Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW C2Star Certified Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Insurance

By MichaelZ

Forex · Started Mar 2011

hypothetical · Annual Return (Compounded)
36.5%
Max Drawdown
21.1%
Trades
141
Win Trades
46.1%
Profit Factor
1.30
Win Months
1.1%

About this strategy


The name

Insurance performs best in the worst of times. During its first week on C2, the 2011 tsunami in Japan resulted in a 68% gain. Although unlogged by C2, the market crash of 2008 brought in over 470% for the year. ("These results represent hypothetical backtesting.") Both of these examples are not typical results as those are not typical events. When the world panics, you'll be glad you're trading Insurance.


What to expect


Insurance sends market orders throughout the trading day. Each trade has a defined stop, which does not change. There are no limit (take profit) orders. Not all days have trades. Orders either hit their stop or are closed at the beginning of the next trading day.

There is no need for human intervention and the developer never intervenes with the system. Use of C2's AutoTrade feature is recommended.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201136.30.3-4.1-3.0-0.3-7.10.00.00.00.017.8
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 began3/11/2011
Suggested Minimum Capital$5,000
Age189 months
What it tradesForex
# Trades141
# Profitable65
% Profitable46.1%
Avg trade duration22.4 hours
Max peak-to-valley drawdown21.1%
drawdown periodApril 14, 2011 - Aug 15, 2011
Annual return (compounded)1.4%
Avg win$81
Avg loss$53

Ratios

W:L ratio1.31
Sharpe Ratio-0.08
Sortino Ratio-0.19
Calmar Ratio0.11

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life479.0%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-6.0%

Return Statistics

Ann Return (w trading costs)36.5%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)1.4%

Slump

Current Slump as Pcnt Equity25.0%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss5.0%
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 Automated50.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$53
Avg Win$81
# Winners65
Sum Trade PL (losers)$4,032
Sum Trade PL (winners)$5,265
Num Months Winners2
# Losers76
% Winners46.1%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table187

Frequency

Avg Position Time (mins)1345.80
Avg Position Time (hrs)22.43
Avg Trade Length0.90
Last Trade Ago5497

Regression

Alpha0
Beta-0.01
Treynor Index0.31

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.04
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-2.16
MAE:PL (avg, all trades)-1.17
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats38.33
MAE:PL - Winning Trades - this strat Percentile of All Strats26.47
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.50
Avg(MAE) / Avg(PL) - Losing trades-1.17
Hold-and-Hope Ratio-0.46

RATIO STATISTICS

a (intercept, estimate of alpha)0.08
VAR (95 Confidence Intrvl)0.04

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)123
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 111 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/USD short10Aug 16, 2011Aug 17, 2011($104)
USD/JPY long10Aug 14, 2011Aug 15, 2011($0)
EUR/USD long10Aug 14, 2011Aug 15, 2011$149
EUR/JPY long10Aug 14, 2011Aug 15, 2011$1
AUD/JPY long10Aug 14, 2011Aug 15, 2011$1
AUD/USD short10Aug 10, 2011Aug 11, 2011($191)
AUD/JPY short10Aug 10, 2011Aug 11, 2011($1)
EUR/JPY short10Aug 10, 2011Aug 10, 2011$0
EUR/USD long10Aug 10, 2011Aug 10, 2011($225)
USD/JPY short10Aug 7, 2011Aug 8, 2011$0
EUR/JPY short10Aug 8, 2011Aug 8, 2011($0)
EUR/USD short10Aug 4, 2011Aug 4, 2011$55
USD/JPY short10Aug 3, 2011Aug 3, 2011($0)
EUR/JPY short10Aug 3, 2011Aug 3, 2011($1)
CAD/JPY short10Aug 3, 2011Aug 3, 2011($0)
AUD/JPY short10Aug 2, 2011Aug 2, 2011$0
EUR/USD short10Aug 1, 2011Aug 1, 2011($30)
USD/JPY short10Jul 28, 2011Jul 31, 2011$0
NZD/USD long10Jul 29, 2011Jul 31, 2011$38
AUD/USD short10Jul 28, 2011Jul 31, 2011($26)
AUD/JPY short10Jul 28, 2011Jul 31, 2011$0
EUR/USD long10Jul 25, 2011Jul 26, 2011$97
GBP/USD short10Jul 25, 2011Jul 25, 2011($24)
USD/JPY short10Jul 24, 2011Jul 25, 2011($0)
AUD/JPY long10Jul 21, 2011Jul 21, 2011($0)
NZD/JPY long10Jul 19, 2011Jul 19, 2011$0
USD/JPY short10Jul 19, 2011Jul 19, 2011($0)
EUR/USD short10Jul 17, 2011Jul 18, 2011($14)
EUR/JPY short10Jul 17, 2011Jul 18, 2011($0)
AUD/USD short10Jul 15, 2011Jul 17, 2011$47

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.