Collective2 Collective2

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

Gold Survivor $10K Portfolio

By MicheleGiardina

Futures · Started Jul 2007

hypothetical · Annual Return (Compounded)
1.2%
Max Drawdown
40.4%
Trades
945
Win Trades
42.8%
Profit Factor
1.10
Win Months
7.4%

About this strategy

--------------------------------------------------------
GOLD SURVIVOR $15K PORTFOLIO FEATURES
---------------------------------------------------------
Download historical results here:
http://www.coincollector.it/Survivor-15K-Portfolio_812323.html
http://www.en.coincollector.ea23.com/Survivor-15K-Portfolio_1754344.html
Additional information:
http://www.en.coincollector.ea23.com/What-is_1754314.html

Ideal mini-portfolio in order to work with little moneies. Survivor $10K Portfolio works on the eMini Crude Oil (QM), eMini Natural Gas (QG), eMini S&P 500 (ES), eMini Russell (ER2). It closes all positions at the end of day. The system work with fixed non-optimized parameters. In order to ensure proper execution of order, only a limited number of subscriptions is allowed.

---------------------------------
GOLD SURVIVOR FEATURES
---------------------------------
Survivor is a very good system, both intraday and overnight, which can work on a highly diversified futures and stocks portfolio. The Survivor core elements are the volatility breakout, the file pattern that validates it and the little number of parameters (3) which regulate its working.
The highly selective and combined two variables action makes Survivor one of the more robust and versatile systems in its category.
In fact Survivor can operate with profit on many markets and on many time frames. It can also operate both intraday and overnight. It works on fixed non-optimizied parameters on all the markets, these parameters are never changed and this is an essential condition to guarantee constant and robust results.

---------------------
VERY IMPORTANT
---------------------
WITH VOLATILITY AND PRICES GOING HIGH ON THE ENERGY MARKETS DURING THE LAST MONTHS, THE SYSTEM TESTED A NEW SITUATION IT NEVER EXPERIENCED BEFORE. THE SYSTEM ADAPTS ITS STOP LOSS TO MARKET'S VOLATILITY AND THIS MADE THE INITIAL STOP LOSSES, MORE ON THE EMINI CRUDE OIL, DOUBLE THEMSELVES. NOW STOP LOSSES ARE REDUCING AND WILL BE BACK TO NORMAL VALUES IN SOME WEEKS TIME. IN ANY CASE I SUGGEST WHOEVER WOULD LIKE TO USE THIS SYSTEM TO NOT START WITH $10K BUT WITH $13-15K
-----------------------------------------------------------------------------------------------------------------------------------------------------

In order to see the system that it works on a intraday portfolio, on C2 to watch the following system:
Gold Survivor DayTrader: www.collective2.com/go/survivordaytrader
Gold Survivor Intraday Portfolio: www.collective2.com/go/survivorintradayportfolio
Gold Survivor Energy Portfolio: www.collective2.com/go/survivorenergyportfolio
Gold Survivor Eurex Brk: www.collective2.com/go/eurexbrk
Gold Survivor Eurex Mini Portfolio: www.collective2.com/go/survivoreurexminiportfolio
Gold Survivor Dax Intraday: www.collective2.com/go/survivordaxintraday
Gold Survivor Eurostoxx Portfolio: www.collective2.com/go/survivoreurostoxxportfolio

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
200714.21.33.86.411.833.190.1
20085.35.12.74.7-2.0-25.0-1.69.8-16.280.8-2.37.750.8
20091.1-19.4-8.0-26.6-11.6-13.8-19.50.00.00.40.00.0-66.1
20100.00.00.00.00.0-0.40.4-0.4-0.40.00.00.4-0.4
20110.00.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began7/19/2007
Suggested Minimum Capital$10,000
Age233 months
What it tradesFutures
# Trades945
# Profitable404
% Profitable42.8%
Avg trade duration2.1 hours
Max peak-to-valley drawdown40.4%
drawdown periodFeb 02, 2009 - July 15, 2009
Annual return (compounded)4.8%
Avg win$411
Avg loss$279

Ratios

W:L ratio1.10
Sharpe Ratio-0.05
Sortino Ratio-0.07
Calmar Ratio0

CORRELATION STATISTICS

Correlation to SP5000.04
Return Percent SP500 (cumu) during strategy life391.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)134.8%

Return Statistics

Ann Return (w trading costs)1.2%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)4.8%

Slump

Current Slump as Pcnt Equity214.5%
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss43.9%
Chance of 20% account loss28.6%
Chance of 30% account loss16.3%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$279
Avg Win$411
# Winners404
Sum Trade PL (losers)$150,899
Sum Trade PL (winners)$166,058
Num Months Winners17
# Losers541
% Winners42.8%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table230

Frequency

Avg Position Time (mins)126.32
Avg Position Time (hrs)2.11
Avg Trade Length0.10
Last Trade Ago6260

Regression

Alpha0
Beta0.03
Treynor Index-0.07

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.02
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades430.90
MAE:PL (avg, all trades)-0.47
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats23.07
MAE:PL - Winning Trades - this strat Percentile of All Strats29.95
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.34
Avg(MAE) / Avg(PL) - Losing trades-1.17
Hold-and-Hope Ratio0

RATIO STATISTICS

a (intercept, estimate of alpha)1.24
VAR (95 Confidence Intrvl)0.12

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)163
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 519 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
ES U9short1Jul 6, 2009Jul 16, 2009($2,108)
ES U9short2Jul 2, 2009Jul 2, 2009$234
QG Q9long1Jul 2, 2009Jul 2, 2009($121)
ES U9long1Jul 2, 2009Jul 2, 2009($246)
QG Q9long1Jul 1, 2009Jul 1, 2009($33)
ES U9short1Jun 30, 2009Jun 30, 2009($133)
QM Q9long1Jun 29, 2009Jun 29, 2009$330
ES U9long1Jun 25, 2009Jun 25, 2009$180
QM Q9short2Jun 25, 2009Jun 25, 2009($629)
QG Q9short1Jun 25, 2009Jun 25, 2009($146)
ES U9long1Jun 24, 2009Jun 24, 2009($396)
QG N9long1Jun 24, 2009Jun 24, 2009($221)
ES U9short2Jun 22, 2009Jun 22, 2009$534
QG N9short1Jun 22, 2009Jun 22, 2009$55
ES U9long1Jun 18, 2009Jun 18, 2009($108)
ES U9short1Jun 16, 2009Jun 16, 2009$155
ES U9long1Jun 15, 2009Jun 15, 2009$30
ES U9short1Jun 15, 2009Jun 15, 2009($121)
QG N9long1Jun 15, 2009Jun 15, 2009($8)
ES U9short2Jun 15, 2009Jun 15, 2009$184
QM N9short1Jun 15, 2009Jun 15, 2009$630
ES U9long1Jun 15, 2009Jun 15, 2009($108)
ES U9long1Jun 11, 2009Jun 11, 2009($433)
QM N9long1Jun 11, 2009Jun 11, 2009$155
QG N9short1Jun 11, 2009Jun 11, 2009($246)
QG N9long1Jun 11, 2009Jun 11, 2009$180
ES M9short1Jun 10, 2009Jun 10, 2009($296)
QG N9short1Jun 10, 2009Jun 10, 2009$67
QM N9long1Jun 10, 2009Jun 10, 2009($321)
QG N9short1Jun 9, 2009Jun 9, 2009($46)

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.