Collective2 Collective2
Featured Strategy SK Trader +65.8% Annual Return (Compounded) since Apr 3, 2024 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...

ARK Micro
(151021571)

Creato da: ARK2 ARK2
Started: 03/2025
Futures
Last trade: Today

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 $75.00 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.


33.8%
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.

(13.3%)
Max Drawdown
110
Num Trades
86.4%
Win Trades
3.3 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025              +5.8%+14.0%+10.5%+0.4%                                    +33.8%


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 375 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
6/16/25 9:32 @M6BU5 E-MICRO GBP/USD SHORT 2 1.3619 6/16 11:39 1.3604 0.07%
Trade id #152063741
Max drawdown($15)
Time6/16/25 10:07
Quant open2
Worst price1.3631
Drawdown as % of equity-0.07%
 $17
Includes Typical Broker Commissions trade costs of $1.56
6/13/25 4:04 @MJYU5 E-MICRO JPY/USD LONG 5 0.006999 6/16 9:20 0.007014 0.2%
Trade id #152043668
Max drawdown($41)
Time6/13/25 7:20
Quant open2
Worst price0.006996
Drawdown as % of equity-0.20%
 $91
Includes Typical Broker Commissions trade costs of $3.90
6/16/25 8:52 @M6BU5 E-MICRO GBP/USD LONG 1 1.3585 6/16 9:18 1.3606 n/a $12
Includes Typical Broker Commissions trade costs of $0.78
6/13/25 7:13 @JEU5 E-MINI JAPANESE YEN LONG 1 0.007000 6/13 16:22 0.007015 0.21%
Trade id #152044580
Max drawdown($43)
Time6/13/25 9:31
Quant open1
Worst price0.006993
Drawdown as % of equity-0.21%
 $86
Includes Typical Broker Commissions trade costs of $8.00
6/12/25 11:04 @MJYU5 E-MICRO JPY/USD LONG 1 0.007025 6/12 20:51 0.007050 0.02%
Trade id #152004320
Max drawdown($3)
Time6/12/25 11:17
Quant open1
Worst price0.007022
Drawdown as % of equity-0.02%
 $30
Includes Typical Broker Commissions trade costs of $0.78
6/3/25 4:01 @MJYM5 E-MICRO JPY/USD LONG 12 0.006990 6/12 10:22 0.006985 3.53%
Trade id #151900430
Max drawdown($683)
Time6/11/25 0:00
Quant open5
Worst price0.006881
Drawdown as % of equity-3.53%
 ($96)
Includes Typical Broker Commissions trade costs of $9.36
6/5/25 22:10 @JEM5 E-MINI JAPANESE YEN LONG 4 0.006933 6/11 22:05 0.006945 6.42%
Trade id #151938029
Max drawdown($1,223)
Time6/11/25 8:30
Quant open3
Worst price0.006868
Drawdown as % of equity-6.42%
 $268
Includes Typical Broker Commissions trade costs of $32.00
6/5/25 12:43 @JEM5 E-MINI JAPANESE YEN LONG 1 0.006967 6/5 19:24 0.006976 0.22%
Trade id #151934233
Max drawdown($43)
Time6/5/25 13:43
Quant open1
Worst price0.006960
Drawdown as % of equity-0.22%
 $48
Includes Typical Broker Commissions trade costs of $8.00
6/4/25 9:34 @JEM5 E-MINI JAPANESE YEN LONG 1 0.006966 6/4 10:03 0.006984 0.09%
Trade id #151915555
Max drawdown($18)
Time6/4/25 9:50
Quant open1
Worst price0.006963
Drawdown as % of equity-0.09%
 $105
Includes Typical Broker Commissions trade costs of $8.00
6/3/25 11:24 @JEM5 E-MINI JAPANESE YEN LONG 1 0.006960 6/4 8:42 0.006973 0.79%
Trade id #151905190
Max drawdown($156)
Time6/4/25 1:34
Quant open1
Worst price0.006935
Drawdown as % of equity-0.79%
 $73
Includes Typical Broker Commissions trade costs of $8.00
6/2/25 21:30 @MJYM5 E-MICRO JPY/USD LONG 1 0.007000 6/3 3:18 0.007016 0.05%
Trade id #151899140
Max drawdown($10)
Time6/2/25 23:53
Quant open1
Worst price0.006992
Drawdown as % of equity-0.05%
 $19
Includes Typical Broker Commissions trade costs of $0.78
5/30/25 8:49 @MJYM5 E-MICRO JPY/USD LONG 5 0.006965 6/2 4:14 0.006989 0.64%
Trade id #151872842
Max drawdown($127)
Time5/30/25 10:53
Quant open4
Worst price0.006937
Drawdown as % of equity-0.64%
 $151
Includes Typical Broker Commissions trade costs of $3.90
5/30/25 11:19 @JEM5 E-MINI JAPANESE YEN LONG 1 0.006947 5/30 13:16 0.006963 0.09%
Trade id #151874994
Max drawdown($18)
Time5/30/25 11:22
Quant open1
Worst price0.006944
Drawdown as % of equity-0.09%
 $92
Includes Typical Broker Commissions trade costs of $8.00
5/30/25 3:01 @MJYM5 E-MICRO JPY/USD LONG 2 0.006955 5/30 8:06 0.006966 0.06%
Trade id #151870594
Max drawdown($12)
Time5/30/25 3:22
Quant open1
Worst price0.006950
Drawdown as % of equity-0.06%
 $26
Includes Typical Broker Commissions trade costs of $1.56
5/29/25 23:35 @MJYM5 E-MICRO JPY/USD LONG 2 0.006955 5/30 2:54 0.006966 0.06%
Trade id #151869877
Max drawdown($12)
Time5/30/25 2:14
Quant open1
Worst price0.006950
Drawdown as % of equity-0.06%
 $26
Includes Typical Broker Commissions trade costs of $1.56
5/27/25 4:10 @JEM5 E-MINI JAPANESE YEN LONG 3 0.006935 5/29 8:34 0.006923 5.58%
Trade id #151836227
Max drawdown($1,068)
Time5/29/25 1:52
Quant open2
Worst price0.006857
Drawdown as % of equity-5.58%
 ($237)
Includes Typical Broker Commissions trade costs of $24.00
5/29/25 6:29 @JYU5 JAPANESE YEN SHORT 1 0.006982 5/29 8:34 0.006999 1.13%
Trade id #151859420
Max drawdown($225)
Time5/29/25 8:30
Quant open1
Worst price0.007000
Drawdown as % of equity-1.13%
 ($221)
Includes Typical Broker Commissions trade costs of $8.00
5/27/25 1:10 @MJYM5 E-MICRO JPY/USD LONG 6 0.006960 5/29 8:34 0.006935 2.66%
Trade id #151835510
Max drawdown($509)
Time5/29/25 1:50
Quant open4
Worst price0.006858
Drawdown as % of equity-2.66%
 ($189)
Includes Typical Broker Commissions trade costs of $4.68
5/22/25 7:02 @MJYM5 E-MICRO JPY/USD LONG 2 0.006962 5/23 8:01 0.007006 0.2%
Trade id #151796163
Max drawdown($41)
Time5/22/25 13:27
Quant open2
Worst price0.006946
Drawdown as % of equity-0.20%
 $107
Includes Typical Broker Commissions trade costs of $1.56
5/21/25 23:32 @M6BM5 E-MICRO GBP/USD LONG 6 1.3416 5/23 8:01 1.3442 0.07%
Trade id #151794641
Max drawdown($14)
Time5/22/25 0:00
Quant open1
Worst price1.3407
Drawdown as % of equity-0.07%
 $90
Includes Typical Broker Commissions trade costs of $4.68
5/21/25 18:16 @MJYM5 E-MICRO JPY/USD LONG 1 0.006950 5/21 22:53 0.007000 n/a $62
Includes Typical Broker Commissions trade costs of $0.78
5/21/25 7:51 @JEM5 E-MINI JAPANESE YEN LONG 1 0.006974 5/21 21:35 0.006995 0.84%
Trade id #151785038
Max drawdown($168)
Time5/21/25 18:16
Quant open1
Worst price0.006947
Drawdown as % of equity-0.84%
 $123
Includes Typical Broker Commissions trade costs of $8.00
5/21/25 9:27 @M6BM5 E-MICRO GBP/USD SHORT 3 1.3440 5/21 15:31 1.3427 0.13%
Trade id #151786038
Max drawdown($26)
Time5/21/25 12:07
Quant open3
Worst price1.3454
Drawdown as % of equity-0.13%
 $23
Includes Typical Broker Commissions trade costs of $2.34
5/21/25 6:25 @M6BM5 E-MICRO GBP/USD SHORT 1 1.3430 5/21 7:50 1.3403 0.03%
Trade id #151783378
Max drawdown($5)
Time5/21/25 6:30
Quant open1
Worst price1.3439
Drawdown as % of equity-0.03%
 $16
Includes Typical Broker Commissions trade costs of $0.78
5/21/25 6:41 @BPM5 BRITISH POUND SHORT 1 1.3430 5/21 7:01 1.3410 0.09%
Trade id #151783494
Max drawdown($18)
Time5/21/25 6:44
Quant open1
Worst price1.3433
Drawdown as % of equity-0.09%
 $117
Includes Typical Broker Commissions trade costs of $8.00
5/20/25 23:30 @M6BM5 E-MICRO GBP/USD SHORT 4 1.3444 5/21 3:47 1.3427 0.31%
Trade id #151781750
Max drawdown($61)
Time5/21/25 2:27
Quant open3
Worst price1.3470
Drawdown as % of equity-0.31%
 $41
Includes Typical Broker Commissions trade costs of $3.12
5/21/25 2:39 @BPM5 BRITISH POUND SHORT 1 1.3467 5/21 3:04 1.3431 n/a $217
Includes Typical Broker Commissions trade costs of $8.00
5/20/25 12:25 @MJYM5 E-MICRO JPY/USD LONG 1 0.006929 5/20 23:19 0.006967 0.04%
Trade id #151777732
Max drawdown($7)
Time5/20/25 13:10
Quant open1
Worst price0.006923
Drawdown as % of equity-0.04%
 $47
Includes Typical Broker Commissions trade costs of $0.78
5/8/25 11:26 @JYM5 JAPANESE YEN LONG 1 0.006918 5/20 14:25 0.006938 11.63%
Trade id #151662963
Max drawdown($2,062)
Time5/12/25 0:00
Quant open1
Worst price0.006753
Drawdown as % of equity-11.63%
 $242
Includes Typical Broker Commissions trade costs of $8.00
5/16/25 5:47 @M6BM5 E-MICRO GBP/USD LONG 7 1.3291 5/19 5:08 1.3333 0.93%
Trade id #151743530
Max drawdown($170)
Time5/16/25 12:20
Quant open7
Worst price1.3252
Drawdown as % of equity-0.93%
 $178
Includes Typical Broker Commissions trade costs of $5.46

Successivo

Statistics

  • Strategy began
    3/5/2025
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    104.11
  • Age
    104 days ago
  • What it trades
    Futures
  • # Trades
    110
  • # Profitable
    95
  • % Profitable
    86.40%
  • Avg trade duration
    1.2 days
  • Max peak-to-valley drawdown
    13.3%
  • drawdown period
    May 07, 2025 - May 12, 2025
  • Cumul. Return
    33.8%
  • Avg win
    $91.57
  • Avg loss
    $177.27
  • Model Account Values (Raw)
  • Cash
    $21,674
  • Margin Used
    $4,520
  • Buying Power
    $16,520
  • Ratios
  • W:L ratio
    3.27:1
  • Sharpe Ratio
    2.83
  • Sortino Ratio
    4.68
  • Calmar Ratio
    26.807
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    31.36%
  • Correlation to SP500
    -0.22800
  • Return Percent SP500 (cumu) during strategy life
    2.74%
  • Return Statistics
  • Ann Return (w trading costs)
    168.1%
  • Slump
  • Current Slump as Pcnt Equity
    3.50%
  • Instruments
  • Percent Trades Futures
    0.84%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.01%
  • 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)
    0.338%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    0.16%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    222.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    9.50%
  • 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
  • Chance of 100% 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)
    604
  • Popularity (Last 6 weeks)
    963
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    931
  • Popularity (7 days, Percentile 1000 scale)
    900
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $179
  • Avg Win
    $92
  • Sum Trade PL (losers)
    $2,687.000
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $8,699.000
  • # Winners
    95
  • Num Months Winners
    4
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    20385
  • Win / Loss
  • # Losers
    15
  • % Winners
    86.4%
  • Frequency
  • Avg Position Time (mins)
    1773.27
  • Avg Position Time (hrs)
    29.55
  • Avg Trade Length
    1.2 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    4.42
  • Daily leverage (max)
    12.12
  • Regression
  • Alpha
    0.32
  • Beta
    -0.27
  • Treynor Index
    -1.19
  • 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)
    0.58
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    3.310
  • 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
    1.382
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.359
  • Hold-and-Hope Ratio
    0.307
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.59252
  • SD
    0.57196
  • Sharpe ratio (Glass type estimate)
    2.78429
  • Sharpe ratio (Hedges UMVUE)
    1.57087
  • df
    2.00000
  • t
    1.39214
  • p
    0.14924
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.08246
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.24779
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.64050
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.78224
  • Statistics related to Sortino ratio
  • Sortino ratio
    13.88260
  • Upside Potential Ratio
    15.88260
  • Upside part of mean
    1.82194
  • Downside part of mean
    -0.22943
  • Upside SD
    0.64520
  • Downside SD
    0.11471
  • 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
    0.14198
  • Mean of criterion
    1.59252
  • SD of predictor
    0.31340
  • SD of criterion
    0.57196
  • Covariance
    -0.13417
  • r
    -0.74846
  • b (slope, estimate of beta)
    -1.36595
  • a (intercept, estimate of alpha)
    1.78646
  • Mean Square Error
    0.28776
  • DF error
    1.00000
  • t(b)
    -1.12859
  • p(b)
    0.76921
  • t(a)
    1.64416
  • p(a)
    0.17394
  • Lowerbound of 95% confidence interval for beta
    -16.74460
  • Upperbound of 95% confidence interval for beta
    14.01270
  • Lowerbound of 95% confidence interval for alpha
    -12.01940
  • Upperbound of 95% confidence interval for alpha
    15.59230
  • Treynor index (mean / b)
    -1.16586
  • Jensen alpha (a)
    1.78646
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.40182
  • SD
    0.52850
  • Sharpe ratio (Glass type estimate)
    2.65247
  • Sharpe ratio (Hedges UMVUE)
    1.49650
  • df
    2.00000
  • t
    1.32624
  • p
    0.15797
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.14858
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.05438
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.68878
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.68178
  • Statistics related to Sortino ratio
  • Sortino ratio
    11.89480
  • Upside Potential Ratio
    13.89480
  • Upside part of mean
    1.63753
  • Downside part of mean
    -0.23570
  • Upside SD
    0.57972
  • Downside SD
    0.11785
  • 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
    0.10847
  • Mean of criterion
    1.40182
  • SD of predictor
    0.31282
  • SD of criterion
    0.52850
  • Covariance
    -0.12215
  • r
    -0.73885
  • b (slope, estimate of beta)
    -1.24824
  • a (intercept, estimate of alpha)
    1.53722
  • Mean Square Error
    0.25367
  • DF error
    1.00000
  • t(b)
    -1.09644
  • p(b)
    0.76463
  • t(a)
    1.51473
  • p(a)
    0.18573
  • Lowerbound of 95% confidence interval for beta
    -15.71370
  • Upperbound of 95% confidence interval for beta
    13.21720
  • Lowerbound of 95% confidence interval for alpha
    -11.35760
  • Upperbound of 95% confidence interval for alpha
    14.43210
  • Treynor index (mean / b)
    -1.12304
  • Jensen alpha (a)
    1.53722
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.12552
  • Expected Shortfall on VaR
    0.17824
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03481
  • Expected Shortfall on VaR
    0.06553
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    3.00000
  • Minimum
    0.94497
  • Quartile 1
    1.08104
  • Median
    1.21710
  • Quartile 3
    1.23007
  • Maximum
    1.24304
  • Mean of quarter 1
    0.94497
  • Mean of quarter 2
    1.21710
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    1.24304
  • Inter Quartile Range
    0.14903
  • 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
    0.05503
  • Quartile 1
    0.05503
  • Median
    0.05503
  • Quartile 3
    0.05503
  • Maximum
    0.05503
  • 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)
    1.71862
  • Compounded annual return (geometric extrapolation)
    3.17757
  • Calmar ratio (compounded annual return / max draw down)
    57.74440
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    17.82700
  • 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
    1.40118
  • SD
    0.36442
  • Sharpe ratio (Glass type estimate)
    3.84498
  • Sharpe ratio (Hedges UMVUE)
    3.80241
  • df
    68.00000
  • t
    1.97318
  • p
    0.02627
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.04200
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.70465
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.06990
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    7.67472
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.15612
  • Upside Potential Ratio
    11.61670
  • Upside part of mean
    2.64405
  • Downside part of mean
    -1.24288
  • Upside SD
    0.29422
  • Downside SD
    0.22761
  • N nonnegative terms
    46.00000
  • N negative terms
    23.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    69.00000
  • Mean of predictor
    0.10698
  • Mean of criterion
    1.40118
  • SD of predictor
    0.30396
  • SD of criterion
    0.36442
  • Covariance
    -0.02545
  • r
    -0.22977
  • b (slope, estimate of beta)
    -0.27548
  • a (intercept, estimate of alpha)
    1.43100
  • Mean Square Error
    0.12767
  • DF error
    67.00000
  • t(b)
    -1.93247
  • p(b)
    0.97123
  • t(a)
    2.05430
  • p(a)
    0.02193
  • Lowerbound of 95% confidence interval for beta
    -0.56001
  • Upperbound of 95% confidence interval for beta
    0.00906
  • Lowerbound of 95% confidence interval for alpha
    0.04060
  • Upperbound of 95% confidence interval for alpha
    2.82070
  • Treynor index (mean / b)
    -5.08640
  • Jensen alpha (a)
    1.43065
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.33174
  • SD
    0.36601
  • Sharpe ratio (Glass type estimate)
    3.63857
  • Sharpe ratio (Hedges UMVUE)
    3.59830
  • df
    68.00000
  • t
    1.86726
  • p
    0.03309
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.24205
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.49333
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.26850
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    7.46509
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.62576
  • Upside Potential Ratio
    10.99080
  • Upside part of mean
    2.60178
  • Downside part of mean
    -1.27003
  • Upside SD
    0.28767
  • Downside SD
    0.23672
  • N nonnegative terms
    46.00000
  • N negative terms
    23.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    69.00000
  • Mean of predictor
    0.06206
  • Mean of criterion
    1.33174
  • SD of predictor
    0.30090
  • SD of criterion
    0.36601
  • Covariance
    -0.02606
  • r
    -0.23664
  • b (slope, estimate of beta)
    -0.28784
  • a (intercept, estimate of alpha)
    1.34961
  • Mean Square Error
    0.12835
  • DF error
    67.00000
  • t(b)
    -1.99358
  • p(b)
    0.97486
  • t(a)
    1.93309
  • p(a)
    0.02873
  • Lowerbound of 95% confidence interval for beta
    -0.57602
  • Upperbound of 95% confidence interval for beta
    0.00035
  • Lowerbound of 95% confidence interval for alpha
    -0.04393
  • Upperbound of 95% confidence interval for alpha
    2.74314
  • Treynor index (mean / b)
    -4.62675
  • Jensen alpha (a)
    1.34961
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03160
  • Expected Shortfall on VaR
    0.04067
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00790
  • Expected Shortfall on VaR
    0.01874
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    69.00000
  • Minimum
    0.90258
  • Quartile 1
    0.99688
  • Median
    1.00427
  • Quartile 3
    1.01193
  • Maximum
    1.07265
  • Mean of quarter 1
    0.98223
  • Mean of quarter 2
    1.00147
  • Mean of quarter 3
    1.00757
  • Mean of quarter 4
    1.03191
  • Inter Quartile Range
    0.01504
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.02899
  • Mean of outliers low
    0.93302
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.11594
  • Mean of outliers high
    1.04597
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.18549
  • VaR(95%) (moments method)
    0.01143
  • Expected Shortfall (moments method)
    0.01881
  • Extreme Value Index (regression method)
    0.42078
  • VaR(95%) (regression method)
    0.01828
  • Expected Shortfall (regression method)
    0.04040
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00103
  • Quartile 1
    0.00469
  • Median
    0.01095
  • Quartile 3
    0.03441
  • Maximum
    0.10799
  • Mean of quarter 1
    0.00205
  • Mean of quarter 2
    0.00798
  • Mean of quarter 3
    0.01416
  • Mean of quarter 4
    0.07271
  • Inter Quartile Range
    0.02972
  • 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
    0.10000
  • Mean of outliers high
    0.10799
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -4.28531
  • VaR(95%) (moments method)
    0.07862
  • Expected Shortfall (moments method)
    0.07870
  • Extreme Value Index (regression method)
    -0.52423
  • VaR(95%) (regression method)
    0.11887
  • Expected Shortfall (regression method)
    0.13754
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.63493
  • Compounded annual return (geometric extrapolation)
    2.89483
  • Calmar ratio (compounded annual return / max draw down)
    26.80730
  • Compounded annual return / average of 25% largest draw downs
    39.81570
  • Compounded annual return / Expected Shortfall lognormal
    71.17230
  • 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)
    0.03200
  • 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
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -390798000
  • Max Equity Drawdown (num days)
    5

Strategy Description

Hello,

I have done a lot of work on my mistakes. This is more from the field of psychology. Bugs have been fixed. The system has become more reliable and stable. During this time, I have optimized my system, leaving only the best algorithms there and optimized risk management. I believe in my system.

Attention! Depending on your risk preferences, after subscribing to the system, I definitely recommend setting a risk limit of no more than 5-10-15-20%. This is a must!

1) ARK Micro (micro fx futures CME) + 5.8%*, max dd - 8.8% | https://collective2.com/details/151021571 | Maximum monthly loss no more than 10%. Trading according to the system of currency futures micro GBP/USD, micro EUR/USD, micro AUD/USD, micro JPY/USD, micro CAD/USD, micro CHF/USD. Suggested Minimum Capital 7,500 - 15,000 USD

2) Internet trading experience since 2006. Manual trading system, based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday bulletins of currency futures of the Chicago Mercantile Exchange (CME Group) - British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Swiss Franc Futures, Canadian Dollar Futures. Trading is carried out both on the trend and on reversals, on currency futures G10 CME Group. Each trade is protected by a stop loss. Not martingale. The plan and goal for the future is to open my own hedge fund.

3) My public verified trading results myfxbook | 2011 + 12.11% | 2012 + 105.51% | 2013 + 272.49% | 2014 + 182.49% | 2015 + 121.17% | 2016 + 65.57% | 2017 + 18.24% | 2018 + 88.6% | 2019 +16.5%

4) Attention! To be honest, this is not my first profile here. I had great periods here when the number of paid subscribers was about 100, and the amount under management was about 7 million US dollars (this is the period from February 2018 to July 2019). In 2018, a profit of 88% was shown, but then 95% of clients left due to a profit of 16% per year!!! From experience, I can say that low drawdowns and moderate profits (10-25% per year) are of little interest to anyone here, and when you start showing such a result, 80-90 percent of clients leave. Strategies with high profits are very popular, which subsequently lead to large drawdowns. This is a pattern and a vicious circle. The more profit, the greater the drawdown awaits you in the future. That's why I started using my system with aggressive risks, which led to a series of failures.

5) From November 2021 to October 2022, I had the ARK system here, until May 2022 there was a stable increase in clients, excellent results for six months, profit over 250%, the number of paid subscribers is just over 100, funds are 15 million USD. Then I started trading more conservatively (less risky) and the number of subscribers decreased by 9 times in 3 months!!! I started trading again, but more aggressively and this eventually led to a mistake, there was a big drawdown when selling USD / JPY due to high leverage, the idea was correct to sell 145-147-150 take profit 135-133 -131, but very poor execution led to a loss. I am the only one to blame for this and there is no excuse for this.

6) In 2024, at the moment, my M8888 system managed to show excellent results of 420% with a maximum drawdown of 42%. But the bet on aggressive trading eventually led to a large drawdown. It was obvious and a matter of time. Now there is a profit of 230% with a drawdown of 70%. I understand that such results are of no interest to anyone. An adequate balance of risk and profit is needed.

7) You can see the archive of my systems for 2018-2024 on my website.

Useful recommendations when copying my system “ARK Micro” (micro FX futures CME):

1) Do not idealize the results of my trading. Stable every month for a long period of time, at least over a period of several years, you are unlikely to receive a plus every month, this is not a bank deposit. There will be periods of subsidence, since everything in this world is cyclical and the results in trading are no exception, after growth always follows a decline or for some time there is a stagnation in growth and this should be perceived normally.

2) Diversify your savings - do not put all your eggs in one basket.

3) Constantly and continuously monitor the results, it is desirable to do this several times a week, so you will be calmer.

4) Understand that profitability is not linear, it is not a bank deposit, that income received in the past cannot serve as a guarantee of receiving such income in the future.

5) Do not worry and don’t share your feelings with me about where the market will go or what you think is wrong at the moment (I don’t have a psychological session service), because there is a stop loss for every deal , there is a risk limit. Excessive anxiety only ruins the result.

6) There are periods, several trading sessions, several trading weeks when there is no trading activity, this is normal. Permanent presence in the market and constant trading in no way affects the better profit, does not make it anymore, sometimes just a few trading sessions make the result for a whole month. You need to be able to wait, work out only clear signals and then the result will be much better.

7) There is a possibility that you may lose some or all of your investments and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.


Michael
April 1, 2025
Trade this strategy at Interactive Brokers

Summary Statistics


Strategy began
2025-03-05
Suggested Minimum Capital
$25,000
Rank at C2 %
Top 6.9%
Rank # 
#187
# Trades
110
# Profitable
95
% Profitable
86.4%
Correlation S&P500
-0.228
Sharpe Ratio
2.83
Sortino Ratio
4.68
Beta
-0.27
Alpha
0.32
Leverage
4.42 Average
12.12 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.