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

Restful sleep
(129489969)

Created by: ArkadiiK ArkadiiK
Started: 06/2020
Stocks
Last trade: 812 days ago
Trading style: Futures Trend-following

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $125.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

Trading Category: Futures
Trend-following
Category: Equity

Trend-following

Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
-7.5%
Annual Return (Compounded)

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(81.8%)
Max Drawdown
68
Num Trades
58.8%
Win Trades
0.9 : 1
Profit Factor
46.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                   +0.1%+1.2%+0.4%+4.9%+0.4%+18.8%+9.2%+39.0%
2021+2.5%+3.0%(13.1%)(0.9%)(2.1%)+8.7%(13.4%)(6.4%)(6%)+6.1%(8.8%)(2.3%)(30.3%)
2022(22%)(0.7%)(13.8%)  -  (18.8%)(15.9%)(10.4%)  -  (31.2%)(66.6%)
2023+81.5%(10.1%)(18.5%)(5.4%)+21.7%+7.8%+23.5%(16.4%)+5.2%(32.2%)+47.1%+30.4%+132.9%
2024(7.9%)+6.5%(0.7%)                                                      (2.7%)

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 31 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 877 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/3/21 9:30 RMNI RIMINI STREET INC LONG 100 8.08 11/2 10:33 11.04 0.45%
Trade id #133816259
Max drawdown($247)
Time5/13/21 0:00
Quant open100
Worst price5.61
Drawdown as % of equity-0.45%
$294
Includes Typical Broker Commissions trade costs of $2.00
2/9/21 9:56 U UNITY SOFTWARE INC LONG 5 130.31 11/2 10:33 147.94 0.48%
Trade id #133940789
Max drawdown($271)
Time5/11/21 0:00
Quant open5
Worst price76.00
Drawdown as % of equity-0.48%
$88
Includes Typical Broker Commissions trade costs of $0.10
2/16/21 9:30 KNTNF K92 MINING INC COMMON SHARES (CANADA) LONG 250 5.40 11/2 10:32 5.70 0.43%
Trade id #134080491
Max drawdown($245)
Time9/30/21 0:00
Quant open250
Worst price4.42
Drawdown as % of equity-0.43%
$70
Includes Typical Broker Commissions trade costs of $5.00
2/3/21 9:30 ARNGF ARGONAUT GOLD INC LONG 1,000 1.76 11/2 10:31 2.50 0.42%
Trade id #133816334
Max drawdown($260)
Time3/8/21 0:00
Quant open1,000
Worst price1.50
Drawdown as % of equity-0.42%
$735
Includes Typical Broker Commissions trade costs of $5.00
2/16/21 10:41 MGTX MEIRAGTX HOLDINGS PLC ORDINARY SHARES LONG 60 15.54 11/2 10:30 19.25 0.42%
Trade id #134085656
Max drawdown($236)
Time9/8/21 0:00
Quant open60
Worst price11.60
Drawdown as % of equity-0.42%
$222
Includes Typical Broker Commissions trade costs of $1.20
2/24/21 13:49 FNGO MICROSECTORS FANG 2X LEVERAGED ETNS DUE 1/8/38 LONG 100 45.18 11/2 10:30 47.38 1.9%
Trade id #134261162
Max drawdown($1,160)
Time3/26/21 0:00
Quant open100
Worst price33.58
Drawdown as % of equity-1.90%
$218
Includes Typical Broker Commissions trade costs of $2.00
10/5/21 9:52 SOXL DIREXION DAILY SEMICONDCT BULL LONG 363 37.61 11/2 10:29 50.48 0.7%
Trade id #137669012
Max drawdown($347)
Time10/12/21 0:00
Quant open263
Worst price36.47
Drawdown as % of equity-0.70%
$4,667
Includes Typical Broker Commissions trade costs of $7.26
12/28/20 14:16 QQQ POWERSHARES QQQ LONG 10 312.84 10/12/21 11:49 331.78 0.11%
Trade id #133051852
Max drawdown($76)
Time1/4/21 0:00
Quant open10
Worst price305.18
Drawdown as % of equity-0.11%
$189
Includes Typical Broker Commissions trade costs of $0.20
9/4/20 12:35 FRHC FREEDOM HOLDING CORP. COMMON STOCK LONG 710 33.72 10/12/21 11:44 52.37 0.26%
Trade id #131007910
Max drawdown($129)
Time9/4/20 13:20
Quant open300
Worst price23.10
Drawdown as % of equity-0.26%
$13,234
Includes Typical Broker Commissions trade costs of $14.20
2/1/21 9:37 SOXL DIREXION DAILY SEMICONDCT BULL LONG 150 37.69 10/1 14:32 39.95 2.46%
Trade id #133752226
Max drawdown($1,528)
Time3/8/21 0:00
Quant open150
Worst price27.50
Drawdown as % of equity-2.46%
$336
Includes Typical Broker Commissions trade costs of $3.00
2/2/21 9:30 FOA FINANCE OF AMERICA COS INC LONG 100 10.18 6/2 14:04 10.36 0.18%
Trade id #133791000
Max drawdown($96)
Time5/14/21 0:00
Quant open100
Worst price9.22
Drawdown as % of equity-0.18%
$16
Includes Typical Broker Commissions trade costs of $2.00
2/3/21 9:36 CHMA CHIASMA INC. COMMON STOCK LONG 750 4.01 6/2 14:03 4.14 1.49%
Trade id #133816843
Max drawdown($930)
Time3/29/21 0:00
Quant open750
Worst price2.77
Drawdown as % of equity-1.49%
$93
Includes Typical Broker Commissions trade costs of $5.00
2/3/21 9:30 BLRX BIOLINE RX LONG 100 3.09 5/4 10:27 4.57 0.09%
Trade id #133816244
Max drawdown($55)
Time4/20/21 0:00
Quant open100
Worst price2.53
Drawdown as % of equity-0.09%
$146
Includes Typical Broker Commissions trade costs of $2.00
4/19/21 11:55 WEBL DIREXION DAILY DOW JONES INTERNET BULL 3X SHARES SHORT 4 76.66 4/19 11:59 76.32 n/a $1
Includes Typical Broker Commissions trade costs of $0.08
12/28/20 14:15 WEBL DIREXION DAILY DOW JONES INTERNET BULL 3X SHARES LONG 104 69.06 4/19/21 11:55 76.66 2.58%
Trade id #133051838
Max drawdown($1,606)
Time3/5/21 0:00
Quant open104
Worst price53.62
Drawdown as % of equity-2.58%
$788
Includes Typical Broker Commissions trade costs of $2.08
2/24/21 13:56 PRQR PROQR THERAPEUTICS N.V. ORDINA LONG 150 4.75 3/31 13:31 6.69 0.1%
Trade id #134261367
Max drawdown($73)
Time2/26/21 0:00
Quant open150
Worst price4.26
Drawdown as % of equity-0.10%
$289
Includes Typical Broker Commissions trade costs of $3.00
2/3/21 9:30 CGEM CULLINAN ONCOLOGY INC LONG 3 34.85 3/24 13:02 38.47 0.01%
Trade id #133816239
Max drawdown($4)
Time2/3/21 11:14
Quant open3
Worst price33.50
Drawdown as % of equity-0.01%
$11
Includes Typical Broker Commissions trade costs of $0.06
2/9/21 12:49 WWE WORLD WRESTLING LONG 10 46.50 3/2 9:47 53.00 0.01%
Trade id #133946889
Max drawdown($6)
Time2/11/21 0:00
Quant open10
Worst price45.87
Drawdown as % of equity-0.01%
$65
Includes Typical Broker Commissions trade costs of $0.20
11/17/20 10:53 MCD MCDONALD'S LONG 15 215.02 2/19/21 10:52 214.38 0.25%
Trade id #132301026
Max drawdown($178)
Time1/29/21 0:00
Quant open15
Worst price203.11
Drawdown as % of equity-0.25%
($10)
Includes Typical Broker Commissions trade costs of $0.30
2/9/21 12:48 GOOS CANADA GOOSE HOLDINGS INC LONG 10 42.28 2/18 15:15 45.00 0.03%
Trade id #133946863
Max drawdown($23)
Time2/11/21 0:00
Quant open10
Worst price39.93
Drawdown as % of equity-0.03%
$27
Includes Typical Broker Commissions trade costs of $0.20
2/1/21 9:37 ISRG INTUITIVE SURGICAL LONG 3 760.00 2/18 13:10 766.19 0.08%
Trade id #133752220
Max drawdown($60)
Time2/1/21 11:01
Quant open3
Worst price740.00
Drawdown as % of equity-0.08%
$19
Includes Typical Broker Commissions trade costs of $0.06
12/4/20 12:42 CRM SALESFORCE INC LONG 9 224.81 2/18/21 10:35 243.32 0.15%
Trade id #132646469
Max drawdown($106)
Time1/15/21 0:00
Quant open9
Worst price212.99
Drawdown as % of equity-0.15%
$167
Includes Typical Broker Commissions trade costs of $0.18
9/9/20 13:53 INTC INTEL LONG 70 50.31 2/18/21 10:35 61.06 0.84%
Trade id #131091529
Max drawdown($468)
Time10/30/20 0:00
Quant open70
Worst price43.61
Drawdown as % of equity-0.84%
$752
Includes Typical Broker Commissions trade costs of $1.40
2/10/21 9:30 XCUR EXICURE INC. LONG 850 2.50 2/18 10:32 2.51 0.01%
Trade id #133964506
Max drawdown($8)
Time2/10/21 9:35
Quant open850
Worst price2.49
Drawdown as % of equity-0.01%
$4
Includes Typical Broker Commissions trade costs of $5.00
1/29/21 13:25 UVXY PROSHARES ULTRA VIX SHORT-TERM SHORT 600 14.48 2/9 9:45 10.10 0.23%
Trade id #133713524
Max drawdown($162)
Time1/29/21 14:41
Quant open500
Worst price14.90
Drawdown as % of equity-0.23%
$2,623
Includes Typical Broker Commissions trade costs of $8.50
12/17/20 10:48 CWBR COHBAR INC. COMMON STOCK LONG 700 1.40 2/1/21 13:01 1.65 0.12%
Trade id #132886450
Max drawdown($84)
Time12/23/20 0:00
Quant open700
Worst price1.28
Drawdown as % of equity-0.12%
$166
Includes Typical Broker Commissions trade costs of $9.50
2/1/21 9:41 IRTC IRHYTHM TECHNOLOGIES INC. COMMON STOCK SHORT 5 180.09 2/1 11:43 200.00 0.15%
Trade id #133752430
Max drawdown($108)
Time2/1/21 11:21
Quant open5
Worst price201.85
Drawdown as % of equity-0.15%
($100)
Includes Typical Broker Commissions trade costs of $0.10
11/17/20 10:55 AMZN AMAZON.COM LONG 1 3159.61 1/29/21 13:25 3194.49 0.15%
Trade id #132301064
Max drawdown($94)
Time11/23/20 0:00
Quant open1
Worst price3065.46
Drawdown as % of equity-0.15%
$35
Includes Typical Broker Commissions trade costs of $0.02
11/17/20 10:50 BABA ALIBABA GROUP HOLDING LIMITED LONG 8 258.74 12/9 14:04 263.73 0.08%
Trade id #132300911
Max drawdown($49)
Time11/18/20 0:00
Quant open8
Worst price252.55
Drawdown as % of equity-0.08%
$40
Includes Typical Broker Commissions trade costs of $0.16
9/9/20 13:48 WEBL DIREXION DAILY DOW JONES INTERNET BULL 3X SHARES LONG 120 47.75 11/6 11:51 58.15 1.91%
Trade id #131091466
Max drawdown($982)
Time9/21/20 0:00
Quant open120
Worst price39.56
Drawdown as % of equity-1.91%
$1,246
Includes Typical Broker Commissions trade costs of $2.40

Statistics

  • Strategy began
    6/11/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    1381.7
  • Age
    46 months ago
  • What it trades
    Stocks
  • # Trades
    68
  • # Profitable
    40
  • % Profitable
    58.80%
  • Avg trade duration
    670.0 days
  • Max peak-to-valley drawdown
    81.84%
  • drawdown period
    Feb 16, 2021 - Dec 24, 2022
  • Annual Return (Compounded)
    -7.4%
  • Avg win
    $1,266
  • Avg loss
    $2,088
  • Model Account Values (Raw)
  • Cash
    $73,413
  • Margin Used
    $44,281
  • Buying Power
    $13,921
  • Ratios
  • W:L ratio
    0.87:1
  • Sharpe Ratio
    0.07
  • Sortino Ratio
    0.11
  • Calmar Ratio
    -0.162
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -99.82%
  • Correlation to SP500
    0.59160
  • Return Percent SP500 (cumu) during strategy life
    75.02%
  • Return Statistics
  • Ann Return (w trading costs)
    -7.4%
  • Slump
  • Current Slump as Pcnt Equity
    142.80%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.82%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.074%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -5.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    87.00%
  • Chance of 40% account loss
    51.50%
  • Chance of 60% account loss (Monte Carlo)
    3.50%
  • Chance of 70% account loss (Monte Carlo)
    0.50%
  • 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
    21.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $2,102
  • Avg Win
    $1,249
  • Sum Trade PL (losers)
    $58,867.000
  • Age
  • Num Months filled monthly returns table
    46
  • Win / Loss
  • Sum Trade PL (winners)
    $49,974.000
  • # Winners
    40
  • Num Months Winners
    20
  • Dividends
  • Dividends Received in Model Acct
    -512
  • Win / Loss
  • # Losers
    28
  • % Winners
    58.8%
  • Frequency
  • Avg Position Time (mins)
    960854.00
  • Avg Position Time (hrs)
    16014.20
  • Avg Trade Length
    667.3 days
  • Last Trade Ago
    806
  • Leverage
  • Daily leverage (average)
    1.22
  • Daily leverage (max)
    2.89
  • Regression
  • Alpha
    -0.07
  • Beta
    2.28
  • Treynor Index
    0.01
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.05
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -4.53
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.06
  • Avg(MAE) / Avg(PL) - All trades
    -19.311
  • 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
    0.17
  • Avg(MAE) / Avg(PL) - Winning trades
    1.009
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.155
  • Hold-and-Hope Ratio
    -0.127
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.33292
  • SD
    0.50302
  • Sharpe ratio (Glass type estimate)
    -0.66183
  • Sharpe ratio (Hedges UMVUE)
    -0.63380
  • df
    18.00000
  • t
    -0.83279
  • p
    0.59631
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.22522
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.91944
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.20512
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.93752
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.76062
  • Upside Potential Ratio
    1.06814
  • Upside part of mean
    0.46752
  • Downside part of mean
    -0.80043
  • Upside SD
    0.23954
  • Downside SD
    0.43769
  • N nonnegative terms
    10.00000
  • N negative terms
    9.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    19.00000
  • Mean of predictor
    0.17676
  • Mean of criterion
    -0.33292
  • SD of predictor
    0.16148
  • SD of criterion
    0.50302
  • Covariance
    0.05956
  • r
    0.73330
  • b (slope, estimate of beta)
    2.28433
  • a (intercept, estimate of alpha)
    -0.73670
  • Mean Square Error
    0.12385
  • DF error
    17.00000
  • t(b)
    4.44695
  • p(b)
    0.07928
  • t(a)
    -2.50537
  • p(a)
    0.81506
  • Lowerbound of 95% confidence interval for beta
    1.20055
  • Upperbound of 95% confidence interval for beta
    3.36811
  • Lowerbound of 95% confidence interval for alpha
    -1.35709
  • Upperbound of 95% confidence interval for alpha
    -0.11631
  • Treynor index (mean / b)
    -0.14574
  • Jensen alpha (a)
    -0.73670
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.48536
  • SD
    0.58635
  • Sharpe ratio (Glass type estimate)
    -0.82777
  • Sharpe ratio (Hedges UMVUE)
    -0.79271
  • df
    18.00000
  • t
    -1.04159
  • p
    0.61921
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.39731
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.76390
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.37171
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.78629
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.89275
  • Upside Potential Ratio
    0.81002
  • Upside part of mean
    0.44038
  • Downside part of mean
    -0.92575
  • Upside SD
    0.22308
  • Downside SD
    0.54367
  • N nonnegative terms
    10.00000
  • N negative terms
    9.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    19.00000
  • Mean of predictor
    0.16294
  • Mean of criterion
    -0.48536
  • SD of predictor
    0.16069
  • SD of criterion
    0.58635
  • Covariance
    0.07030
  • r
    0.74607
  • b (slope, estimate of beta)
    2.72234
  • a (intercept, estimate of alpha)
    -0.92894
  • Mean Square Error
    0.16140
  • DF error
    17.00000
  • t(b)
    4.61974
  • p(b)
    0.07381
  • t(a)
    -2.78622
  • p(a)
    0.83683
  • Lowerbound of 95% confidence interval for beta
    1.47906
  • Upperbound of 95% confidence interval for beta
    3.96562
  • Lowerbound of 95% confidence interval for alpha
    -1.63236
  • Upperbound of 95% confidence interval for alpha
    -0.22552
  • Treynor index (mean / b)
    -0.17829
  • Jensen alpha (a)
    -0.92894
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.27303
  • Expected Shortfall on VaR
    0.32137
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.14972
  • Expected Shortfall on VaR
    0.28269
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    19.00000
  • Minimum
    0.55559
  • Quartile 1
    0.89380
  • Median
    1.00335
  • Quartile 3
    1.07082
  • Maximum
    1.20208
  • Mean of quarter 1
    0.80140
  • Mean of quarter 2
    0.94999
  • Mean of quarter 3
    1.03555
  • Mean of quarter 4
    1.12359
  • Inter Quartile Range
    0.17702
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.05263
  • Mean of outliers low
    0.55559
  • 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)
    0.43209
  • VaR(95%) (moments method)
    0.23136
  • Expected Shortfall (moments method)
    0.43535
  • Extreme Value Index (regression method)
    1.31457
  • VaR(95%) (regression method)
    0.26380
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.69707
  • Quartile 1
    0.69707
  • Median
    0.69707
  • Quartile 3
    0.69707
  • Maximum
    0.69707
  • 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)
    -0.32548
  • Compounded annual return (geometric extrapolation)
    -0.36711
  • Calmar ratio (compounded annual return / max draw down)
    -0.52665
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -1.14234
  • 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
    0.12322
  • SD
    0.76471
  • Sharpe ratio (Glass type estimate)
    0.16113
  • Sharpe ratio (Hedges UMVUE)
    0.16085
  • df
    434.00000
  • t
    0.20762
  • p
    0.41781
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.36007
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.68218
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.36027
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.68198
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.25071
  • Upside Potential Ratio
    6.22808
  • Upside part of mean
    3.06093
  • Downside part of mean
    -2.93771
  • Upside SD
    0.58476
  • Downside SD
    0.49147
  • N nonnegative terms
    232.00000
  • N negative terms
    203.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    435.00000
  • Mean of predictor
    0.32362
  • Mean of criterion
    0.12322
  • SD of predictor
    0.22519
  • SD of criterion
    0.76471
  • Covariance
    0.11106
  • r
    0.64494
  • b (slope, estimate of beta)
    2.19010
  • a (intercept, estimate of alpha)
    -0.58600
  • Mean Square Error
    0.34233
  • DF error
    433.00000
  • t(b)
    17.56070
  • p(b)
    -0.00000
  • t(a)
    -1.28447
  • p(a)
    0.90017
  • Lowerbound of 95% confidence interval for beta
    1.94498
  • Upperbound of 95% confidence interval for beta
    2.43522
  • Lowerbound of 95% confidence interval for alpha
    -1.48153
  • Upperbound of 95% confidence interval for alpha
    0.31044
  • Treynor index (mean / b)
    0.05626
  • Jensen alpha (a)
    -0.58554
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.16094
  • SD
    0.75324
  • Sharpe ratio (Glass type estimate)
    -0.21366
  • Sharpe ratio (Hedges UMVUE)
    -0.21329
  • df
    434.00000
  • t
    -0.27531
  • p
    0.60840
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.73474
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.30757
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.73444
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.30786
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.29806
  • Upside Potential Ratio
    5.39520
  • Upside part of mean
    2.91310
  • Downside part of mean
    -3.07404
  • Upside SD
    0.52404
  • Downside SD
    0.53994
  • N nonnegative terms
    232.00000
  • N negative terms
    203.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    435.00000
  • Mean of predictor
    0.29801
  • Mean of criterion
    -0.16094
  • SD of predictor
    0.22596
  • SD of criterion
    0.75324
  • Covariance
    0.11044
  • r
    0.64889
  • b (slope, estimate of beta)
    2.16305
  • a (intercept, estimate of alpha)
    -0.80554
  • Mean Square Error
    0.32923
  • DF error
    433.00000
  • t(b)
    17.74580
  • p(b)
    -0.00000
  • t(a)
    -1.80296
  • p(a)
    0.96396
  • Lowerbound of 95% confidence interval for beta
    1.92347
  • Upperbound of 95% confidence interval for beta
    2.40262
  • Lowerbound of 95% confidence interval for alpha
    -1.68367
  • Upperbound of 95% confidence interval for alpha
    0.07260
  • Treynor index (mean / b)
    -0.07440
  • Jensen alpha (a)
    -0.80554
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.07426
  • Expected Shortfall on VaR
    0.09195
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02407
  • Expected Shortfall on VaR
    0.05279
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    435.00000
  • Minimum
    0.67750
  • Quartile 1
    0.99002
  • Median
    1.00108
  • Quartile 3
    1.01117
  • Maximum
    1.40278
  • Mean of quarter 1
    0.95873
  • Mean of quarter 2
    0.99679
  • Mean of quarter 3
    1.00516
  • Mean of quarter 4
    1.04168
  • Inter Quartile Range
    0.02115
  • Number outliers low
    30.00000
  • Percentage of outliers low
    0.06897
  • Mean of outliers low
    0.90737
  • Number of outliers high
    27.00000
  • Percentage of outliers high
    0.06207
  • Mean of outliers high
    1.10710
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.54190
  • VaR(95%) (moments method)
    0.03785
  • Expected Shortfall (moments method)
    0.09460
  • Extreme Value Index (regression method)
    0.34908
  • VaR(95%) (regression method)
    0.03911
  • Expected Shortfall (regression method)
    0.07542
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    21.00000
  • Minimum
    0.00023
  • Quartile 1
    0.00514
  • Median
    0.00979
  • Quartile 3
    0.02244
  • Maximum
    0.76814
  • Mean of quarter 1
    0.00184
  • Mean of quarter 2
    0.00718
  • Mean of quarter 3
    0.01898
  • Mean of quarter 4
    0.19095
  • Inter Quartile Range
    0.01730
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.09524
  • Mean of outliers high
    0.43067
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    1.24682
  • VaR(95%) (moments method)
    0.14894
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    2.76648
  • VaR(95%) (regression method)
    0.21908
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.11936
  • Compounded annual return (geometric extrapolation)
    -0.12456
  • Calmar ratio (compounded annual return / max draw down)
    -0.16216
  • Compounded annual return / average of 25% largest draw downs
    -0.65233
  • Compounded annual return / Expected Shortfall lognormal
    -1.35468
  • 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
    0.24415
  • SD
    1.30314
  • Sharpe ratio (Glass type estimate)
    0.18735
  • Sharpe ratio (Hedges UMVUE)
    0.18627
  • df
    130.00000
  • t
    0.13248
  • p
    0.49419
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.58479
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.95901
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.58563
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.95817
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.30064
  • Upside Potential Ratio
    7.35562
  • Upside part of mean
    5.97344
  • Downside part of mean
    -5.72929
  • Upside SD
    1.01289
  • Downside SD
    0.81209
  • N nonnegative terms
    63.00000
  • N negative terms
    68.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.39210
  • Mean of criterion
    0.24415
  • SD of predictor
    0.33598
  • SD of criterion
    1.30314
  • Covariance
    0.32356
  • r
    0.73903
  • b (slope, estimate of beta)
    2.86643
  • a (intercept, estimate of alpha)
    -0.87978
  • Mean Square Error
    0.77667
  • DF error
    129.00000
  • t(b)
    12.45960
  • p(b)
    0.07681
  • t(a)
    -0.70406
  • p(a)
    0.53936
  • Lowerbound of 95% confidence interval for beta
    2.41126
  • Upperbound of 95% confidence interval for beta
    3.32161
  • Lowerbound of 95% confidence interval for alpha
    -3.35212
  • Upperbound of 95% confidence interval for alpha
    1.59256
  • Treynor index (mean / b)
    0.08518
  • Jensen alpha (a)
    -0.87978
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.57199
  • SD
    1.27862
  • Sharpe ratio (Glass type estimate)
    -0.44735
  • Sharpe ratio (Hedges UMVUE)
    -0.44476
  • df
    130.00000
  • t
    -0.31632
  • p
    0.51387
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.21884
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.32584
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.21709
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.32757
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.63276
  • Upside Potential Ratio
    6.12466
  • Upside part of mean
    5.53640
  • Downside part of mean
    -6.10838
  • Upside SD
    0.89806
  • Downside SD
    0.90395
  • N nonnegative terms
    63.00000
  • N negative terms
    68.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.33550
  • Mean of criterion
    -0.57199
  • SD of predictor
    0.33750
  • SD of criterion
    1.27862
  • Covariance
    0.32122
  • r
    0.74438
  • b (slope, estimate of beta)
    2.82005
  • a (intercept, estimate of alpha)
    -1.51811
  • Mean Square Error
    0.73465
  • DF error
    129.00000
  • t(b)
    12.66090
  • p(b)
    0.07453
  • t(a)
    -1.25004
  • p(a)
    0.56951
  • VAR (95 Confidence Intrvl)
    0.07400
  • Lowerbound of 95% confidence interval for beta
    2.37936
  • Upperbound of 95% confidence interval for beta
    3.26074
  • Lowerbound of 95% confidence interval for alpha
    -3.92092
  • Upperbound of 95% confidence interval for alpha
    0.88470
  • Treynor index (mean / b)
    -0.20283
  • Jensen alpha (a)
    -1.51811
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.12376
  • Expected Shortfall on VaR
    0.15185
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.05110
  • Expected Shortfall on VaR
    0.10465
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.67750
  • Quartile 1
    0.98190
  • Median
    0.99962
  • Quartile 3
    1.01637
  • Maximum
    1.40278
  • Mean of quarter 1
    0.92170
  • Mean of quarter 2
    0.99173
  • Mean of quarter 3
    1.00570
  • Mean of quarter 4
    1.08518
  • Inter Quartile Range
    0.03447
  • Number outliers low
    10.00000
  • Percentage of outliers low
    0.07634
  • Mean of outliers low
    0.84657
  • Number of outliers high
    14.00000
  • Percentage of outliers high
    0.10687
  • Mean of outliers high
    1.15589
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.11878
  • VaR(95%) (moments method)
    0.05595
  • Expected Shortfall (moments method)
    0.07506
  • Extreme Value Index (regression method)
    -0.01471
  • VaR(95%) (regression method)
    0.07219
  • Expected Shortfall (regression method)
    0.10460
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.00387
  • Quartile 1
    0.00898
  • Median
    0.01229
  • Quartile 3
    0.02873
  • Maximum
    0.64823
  • Mean of quarter 1
    0.00600
  • Mean of quarter 2
    0.01153
  • Mean of quarter 3
    0.01305
  • Mean of quarter 4
    0.34109
  • Inter Quartile Range
    0.01975
  • 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
    0.16667
  • Mean of outliers high
    0.64823
  • 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?
    -391568000
  • Max Equity Drawdown (num days)
    676
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.47635
  • Compounded annual return (geometric extrapolation)
    -0.41962
  • Calmar ratio (compounded annual return / max draw down)
    -0.64734
  • Compounded annual return / average of 25% largest draw downs
    -1.23023
  • Compounded annual return / Expected Shortfall lognormal
    -2.76339

Strategy Description

Hello.

My only job is investing and managing my capital. My only source of income is income from my investments in the stock market.

Surely you want to make a profit and learn about my strategy and risks.
I have been investing for a long time.
I don't trade.
I am investing. Only with this approach can you achieve good results.
Basically, this is fundamental analysis. Investing in future market leaders. The companies are showing strong, stable growth in profits and revenues. They are well appreciated by analysts.
On average, the portfolio contains from 40 to 70 shares. This allows you to protect yourself from the risks of individual stocks.
I invest in companies with over 60% growth potential.
I invest without stops. Why do I trade without risk limitation? Yes, that's exactly what big investment funds do. They have no stops at all. They spend a lot of time researching and then buying paper. this plus a large diversification from 40 to 70 securities in the investment portfolio make the strategy successful enough to receive from 10% per month
I take a stock at the best risk reward ratio.
In some cases, I repeat the transactions of large funds

How do I protect profits? And how do I behave when the market falls?
I often sacrifice some of my profits to open options on the volatility index. Or if I understand that a correction is imminent, then I usually fix most of the profit. And I'm waiting.
I have many options.




Here are the current open trades
https://youtu.be/4-eMCsNSdiY

Summary Statistics

Strategy began
2020-06-11
Suggested Minimum Capital
$15,000
# Trades
68
# Profitable
40
% Profitable
58.8%
Net Dividends
Correlation S&P500
0.592
Sharpe Ratio
0.07
Sortino Ratio
0.11
Beta
2.28
Alpha
-0.07
Leverage
1.22 Average
2.89 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

Okay, gotcha.

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?

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.