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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

Swing Trading
(23543251)

Created by: Weekend10Stocks Weekend10Stocks
Started: 11/2006
Stocks
Last trade: 6,159 days ago

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 $9.99 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.

1.1%

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.

-
Max Drawdown
90
Num Trades
50.0%
Win Trades
1.2 : 1
Profit Factor
2.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2006                                                                      +0.1%+2.2%+2.3%
2007(10.8%)+8.4%+9.6%(2%)(1.5%)  -    -    -    -    -  +0.3%  -  +2.6%
2008  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2009  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2010  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -                                                        0.0

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.

Trading Record

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/24/07 13:11 DRYS DRYSHIPS LONG 36 753.00 5/18 9:30 925.00 0.05%
Trade id #26118641
Max drawdown($54)
Time4/24/07 14:24
Quant open900
Worst price30.06
Drawdown as % of equity-0.05%
$6,191
Includes Typical Broker Commissions trade costs of $0.72
5/10/07 11:05 OIIM O2MICRO INTERNATIONAL LONG 2,500 10.92 5/16 9:30 10.00 2.05%
Trade id #26330464
Max drawdown($2,300)
Time5/11/07 12:15
Quant open2,500
Worst price10.11
Drawdown as % of equity-2.05%
($2,305)
Includes Typical Broker Commissions trade costs of $5.00
5/10/07 11:01 ARII AMERICAN RAILCAR LONG 800 36.98 5/10 15:50 36.00 0.7%
Trade id #26330402
Max drawdown($784)
Time5/10/07 15:49
Quant open800
Worst price36.02
Drawdown as % of equity-0.70%
($789)
Includes Typical Broker Commissions trade costs of $5.00
5/10/07 10:53 TBSI TBS International PLC LONG 1,500 18.15 5/10 11:31 17.50 0.84%
Trade id #26330312
Max drawdown($975)
Time5/10/07 11:29
Quant open1,500
Worst price17.77
Drawdown as % of equity-0.84%
($980)
Includes Typical Broker Commissions trade costs of $5.00
4/19/07 12:29 CBA CLEARBRIDGE AMERICAN ENERGY MI LONG 1,000 24.36 5/10 10:58 22.09 2.91%
Trade id #26069243
Max drawdown($3,220)
Time5/1/07 15:52
Quant open1,000
Worst price21.14
Drawdown as % of equity-2.91%
($2,275)
Includes Typical Broker Commissions trade costs of $5.00
4/27/07 9:44 LBY LIBBEY LONG 1,500 19.38 5/10 10:57 18.99 2.06%
Trade id #26160247
Max drawdown($2,280)
Time5/1/07 9:33
Quant open1,500
Worst price17.86
Drawdown as % of equity-2.06%
($590)
Includes Typical Broker Commissions trade costs of $5.00
4/24/07 13:11 LFC CHINA LIFE INSURANCE LONG 1,515 16.07 5/10 10:57 15.81 1.39%
Trade id #26118625
Max drawdown($1,540)
Time5/1/07 13:18
Quant open500
Worst price45.61
Drawdown as % of equity-1.39%
($396)
Includes Typical Broker Commissions trade costs of $5.00
4/2/07 10:02 QQQQS LONG 20 1.77 5/10 10:52 0.06 2.99%
Trade id #25865757
Max drawdown($3,440)
Time5/9/07 14:52
Quant open20
Worst price0.05
Drawdown as % of equity-2.99%
($3,448)
Includes Typical Broker Commissions trade costs of $28.00
4/27/07 9:45 RGR STURM RUGER LONG 2,500 13.02 5/10 10:51 13.25 0.37%
Trade id #26160260
Max drawdown($400)
Time4/27/07 13:28
Quant open2,500
Worst price12.86
Drawdown as % of equity-0.37%
$570
Includes Typical Broker Commissions trade costs of $5.00
4/17/07 9:31 ID PARTS ID INC LONG 1,500 19.55 4/27 9:44 19.12 1.98%
Trade id #26038430
Max drawdown($2,160)
Time4/26/07 10:03
Quant open1,500
Worst price18.11
Drawdown as % of equity-1.98%
($650)
Includes Typical Broker Commissions trade costs of $5.00
4/17/07 9:31 ICFI ICF INTERNATIONAL LONG 2,000 22.26 4/27 9:43 20.96 3.49%
Trade id #26038467
Max drawdown($3,926)
Time4/24/07 11:12
Quant open2,000
Worst price20.30
Drawdown as % of equity-3.49%
($2,606)
Includes Typical Broker Commissions trade costs of $10.00
4/16/07 9:35 PVA PENN VIRGINIA LONG 300 80.38 4/24 13:10 81.00 0.35%
Trade id #26023490
Max drawdown($396)
Time4/20/07 13:49
Quant open300
Worst price79.06
Drawdown as % of equity-0.35%
$180
Includes Typical Broker Commissions trade costs of $6.00
4/16/07 9:34 FUJI LONG 600 42.14 4/24 13:08 41.66 0.33%
Trade id #26023472
Max drawdown($366)
Time4/24/07 10:33
Quant open600
Worst price41.53
Drawdown as % of equity-0.33%
($293)
Includes Typical Broker Commissions trade costs of $5.00
4/10/07 9:37 FFH LONG 100 238.10 4/24 13:06 223.25 1.75%
Trade id #25954084
Max drawdown($1,966)
Time4/23/07 14:45
Quant open100
Worst price218.44
Drawdown as % of equity-1.75%
($1,487)
Includes Typical Broker Commissions trade costs of $2.00
4/9/07 9:34 WNR WESTERN REFINING LONG 1,400 37.82 4/19 12:32 36.79 3.08%
Trade id #25939115
Max drawdown($3,486)
Time4/12/07 9:45
Quant open700
Worst price34.75
Drawdown as % of equity-3.08%
($1,459)
Includes Typical Broker Commissions trade costs of $10.00
4/5/07 9:43 BBD BANK BRADESCO LONG 3,578 8.49 4/16 9:34 8.58 0.73%
Trade id #25911502
Max drawdown($825)
Time4/12/07 9:48
Quant open1,500
Worst price19.71
Drawdown as % of equity-0.73%
$328
Includes Typical Broker Commissions trade costs of $5.00
4/3/07 9:30 FCX FREEPORT-MCMORAN INC LONG 900 33.65 4/16 9:33 35.54 1.11%
Trade id #25879802
Max drawdown($1,282)
Time4/5/07 9:56
Quant open450
Worst price64.45
Drawdown as % of equity-1.11%
$1,701
Includes Typical Broker Commissions trade costs of $5.00
3/23/07 9:30 MIR MIRION TECHNOLOGIES INC LONG 600 40.50 4/9 9:54 42.99 0.47%
Trade id #25752052
Max drawdown($534)
Time4/3/07 14:34
Quant open600
Worst price39.61
Drawdown as % of equity-0.47%
$1,489
Includes Typical Broker Commissions trade costs of $5.00
4/2/07 9:30 ASMI ASM INTERNATIONAL LONG 1,200 22.41 4/9 9:31 23.93 0.07%
Trade id #25864645
Max drawdown($84)
Time4/2/07 13:07
Quant open1,200
Worst price22.34
Drawdown as % of equity-0.07%
$1,819
Includes Typical Broker Commissions trade costs of $5.00
3/26/07 9:46 ICFI ICF INTERNATIONAL LONG 1,500 18.65 4/5 9:44 19.11 0.82%
Trade id #25775832
Max drawdown($900)
Time3/28/07 10:47
Quant open1,500
Worst price18.05
Drawdown as % of equity-0.82%
$685
Includes Typical Broker Commissions trade costs of $5.00
3/23/07 9:30 BLTI Biolase Technology, Inc. LONG 3,123 9.32 4/4 11:26 9.56 0.51%
Trade id #25752047
Max drawdown($570)
Time4/2/07 9:31
Quant open3,000
Worst price9.51
Drawdown as % of equity-0.51%
$738
Includes Typical Broker Commissions trade costs of $5.00
3/22/07 9:31 PTNR PARTNER COMMUNICATIONS LONG 2,000 13.98 4/2 11:50 15.16 0.19%
Trade id #25737916
Max drawdown($200)
Time3/22/07 9:35
Quant open2,000
Worst price13.88
Drawdown as % of equity-0.19%
$2,355
Includes Typical Broker Commissions trade costs of $5.00
3/2/07 9:30 QQQPS LONG 20 2.30 4/2 10:01 1.49 2.44%
Trade id #25467978
Max drawdown($2,600)
Time3/22/07 9:31
Quant open20
Worst price1.00
Drawdown as % of equity-2.44%
($1,648)
Includes Typical Broker Commissions trade costs of $28.00
3/20/07 9:31 TNOX LONG 1,500 18.08 4/2 9:30 18.75 0.13%
Trade id #25708598
Max drawdown($135)
Time3/20/07 13:44
Quant open1,500
Worst price17.99
Drawdown as % of equity-0.13%
$1,000
Includes Typical Broker Commissions trade costs of $5.00
3/15/07 9:34 JAS Jo-Ann Stores, Inc. LONG 1,000 25.97 3/28 9:31 26.97 2.32%
Trade id #25652764
Max drawdown($2,460)
Time3/16/07 9:37
Quant open1,000
Worst price23.51
Drawdown as % of equity-2.32%
$995
Includes Typical Broker Commissions trade costs of $5.00
3/15/07 9:30 AVCI LONG 2,700 9.09 3/22 12:52 9.74 0%
Trade id #25652488
Max drawdown$0
Time3/15/07 11:16
Quant open2,700
Worst price9.09
Drawdown as % of equity0.00%
$1,750
Includes Typical Broker Commissions trade costs of $5.00
3/12/07 9:30 GLBL CARTESIAN GROWTH CORPORATION CLASS A LONG 1,500 16.18 3/19 15:55 17.19 0.58%
Trade id #25592985
Max drawdown($600)
Time3/15/07 12:19
Quant open1,500
Worst price15.78
Drawdown as % of equity-0.58%
$1,510
Includes Typical Broker Commissions trade costs of $5.00
3/14/07 9:30 JSDA JONES SODA CO LONG 1,500 18.60 3/19 10:54 20.15 1.37%
Trade id #25629765
Max drawdown($1,395)
Time3/14/07 10:07
Quant open1,500
Worst price17.67
Drawdown as % of equity-1.37%
$2,320
Includes Typical Broker Commissions trade costs of $5.00
3/8/07 9:37 WBD WARNER BROS. DISCOVERY INC. SERIES A LONG 1,600 15.96 3/16 9:34 16.39 0.35%
Trade id #25551259
Max drawdown($352)
Time3/14/07 12:57
Quant open400
Worst price62.97
Drawdown as % of equity-0.35%
$686
Includes Typical Broker Commissions trade costs of $5.00
3/12/07 9:30 CLUB TOWN SPORTS INTL HLDGS LONG 1,300 20.28 3/16 9:31 21.89 0.35%
Trade id #25593045
Max drawdown($364)
Time3/14/07 9:31
Quant open1,300
Worst price20.00
Drawdown as % of equity-0.35%
$2,088
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    11/23/2006
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    6328.08
  • Age
    211 months ago
  • What it trades
    Stocks
  • # Trades
    90
  • # Profitable
    45
  • % Profitable
    50.00%
  • Avg trade duration
    11.2 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    0.5%
  • Avg win
    $1,320
  • Avg loss
    $1,116
  • Model Account Values (Raw)
  • Cash
    $109,452
  • Margin Used
    $0
  • Buying Power
    $109,452
  • Ratios
  • W:L ratio
    1.19:1
  • Sharpe Ratio
    -0.37
  • Sortino Ratio
    -0.55
  • Calmar Ratio
    0.074
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.00260
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -10.60%
  • Return Percent SP500 (cumu) during strategy life
    273.27%
  • Return Statistics
  • Ann Return (w trading costs)
    1.1%
  • Instruments
  • Percent Trades Options
    0.03%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Instruments
  • Percent Trades Stocks
    0.97%
  • Slump
  • Current Slump as Pcnt Equity
    8.50%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    25.00%
  • 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
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,320
  • Avg Loss
    $1,117
  • Sum Trade PL (losers)
    $50,251.000
  • Sum Trade PL (winners)
    $59,400.000
  • # Winners
    45
  • Dividends
  • Dividends Received in Model Acct
    304
  • Win / Loss
  • Num Months Winners
    11
  • Age
  • Num Months filled monthly returns table
    209
  • Win / Loss
  • # Losers
    45
  • % Winners
    50.0%
  • Frequency
  • Avg Position Time (mins)
    16192.90
  • Avg Position Time (hrs)
    269.88
  • Avg Trade Length
    11.2 days
  • Last Trade Ago
    6160
  • Regression
  • Alpha
    -0.00
  • Beta
    0.00
  • Treynor Index
    -8.73
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.64
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    12.072
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    45.65
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    28.83
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.442
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.675
  • Hold-and-Hope Ratio
    0.083
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    -0.01300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01100
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    13
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Swing Trading

Summary Statistics

Strategy began
2006-11-23
Suggested Minimum Capital
$100,000
# Trades
90
# Profitable
45
% Profitable
50.0%
Net Dividends
Correlation S&P500
0.003
Sharpe Ratio
-0.37
Sortino Ratio
-0.55
Beta
0.00
Alpha
-0.00

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.