Collective2 Collective2
Featured Strategy Iberia Capital Strategy Followed by live capital $29,300 Hypothetical

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By UserRemoved55

Stocks · Started May 2008

hypothetical · Annual Return (Compounded)
20.1%
Max Drawdown
—
Trades
181
Win Trades
75.7%
Profit Factor
1.80
Win Months
8.2%

About this strategy

This system is not active anymore.
Please do not subscribe to this system.

If you are interested in our systems,
take a look at our other system Tradan II:

TRADAN2.collective2.com

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20080.52.2-0.51.41.3-4.428.11.530.3
2009-1.7-0.4-1.92.5-0.41.91.2-1.57.3-1.55.01.612.2
20101.22.76.5-0.11.7-0.30.3-2.70.5-4.7-0.70.04.0
2011-0.00.00.00.00.00.00.00.00.00.00.00.0-0.0
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
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began5/19/2008
Suggested Minimum Capital$25,000
Age223 months
What it tradesStocks
# Trades181
# Profitable137
% Profitable75.7%
Avg trade duration2.6 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)3.2%
Avg win$323
Avg loss$567

Ratios

W:L ratio1.77
Sharpe Ratio0.08
Sortino Ratio0.12
Calmar Ratio0.87

CORRELATION STATISTICS

Correlation to SP500-0.12
Return Percent SP500 (cumu) during strategy life435.1%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)58.8%

Return Statistics

Ann Return (w trading costs)20.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)3.2%

Slump

Current Slump as Pcnt Equity8.6%
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss18.8%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
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? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$567
Avg Win$323
# Winners137
Sum Trade PL (losers)$24,940
Sum Trade PL (winners)$44,217
Num Months Winners20
# Losers44
% Winners75.7%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table221

Frequency

Avg Position Time (mins)3736.52
Avg Position Time (hrs)62.28
Avg Trade Length2.60
Last Trade Ago5757

Regression

Alpha0
Beta-0.03
Treynor Index-0.04

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.05
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 trades3.97
MAE:PL (avg, all trades)0.89
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats24.24
MAE:PL - Winning Trades - this strat Percentile of All Strats43.73
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.73
Avg(MAE) / Avg(PL) - Losing trades-1.27
Hold-and-Hope Ratio0.25

RATIO STATISTICS

a (intercept, estimate of alpha)0.11
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)47
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 160 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
MYL long797Nov 24, 2010Nov 29, 2010($636)
APOL short105Nov 22, 2010Nov 24, 2010$28
ISRG short43Nov 19, 2010Nov 22, 2010$325
GOOG long23Nov 4, 2010Nov 12, 2010($529)
CNX long366Nov 9, 2010Nov 10, 2010$180
EMC long802Nov 8, 2010Nov 9, 2010$115
SOHU long87Nov 8, 2010Nov 8, 2010$274
XLNX long652Nov 3, 2010Nov 4, 2010$145
ALTR long324Oct 27, 2010Oct 29, 2010$78
FSLR long113Oct 28, 2010Oct 29, 2010($1,721)
TIBX long483Oct 25, 2010Oct 26, 2010$101
HSP long317Oct 15, 2010Oct 21, 2010$35
ORCL long595Oct 6, 2010Oct 11, 2010$269
BEAV long460Oct 6, 2010Oct 7, 2010($516)
AMGN long371Sep 22, 2010Sep 29, 2010($471)
HES long253Sep 20, 2010Sep 24, 2010$144
VALE long676Sep 22, 2010Sep 24, 2010$252
INTU long296Sep 8, 2010Sep 15, 2010($320)
XLB long552Sep 9, 2010Sep 13, 2010$227
NTAP long261Sep 7, 2010Sep 8, 2010$496
AAPL short593Aug 25, 2010Aug 26, 2010($408)
YHOO short1132Aug 24, 2010Aug 25, 2010$242
POT long167Aug 24, 2010Aug 25, 2010($236)
ADP short882Aug 23, 2010Aug 24, 2010$414
INTC short1098Aug 19, 2010Aug 20, 2010$50
GSK long752Aug 13, 2010Aug 17, 2010$142
PAYX short983Aug 12, 2010Aug 17, 2010($339)
LMT short453Aug 12, 2010Aug 17, 2010$104
KGC short1219Aug 11, 2010Aug 12, 2010($278)
AMAT short1925Aug 10, 2010Aug 11, 2010$759

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.