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These are hypothetical performance results that have certain inherent limitations. Learn more
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AI Alpha Leading Sharpe
(154474060)

Created by: AlphaResearch AlphaResearch
Started: 02/2026
Stocks
Last trade: 6 days ago
Trading style: Equity Non-hedged Equity

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 $99.00 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: Equity
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
34.0%
Cumul. Return

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 Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

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

All results are hypothetical.

(15.9%)
Max Drawdown
175
Num Trades
52.0%
Win Trades
3.2 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2026       +5.2%(10%)+16.4%+15.4%+6.3%(0.8%)                              +34.0%

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 48 hours.

Trading Record

This strategy has placed 60 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/22/26 13:10 ATNI ATN INTERNATIONAL INC. COMMON STOCK LONG 125 26.21 7/13 9:45 24.01 0.54%
Trade id #156659862
Max drawdown($359)
Time7/9/26 0:00
Quant open125
Worst price23.33
Drawdown as % of equity-0.54%
 ($278)
Includes Typical Broker Commissions trade costs of $2.50
6/22/26 13:18 AUDC AUDIOCODES LONG 89 9.21 7/6 9:30 9.72 0.02%
Trade id #156659972
Max drawdown($15)
Time6/23/26 0:00
Quant open65
Worst price8.89
Drawdown as % of equity-0.02%
 $44
Includes Typical Broker Commissions trade costs of $1.78
5/5/26 15:12 MU MICRON TECHNOLOGY LONG 10 763.60 6/25 13:46 1150.23 0.28%
Trade id #155946316
Max drawdown($160)
Time5/7/26 0:00
Quant open8
Worst price635.42
Drawdown as % of equity-0.28%
 $3,866
Includes Typical Broker Commissions trade costs of $0.20
5/6/26 15:59 SNDK SANDISK CORPORATION LONG 5 1410.24 6/25 13:46 2000.77 0.92%
Trade id #155966145
Max drawdown($528)
Time5/19/26 0:00
Quant open4
Worst price1278.11
Drawdown as % of equity-0.92%
 $2,953
Includes Typical Broker Commissions trade costs of $0.10
6/22/26 13:03 LASR NLIGHT INC. COMMON STOCK LONG 6 64.47 6/25 13:46 62.20 0.04%
Trade id #156659777
Max drawdown($26)
Time6/23/26 0:00
Quant open6
Worst price60.03
Drawdown as % of equity-0.04%
 ($14)
Includes Typical Broker Commissions trade costs of $0.12
6/22/26 13:03 LQDA LIQUIDIA CORP LONG 7 74.53 6/25 13:46 76.40 0.02%
Trade id #156659775
Max drawdown($16)
Time6/24/26 0:00
Quant open7
Worst price72.22
Drawdown as % of equity-0.02%
 $13
Includes Typical Broker Commissions trade costs of $0.14
6/22/26 13:04 DAR DARLING INGREDIENTS INC LONG 8 53.64 6/25 13:46 52.69 0.03%
Trade id #156659783
Max drawdown($22)
Time6/24/26 0:00
Quant open8
Worst price50.88
Drawdown as % of equity-0.03%
 ($8)
Includes Typical Broker Commissions trade costs of $0.16
6/22/26 13:04 BP BP LONG 22 39.80 6/25 13:12 37.80 0.08%
Trade id #156659781
Max drawdown($53)
Time6/25/26 9:33
Quant open22
Worst price37.35
Drawdown as % of equity-0.08%
 ($44)
Includes Typical Broker Commissions trade costs of $0.44
6/22/26 13:04 EQNR EQUINOR ASA LONG 25 32.84 6/25 13:02 31.33 0.08%
Trade id #156659785
Max drawdown($50)
Time6/25/26 9:33
Quant open25
Worst price30.83
Drawdown as % of equity-0.08%
 ($39)
Includes Typical Broker Commissions trade costs of $0.50
6/22/26 13:05 SU SUNCOR ENERGY LONG 13 55.79 6/25 13:02 54.35 0.04%
Trade id #156659787
Max drawdown($24)
Time6/24/26 0:00
Quant open13
Worst price53.88
Drawdown as % of equity-0.04%
 ($19)
Includes Typical Broker Commissions trade costs of $0.26
6/22/26 13:02 CVE CENOVUS ENERGY LONG 27 25.63 6/25 13:01 24.64 0.05%
Trade id #156659758
Max drawdown($34)
Time6/25/26 9:34
Quant open27
Worst price24.36
Drawdown as % of equity-0.05%
 ($28)
Includes Typical Broker Commissions trade costs of $0.54
6/22/26 13:03 FRO FRONTLINE PLC LONG 14 41.57 6/25 13:00 39.31 0.05%
Trade id #156659779
Max drawdown($32)
Time6/25/26 12:39
Quant open14
Worst price39.27
Drawdown as % of equity-0.05%
 ($32)
Includes Typical Broker Commissions trade costs of $0.28
5/5/26 10:06 EXE EXPAND ENERGY CORPORATION LONG 15 99.16 6/22 10:02 87.24 0.3%
Trade id #155940033
Max drawdown($191)
Time6/18/26 0:00
Quant open15
Worst price86.37
Drawdown as % of equity-0.30%
 ($179)
Includes Typical Broker Commissions trade costs of $0.30
5/11/26 9:30 CF CF INDUSTRIES HOLDINGS LONG 15 116.88 6/22 10:02 102.95 0.36%
Trade id #156038941
Max drawdown($231)
Time6/18/26 0:00
Quant open15
Worst price101.43
Drawdown as % of equity-0.36%
 ($209)
Includes Typical Broker Commissions trade costs of $0.30
5/5/26 10:08 COP CONOCOPHILLIPS LONG 34 119.74 6/22 10:01 112.92 0.42%
Trade id #155940091
Max drawdown($267)
Time6/18/26 0:00
Quant open21
Worst price106.99
Drawdown as % of equity-0.42%
 ($233)
Includes Typical Broker Commissions trade costs of $0.68
5/5/26 10:07 APH AMPHENOL LONG 9 139.64 6/22 10:01 162.47 0.34%
Trade id #155940080
Max drawdown($194)
Time5/19/26 0:00
Quant open9
Worst price118.01
Drawdown as % of equity-0.34%
 $205
Includes Typical Broker Commissions trade costs of $0.18
5/5/26 10:06 LITE LUMENTUM HOLDINGS INC LONG 1 983.50 6/22 10:01 841.00 0.33%
Trade id #155940041
Max drawdown($207)
Time6/9/26 0:00
Quant open1
Worst price776.01
Drawdown as % of equity-0.33%
 ($143)
Includes Typical Broker Commissions trade costs of $0.02
5/5/26 10:10 KEYS KEYSIGHT TECHNOLOGIES INC LONG 4 357.71 6/22 10:01 362.00 0.2%
Trade id #155940176
Max drawdown($128)
Time6/9/26 0:00
Quant open3
Worst price315.01
Drawdown as % of equity-0.20%
 $17
Includes Typical Broker Commissions trade costs of $0.08
5/5/26 10:12 INCY INCYTE LONG 12 96.37 6/22 10:01 101.06 0.08%
Trade id #155940226
Max drawdown($50)
Time6/2/26 0:00
Quant open12
Worst price92.18
Drawdown as % of equity-0.08%
 $56
Includes Typical Broker Commissions trade costs of $0.24
5/5/26 10:09 LRCX LAM RESEARCH LONG 5 273.09 6/22 10:01 378.56 0.08%
Trade id #155940134
Max drawdown($46)
Time5/19/26 0:00
Quant open5
Worst price263.71
Drawdown as % of equity-0.08%
 $527
Includes Typical Broker Commissions trade costs of $0.10
5/5/26 10:12 VRSN VERISIGN LONG 4 272.67 6/22 10:01 261.49 0.07%
Trade id #155940224
Max drawdown($47)
Time6/22/26 9:30
Quant open4
Worst price260.80
Drawdown as % of equity-0.07%
 ($45)
Includes Typical Broker Commissions trade costs of $0.08
5/5/26 10:12 FIX COMFORT SYSTEMS LONG 1 1968.44 6/22 10:01 2018.01 0.42%
Trade id #155940230
Max drawdown($263)
Time6/10/26 0:00
Quant open1
Worst price1705.00
Drawdown as % of equity-0.42%
 $50
Includes Typical Broker Commissions trade costs of $0.02
5/5/26 10:13 TXN TEXAS INSTRUMENTS LONG 6 278.71 6/22 10:01 323.44 0.03%
Trade id #155940251
Max drawdown($19)
Time6/9/26 0:00
Quant open4
Worst price273.88
Drawdown as % of equity-0.03%
 $268
Includes Typical Broker Commissions trade costs of $0.12
5/5/26 10:13 DELL DELL TECHNOLOGIES INC LONG 7 215.06 6/22 10:01 414.79 0.02%
Trade id #155940259
Max drawdown($14)
Time5/5/26 11:02
Quant open7
Worst price213.02
Drawdown as % of equity-0.02%
 $1,398
Includes Typical Broker Commissions trade costs of $0.14
5/6/26 15:58 STX SEAGATE TECHNOLOGY LONG 7 824.10 6/22 10:01 1002.77 0.64%
Trade id #155966045
Max drawdown($365)
Time5/19/26 0:00
Quant open4
Worst price695.14
Drawdown as % of equity-0.64%
 $1,251
Includes Typical Broker Commissions trade costs of $0.14
5/6/26 15:58 INTC INTEL LONG 21 112.86 6/22 10:01 134.91 0.38%
Trade id #155966100
Max drawdown($247)
Time6/5/26 0:00
Quant open17
Worst price98.33
Drawdown as % of equity-0.38%
 $463
Includes Typical Broker Commissions trade costs of $0.42
5/11/26 9:30 SMCI SUPER MICRO COMPUTER LONG 196 35.58 6/22 10:01 36.87 0.99%
Trade id #156038945
Max drawdown($637)
Time6/17/26 0:00
Quant open81
Worst price27.71
Drawdown as % of equity-0.99%
 $248
Includes Typical Broker Commissions trade costs of $3.92
5/5/26 10:08 LYB LYONDELLBASELL INDUSTRIES LONG 17 77.41 6/1 9:32 67.50 0.3%
Trade id #155940088
Max drawdown($189)
Time5/29/26 0:00
Quant open17
Worst price66.24
Drawdown as % of equity-0.30%
 ($168)
Includes Typical Broker Commissions trade costs of $0.34
5/5/26 10:11 EXPE EXPEDIA LONG 6 245.88 5/18 9:30 215.54 0.32%
Trade id #155940202
Max drawdown($189)
Time5/14/26 0:00
Quant open6
Worst price214.34
Drawdown as % of equity-0.32%
 ($182)
Includes Typical Broker Commissions trade costs of $0.12
5/5/26 10:07 WY WEYERHAEUSER LONG 52 23.82 5/11 9:30 23.62 0.03%
Trade id #155940065
Max drawdown($17)
Time5/11/26 9:30
Quant open52
Worst price23.48
Drawdown as % of equity-0.03%
 ($11)
Includes Typical Broker Commissions trade costs of $1.04

Statistics

  • Strategy began
    2/7/2026
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    161.56
  • Age
    162 days ago
  • What it trades
    Stocks
  • # Trades
    175
  • # Profitable
    91
  • % Profitable
    52.00%
  • Avg trade duration
    30.7 days
  • Max peak-to-valley drawdown
    15.92%
  • drawdown period
    March 03, 2026 - March 30, 2026
  • Cumul. Return
    34.0%
  • Avg win
    $282.46
  • Avg loss
    $95.85
  • Model Account Values (Raw)
  • Cash
    $31,102
  • Margin Used
    ($17,162)
  • Buying Power
    $48,096
  • Ratios
  • W:L ratio
    3.23:1
  • Sharpe Ratio
    2.57
  • Sortino Ratio
    4.27
  • Calmar Ratio
    7.782
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    26.45%
  • Correlation to SP500
    0.60730
  • Return Percent SP500 (cumu) during strategy life
    7.58%
  • Return Statistics
  • Ann Return (w trading costs)
    91.4%
  • 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
    0.12%
  • 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)
    0.340%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    99.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    7.50%
  • 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
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    870
  • Popularity (Last 6 weeks)
    946
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    877
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $96
  • Avg Win
    $282
  • Sum Trade PL (losers)
    $8,051.000
  • Age
  • Num Months filled monthly returns table
    6
  • Win / Loss
  • Sum Trade PL (winners)
    $25,704.000
  • # Winners
    91
  • Num Months Winners
    4
  • Dividends
  • Dividends Received in Model Acct
    315
  • AUM
  • AUM (AutoTrader live capital)
    67744
  • Win / Loss
  • # Losers
    84
  • % Winners
    52.0%
  • Frequency
  • Avg Position Time (mins)
    44200.00
  • Avg Position Time (hrs)
    736.67
  • Avg Trade Length
    30.7 days
  • Last Trade Ago
    6
  • Leverage
  • Daily leverage (average)
    0.98
  • Daily leverage (max)
    1.65
  • Regression
  • Alpha
    0.14
  • Beta
    0.94
  • Treynor Index
    0.20
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.91
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    1.423
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.444
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.342
  • Hold-and-Hope Ratio
    0.758
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.73682
  • SD
    0.19411
  • Sharpe ratio (Glass type estimate)
    3.79593
  • Sharpe ratio (Hedges UMVUE)
    3.02871
  • df
    4.00000
  • t
    2.45026
  • p
    0.03521
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.28356
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.62779
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.66239
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.71981
  • Statistics related to Sortino ratio
  • Sortino ratio
    29.02130
  • Upside Potential Ratio
    30.57050
  • Upside part of mean
    0.77616
  • Downside part of mean
    -0.03933
  • Upside SD
    0.27339
  • Downside SD
    0.02539
  • N nonnegative terms
    4.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.18552
  • Mean of criterion
    0.73682
  • SD of predictor
    0.16119
  • SD of criterion
    0.19411
  • Covariance
    0.02949
  • r
    0.94260
  • b (slope, estimate of beta)
    1.13509
  • a (intercept, estimate of alpha)
    0.52624
  • Mean Square Error
    0.00560
  • DF error
    3.00000
  • t(b)
    4.88917
  • p(b)
    0.00818
  • t(a)
    4.25445
  • p(a)
    0.01190
  • Lowerbound of 95% confidence interval for beta
    0.39624
  • Upperbound of 95% confidence interval for beta
    1.87394
  • Lowerbound of 95% confidence interval for alpha
    0.13260
  • Upperbound of 95% confidence interval for alpha
    0.91988
  • Treynor index (mean / b)
    0.64913
  • Jensen alpha (a)
    0.52624
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.70009
  • SD
    0.18314
  • Sharpe ratio (Glass type estimate)
    3.82275
  • Sharpe ratio (Hedges UMVUE)
    3.05012
  • df
    4.00000
  • t
    2.46758
  • p
    0.03456
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.26822
  • Upperbound of 95% confidence interval for Sharpe Ratio
    7.66614
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.64944
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.74967
  • Statistics related to Sortino ratio
  • Sortino ratio
    27.41230
  • Upside Potential Ratio
    28.96150
  • Upside part of mean
    0.73966
  • Downside part of mean
    -0.03957
  • Upside SD
    0.25889
  • Downside SD
    0.02554
  • N nonnegative terms
    4.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    0.17377
  • Mean of criterion
    0.70009
  • SD of predictor
    0.15685
  • SD of criterion
    0.18314
  • Covariance
    0.02693
  • r
    0.93744
  • b (slope, estimate of beta)
    1.09458
  • a (intercept, estimate of alpha)
    0.50989
  • Mean Square Error
    0.00542
  • DF error
    3.00000
  • t(b)
    4.66373
  • p(b)
    0.00930
  • t(a)
    4.20941
  • p(a)
    0.01224
  • Lowerbound of 95% confidence interval for beta
    0.34766
  • Upperbound of 95% confidence interval for beta
    1.84150
  • Lowerbound of 95% confidence interval for alpha
    0.12440
  • Upperbound of 95% confidence interval for alpha
    0.89538
  • Treynor index (mean / b)
    0.63960
  • Jensen alpha (a)
    0.50989
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02821
  • Expected Shortfall on VaR
    0.04926
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00372
  • Expected Shortfall on VaR
    0.00924
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    5.00000
  • Minimum
    0.98594
  • Quartile 1
    1.04814
  • Median
    1.05668
  • Quartile 3
    1.08974
  • Maximum
    1.13816
  • Mean of quarter 1
    1.01704
  • Mean of quarter 2
    1.05668
  • Mean of quarter 3
    1.08974
  • Mean of quarter 4
    1.13816
  • Inter Quartile Range
    0.04159
  • 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
    0.01406
  • Quartile 1
    0.01406
  • Median
    0.01406
  • Quartile 3
    0.01406
  • Maximum
    0.01406
  • 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)
    0.85048
  • Compounded annual return (geometric extrapolation)
    1.07094
  • Calmar ratio (compounded annual return / max draw down)
    76.16760
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    21.73890
  • 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
    0.68598
  • SD
    0.22074
  • Sharpe ratio (Glass type estimate)
    3.10758
  • Sharpe ratio (Hedges UMVUE)
    3.08691
  • df
    113.00000
  • t
    2.04986
  • p
    0.38018
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.10221
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.09965
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.08848
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.08533
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.30385
  • Upside Potential Ratio
    12.92510
  • Upside part of mean
    1.67167
  • Downside part of mean
    -0.98569
  • Upside SD
    0.18267
  • Downside SD
    0.12934
  • N nonnegative terms
    66.00000
  • N negative terms
    48.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    114.00000
  • Mean of predictor
    0.13923
  • Mean of criterion
    0.68598
  • SD of predictor
    0.14171
  • SD of criterion
    0.22074
  • Covariance
    0.01859
  • r
    0.59441
  • b (slope, estimate of beta)
    0.92592
  • a (intercept, estimate of alpha)
    0.55700
  • Mean Square Error
    0.03179
  • DF error
    112.00000
  • t(b)
    7.82258
  • p(b)
    0.20280
  • t(a)
    2.05702
  • p(a)
    0.40460
  • Lowerbound of 95% confidence interval for beta
    0.69140
  • Upperbound of 95% confidence interval for beta
    1.16045
  • Lowerbound of 95% confidence interval for alpha
    0.02049
  • Upperbound of 95% confidence interval for alpha
    1.09364
  • Treynor index (mean / b)
    0.74086
  • Jensen alpha (a)
    0.55706
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.66107
  • SD
    0.21957
  • Sharpe ratio (Glass type estimate)
    3.01071
  • Sharpe ratio (Hedges UMVUE)
    2.99069
  • df
    113.00000
  • t
    1.98596
  • p
    0.38375
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00717
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.00125
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.00608
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.98746
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.05225
  • Upside Potential Ratio
    12.64950
  • Upside part of mean
    1.65515
  • Downside part of mean
    -0.99408
  • Upside SD
    0.17982
  • Downside SD
    0.13085
  • N nonnegative terms
    66.00000
  • N negative terms
    48.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    114.00000
  • Mean of predictor
    0.12923
  • Mean of criterion
    0.66107
  • SD of predictor
    0.14166
  • SD of criterion
    0.21957
  • Covariance
    0.01858
  • r
    0.59722
  • b (slope, estimate of beta)
    0.92572
  • a (intercept, estimate of alpha)
    0.54144
  • Mean Square Error
    0.03129
  • DF error
    112.00000
  • t(b)
    7.88002
  • p(b)
    0.20139
  • t(a)
    2.01572
  • p(a)
    0.40645
  • Lowerbound of 95% confidence interval for beta
    0.69295
  • Upperbound of 95% confidence interval for beta
    1.15848
  • Lowerbound of 95% confidence interval for alpha
    0.00923
  • Upperbound of 95% confidence interval for alpha
    1.07365
  • Treynor index (mean / b)
    0.71412
  • Jensen alpha (a)
    0.54144
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01960
  • Expected Shortfall on VaR
    0.02512
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00772
  • Expected Shortfall on VaR
    0.01578
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    114.00000
  • Minimum
    0.96351
  • Quartile 1
    0.99515
  • Median
    1.00358
  • Quartile 3
    1.00990
  • Maximum
    1.06010
  • Mean of quarter 1
    0.98674
  • Mean of quarter 2
    0.99927
  • Mean of quarter 3
    1.00606
  • Mean of quarter 4
    1.01883
  • Inter Quartile Range
    0.01475
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01754
  • Mean of outliers low
    0.96598
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.01754
  • Mean of outliers high
    1.05211
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.13718
  • VaR(95%) (moments method)
    0.01237
  • Expected Shortfall (moments method)
    0.01844
  • Extreme Value Index (regression method)
    0.19245
  • VaR(95%) (regression method)
    0.01188
  • Expected Shortfall (regression method)
    0.01811
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    14.00000
  • Minimum
    0.00005
  • Quartile 1
    0.00314
  • Median
    0.01121
  • Quartile 3
    0.02813
  • Maximum
    0.12743
  • Mean of quarter 1
    0.00153
  • Mean of quarter 2
    0.00652
  • Mean of quarter 3
    0.01545
  • Mean of quarter 4
    0.06248
  • Inter Quartile Range
    0.02498
  • 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
    0.07143
  • Mean of outliers high
    0.12743
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.22699
  • VaR(95%) (moments method)
    0.06982
  • Expected Shortfall (moments method)
    0.10967
  • Extreme Value Index (regression method)
    1.13002
  • VaR(95%) (regression method)
    0.10287
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.80339
  • Compounded annual return (geometric extrapolation)
    0.99168
  • Calmar ratio (compounded annual return / max draw down)
    7.78189
  • Compounded annual return / average of 25% largest draw downs
    15.87260
  • Compounded annual return / Expected Shortfall lognormal
    39.47080
  • 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)
    0.02000
  • 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
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -357648000
  • Max Equity Drawdown (num days)
    27

Strategy Description

Thanks to AI factors, with AI ALPHA LEADING SHARPE, we are going to discover the new Hidden Gems.
It's a book-of-strategies approach: a portfolio of complementary strategies diversified by factors, market capitalizations, and rebalancing frequencies.
This balances risk, improves capacity, and smooths returns over time.
In short: a single, solid strategy can generate outperformance, but a well-structured book of strategies delivers outperformance and resilience.
Low turnover, you can follow simply in manual mode
Max stocks number around 30.
It’s the strategy of the 3 strategies on C2, which ,even if not TOS, is the one where we place the maximum, convictions and capital of the 3
We scaling at 350% in our accounts.
The strategy is very uncorrelated from the market and from others my strategies
Metrics and performances on request.
Leverage <1 (conservative mode)
Quantitative 100% AI strategy.
Goals:
1) Beat the market all weather.
2) Big Alpha and Big Sharpe and Sortino values.

Metrics and performances on request
Trade this strategy at Tradier

Summary Statistics

Strategy began
2026-02-07
Suggested Minimum Capital
$15,000
# Trades
175
# Profitable
91
% Profitable
52.0%
Net Dividends
$314
Correlation S&P500
0.607
Sharpe Ratio
2.57
Sortino Ratio
4.27
Beta
0.94
Alpha
0.14
Leverage
0.98 Average
1.65 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

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Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

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.

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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.