Collective2 Collective2
Featured Strategy Gold and Silver +118.2% Cumul. Return since Jan 14, 2025 Hypothetical

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


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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 12/11/2024
Most recent certification approved 12/11/24 10:52 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 136
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 135
Percent signals followed since 12/11/2024 99.3%
This information was last updated 8/31/25 20:30 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 12/11/2024, 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.

Equity Empire Options
(150286135)

Powered by BrokerTransmit.
Read important disclosures.

Creato da: SPRF SPRF
Started: 12/2024
Options
Last trade: 79 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $100.00 per month.

C2Star

C2Star è un programma di certificazione per le strategie di trading. Per diventare "Certificato C2Star", una strategia deve applicare controlli di rischio rigorosi e deve mostrare caratteristiche di performance eccellenti, tra cui riduzioni limitate.

Puoi leggere di più sui requisiti di certificazione C2Star qui.

Nota che: tutte le strategie di trading comportano rischi e la certificazione C2Star non implica che una strategia sia a basso rischio.


24.7%
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.

(32.4%)
Max Drawdown
46
Num Trades
65.2%
Win Trades
1.8 : 1
Profit Factor
55.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                                             (23.8%)(23.8%)
2025+3.2%(10%)+26.4%+26.2%+10.2%(1%)(0.2%)+1.4%                        +63.6%


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 109 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
5/13/25 11:37 GLD2618F335 GLD Jun18'26 335 call LONG 1 14.60 6/12 14:00 17.50 1.37%
Trade id #151709931
Max drawdown($130)
Time5/15/25 0:00
Quant open1
Worst price13.30
Drawdown as % of equity-1.37%
 $288
Includes Typical Broker Commissions trade costs of $2.00
5/13/25 11:37 GLD2518G295 GLD Jul18'25 295 call LONG 1 13.05 6/4 13:49 19.84 4.44%
Trade id #151709839
Max drawdown($435)
Time5/14/25 0:00
Quant open1
Worst price8.70
Drawdown as % of equity-4.44%
 $677
Includes Typical Broker Commissions trade costs of $2.00
4/3/25 11:24 GLD2618F335 GLD Jun18'26 335 call LONG 1 9.92 5/13 11:33 14.10 3.67%
Trade id #151272225
Max drawdown($267)
Time4/7/25 0:00
Quant open1
Worst price7.25
Drawdown as % of equity-3.67%
 $416
Includes Typical Broker Commissions trade costs of $2.00
5/1/25 12:50 GLD2518G295 GLD Jul18'25 295 call LONG 2 12.30 5/13 11:33 18.20 0.65%
Trade id #151592758
Max drawdown($60)
Time5/1/25 13:42
Quant open2
Worst price12.00
Drawdown as % of equity-0.65%
 $1,176
Includes Typical Broker Commissions trade costs of $3.40
4/2/25 11:35 XLC2616A105 XLC Jan16'26 105 call LONG 1 3.90 5/1 10:58 4.10 2.43%
Trade id #151259355
Max drawdown($220)
Time4/21/25 0:00
Quant open1
Worst price1.70
Drawdown as % of equity-2.43%
 $18
Includes Typical Broker Commissions trade costs of $2.00
4/17/25 11:03 GLD2525D300 GLD Apr25'25 300 call LONG 1 6.40 4/24 15:24 7.79 2.88%
Trade id #151442033
Max drawdown($290)
Time4/23/25 0:00
Quant open1
Worst price3.50
Drawdown as % of equity-2.88%
 $137
Includes Typical Broker Commissions trade costs of $2.00
4/17/25 11:22 WMT2516E90 WMT May16'25 90 call LONG 1 5.50 4/24 14:06 7.50 0.77%
Trade id #151442387
Max drawdown($70)
Time4/21/25 0:00
Quant open1
Worst price4.80
Drawdown as % of equity-0.77%
 $198
Includes Typical Broker Commissions trade costs of $2.00
4/15/25 9:48 GLD2525D295 GLD Apr25'25 295 call LONG 1 4.85 4/16 11:06 11.90 0.41%
Trade id #151409458
Max drawdown($32)
Time4/15/25 9:54
Quant open1
Worst price4.53
Drawdown as % of equity-0.41%
 $703
Includes Typical Broker Commissions trade costs of $2.00
4/10/25 11:37 KO2517D69 KO Apr17'25 69 call LONG 6 1.66 4/16 10:44 2.78 1.09%
Trade id #151356586
Max drawdown($84)
Time4/10/25 12:05
Quant open6
Worst price1.52
Drawdown as % of equity-1.09%
 $663
Includes Typical Broker Commissions trade costs of $10.50
4/15/25 9:57 GLD2517D295 GLD Apr17'25 295 call LONG 2 2.70 4/15 11:16 3.02 n/a $62
Includes Typical Broker Commissions trade costs of $3.40
4/15/25 10:21 SPY2515D539 SPY Apr15'25 539 call LONG 1 2.80 4/15 10:33 3.44 0.31%
Trade id #151410097
Max drawdown($25)
Time4/15/25 10:27
Quant open1
Worst price2.55
Drawdown as % of equity-0.31%
 $62
Includes Typical Broker Commissions trade costs of $2.00
4/11/25 10:10 GLD2514D298 GLD Apr14'25 298 call LONG 3 3.30 4/14 16:06 0.01 11.64%
Trade id #151372386
Max drawdown($987)
Time4/14/25 9:30
Quant open3
Worst price0.01
Drawdown as % of equity-11.64%
 ($991)
Includes Typical Broker Commissions trade costs of $4.20
4/3/25 10:57 WMT2618F110 WMT Jun18'26 110 call LONG 1 4.26 4/10 9:34 5.00 2.33%
Trade id #151271835
Max drawdown($170)
Time4/7/25 0:00
Quant open1
Worst price2.56
Drawdown as % of equity-2.33%
 $72
Includes Typical Broker Commissions trade costs of $2.00
4/3/25 11:09 IWM2520F202 IWM Jun20'25 202 call LONG 1 4.76 4/9 13:35 4.46 3.46%
Trade id #151271965
Max drawdown($250)
Time4/9/25 11:05
Quant open1
Worst price2.26
Drawdown as % of equity-3.46%
 ($32)
Includes Typical Broker Commissions trade costs of $2.00
4/2/25 12:06 MO2618F62.5 MO Jun18'26 62.5 call LONG 2 2.47 4/9 13:32 3.40 0.58%
Trade id #151260454
Max drawdown($41)
Time4/9/25 11:33
Quant open1
Worst price2.06
Drawdown as % of equity-0.58%
 $183
Includes Typical Broker Commissions trade costs of $3.40
4/9/25 10:25 QQQ2509D422 QQQ Apr9'25 422 call LONG 1 5.00 4/9 12:13 3.80 3.94%
Trade id #151336674
Max drawdown($278)
Time4/9/25 12:01
Quant open1
Worst price2.22
Drawdown as % of equity-3.94%
 ($122)
Includes Typical Broker Commissions trade costs of $2.00
2/28/25 9:30 MCD2616A420 MCD Jan16'26 420 call LONG 6 0.61 4/4 10:51 1.38 n/a $452
Includes Typical Broker Commissions trade costs of $10.20
4/2/25 12:04 MO2516E55 MO May16'25 55 call LONG 1 3.10 4/3 11:15 5.15 0.93%
Trade id #151260409
Max drawdown($67)
Time4/2/25 13:26
Quant open1
Worst price2.43
Drawdown as % of equity-0.93%
 $203
Includes Typical Broker Commissions trade costs of $2.00
3/3/25 10:22 KO2616A80 KO Jan16'26 80 call LONG 3 1.46 4/3 11:11 2.16 1.69%
Trade id #150995557
Max drawdown($118)
Time3/25/25 0:00
Quant open2
Worst price0.87
Drawdown as % of equity-1.69%
 $204
Includes Typical Broker Commissions trade costs of $5.10
4/2/25 10:05 GLD2502D287 GLD Apr2'25 287 call LONG 2 1.39 4/2 10:47 1.86 n/a $92
Includes Typical Broker Commissions trade costs of $3.40
3/5/25 11:46 GLD2616A295 GLD Jan16'26 295 call LONG 1 9.75 3/13 15:36 11.36 1.56%
Trade id #151020293
Max drawdown($108)
Time3/10/25 0:00
Quant open1
Worst price8.67
Drawdown as % of equity-1.56%
 $159
Includes Typical Broker Commissions trade costs of $2.00
3/3/25 10:54 XLU2528C79 XLU Mar28'25 79 call LONG 2 1.80 3/13 12:28 0.42 4.52%
Trade id #150996129
Max drawdown($296)
Time3/6/25 0:00
Quant open2
Worst price0.32
Drawdown as % of equity-4.52%
 ($279)
Includes Typical Broker Commissions trade costs of $2.80
3/3/25 10:53 XLV2528C149 XLV Mar28'25 149 call LONG 1 2.75 3/13 12:28 0.35 3.44%
Trade id #150996121
Max drawdown($240)
Time3/13/25 12:28
Quant open1
Worst price0.35
Drawdown as % of equity-3.44%
 ($242)
Includes Typical Broker Commissions trade costs of $2.00
2/26/25 15:25 KO2521C70 KO Mar21'25 70 call LONG 4 1.54 3/7 11:50 2.15 3%
Trade id #150961866
Max drawdown($170)
Time3/3/25 0:00
Quant open2
Worst price0.85
Drawdown as % of equity-3.00%
 $236
Includes Typical Broker Commissions trade costs of $7.10
3/3/25 10:57 JNJ2528C165 JNJ Mar28'25 165 call LONG 1 3.92 3/7 11:31 4.85 1.89%
Trade id #150996512
Max drawdown($129)
Time3/5/25 0:00
Quant open1
Worst price2.63
Drawdown as % of equity-1.89%
 $91
Includes Typical Broker Commissions trade costs of $2.00
2/26/25 13:28 GLD2521C268 GLD Mar21'25 268 call LONG 1 5.00 3/5 11:53 5.23 5.77%
Trade id #150961025
Max drawdown($345)
Time2/28/25 0:00
Quant open1
Worst price1.55
Drawdown as % of equity-5.77%
 $21
Includes Typical Broker Commissions trade costs of $2.00
2/26/25 13:15 XLP2521C82 XLP Mar21'25 82 call LONG 3 1.46 3/5 10:00 1.82 1.69%
Trade id #150960942
Max drawdown($105)
Time2/27/25 0:00
Quant open3
Worst price1.11
Drawdown as % of equity-1.69%
 $104
Includes Typical Broker Commissions trade costs of $4.50
2/27/25 11:26 MCD2521C310 MCD Mar21'25 310 call LONG 1 5.65 3/4 10:39 7.18 4.87%
Trade id #150969928
Max drawdown($291)
Time2/28/25 0:00
Quant open1
Worst price2.74
Drawdown as % of equity-4.87%
 $151
Includes Typical Broker Commissions trade costs of $2.00
3/4/25 9:45 GLD2505C268 GLD Mar5'25 268 call LONG 1 1.36 3/4 10:00 1.09 0.69%
Trade id #151006968
Max drawdown($50)
Time3/4/25 10:00
Quant open1
Worst price0.86
Drawdown as % of equity-0.69%
 ($29)
Includes Typical Broker Commissions trade costs of $2.00
2/26/25 13:17 MCD2521C305 MCD Mar21'25 305 call LONG 1 5.56 2/27 15:59 8.20 1.38%
Trade id #150960956
Max drawdown($86)
Time2/26/25 15:53
Quant open1
Worst price4.70
Drawdown as % of equity-1.38%
 $262
Includes Typical Broker Commissions trade costs of $2.00

Statistics

  • Strategy began
    12/10/2024
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    264.78
  • Age
    9 months ago
  • What it trades
    Options
  • # Trades
    46
  • # Profitable
    30
  • % Profitable
    65.20%
  • Avg trade duration
    13.0 days
  • Max peak-to-valley drawdown
    32.36%
  • drawdown period
    Dec 11, 2024 - Jan 13, 2025
  • Cumul. Return
    24.7%
  • Avg win
    $257.77
  • Avg loss
    $275.50
  • Model Account Values (Raw)
  • Cash
    $9,755
  • Margin Used
    $0
  • Buying Power
    $9,755
  • Ratios
  • W:L ratio
    1.75:1
  • Sharpe Ratio
    0.67
  • Sortino Ratio
    1.08
  • Calmar Ratio
    3.409
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    17.67%
  • Correlation to SP500
    -0.16910
  • Return Percent SP500 (cumu) during strategy life
    7.05%
  • Return Statistics
  • Ann Return (w trading costs)
    35.2%
  • Slump
  • Current Slump as Pcnt Equity
    19.10%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.44%
  • 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)
    0.247%
  • Instruments
  • Percent Trades Options
    1.00%
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    61.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    61.50%
  • Chance of 20% account loss
    29.50%
  • Chance of 30% account loss
    11.50%
  • Chance of 40% account loss
    1.50%
  • 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
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    687
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    920
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $276
  • Avg Win
    $258
  • Sum Trade PL (losers)
    $4,408.000
  • Age
  • Num Months filled monthly returns table
    9
  • Win / Loss
  • Sum Trade PL (winners)
    $7,733.000
  • # Winners
    30
  • Num Months Winners
    5
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    11175
  • Win / Loss
  • # Losers
    16
  • % Winners
    65.2%
  • Frequency
  • Avg Position Time (mins)
    18749.40
  • Avg Position Time (hrs)
    312.49
  • Avg Trade Length
    13.0 days
  • Last Trade Ago
    79
  • Leverage
  • Daily leverage (average)
    4.44
  • Daily leverage (max)
    37.46
  • Regression
  • Alpha
    0.15
  • Beta
    -0.49
  • Treynor Index
    -0.27
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.08
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - All trades
    4.162
  • 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
    0.12
  • Avg(MAE) / Avg(PL) - Winning trades
    0.633
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.282
  • Hold-and-Hope Ratio
    0.243
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.85191
  • SD
    0.59807
  • Sharpe ratio (Glass type estimate)
    1.42443
  • Sharpe ratio (Hedges UMVUE)
    1.19759
  • df
    5.00000
  • t
    1.00723
  • p
    0.18003
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.53991
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.26362
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.67188
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.06706
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.19809
  • Upside Potential Ratio
    3.61230
  • Upside part of mean
    1.40002
  • Downside part of mean
    -0.54811
  • Upside SD
    0.45645
  • Downside SD
    0.38757
  • N nonnegative terms
    5.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    6.00000
  • Mean of predictor
    0.13620
  • Mean of criterion
    0.85191
  • SD of predictor
    0.25725
  • SD of criterion
    0.59807
  • Covariance
    0.05764
  • r
    0.37466
  • b (slope, estimate of beta)
    0.87104
  • a (intercept, estimate of alpha)
    0.73327
  • Mean Square Error
    0.38435
  • DF error
    4.00000
  • t(b)
    0.80819
  • p(b)
    0.23215
  • t(a)
    0.82487
  • p(a)
    0.22790
  • Lowerbound of 95% confidence interval for beta
    -2.12191
  • Upperbound of 95% confidence interval for beta
    3.86399
  • Lowerbound of 95% confidence interval for alpha
    -1.73535
  • Upperbound of 95% confidence interval for alpha
    3.20190
  • Treynor index (mean / b)
    0.97804
  • Jensen alpha (a)
    0.73327
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.66392
  • SD
    0.64477
  • Sharpe ratio (Glass type estimate)
    1.02969
  • Sharpe ratio (Hedges UMVUE)
    0.86572
  • df
    5.00000
  • t
    0.72810
  • p
    0.24960
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.85803
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.82282
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.95755
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.68898
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.46982
  • Upside Potential Ratio
    2.88403
  • Upside part of mean
    1.30273
  • Downside part of mean
    -0.63880
  • Upside SD
    0.42325
  • Downside SD
    0.45170
  • N nonnegative terms
    5.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    6.00000
  • Mean of predictor
    0.10831
  • Mean of criterion
    0.66392
  • SD of predictor
    0.25360
  • SD of criterion
    0.64477
  • Covariance
    0.05792
  • r
    0.35420
  • b (slope, estimate of beta)
    0.90054
  • a (intercept, estimate of alpha)
    0.56638
  • Mean Square Error
    0.45447
  • DF error
    4.00000
  • t(b)
    0.75750
  • p(b)
    0.24546
  • t(a)
    0.58873
  • p(a)
    0.29384
  • Lowerbound of 95% confidence interval for beta
    -2.40081
  • Upperbound of 95% confidence interval for beta
    4.20189
  • Lowerbound of 95% confidence interval for alpha
    -2.10520
  • Upperbound of 95% confidence interval for alpha
    3.23796
  • Treynor index (mean / b)
    0.73725
  • Jensen alpha (a)
    0.56638
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.22185
  • Expected Shortfall on VaR
    0.27841
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04239
  • Expected Shortfall on VaR
    0.11632
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    6.00000
  • Minimum
    0.72828
  • Quartile 1
    1.10301
  • Median
    1.12249
  • Quartile 3
    1.16877
  • Maximum
    1.18596
  • Mean of quarter 1
    0.91494
  • Mean of quarter 2
    1.10724
  • Mean of quarter 3
    1.13773
  • Mean of quarter 4
    1.18254
  • Inter Quartile Range
    0.06576
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.16667
  • Mean of outliers low
    0.72828
  • 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)
    0.00000
  • 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
    0.27172
  • Quartile 1
    0.27172
  • Median
    0.27172
  • Quartile 3
    0.27172
  • Maximum
    0.27172
  • 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)
    0.82656
  • Compounded annual return (geometric extrapolation)
    0.99736
  • Calmar ratio (compounded annual return / max draw down)
    3.67049
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    3.58240
  • 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
    0.89728
  • SD
    0.68995
  • Sharpe ratio (Glass type estimate)
    1.30051
  • Sharpe ratio (Hedges UMVUE)
    1.29299
  • df
    130.00000
  • t
    0.91960
  • p
    0.45980
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.47822
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.07441
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.48326
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.06925
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.17020
  • Upside Potential Ratio
    10.00880
  • Upside part of mean
    4.13819
  • Downside part of mean
    -3.24090
  • Upside SD
    0.55183
  • Downside SD
    0.41346
  • 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
    0.13942
  • Mean of criterion
    0.89728
  • SD of predictor
    0.25137
  • SD of criterion
    0.68995
  • Covariance
    -0.02789
  • r
    -0.16080
  • b (slope, estimate of beta)
    -0.44137
  • a (intercept, estimate of alpha)
    0.95900
  • Mean Square Error
    0.46731
  • DF error
    129.00000
  • t(b)
    -1.85046
  • p(b)
    0.60193
  • t(a)
    0.99120
  • p(a)
    0.44472
  • Lowerbound of 95% confidence interval for beta
    -0.91328
  • Upperbound of 95% confidence interval for beta
    0.03055
  • Lowerbound of 95% confidence interval for alpha
    -0.95507
  • Upperbound of 95% confidence interval for alpha
    2.87270
  • Treynor index (mean / b)
    -2.03296
  • Jensen alpha (a)
    0.95882
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.66392
  • SD
    0.68170
  • Sharpe ratio (Glass type estimate)
    0.97392
  • Sharpe ratio (Hedges UMVUE)
    0.96829
  • df
    130.00000
  • t
    0.68866
  • p
    0.46986
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.80223
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.74644
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.80601
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.74259
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.54172
  • Upside Potential Ratio
    9.27626
  • Upside part of mean
    3.99469
  • Downside part of mean
    -3.33077
  • Upside SD
    0.52669
  • Downside SD
    0.43064
  • 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
    0.10831
  • Mean of criterion
    0.66392
  • SD of predictor
    0.24972
  • SD of criterion
    0.68170
  • Covariance
    -0.02738
  • r
    -0.16084
  • b (slope, estimate of beta)
    -0.43908
  • a (intercept, estimate of alpha)
    0.71148
  • Mean Square Error
    0.45620
  • DF error
    129.00000
  • t(b)
    -1.85095
  • p(b)
    0.60195
  • t(a)
    0.74458
  • p(a)
    0.45838
  • Lowerbound of 95% confidence interval for beta
    -0.90842
  • Upperbound of 95% confidence interval for beta
    0.03026
  • Lowerbound of 95% confidence interval for alpha
    -1.17909
  • Upperbound of 95% confidence interval for alpha
    2.60205
  • Treynor index (mean / b)
    -1.51207
  • Jensen alpha (a)
    0.71148
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06456
  • Expected Shortfall on VaR
    0.08077
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02968
  • Expected Shortfall on VaR
    0.05782
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.85824
  • Quartile 1
    0.98279
  • Median
    1.00000
  • Quartile 3
    1.02004
  • Maximum
    1.14166
  • Mean of quarter 1
    0.95671
  • Mean of quarter 2
    0.99441
  • Mean of quarter 3
    1.00547
  • Mean of quarter 4
    1.05759
  • Inter Quartile Range
    0.03724
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.87845
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.06107
  • Mean of outliers high
    1.11266
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.21626
  • VaR(95%) (moments method)
    0.04447
  • Expected Shortfall (moments method)
    0.06858
  • Extreme Value Index (regression method)
    0.16973
  • VaR(95%) (regression method)
    0.04220
  • Expected Shortfall (regression method)
    0.06196
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.06787
  • Quartile 1
    0.06838
  • Median
    0.14176
  • Quartile 3
    0.18502
  • Maximum
    0.29254
  • Mean of quarter 1
    0.06812
  • Mean of quarter 2
    0.14176
  • Mean of quarter 3
    0.18502
  • Mean of quarter 4
    0.29254
  • Inter Quartile Range
    0.11664
  • 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)
    0.82656
  • Compounded annual return (geometric extrapolation)
    0.99736
  • Calmar ratio (compounded annual return / max draw down)
    3.40929
  • Compounded annual return / average of 25% largest draw downs
    3.40929
  • Compounded annual return / Expected Shortfall lognormal
    12.34850
  • 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
    0.89728
  • SD
    0.68995
  • Sharpe ratio (Glass type estimate)
    1.30051
  • Sharpe ratio (Hedges UMVUE)
    1.29299
  • df
    130.00000
  • t
    0.91960
  • p
    0.45980
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.47822
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.07441
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.48326
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.06925
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.17020
  • Upside Potential Ratio
    10.00880
  • Upside part of mean
    4.13819
  • Downside part of mean
    -3.24090
  • Upside SD
    0.55183
  • Downside SD
    0.41346
  • 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
    0.13942
  • Mean of criterion
    0.89728
  • SD of predictor
    0.25137
  • SD of criterion
    0.68995
  • Covariance
    -0.02789
  • r
    -0.16080
  • b (slope, estimate of beta)
    -0.44137
  • a (intercept, estimate of alpha)
    0.95882
  • Mean Square Error
    0.46731
  • DF error
    129.00000
  • t(b)
    -1.85046
  • p(b)
    0.60193
  • t(a)
    0.99120
  • p(a)
    0.44472
  • Lowerbound of 95% confidence interval for beta
    -0.91328
  • Upperbound of 95% confidence interval for beta
    0.03055
  • Lowerbound of 95% confidence interval for alpha
    -0.95507
  • Upperbound of 95% confidence interval for alpha
    2.87270
  • Treynor index (mean / b)
    -2.03296
  • Jensen alpha (a)
    0.95882
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.66392
  • SD
    0.68170
  • Sharpe ratio (Glass type estimate)
    0.97392
  • Sharpe ratio (Hedges UMVUE)
    0.96829
  • df
    130.00000
  • t
    0.68866
  • p
    0.46986
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.80223
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.74644
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.80601
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.74259
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.54172
  • Upside Potential Ratio
    9.27626
  • Upside part of mean
    3.99469
  • Downside part of mean
    -3.33077
  • Upside SD
    0.52669
  • Downside SD
    0.43064
  • 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
    0.10831
  • Mean of criterion
    0.66392
  • SD of predictor
    0.24972
  • SD of criterion
    0.68170
  • Covariance
    -0.02738
  • r
    -0.16084
  • b (slope, estimate of beta)
    -0.43908
  • a (intercept, estimate of alpha)
    0.71148
  • Mean Square Error
    0.45620
  • DF error
    129.00000
  • t(b)
    -1.85095
  • p(b)
    0.60195
  • t(a)
    0.74458
  • p(a)
    0.45838
  • VAR (95 Confidence Intrvl)
    0.06500
  • Lowerbound of 95% confidence interval for beta
    -0.90842
  • Upperbound of 95% confidence interval for beta
    0.03026
  • Lowerbound of 95% confidence interval for alpha
    -1.17909
  • Upperbound of 95% confidence interval for alpha
    2.60205
  • Treynor index (mean / b)
    -1.51207
  • Jensen alpha (a)
    0.71148
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06456
  • Expected Shortfall on VaR
    0.08077
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02968
  • Expected Shortfall on VaR
    0.05782
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.85824
  • Quartile 1
    0.98279
  • Median
    1.00000
  • Quartile 3
    1.02004
  • Maximum
    1.14166
  • Mean of quarter 1
    0.95671
  • Mean of quarter 2
    0.99441
  • Mean of quarter 3
    1.00547
  • Mean of quarter 4
    1.05759
  • Inter Quartile Range
    0.03724
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.87845
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.06107
  • Mean of outliers high
    1.11266
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.21626
  • VaR(95%) (moments method)
    0.04447
  • Expected Shortfall (moments method)
    0.06858
  • Extreme Value Index (regression method)
    0.16973
  • VaR(95%) (regression method)
    0.04220
  • Expected Shortfall (regression method)
    0.06196
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.06787
  • Quartile 1
    0.06838
  • Median
    0.14176
  • Quartile 3
    0.18502
  • Maximum
    0.29254
  • Mean of quarter 1
    0.06812
  • Mean of quarter 2
    0.14176
  • Mean of quarter 3
    0.18502
  • Mean of quarter 4
    0.29254
  • Inter Quartile Range
    0.11664
  • 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?
    -366432000
  • Max Equity Drawdown (num days)
    33
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.82656
  • Compounded annual return (geometric extrapolation)
    0.99736
  • Calmar ratio (compounded annual return / max draw down)
    3.40929
  • Compounded annual return / average of 25% largest draw downs
    3.40929
  • Compounded annual return / Expected Shortfall lognormal
    12.34850

Strategy Description

We believe in the power of thorough research and analysis when it comes to making informed decisions. Our process involves a meticulous examination of underlying assets, studying their fundamentals and analyzing technical indicators. This comprehensive approach empowers us to make well-informed choices on the most promising options positions.

Key Features:

Options Expertise: With years of experience under our belts, we have honed our skills in options trading, enabling us to identify opportunities that others might miss.

Risk Management: Preserving capital is paramount to our strategy. We implement strict risk management protocols to mitigate potential losses and protect gains.

Adaptive Approach: Markets are ever-changing, and we understand the importance of staying nimble. We continuously adjust our positions to adapt to shifting market conditions, remaining agile and responsive to emerging trends.

Long-Term Focus: While we seek consistent short-term gains, the Options Mastery Strategy is built for sustainable long-term growth, placing emphasis on steady progress over time.

Risk and Reward:
It is crucial to acknowledge that options trading carries inherent risks, and past performance does not guarantee future results. While our strategy aims for consistent profits, there may be periods of drawdown. As a potential subscriber, we encourage you to carefully assess your risk tolerance and investment objectives before participating in this strategy.

Join us on this exciting journey as we navigate the complexities of the options market, seeking superior risk-adjusted returns. Feel free to reach out with any questions or to discuss how the Equity Empire Strategy can complement your investment portfolio.
Trade this strategy at Tradier

Summary Statistics


Strategy began
2024-12-10
Suggested Minimum Capital
$25,000
Rank at C2 %
Top 8.0%
Rank # 
#319
# Trades
46
# Profitable
30
% Profitable
65.2%
Correlation S&P500
-0.169
Sharpe Ratio
0.67
Sortino Ratio
1.08
Beta
-0.49
Alpha
0.15
Leverage
4.44 Average
37.46 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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