Collective2 Collective2
Featured Strategy TechSignal Followed by live capital $584.7 thousand Hypothetical

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


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Nasdaq MNQ Specialist
(149633684)

Creato da: YelenaLyubaya YelenaLyubaya
Started: 10/2024
Futures
Last trade: Today
Trading style: Futures Trend-following

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 $49.00 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: Futures
Trend-following
Category: Equity

Trend-following

Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.

47.5%
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.

(45.8%)
Max Drawdown
69
Num Trades
81.2%
Win Trades
5.0 : 1
Profit Factor
77.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                               (0.1%)+6.5%+9.3%+16.3%
2025+17.9%+3.2%(6.5%)+8.5%+2.6%+0.2%                                    +26.8%


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 137 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 7:01 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 21659.87 6/13 9:31 21750.00 0.09%
Trade id #152044513
Max drawdown($67)
Time6/13/25 9:19
Quant open1
Worst price21626.00
Drawdown as % of equity-0.09%
 $179
Includes Typical Broker Commissions trade costs of $0.94
6/12/25 21:13 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 21500.00 6/13 0:00 21546.33 0.08%
Trade id #152041982
Max drawdown($59)
Time6/12/25 22:44
Quant open1
Worst price21470.50
Drawdown as % of equity-0.08%
 $92
Includes Typical Broker Commissions trade costs of $0.94
5/23/25 7:44 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 2 20875.00 5/23 11:37 21000.00 0.81%
Trade id #151810029
Max drawdown($590)
Time5/23/25 8:24
Quant open2
Worst price20727.50
Drawdown as % of equity-0.81%
 $498
Includes Typical Broker Commissions trade costs of $1.88
5/21/25 13:53 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 21250.00 5/22 15:30 21325.00 0.58%
Trade id #151791248
Max drawdown($421)
Time5/22/25 8:17
Quant open1
Worst price21039.20
Drawdown as % of equity-0.58%
 $149
Includes Typical Broker Commissions trade costs of $0.94
5/19/25 9:52 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 21364.00 5/19 12:56 21500.00 0.06%
Trade id #151763372
Max drawdown($45)
Time5/19/25 9:56
Quant open1
Worst price21341.20
Drawdown as % of equity-0.06%
 $271
Includes Typical Broker Commissions trade costs of $0.94
5/6/25 9:54 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19750.00 5/6 12:14 20000.00 0.03%
Trade id #151633389
Max drawdown($23)
Time5/6/25 10:00
Quant open1
Worst price19738.20
Drawdown as % of equity-0.03%
 $499
Includes Typical Broker Commissions trade costs of $0.94
5/1/25 18:07 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19750.00 5/2 0:01 20000.00 n/a $499
Includes Typical Broker Commissions trade costs of $0.94
4/30/25 9:06 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19250.00 4/30 11:53 19412.00 0.41%
Trade id #151571262
Max drawdown($295)
Time4/30/25 10:00
Quant open1
Worst price19102.20
Drawdown as % of equity-0.41%
 $323
Includes Typical Broker Commissions trade costs of $0.94
4/23/25 12:21 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 18750.00 4/23 12:35 18850.00 0.01%
Trade id #151502036
Max drawdown($6)
Time4/23/25 12:26
Quant open1
Worst price18747.00
Drawdown as % of equity-0.01%
 $199
Includes Typical Broker Commissions trade costs of $0.94
4/21/25 9:37 @MNQU5 MICRO E-MINI NASDAQ 100 LONG 2 18125.00 4/22 10:46 18328.05 1.44%
Trade id #151468695
Max drawdown($1,006)
Time4/21/25 14:53
Quant open2
Worst price17873.50
Drawdown as % of equity-1.44%
 $810
Includes Typical Broker Commissions trade costs of $1.88
4/21/25 9:59 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 18000.00 4/21 10:05 17961.50 0.15%
Trade id #151469156
Max drawdown($102)
Time4/21/25 10:03
Quant open1
Worst price17948.80
Drawdown as % of equity-0.15%
 ($78)
Includes Typical Broker Commissions trade costs of $0.94
4/20/25 18:00 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 18250.00 4/21 0:00 18223.90 0.17%
Trade id #151461467
Max drawdown($120)
Time4/20/25 22:47
Quant open1
Worst price18189.80
Drawdown as % of equity-0.17%
 ($53)
Includes Typical Broker Commissions trade costs of $0.94
4/16/25 13:57 @MNQU5 MICRO E-MINI NASDAQ 100 LONG 1 18500.00 4/16 16:17 18609.50 0.61%
Trade id #151429752
Max drawdown($433)
Time4/16/25 15:25
Quant open1
Worst price18283.50
Drawdown as % of equity-0.61%
 $218
Includes Typical Broker Commissions trade costs of $0.94
4/16/25 1:19 @MNQU5 MICRO E-MINI NASDAQ 100 LONG 1 18757.10 4/16 4:41 19000.00 0.21%
Trade id #151418974
Max drawdown($148)
Time4/16/25 1:32
Quant open1
Worst price18682.80
Drawdown as % of equity-0.21%
 $485
Includes Typical Broker Commissions trade costs of $0.94
4/14/25 11:51 @MNQU5 MICRO E-MINI NASDAQ 100 LONG 1 19000.00 4/14 15:07 19250.00 0.21%
Trade id #151397625
Max drawdown($147)
Time4/14/25 12:11
Quant open1
Worst price18926.20
Drawdown as % of equity-0.21%
 $499
Includes Typical Broker Commissions trade costs of $0.94
4/10/25 11:23 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 18500.00 4/10 12:22 18000.13 1.52%
Trade id #151356088
Max drawdown($1,060)
Time4/10/25 12:22
Quant open1
Worst price17969.80
Drawdown as % of equity-1.52%
 ($1,001)
Includes Typical Broker Commissions trade costs of $0.94
4/9/25 18:00 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19325.00 4/9 23:42 18997.83 0.96%
Trade id #151344976
Max drawdown($682)
Time4/9/25 23:42
Quant open1
Worst price18984.00
Drawdown as % of equity-0.96%
 ($655)
Includes Typical Broker Commissions trade costs of $0.94
4/9/25 15:37 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19165.72 4/9 15:50 19300.00 0.07%
Trade id #151343263
Max drawdown($46)
Time4/9/25 15:47
Quant open1
Worst price19142.20
Drawdown as % of equity-0.07%
 $268
Includes Typical Broker Commissions trade costs of $0.94
3/25/25 19:07 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 7 19323.21 4/9 15:25 19254.31 82.22%
Trade id #151187672
Max drawdown($34,448)
Time4/7/25 0:00
Quant open6
Worst price16452.50
Drawdown as % of equity-82.22%
 ($972)
Includes Typical Broker Commissions trade costs of $6.58
3/20/25 10:27 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 20081.45 3/23 18:01 20089.23 1.35%
Trade id #151144529
Max drawdown($957)
Time3/21/25 0:00
Quant open1
Worst price19602.50
Drawdown as % of equity-1.35%
 $15
Includes Typical Broker Commissions trade costs of $0.94
3/13/25 18:00 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 2 19405.50 3/21 5:47 19600.00 3.13%
Trade id #151096046
Max drawdown($2,215)
Time3/17/25 0:00
Quant open2
Worst price19959.20
Drawdown as % of equity-3.13%
 ($780)
Includes Typical Broker Commissions trade costs of $1.88
3/20/25 10:26 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 20059.75 3/20 10:26 20078.65 n/a $37
Includes Typical Broker Commissions trade costs of $0.94
3/20/25 10:02 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19980.58 3/20 10:23 20050.00 0.02%
Trade id #151144060
Max drawdown($11)
Time3/20/25 10:15
Quant open1
Worst price19975.00
Drawdown as % of equity-0.02%
 $138
Includes Typical Broker Commissions trade costs of $0.94
3/20/25 6:20 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 19750.00 3/20 7:18 19850.00 n/a $199
Includes Typical Broker Commissions trade costs of $0.94
3/17/25 14:44 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 2 19946.40 3/19 14:53 20000.00 1.63%
Trade id #151118622
Max drawdown($1,150)
Time3/19/25 3:48
Quant open2
Worst price19658.80
Drawdown as % of equity-1.63%
 $212
Includes Typical Broker Commissions trade costs of $1.88
3/10/25 9:33 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 1 20000.00 3/17 14:11 20064.88 1.85%
Trade id #151053324
Max drawdown($1,310)
Time3/10/25 20:54
Quant open1
Worst price19344.80
Drawdown as % of equity-1.85%
 $129
Includes Typical Broker Commissions trade costs of $0.94
3/13/25 13:42 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 1 19192.95 3/13 14:13 19299.70 0.35%
Trade id #151093149
Max drawdown($246)
Time3/13/25 14:13
Quant open1
Worst price19316.20
Drawdown as % of equity-0.35%
 ($215)
Includes Typical Broker Commissions trade costs of $0.94
3/13/25 13:40 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 1 19193.35 3/13 13:40 19194.02 0%
Trade id #151093101
Max drawdown($1)
Time3/13/25 13:40
Quant open1
Worst price19194.00
Drawdown as % of equity-0.00%
 ($2)
Includes Typical Broker Commissions trade costs of $0.94
3/13/25 10:04 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 1 19393.96 3/13 11:27 19350.00 0.5%
Trade id #151089863
Max drawdown($353)
Time3/13/25 10:25
Quant open1
Worst price19570.50
Drawdown as % of equity-0.50%
 $87
Includes Typical Broker Commissions trade costs of $0.94
3/13/25 10:02 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 1 19375.02 3/13 10:02 19374.97 n/a ($1)
Includes Typical Broker Commissions trade costs of $0.94

Successivo

Statistics

  • Strategy began
    10/10/2024
  • Suggested Minimum Cap
    $70,000
  • Strategy Age (days)
    249.94
  • Age
    8 months ago
  • What it trades
    Futures
  • # Trades
    69
  • # Profitable
    56
  • % Profitable
    81.20%
  • Avg trade duration
    1.4 days
  • Max peak-to-valley drawdown
    45.78%
  • drawdown period
    March 07, 2025 - April 07, 2025
  • Cumul. Return
    47.5%
  • Avg win
    $545.45
  • Avg loss
    $470.62
  • Model Account Values (Raw)
  • Cash
    $74,602
  • Margin Used
    $3,137
  • Buying Power
    $71,290
  • Ratios
  • W:L ratio
    4.99:1
  • Sharpe Ratio
    1.17
  • Sortino Ratio
    2.1
  • Calmar Ratio
    2.432
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    43.95%
  • Correlation to SP500
    0.15740
  • Return Percent SP500 (cumu) during strategy life
    3.85%
  • Return Statistics
  • Ann Return (w trading costs)
    75.3%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • 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)
    0.475%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    78.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    56.50%
  • Chance of 20% account loss
    33.50%
  • Chance of 30% account loss
    5.50%
  • Chance of 40% account loss
    3.00%
  • 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
    43.03%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    668
  • Popularity (Last 6 weeks)
    959
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    931
  • Popularity (7 days, Percentile 1000 scale)
    831
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $460
  • Avg Win
    $545
  • Sum Trade PL (losers)
    $5,976.000
  • Age
  • Num Months filled monthly returns table
    9
  • Win / Loss
  • Sum Trade PL (winners)
    $30,545.000
  • # Winners
    56
  • Num Months Winners
    8
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    223047
  • Win / Loss
  • # Losers
    13
  • % Winners
    81.2%
  • Frequency
  • Avg Position Time (mins)
    1981.87
  • Avg Position Time (hrs)
    33.03
  • Avg Trade Length
    1.4 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.80
  • Daily leverage (max)
    5.87
  • Regression
  • Alpha
    0.17
  • Beta
    0.34
  • Treynor Index
    0.53
  • 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)
    1.29
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.08
  • Avg(MAE) / Avg(PL) - All trades
    3.359
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    1.047
  • Avg(MAE) / Avg(PL) - Losing trades
    -7.490
  • Hold-and-Hope Ratio
    0.299
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.61376
  • SD
    0.25936
  • Sharpe ratio (Glass type estimate)
    2.36643
  • Sharpe ratio (Hedges UMVUE)
    2.10187
  • df
    7.00000
  • t
    1.93218
  • p
    0.04731
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.38945
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.99203
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.53904
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.74278
  • Statistics related to Sortino ratio
  • Sortino ratio
    30.58050
  • Upside Potential Ratio
    32.28520
  • Upside part of mean
    0.64797
  • Downside part of mean
    -0.03421
  • Upside SD
    0.29975
  • Downside SD
    0.02007
  • N nonnegative terms
    6.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    8.00000
  • Mean of predictor
    0.05162
  • Mean of criterion
    0.61376
  • SD of predictor
    0.18674
  • SD of criterion
    0.25936
  • Covariance
    -0.00144
  • r
    -0.02974
  • b (slope, estimate of beta)
    -0.04130
  • a (intercept, estimate of alpha)
    0.61589
  • Mean Square Error
    0.07841
  • DF error
    6.00000
  • t(b)
    -0.07288
  • p(b)
    0.52787
  • t(a)
    1.78936
  • p(a)
    0.06188
  • Lowerbound of 95% confidence interval for beta
    -1.42811
  • Upperbound of 95% confidence interval for beta
    1.34550
  • Lowerbound of 95% confidence interval for alpha
    -0.22634
  • Upperbound of 95% confidence interval for alpha
    1.45812
  • Treynor index (mean / b)
    -14.85940
  • Jensen alpha (a)
    0.61589
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.57221
  • SD
    0.23569
  • Sharpe ratio (Glass type estimate)
    2.42778
  • Sharpe ratio (Hedges UMVUE)
    2.15636
  • df
    7.00000
  • t
    1.98228
  • p
    0.04394
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.34341
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.06678
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.49657
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.80930
  • Statistics related to Sortino ratio
  • Sortino ratio
    28.40340
  • Upside Potential Ratio
    30.10780
  • Upside part of mean
    0.60655
  • Downside part of mean
    -0.03434
  • Upside SD
    0.27475
  • Downside SD
    0.02015
  • N nonnegative terms
    6.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    8.00000
  • Mean of predictor
    0.03637
  • Mean of criterion
    0.57221
  • SD of predictor
    0.18525
  • SD of criterion
    0.23569
  • Covariance
    0.00001
  • r
    0.00019
  • b (slope, estimate of beta)
    0.00024
  • a (intercept, estimate of alpha)
    0.57220
  • Mean Square Error
    0.06481
  • DF error
    6.00000
  • t(b)
    0.00046
  • p(b)
    0.49983
  • t(a)
    1.83184
  • p(a)
    0.05834
  • Lowerbound of 95% confidence interval for beta
    -1.27071
  • Upperbound of 95% confidence interval for beta
    1.27119
  • Lowerbound of 95% confidence interval for alpha
    -0.19213
  • Upperbound of 95% confidence interval for alpha
    1.33653
  • Treynor index (mean / b)
    2402.68000
  • Jensen alpha (a)
    0.57220
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06221
  • Expected Shortfall on VaR
    0.08821
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00403
  • Expected Shortfall on VaR
    0.00896
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    8.00000
  • Minimum
    0.98887
  • Quartile 1
    1.01045
  • Median
    1.03543
  • Quartile 3
    1.05581
  • Maximum
    1.21815
  • Mean of quarter 1
    0.99092
  • Mean of quarter 2
    1.02560
  • Mean of quarter 3
    1.03862
  • Mean of quarter 4
    1.15876
  • Inter Quartile Range
    0.04536
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.12500
  • Mean of outliers high
    1.21815
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.01807
  • Quartile 1
    0.01807
  • Median
    0.01807
  • Quartile 3
    0.01807
  • Maximum
    0.01807
  • 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)
    0.73791
  • Compounded annual return (geometric extrapolation)
    0.82233
  • Calmar ratio (compounded annual return / max draw down)
    45.49810
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    9.32257
  • 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
    0.66378
  • SD
    0.45144
  • Sharpe ratio (Glass type estimate)
    1.47036
  • Sharpe ratio (Hedges UMVUE)
    1.46405
  • df
    175.00000
  • t
    1.20511
  • p
    0.44232
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.92802
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.86459
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.93221
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.86030
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.67089
  • Upside Potential Ratio
    6.53288
  • Upside part of mean
    1.62356
  • Downside part of mean
    -0.95979
  • Upside SD
    0.37757
  • Downside SD
    0.24852
  • N nonnegative terms
    80.00000
  • N negative terms
    96.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    176.00000
  • Mean of predictor
    0.04709
  • Mean of criterion
    0.66378
  • SD of predictor
    0.21922
  • SD of criterion
    0.45144
  • Covariance
    0.01756
  • r
    0.17741
  • b (slope, estimate of beta)
    0.36534
  • a (intercept, estimate of alpha)
    0.64700
  • Mean Square Error
    0.19852
  • DF error
    174.00000
  • t(b)
    2.37792
  • p(b)
    0.41130
  • t(a)
    1.18928
  • p(a)
    0.45510
  • Lowerbound of 95% confidence interval for beta
    0.06211
  • Upperbound of 95% confidence interval for beta
    0.66858
  • Lowerbound of 95% confidence interval for alpha
    -0.42645
  • Upperbound of 95% confidence interval for alpha
    1.71960
  • Treynor index (mean / b)
    1.81686
  • Jensen alpha (a)
    0.64657
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.56711
  • SD
    0.43419
  • Sharpe ratio (Glass type estimate)
    1.30613
  • Sharpe ratio (Hedges UMVUE)
    1.30052
  • df
    175.00000
  • t
    1.07051
  • p
    0.44871
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.09093
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.69959
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.09470
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.69575
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.14971
  • Upside Potential Ratio
    5.91425
  • Upside part of mean
    1.56022
  • Downside part of mean
    -0.99311
  • Upside SD
    0.34509
  • Downside SD
    0.26381
  • N nonnegative terms
    80.00000
  • N negative terms
    96.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    176.00000
  • Mean of predictor
    0.02340
  • Mean of criterion
    0.56711
  • SD of predictor
    0.21785
  • SD of criterion
    0.43419
  • Covariance
    0.01912
  • r
    0.20210
  • b (slope, estimate of beta)
    0.40280
  • a (intercept, estimate of alpha)
    0.55769
  • Mean Square Error
    0.18186
  • DF error
    174.00000
  • t(b)
    2.72208
  • p(b)
    0.39895
  • t(a)
    1.07181
  • p(a)
    0.45951
  • Lowerbound of 95% confidence interval for beta
    0.11074
  • Upperbound of 95% confidence interval for beta
    0.69485
  • Lowerbound of 95% confidence interval for alpha
    -0.46927
  • Upperbound of 95% confidence interval for alpha
    1.58465
  • Treynor index (mean / b)
    1.40794
  • Jensen alpha (a)
    0.55769
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04109
  • Expected Shortfall on VaR
    0.05173
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00857
  • Expected Shortfall on VaR
    0.01983
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    176.00000
  • Minimum
    0.85298
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00419
  • Maximum
    1.26116
  • Mean of quarter 1
    0.98558
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00178
  • Mean of quarter 4
    1.02320
  • Inter Quartile Range
    0.00419
  • Number outliers low
    22.00000
  • Percentage of outliers low
    0.12500
  • Mean of outliers low
    0.97317
  • Number of outliers high
    22.00000
  • Percentage of outliers high
    0.12500
  • Mean of outliers high
    1.04027
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.42677
  • VaR(95%) (moments method)
    0.00442
  • Expected Shortfall (moments method)
    0.01065
  • Extreme Value Index (regression method)
    0.66334
  • VaR(95%) (regression method)
    0.00974
  • Expected Shortfall (regression method)
    0.03953
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    12.00000
  • Minimum
    0.00037
  • Quartile 1
    0.00586
  • Median
    0.02125
  • Quartile 3
    0.02927
  • Maximum
    0.33436
  • Mean of quarter 1
    0.00097
  • Mean of quarter 2
    0.01444
  • Mean of quarter 3
    0.02538
  • Mean of quarter 4
    0.13418
  • Inter Quartile Range
    0.02341
  • 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
    0.08333
  • Mean of outliers high
    0.33436
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    1.09048
  • VaR(95%) (moments method)
    0.12952
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    4.36872
  • VaR(95%) (regression method)
    0.47586
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.73150
  • Compounded annual return (geometric extrapolation)
    0.81306
  • Calmar ratio (compounded annual return / max draw down)
    2.43174
  • Compounded annual return / average of 25% largest draw downs
    6.05952
  • Compounded annual return / Expected Shortfall lognormal
    15.71710
  • 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
    0.74977
  • SD
    0.51978
  • Sharpe ratio (Glass type estimate)
    1.44247
  • Sharpe ratio (Hedges UMVUE)
    1.43414
  • df
    130.00000
  • t
    1.01998
  • p
    0.45545
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.33753
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.21716
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.34315
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.21142
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.62356
  • Upside Potential Ratio
    6.80286
  • Upside part of mean
    1.94415
  • Downside part of mean
    -1.19438
  • Upside SD
    0.43426
  • Downside SD
    0.28579
  • N nonnegative terms
    61.00000
  • N negative terms
    70.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.02096
  • Mean of criterion
    0.74977
  • SD of predictor
    0.24590
  • SD of criterion
    0.51978
  • Covariance
    0.02142
  • r
    0.16756
  • b (slope, estimate of beta)
    0.35419
  • a (intercept, estimate of alpha)
    0.75720
  • Mean Square Error
    0.26462
  • DF error
    129.00000
  • t(b)
    1.93041
  • p(b)
    0.39383
  • t(a)
    1.04081
  • p(a)
    0.44199
  • Lowerbound of 95% confidence interval for beta
    -0.00883
  • Upperbound of 95% confidence interval for beta
    0.71720
  • Lowerbound of 95% confidence interval for alpha
    -0.68219
  • Upperbound of 95% confidence interval for alpha
    2.19658
  • Treynor index (mean / b)
    2.11687
  • Jensen alpha (a)
    0.75720
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.62203
  • SD
    0.49970
  • Sharpe ratio (Glass type estimate)
    1.24482
  • Sharpe ratio (Hedges UMVUE)
    1.23763
  • df
    130.00000
  • t
    0.88022
  • p
    0.46151
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.53341
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.01846
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.53826
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.01351
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.04888
  • Upside Potential Ratio
    6.12831
  • Upside part of mean
    1.86054
  • Downside part of mean
    -1.23851
  • Upside SD
    0.39635
  • Downside SD
    0.30360
  • N nonnegative terms
    61.00000
  • N negative terms
    70.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.05069
  • Mean of criterion
    0.62203
  • SD of predictor
    0.24427
  • SD of criterion
    0.49970
  • Covariance
    0.02349
  • r
    0.19247
  • b (slope, estimate of beta)
    0.39372
  • a (intercept, estimate of alpha)
    0.64199
  • Mean Square Error
    0.24231
  • DF error
    129.00000
  • t(b)
    2.22764
  • p(b)
    0.37823
  • t(a)
    0.92213
  • p(a)
    0.44854
  • VAR (95 Confidence Intrvl)
    0.04100
  • Lowerbound of 95% confidence interval for beta
    0.04403
  • Upperbound of 95% confidence interval for beta
    0.74342
  • Lowerbound of 95% confidence interval for alpha
    -0.73547
  • Upperbound of 95% confidence interval for alpha
    2.01945
  • Treynor index (mean / b)
    1.57987
  • Jensen alpha (a)
    0.64199
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04725
  • Expected Shortfall on VaR
    0.05940
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01054
  • Expected Shortfall on VaR
    0.02423
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.85298
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00461
  • Maximum
    1.26116
  • Mean of quarter 1
    0.98213
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00204
  • Mean of quarter 4
    1.02768
  • Inter Quartile Range
    0.00461
  • Number outliers low
    17.00000
  • Percentage of outliers low
    0.12977
  • Mean of outliers low
    0.96846
  • Number of outliers high
    17.00000
  • Percentage of outliers high
    0.12977
  • Mean of outliers high
    1.04728
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.34188
  • VaR(95%) (moments method)
    0.00323
  • Expected Shortfall (moments method)
    0.00428
  • Extreme Value Index (regression method)
    0.71545
  • VaR(95%) (regression method)
    0.01140
  • Expected Shortfall (regression method)
    0.05303
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00037
  • Quartile 1
    0.01616
  • Median
    0.02735
  • Quartile 3
    0.03230
  • Maximum
    0.33436
  • Mean of quarter 1
    0.00089
  • Mean of quarter 2
    0.02346
  • Mean of quarter 3
    0.02968
  • Mean of quarter 4
    0.18602
  • Inter Quartile Range
    0.01613
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.12500
  • Mean of outliers high
    0.33436
  • 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
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -373985000
  • Max Equity Drawdown (num days)
    31
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.76798
  • Compounded annual return (geometric extrapolation)
    0.91543
  • Calmar ratio (compounded annual return / max draw down)
    2.73789
  • Compounded annual return / average of 25% largest draw downs
    4.92116
  • Compounded annual return / Expected Shortfall lognormal
    15.41080

Strategy Description

Core Strategy Overview
This trading strategy revolves around systematically buying the dips and pullbacks in the Micro Nasdaq 100 futures (MNQ) when the price declines by 1-3% from recent highs. The goal is to capitalize on market rebounds while mitigating downside risk through controlled position sizing and profit-taking adjustments based on economic and technical indicators. We suggest staying in the fund for at least one year to fully realize the potential of our strategy.

Key Components of the Strategy
1. Entry Criteria: Buying the Dip (1-3%)
✅ We initiate trades when MNQ drops between 1-3% from a recent high or key resistance level.
The exact entry point depends on factors such as:
✅ Market Structure: Identifying strong support zones.
✅ Momentum Indicators: Using RSI and ADX to confirm oversold conditions.
✅ Economic Events: Avoiding or capitalizing on key macroeconomic data releases (CPI, Fed meetings, NFP).

2. Profit-Taking Adjustments (1-3%)
Profit targets vary between 1-3%, depending on:
✅ Volatility Conditions: Higher volatility allows for larger profit targets, while lower volatility warrants conservative exits.
✅ Trend Strength: If the broader trend is bullish, we extend profit-taking closer to 3%. If uncertain or choppy, we lock in gains earlier (~1%).
✅ News & Market Sentiment: Unexpected geopolitical risks or negative economic data may lead to earlier exits to protect capital.

3. Risk Management and Capital Preservation:
Position Sizing:
✅ Smaller positions in highly volatile or uncertain conditions.
✅ Larger positions when economic indicators favor mean reversion or trend continuation.
No Overexposure:
✅ Ensuring no excessive leverage is used to withstand drawdowns.
✅ Avoiding trading during high-impact events unless the strategy is adjusted accordingly.
✅ We usually buy 1 to 3 MNQ, but the system may occasionally buy up to 6 MNQ to dollar-cost average. We will not purchase more than 6 MNQ to remain in sync with subscribers' maximum capital.

4. Growth & Adaptability
✅ The strategy is not static; it adapts based on changing economic conditions and market structure.
✅ Regularly adjusting the parameters (dip % and profit targets) based on price action and volume.
✅ Aiming for consistent profits over time rather than chasing oversized returns.

Conclusion
This MNQ dip-buying strategy prioritizes growth while emphasizing capital preservation. By dynamically adjusting entry and exit points based on market conditions, it balances risk and reward, allowing traders to capitalize on short-term dips and pullbacks without exposing themselves to excessive downside risks.
 
Note: Past performance does not guarantee future results.

These are the other strategies that I am managing. Please try them on simulator.

S and P MES Specialist: This is a futures strategy based on S and P Index.
https://collective2.com/details/151294783
 
Euro Stoxx 50 Specialist: This is a futures strategy based on EURO STOXX 50 Index, Europe's leading blue-chip index for the Eurozone 
https://collective2.com/details/150918955

Global Futures Specialist: This is mixed futures strategy based on Gold, Crude Oil and Australia SPI 200 Index.
https://collective2.com/details/151221417

Buy The Dip: This is a stock-based scalping and swing strategy that targets a realized gain of $50 to $100 per day.
https://collective2.com/details/151465599

Additional Stop Loss Risk Control by Subscribers
We do not have fixed stop-loss limits and instead dynamically identify riskier positions and close positions that we deem to be high risk. We also encourage our subscribers to set their own stop-loss limits, if they wish to do so. One subscriber may be comfortable with a 2% stop-loss, while another may prefer a 10% threshold. Therefore, we leave it to the user's discretion. You can find the Collective2 subscriber stop-loss settings at the link below.
https://support.collective2.com/hc/en-us/articles/202933834-AutoTrade-Configuration-Scaling-Max-Size-Auto-Stop-Loss

Summary Statistics


Strategy began
2024-10-10
Suggested Minimum Capital
$70,000
Rank at C2 %
Top 6.9%
Rank # 
#276
# Trades
69
# Profitable
56
% Profitable
81.2%
Correlation S&P500
0.157
Sharpe Ratio
1.17
Sortino Ratio
2.10
Beta
0.34
Alpha
0.17
Leverage
1.80 Average
5.87 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

#PERSONNAME#
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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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.