Collective2 Collective2
Featured Strategy Iberia Capital Strategy +15.0% Cumul. Return since Apr 15, 2026 Hypothetical

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Discontinued, please see new system

By UserRemoved252

Futures · Started Apr 2012

hypothetical · Annual Return (Compounded)
43.7%
Max Drawdown
68.3%
Trades
37
Win Trades
48.6%
Profit Factor
1.40
Win Months
9.2%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201214.4-0.513.337.3-8.4-31.9-12.7-14.765.035.7
20130.3-0.0-0.00.0-0.00.00.00.00.00.0-0.00.00.3
2014-0.0-4.3-0.10.3-0.67.9-0.6-0.6-1.3-0.0-0.4-0.8-0.8
2015-2.1-0.3-1.00.40.00.4-0.60.60.2-0.5-1.00.7-3.2
20160.1-0.11.2-0.2-0.4-0.20.1-0.10.2-0.80.00.0-0.0
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 began4/10/2012
Suggested Minimum Capital$100,000
Age175 months
What it tradesFutures
# Trades37
# Profitable18
% Profitable48.6%
Avg trade duration5.3 days
Max peak-to-valley drawdown68.3%
drawdown periodAug 02, 2012 - Dec 07, 2012
Annual return (compounded)2.3%
Avg win$7,875
Avg loss$5,454

Ratios

W:L ratio1.37
Sharpe Ratio0.07
Sortino Ratio0.14
Calmar Ratio0.16

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life460.1%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)17.6%

Return Statistics

Ann Return (w trading costs)43.7%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)2.3%

Slump

Current Slump as Pcnt Equity41.5%
Current Slump, time of slump as pcnt of strategy life1.0%

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 loss74.0%
Chance of 20% account loss51.5%
Chance of 30% account loss33.0%
Chance of 40% account loss8.0%
Chance of 50% account loss3.0%
Chance of 60% account loss (Monte Carlo)0.5%
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$5,454
Avg Win$7,875
# Winners18
Sum Trade PL (losers)$103,627
Sum Trade PL (winners)$141,751
Num Months Winners23
# Losers19
% Winners48.7%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table174

Frequency

Avg Position Time (mins)7612.33
Avg Position Time (hrs)126.87
Avg Trade Length5.30
Last Trade Ago4995

Regression

Alpha0
Beta-0.01
Treynor Index-0.34

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.05
MAE:Equity, 95th Percentile Value for this strat0.47
MAE:Equity, average, losing trades0.08
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.02
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades5.01
MAE:PL (avg, all trades)-0.46
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats20.93
MAE:PL - Winning Trades - this strat Percentile of All Strats17.82
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.31
Avg(MAE) / Avg(PL) - Losing trades-1.42
Hold-and-Hope Ratio0.20

RATIO STATISTICS

a (intercept, estimate of alpha)0.13
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)127
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 59 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
MT F3long40Jan 3, 2013Jan 3, 2013$1,319
MT F3short3Jan 2, 2013Jan 2, 2013($762)
MT F3long40Dec 19, 2012Dec 28, 2012$10,060
MT Z2long22Dec 17, 2012Dec 20, 2012$9,920
MT Z2long40Dec 10, 2012Dec 12, 2012$28,525
MT Z2short56Nov 26, 2012Dec 10, 2012($9,806)
MT Z2long1Nov 26, 2012Nov 26, 2012($128)
MT Z2short9Nov 20, 2012Nov 26, 2012($6,781)
MT Z2long6Nov 13, 2012Nov 20, 2012$1,476
MT X2long5Nov 9, 2012Nov 13, 2012($1,886)
MT X2short6Nov 2, 2012Nov 9, 2012$5,765
MT X2long5Nov 1, 2012Nov 2, 2012$108
MT X2short7Oct 26, 2012Nov 1, 2012($3,115)
MT X2long10Oct 24, 2012Oct 26, 2012($3,680)
MT X2short1Oct 23, 2012Oct 24, 2012($194)
MT X2long8Oct 17, 2012Oct 23, 2012($10,633)
MT X2short2Oct 17, 2012Oct 17, 2012($398)
MT V2long3Oct 11, 2012Oct 16, 2012$3,483
MT V2short6Oct 8, 2012Oct 11, 2012$1,684
MT V2long6Oct 1, 2012Oct 8, 2012($1,714)
MT V2short1Oct 1, 2012Oct 1, 2012($724)
MT V2long20Sep 19, 2012Oct 1, 2012($24,749)
MT U2short14Aug 31, 2012Sep 19, 2012($17,692)
MT U2long14Aug 16, 2012Aug 31, 2012($9,992)
MT Q2long8Aug 10, 2012Aug 16, 2012$821
MT Q2short9Jul 27, 2012Aug 3, 2012($4,829)
MT Q2short16Jul 19, 2012Jul 25, 2012$22,451
MT N2long15Jul 9, 2012Jul 19, 2012$12,035
MT N2short13Jun 29, 2012Jul 9, 2012$9,047
MT N2long12Jun 25, 2012Jun 29, 2012$16,987

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.