outliers high
    1.36019
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -10.33440
  • VaR(95%) (moments method)
    0.09803
  • Expected Shortfall (moments method)
    0.09803
  • Extreme Value Index (regression method)
    -0.36863
  • VaR(95%) (regression method)
    0.41838
  • Expected Shortfall (regression method)
    0.53016
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.42323
  • Quartile 1
    0.42323
  • Median
    0.42323
  • Quartile 3
    0.42323
  • Maximum
    0.42323
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.04493
  • Compounded annual return (geometric extrapolation)
    -0.04468
  • Calmar ratio (compounded annual return / max draw down)
    -0.10556
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -0.12762
  • 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
    0.10530
  • SD
    0.58044
  • Sharpe ratio (Glass type estimate)
    0.18141
  • Sharpe ratio (Hedges UMVUE)
    0.18072
  • df
    198.00000
  • t
    0.15810
  • p
    0.49438
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.06773
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.43024
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.06826
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.42970
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.22578
  • Upside Potential Ratio
    5.54683
  • Upside part of mean
    2.58690
  • Downside part of mean
    -2.48160
  • Upside SD
    0.34315
  • Downside SD
    0.46637
  • N nonnegative terms
    127.00000
  • N negative terms
    72.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    199.00000
  • Mean of predictor
    0.11140
  • Mean of criterion
    0.10530
  • SD of predictor
    0.20910
  • SD of criterion
    0.58044
  • Covariance
    0.07077
  • r
    0.58310
  • b (slope, estimate of beta)
    1.61861
  • a (intercept, estimate of alpha)
    -0.07500
  • Mean Square Error
    0.22348
  • DF error
    197.00000
  • t(b)
    10.07410
  • p(b)
    0.15105
  • t(a)
    -0.13822
  • p(a)
    0.50627
  • Lowerbound of 95% confidence interval for beta
    1.30175
  • Upperbound of 95% confidence interval for beta
    1.93546
  • Lowerbound of 95% confidence interval for alpha
    -1.14532
  • Upperbound of 95% confidence interval for alpha
    0.99529
  • Treynor index (mean / b)
    0.06505
  • Jensen alpha (a)
    -0.07502
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.07065
  • SD
    0.60259
  • Sharpe ratio (Glass type estimate)
    -0.11725
  • Sharpe ratio (Hedges UMVUE)
    -0.11680
  • df
    198.00000
  • t
    -0.10218
  • p
    0.50363
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.36611
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.13177
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.36574
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.13214
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.14103
  • Upside Potential Ratio
    5.05075
  • Upside part of mean
    2.53025
  • Downside part of mean
    -2.60091
  • Upside SD
    0.33218
  • Downside SD
    0.50097
  • N nonnegative terms
    127.00000
  • N negative terms
    72.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    199.00000
  • Mean of predictor
    0.08980
  • Mean of criterion
    -0.07065
  • SD of predictor
    0.20784
  • SD of criterion
    0.60259
  • Covariance
    0.07280
  • r
    0.58130
  • b (slope, estimate of beta)
    1.68535
  • a (intercept, estimate of alpha)
    -0.22200
  • Mean Square Error
    0.24164
  • DF error
    197.00000
  • t(b)
    10.02700
  • p(b)
    0.15199
  • t(a)
    -0.39345
  • p(a)
    0.51784
  • Lowerbound of 95% confidence interval for beta
    1.35388
  • Upperbound of 95% confidence interval for beta
    2.01681
  • Lowerbound of 95% confidence interval for alpha
    -1.33472
  • Upperbound of 95% confidence interval for alpha
    0.89072
  • Treynor index (mean / b)
    -0.04192
  • Jensen alpha (a)
    -0.22200
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.05965
  • Expected Shortfall on VaR
    0.07408
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01675
  • Expected Shortfall on VaR
    0.03935
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    199.00000
  • Minimum
    0.79004
  • Quartile 1
    0.99756
  • Median
    1.00147
  • Quartile 3
    1.00986
  • Maximum
    1.11032
  • Mean of quarter 1
    0.96267
  • Mean of quarter 2
    1.00021
  • Mean of quarter 3
    1.00444
  • Mean of quarter 4
    1.03480
  • Inter Quartile Range
    0.01230
  • Number outliers low
    22.00000
  • Percentage of outliers low
    0.11055
  • Mean of outliers low
    0.92808
  • Number of outliers high
    25.00000
  • Percentage of outliers high
    0.12563
  • Mean of outliers high
    1.05142
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.75742
  • VaR(95%) (moments method)
    0.02082
  • Expected Shortfall (moments method)
    0.10071
  • Extreme Value Index (regression method)
    0.47199
  • VaR(95%) (regression method)
    0.02849
  • Expected Shortfall (regression method)
    0.07152
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    13.00000
  • Minimum
    0.00003
  • Quartile 1
    0.00018
  • Median
    0.00104
  • Quartile 3
    0.00451
  • Maximum
    0.55111
  • Mean of quarter 1
    0.00012
  • Mean of quarter 2
    0.00067
  • Mean of quarter 3
    0.00302
  • Mean of quarter 4
    0.19155
  • Inter Quartile Range
    0.00433
  • 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
    0.15385
  • Mean of outliers high
    0.28464
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    2.03747
  • VaR(95%) (moments method)
    0.10585
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    4.79336
  • VaR(95%) (regression method)
    0.66822
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.04206
  • Compounded annual return (geometric extrapolation)
    -0.04184
  • Calmar ratio (compounded annual return / max draw down)
    -0.07593
  • Compounded annual return / average of 25% largest draw downs
    -0.21845
  • Compounded annual return / Expected Shortfall lognormal
    -0.56486
  • 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
    -0.27741
  • SD
    0.71094
  • Sharpe ratio (Glass type estimate)
    -0.39020
  • Sharpe ratio (Hedges UMVUE)
    -0.38794
  • df
    130.00000
  • t
    -0.27591
  • p
    0.51210
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.16169
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.38274
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.16015
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.38427
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.48297
  • Upside Potential Ratio
    5.95174
  • Upside part of mean
    3.41849
  • Downside part of mean
    -3.69590
  • Upside SD
    0.41469
  • Downside SD
    0.57437
  • N nonnegative terms
    76.00000
  • N negative terms
    55.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02096
  • Mean of criterion
    -0.27741
  • SD of predictor
    0.24590
  • SD of criterion
    0.71094
  • Covariance
    0.10679
  • r
    0.61083
  • b (slope, estimate of beta)
    1.76602
  • a (intercept, estimate of alpha)
    -0.24039
  • Mean Square Error
    0.31930
  • DF error
    129.00000
  • t(b)
    8.76244
  • p(b)
    0.13689
  • t(a)
    -0.30081
  • p(a)
    0.51685
  • Lowerbound of 95% confidence interval for beta
    1.36726
  • Upperbound of 95% confidence interval for beta
    2.16478
  • Lowerbound of 95% confidence interval for alpha
    -1.82150
  • Upperbound of 95% confidence interval for alpha
    1.34072
  • Treynor index (mean / b)
    -0.15708
  • Jensen alpha (a)
    -0.24039
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.54098
  • SD
    0.73798
  • Sharpe ratio (Glass type estimate)
    -0.73305
  • Sharpe ratio (Hedges UMVUE)
    -0.72881
  • df
    130.00000
  • t
    -0.51834
  • p
    0.52271
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.50496
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.04152
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.50203
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.04441
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.87674
  • Upside Potential Ratio
    5.40638
  • Upside part of mean
    3.33591
  • Downside part of mean
    -3.87688
  • Upside SD
    0.40106
  • Downside SD
    0.61703
  • N nonnegative terms
    76.00000
  • N negative terms
    55.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.05069
  • Mean of criterion
    -0.54098
  • SD of predictor
    0.24427
  • SD of criterion
    0.73798
  • Covariance
    0.10971
  • r
    0.60861
  • b (slope, estimate of beta)
    1.83874
  • a (intercept, estimate of alpha)
    -0.44778
  • Mean Square Error
    0.34554
  • DF error
    129.00000
  • t(b)
    8.71179
  • p(b)
    0.13801
  • t(a)
    -0.53859
  • p(a)
    0.53014
  • VAR (95 Confidence Intrvl)
    0.06000
  • Lowerbound of 95% confidence interval for beta
    1.42115
  • Upperbound of 95% confidence interval for beta
    2.25633
  • Lowerbound of 95% confidence interval for alpha
    -2.09270
  • Upperbound of 95% confidence interval for alpha
    1.19714
  • Treynor index (mean / b)
    -0.29421
  • Jensen alpha (a)
    -0.44778
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07416
  • Expected Shortfall on VaR
    0.09151
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02832
  • Expected Shortfall on VaR
    0.06180
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.79004
  • Quartile 1
    0.98936
  • Median
    1.00190
  • Quartile 3
    1.01864
  • Maximum
    1.11032
  • Mean of quarter 1
    0.94720
  • Mean of quarter 2
    0.99735
  • Mean of quarter 3
    1.00718
  • Mean of quarter 4
    1.04470
  • Inter Quartile Range
    0.02928
  • Number outliers low
    11.00000
  • Percentage of outliers low
    0.08397
  • Mean of outliers low
    0.89437
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.08721
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.57576
  • VaR(95%) (moments method)
    0.04656
  • Expected Shortfall (moments method)
    0.12757
  • Extreme Value Index (regression method)
    0.29787
  • VaR(95%) (regression method)
    0.04647
  • Expected Shortfall (regression method)
    0.08619
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.55111
  • Quartile 1
    0.55111
  • Median
    0.55111
  • Quartile 3
    0.55111
  • Maximum
    0.55111
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • 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?
    -356238000
  • Max Equity Drawdown (num days)
    116
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.45254
  • Compounded annual return (geometric extrapolation)
    -0.40135
  • Calmar ratio (compounded annual return / max draw down)
    -0.72825
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -4.38600

Strategy Description

I have over 25 years of experience as a trader, managing my own portfolio with a careful, risk-conscious approach. The majority of my trading focuses on S&P 500 stocks and ETFs, where I prioritize stability and strategic growth. My goal is to maintain low-risk exposure while targeting a consistent 3% monthly profit. With a disciplined mindset and deep knowledge of market trends, I emphasize capital preservation and steady returns in all my investment decisions
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2024-09-09
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.9%
Rank # 
#87
# Trades
302
# Profitable
271
% Profitable
89.7%
Net Dividends
$1,435
Correlation S&P500
0.580
Sharpe Ratio
0.14
Sortino Ratio
0.18
Beta
1.62
Alpha
-0.03
Leverage
1.80 Average
6.45 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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  • 9/13/2018, 9:07:33 PM BTO 1 ETHUSD

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

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

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



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

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

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

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

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

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

Il trading è rischioso

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

Va bene, capito.

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Suggested Minimum Capital

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