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

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it


Lista osservati Lista osservati

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


Listing Edit Subscribers Broadcast Share System Watchlist Watchlist More...

Hydra Options Spreads
(150989948)

Creato da: TheFinancialCloud TheFinancialCloud
Started: 03/2025
Options
Last trade: Today
Trading style: Options Volatility Long / Short Directional Bets

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 $150.00 per month.

C2Star

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

Puoi leggere di più sui requisiti di certificazione C2Star qui.

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

Trading Category: Options
Volatility Long / Short
Category: Equity

Volatility Long / Short

This strategy constructs portfolios that make bets about whether market volatility will increase or decrease.
Directional Bets
Category: Equity

Directional Bets

Uses primarily options to make bets about the direction or magnitude of price movements in assets.

2.5%
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.

(3.9%)
Max Drawdown
57
Num Trades
63.2%
Win Trades
1.2 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025              (2.4%)+2.6%+2.9%(0.6%)                                    +2.5%


Dettagli Account Modello

Una strategia di trading su Collective2. Seguila nel tuo account di brokeraggio o utilizza un account di trading simulato gratuito.

Gli utenti avanzati potrebbero voler utilizzare queste informazioni per regolare il loro AutoTrade scaling o semplicemente per comprendere le grandezze del grafico vicino.

Trading Record

This strategy has placed 81 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
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/9/25 11:14 AMD2513F125 AMD Jun13'25 125 call SHORT 2 1.18 6/14 9:35 0.00 0.4%
Trade id #151960323
Max drawdown($207)
Time6/11/25 0:00
Quant open2
Worst price2.22
Drawdown as % of equity-0.40%
 $235
Includes Typical Broker Commissions trade costs of $1.40
6/9/25 11:14 AMD2513F120 AMD Jun13'25 120 call LONG 2 3.13 6/14 9:35 0.00 1.22%
Trade id #151960316
Max drawdown($624)
Time6/13/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-1.22%
 ($628)
Includes Typical Broker Commissions trade costs of $1.40
5/30/25 13:26 GOOG2506F170 GOOG Jun6'25 170 call LONG 2 2.55 6/6 9:33 3.50 0.7%
Trade id #151877220
Max drawdown($350)
Time6/4/25 0:00
Quant open2
Worst price0.80
Drawdown as % of equity-0.70%
 $187
Includes Typical Broker Commissions trade costs of $2.80
5/30/25 13:26 GOOG2506F175 GOOG Jun6'25 175 call SHORT 2 0.81 6/6 9:33 0.33 0.41%
Trade id #151877223
Max drawdown($208)
Time5/30/25 15:57
Quant open2
Worst price1.85
Drawdown as % of equity-0.41%
 $94
Includes Typical Broker Commissions trade costs of $2.80
5/28/25 11:28 MRVL2530E70 MRVL May30'25 70 call LONG 1 1.60 5/31 9:35 0.00 0.31%
Trade id #151852041
Max drawdown($159)
Time5/30/25 0:00
Quant open1
Worst price0.01
Drawdown as % of equity-0.31%
 ($161)
Includes Typical Broker Commissions trade costs of $1.00
5/28/25 11:30 MRVL2530E75 MRVL May30'25 75 call SHORT 1 0.60 5/31 9:35 0.00 0.1%
Trade id #151852055
Max drawdown($49)
Time5/29/25 0:00
Quant open1
Worst price1.09
Drawdown as % of equity-0.10%
 $59
Includes Typical Broker Commissions trade costs of $1.00
5/23/25 10:24 GOOG2530E172.5 GOOG May30'25 172.5 call LONG 2 2.07 5/30 11:07 0.24 0.72%
Trade id #151813360
Max drawdown($370)
Time5/30/25 11:07
Quant open2
Worst price0.22
Drawdown as % of equity-0.72%
 ($369)
Includes Typical Broker Commissions trade costs of $2.80
5/23/25 10:24 GOOG2530E177.5 GOOG May30'25 177.5 call SHORT 2 0.72 5/30 11:07 0.02 0.32%
Trade id #151813362
Max drawdown($165)
Time5/28/25 0:00
Quant open2
Worst price1.55
Drawdown as % of equity-0.32%
 $138
Includes Typical Broker Commissions trade costs of $2.80
5/12/25 10:05 SPY2520R575 SPY Jun20'25 575 put LONG 1 10.27 5/23 9:35 11.24 1.08%
Trade id #151693893
Max drawdown($549)
Time5/20/25 0:00
Quant open1
Worst price4.78
Drawdown as % of equity-1.08%
 $95
Includes Typical Broker Commissions trade costs of $2.00
5/12/25 10:05 SPY2520R565 SPY Jun20'25 565 put SHORT 1 7.37 5/23 9:35 8.32 0.4%
Trade id #151693900
Max drawdown($209)
Time5/23/25 9:30
Quant open1
Worst price9.46
Drawdown as % of equity-0.40%
 ($97)
Includes Typical Broker Commissions trade costs of $2.00
5/19/25 13:07 SPY2520Q595 SPY May20'25 595 put LONG 2 2.20 5/20 10:13 2.70 0.17%
Trade id #151767123
Max drawdown($88)
Time5/19/25 15:59
Quant open2
Worst price1.76
Drawdown as % of equity-0.17%
 $97
Includes Typical Broker Commissions trade costs of $2.80
5/19/25 14:07 SPY2520Q591 SPY May20'25 591 put SHORT 2 1.03 5/20 10:13 0.67 0.11%
Trade id #151767581
Max drawdown($54)
Time5/19/25 14:18
Quant open2
Worst price1.30
Drawdown as % of equity-0.11%
 $69
Includes Typical Broker Commissions trade costs of $2.80
5/17/25 9:35 GOOG ALPHABET INC CLASS C SHORT 200 160.00 5/17 9:35 155.00 n/a $996
Includes Typical Broker Commissions trade costs of $4.00
5/17/25 9:35 AMD ADVANCED MICRO DEVICES INC. C SHORT 200 110.00 5/17 9:35 100.00 n/a $1,996
Includes Typical Broker Commissions trade costs of $4.00
5/7/25 12:40 GOOG2516E155 GOOG May16'25 155 call LONG 2 2.42 5/17 9:35 0.00 0.1%
Trade id #151649911
Max drawdown($51)
Time5/7/25 14:53
Quant open2
Worst price2.16
Drawdown as % of equity-0.10%
 ($485)
Includes Typical Broker Commissions trade costs of $1.40
5/2/25 9:46 AMD2516E100 AMD May16'25 100 call LONG 2 4.80 5/17 9:35 0.00 1.11%
Trade id #151602646
Max drawdown($556)
Time5/7/25 0:00
Quant open2
Worst price2.02
Drawdown as % of equity-1.11%
 ($961)
Includes Typical Broker Commissions trade costs of $1.40
5/7/25 12:41 GOOG2516E160 GOOG May16'25 160 call SHORT 2 1.12 5/17 9:35 0.00 3.57%
Trade id #151649917
Max drawdown($1,815)
Time5/16/25 0:00
Quant open2
Worst price10.20
Drawdown as % of equity-3.57%
 $224
Includes Typical Broker Commissions trade costs of $1.40
4/28/25 9:41 TSLA2516Q270 TSLA May16'25 270 put LONG 2 9.56 5/17 9:35 0.00 3.75%
Trade id #151546296
Max drawdown($1,909)
Time5/15/25 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-3.75%
 ($1,913)
Includes Typical Broker Commissions trade costs of $1.40
4/28/25 9:42 TSLA2516Q260 TSLA May16'25 260 put SHORT 2 6.60 5/17 9:35 0.00 2.3%
Trade id #151546314
Max drawdown($1,150)
Time4/30/25 0:00
Quant open2
Worst price12.35
Drawdown as % of equity-2.30%
 $1,319
Includes Typical Broker Commissions trade costs of $1.40
5/2/25 9:47 AMD2516E110 AMD May16'25 110 call SHORT 2 1.45 5/17 9:35 0.00 4.42%
Trade id #151602672
Max drawdown($2,227)
Time5/14/25 0:00
Quant open2
Worst price12.59
Drawdown as % of equity-4.42%
 $289
Includes Typical Broker Commissions trade costs of $1.40
5/8/25 10:11 SPY2508Q558 SPY May8'25 558 put SHORT 2 0.71 5/9 8:05 0.00 0.1%
Trade id #151661733
Max drawdown($50)
Time5/8/25 10:55
Quant open2
Worst price0.96
Drawdown as % of equity-0.10%
 $141
Includes Typical Broker Commissions trade costs of $1.40
5/8/25 10:10 SPY2508Q560 SPY May8'25 560 put LONG 2 1.11 5/9 8:05 0.00 0.44%
Trade id #151661729
Max drawdown($220)
Time5/8/25 15:20
Quant open2
Worst price0.01
Drawdown as % of equity-0.44%
 ($223)
Includes Typical Broker Commissions trade costs of $1.40
4/28/25 10:38 GOOG2516E165 GOOG May16'25 165 call LONG 2 3.80 5/7 10:57 1.47 0.95%
Trade id #151547257
Max drawdown($474)
Time5/7/25 10:57
Quant open2
Worst price1.43
Drawdown as % of equity-0.95%
 ($469)
Includes Typical Broker Commissions trade costs of $2.80
4/16/25 10:36 GOOG2525D160 GOOG Apr25'25 160 call LONG 2 3.85 4/25 13:49 3.61 1.13%
Trade id #151426078
Max drawdown($560)
Time4/21/25 0:00
Quant open2
Worst price1.05
Drawdown as % of equity-1.13%
 ($51)
Includes Typical Broker Commissions trade costs of $2.80
4/16/25 10:37 GOOG2525D165 GOOG Apr25'25 165 call SHORT 2 2.00 4/25 13:48 0.22 0.7%
Trade id #151426090
Max drawdown($349)
Time4/25/25 9:34
Quant open2
Worst price3.75
Drawdown as % of equity-0.70%
 $354
Includes Typical Broker Commissions trade costs of $2.80
4/23/25 9:55 NVDA2515H120 NVDA Aug15'25 120 call LONG 2 5.55 4/25 13:39 8.12 0.16%
Trade id #151498595
Max drawdown($80)
Time4/23/25 15:37
Quant open2
Worst price5.15
Drawdown as % of equity-0.16%
 $511
Includes Typical Broker Commissions trade costs of $2.80
4/23/25 11:39 IWM2523D192 IWM Apr23'25 192 call LONG 2 1.11 4/23 14:59 0.13 0.42%
Trade id #151500722
Max drawdown($210)
Time4/23/25 14:54
Quant open2
Worst price0.06
Drawdown as % of equity-0.42%
 ($199)
Includes Typical Broker Commissions trade costs of $2.80
4/22/25 11:14 IWM2522D186 IWM Apr22'25 186 call LONG 2 1.06 4/22 15:07 1.87 0.23%
Trade id #151485287
Max drawdown($111)
Time4/22/25 11:45
Quant open2
Worst price0.50
Drawdown as % of equity-0.23%
 $160
Includes Typical Broker Commissions trade costs of $3.40
3/31/25 11:41 GOOG2517D160 GOOG Apr17'25 160 call LONG 4 2.60 4/14 11:49 3.45 1.32%
Trade id #151234995
Max drawdown($642)
Time4/9/25 0:00
Quant open4
Worst price0.99
Drawdown as % of equity-1.32%
 $336
Includes Typical Broker Commissions trade costs of $5.60
3/31/25 11:43 GOOG2517D165 GOOG Apr17'25 165 call SHORT 4 1.20 4/14 11:48 1.08 0.95%
Trade id #151235022
Max drawdown($464)
Time4/1/25 0:00
Quant open4
Worst price2.36
Drawdown as % of equity-0.95%
 $42
Includes Typical Broker Commissions trade costs of $5.60

Successivo

Statistics

  • Strategy began
    3/2/2025
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    107.11
  • Age
    107 days ago
  • What it trades
    Options
  • # Trades
    57
  • # Profitable
    36
  • % Profitable
    63.20%
  • Avg trade duration
    9.4 days
  • Max peak-to-valley drawdown
    3.94%
  • drawdown period
    May 22, 2025 - June 04, 2025
  • Cumul. Return
    2.5%
  • Avg win
    $389.31
  • Avg loss
    $565.95
  • Model Account Values (Raw)
  • Cash
    $47,557
  • Margin Used
    $5,242
  • Buying Power
    $44,729
  • Ratios
  • W:L ratio
    1.18:1
  • Sharpe Ratio
    0.63
  • Sortino Ratio
    0.91
  • Calmar Ratio
    4.957
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    2.00%
  • Correlation to SP500
    0.24280
  • Return Percent SP500 (cumu) during strategy life
    0.81%
  • Return Statistics
  • Ann Return (w trading costs)
    8.4%
  • Slump
  • Current Slump as Pcnt Equity
    1.80%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.24%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.025%
  • Instruments
  • Percent Trades Options
    0.96%
  • Percent Trades Stocks
    0.04%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    15.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • 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)
    347
  • Popularity (Last 6 weeks)
    932
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    931
  • Popularity (7 days, Percentile 1000 scale)
    612
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $566
  • Avg Win
    $389
  • Sum Trade PL (losers)
    $11,885.000
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $14,015.000
  • # Winners
    36
  • Num Months Winners
    2
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    1039340
  • Win / Loss
  • # Losers
    21
  • % Winners
    63.2%
  • Frequency
  • Avg Position Time (mins)
    13557.20
  • Avg Position Time (hrs)
    225.95
  • Avg Trade Length
    9.4 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    3.05
  • Daily leverage (max)
    7.29
  • Regression
  • Alpha
    0.02
  • Beta
    0.07
  • Treynor Index
    0.25
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.21
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -15.805
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    1.139
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.126
  • Hold-and-Hope Ratio
    -0.033
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.06267
  • SD
    0.08525
  • Sharpe ratio (Glass type estimate)
    0.73512
  • Sharpe ratio (Hedges UMVUE)
    0.41475
  • df
    2.00000
  • t
    0.36756
  • p
    0.37423
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.32197
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.63084
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.52619
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.35569
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.84074
  • Upside Potential Ratio
    3.84074
  • Upside part of mean
    0.13076
  • Downside part of mean
    -0.06809
  • Upside SD
    0.06335
  • Downside SD
    0.03405
  • N nonnegative terms
    2.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.06215
  • Mean of criterion
    0.06267
  • SD of predictor
    0.15480
  • SD of criterion
    0.08525
  • Covariance
    0.00208
  • r
    0.15737
  • b (slope, estimate of beta)
    0.08666
  • a (intercept, estimate of alpha)
    0.05728
  • Mean Square Error
    0.01418
  • DF error
    1.00000
  • t(b)
    0.15935
  • p(b)
    0.44970
  • t(a)
    0.23818
  • p(a)
    0.42557
  • Lowerbound of 95% confidence interval for beta
    -6.82370
  • Upperbound of 95% confidence interval for beta
    6.99703
  • Lowerbound of 95% confidence interval for alpha
    -2.99866
  • Upperbound of 95% confidence interval for alpha
    3.11323
  • Treynor index (mean / b)
    0.72313
  • Jensen alpha (a)
    0.05728
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.05998
  • SD
    0.08437
  • Sharpe ratio (Glass type estimate)
    0.71093
  • Sharpe ratio (Hedges UMVUE)
    0.40110
  • df
    2.00000
  • t
    0.35547
  • p
    0.37811
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.34001
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.60539
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.53848
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.34068
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.75093
  • Upside Potential Ratio
    3.75093
  • Upside part of mean
    0.12850
  • Downside part of mean
    -0.06852
  • Upside SD
    0.06223
  • Downside SD
    0.03426
  • N nonnegative terms
    2.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.05405
  • Mean of criterion
    0.05998
  • SD of predictor
    0.15256
  • SD of criterion
    0.08437
  • Covariance
    0.00224
  • r
    0.17378
  • b (slope, estimate of beta)
    0.09611
  • a (intercept, estimate of alpha)
    0.05479
  • Mean Square Error
    0.01381
  • DF error
    1.00000
  • t(b)
    0.17646
  • p(b)
    0.44440
  • t(a)
    0.23133
  • p(a)
    0.42764
  • Lowerbound of 95% confidence interval for beta
    -6.82430
  • Upperbound of 95% confidence interval for beta
    7.01652
  • Lowerbound of 95% confidence interval for alpha
    -2.95469
  • Upperbound of 95% confidence interval for alpha
    3.06427
  • Treynor index (mean / b)
    0.62412
  • Jensen alpha (a)
    0.05479
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03446
  • Expected Shortfall on VaR
    0.04420
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01033
  • Expected Shortfall on VaR
    0.01945
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    3.00000
  • Minimum
    0.98530
  • Quartile 1
    0.99433
  • Median
    1.00336
  • Quartile 3
    1.01867
  • Maximum
    1.03399
  • Mean of quarter 1
    0.98530
  • Mean of quarter 2
    1.00336
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    1.03399
  • Inter Quartile Range
    0.02434
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • 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
    0.01469
  • Quartile 1
    0.01469
  • Median
    0.01469
  • Quartile 3
    0.01469
  • Maximum
    0.01469
  • 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)
    0.08886
  • Compounded annual return (geometric extrapolation)
    0.09187
  • Calmar ratio (compounded annual return / max draw down)
    6.25189
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    2.07872
  • 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
    0.10820
  • SD
    0.08711
  • Sharpe ratio (Glass type estimate)
    1.24200
  • Sharpe ratio (Hedges UMVUE)
    1.22937
  • df
    74.00000
  • t
    0.66451
  • p
    0.25421
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.43084
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.90661
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.43924
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.89798
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.95545
  • Upside Potential Ratio
    10.52460
  • Upside part of mean
    0.58233
  • Downside part of mean
    -0.47414
  • Upside SD
    0.06687
  • Downside SD
    0.05533
  • N nonnegative terms
    39.00000
  • N negative terms
    36.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    75.00000
  • Mean of predictor
    0.09458
  • Mean of criterion
    0.10820
  • SD of predictor
    0.30014
  • SD of criterion
    0.08711
  • Covariance
    0.00736
  • r
    0.28138
  • b (slope, estimate of beta)
    0.08167
  • a (intercept, estimate of alpha)
    0.10000
  • Mean Square Error
    0.00708
  • DF error
    73.00000
  • t(b)
    2.50538
  • p(b)
    0.00723
  • t(a)
    0.63857
  • p(a)
    0.26255
  • Lowerbound of 95% confidence interval for beta
    0.01670
  • Upperbound of 95% confidence interval for beta
    0.14664
  • Lowerbound of 95% confidence interval for alpha
    -0.21310
  • Upperbound of 95% confidence interval for alpha
    0.41405
  • Treynor index (mean / b)
    1.32477
  • Jensen alpha (a)
    0.10047
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.10443
  • SD
    0.08702
  • Sharpe ratio (Glass type estimate)
    1.20000
  • Sharpe ratio (Hedges UMVUE)
    1.18780
  • df
    74.00000
  • t
    0.64204
  • p
    0.26142
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.47237
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.86435
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.48046
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.85605
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.87996
  • Upside Potential Ratio
    10.44260
  • Upside part of mean
    0.58005
  • Downside part of mean
    -0.47563
  • Upside SD
    0.06654
  • Downside SD
    0.05555
  • N nonnegative terms
    39.00000
  • N negative terms
    36.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    75.00000
  • Mean of predictor
    0.05063
  • Mean of criterion
    0.10443
  • SD of predictor
    0.29765
  • SD of criterion
    0.08702
  • Covariance
    0.00727
  • r
    0.28073
  • b (slope, estimate of beta)
    0.08207
  • a (intercept, estimate of alpha)
    0.10027
  • Mean Square Error
    0.00707
  • DF error
    73.00000
  • t(b)
    2.49901
  • p(b)
    0.00735
  • t(a)
    0.63793
  • p(a)
    0.26276
  • Lowerbound of 95% confidence interval for beta
    0.01662
  • Upperbound of 95% confidence interval for beta
    0.14753
  • Lowerbound of 95% confidence interval for alpha
    -0.21299
  • Upperbound of 95% confidence interval for alpha
    0.41353
  • Treynor index (mean / b)
    1.27234
  • Jensen alpha (a)
    0.10027
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00841
  • Expected Shortfall on VaR
    0.01063
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00410
  • Expected Shortfall on VaR
    0.00771
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    75.00000
  • Minimum
    0.98882
  • Quartile 1
    0.99742
  • Median
    1.00036
  • Quartile 3
    1.00308
  • Maximum
    1.01384
  • Mean of quarter 1
    0.99401
  • Mean of quarter 2
    0.99907
  • Mean of quarter 3
    1.00145
  • Mean of quarter 4
    1.00758
  • Inter Quartile Range
    0.00566
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.01333
  • Mean of outliers low
    0.98882
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.02667
  • Mean of outliers high
    1.01294
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.23956
  • VaR(95%) (moments method)
    0.00593
  • Expected Shortfall (moments method)
    0.00729
  • Extreme Value Index (regression method)
    -0.30919
  • VaR(95%) (regression method)
    0.00591
  • Expected Shortfall (regression method)
    0.00709
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00021
  • Quartile 1
    0.00267
  • Median
    0.00968
  • Quartile 3
    0.02209
  • Maximum
    0.02854
  • Mean of quarter 1
    0.00131
  • Mean of quarter 2
    0.00367
  • Mean of quarter 3
    0.01736
  • Mean of quarter 4
    0.02851
  • Inter Quartile Range
    0.01942
  • 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)
    0.13487
  • Compounded annual return (geometric extrapolation)
    0.14149
  • Calmar ratio (compounded annual return / max draw down)
    4.95673
  • Compounded annual return / average of 25% largest draw downs
    4.96253
  • Compounded annual return / Expected Shortfall lognormal
    13.30770
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess log return rates
  • Statistics related to linear regression on benchmark
  • VAR (95 Confidence Intrvl)
    0.00800
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Last 4 Months - Pcnt Negative
    0.50%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -426576000
  • Max Equity Drawdown (num days)
    13

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2025-03-02
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.9%
Rank # 
#223
# Trades
57
# Profitable
36
% Profitable
63.2%
Correlation S&P500
0.243
Sharpe Ratio
0.63
Sortino Ratio
0.91
Beta
0.07
Alpha
0.02
Leverage
3.05 Average
7.29 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

    We did it! It's finally here. Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo [...]

  • 9/13/2018, 9:07:33 PM BTO 1 ETHUSD

    Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo ligula eget dolor. Aenean massa [...]

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.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Mark as Private Keep Public

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

Suggested Minimum Capital

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