Collective2 Collective2
Featured Strategy Easiest +109.2% Annual Return (Compounded) since Mar 27, 2023 Hypothetical

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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
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W R stopped trading
(26192328)

Created by: richard_haines richard_haines
Started: 04/2007
Stocks
Last trade: 5,844 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 $25.00 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.

1.8%

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.

(36.0%)
Max Drawdown
97
Num Trades
60.8%
Win Trades
1.1 : 1
Profit Factor
3.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2007                       -  +9.3%(4.1%)+4.5%+5.0%+8.2%+1.1%(10.7%)(7.7%)+3.6%
2008(15.2%)+6.5%+14.9%(0.1%)  -    -    -    -    -    -    -    -  +3.7%
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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 1 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 6124 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/17/08 9:31 IWM ISHARES RUSSELL 2000 INDEX LONG 1,400 70.84 4/25 9:30 71.81 1.67%
Trade id #31593385
Max drawdown($1,862)
Time4/22/08 12:54
Quant open1,400
Worst price69.51
Drawdown as % of equity-1.67%
 $1,353
Includes Typical Broker Commissions trade costs of $5.00
4/17/08 9:31 QQQQ PowerShares QQQ SHORT 2,289 45.42 4/25 9:30 47.31 4.86%
Trade id #31593352
Max drawdown($5,424)
Time4/24/08 15:09
Quant open-2,289
Worst price47.79
Drawdown as % of equity-4.86%
 ($4,331)
Includes Typical Broker Commissions trade costs of $5.00
4/15/08 9:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,446 68.87 4/17 9:30 70.84 2.94%
Trade id #31533146
Max drawdown($3,354)
Time4/16/08 16:00
Quant open-1,446
Worst price71.19
Drawdown as % of equity-2.94%
 ($2,854)
Includes Typical Broker Commissions trade costs of $5.00
4/8/08 9:30 QQQQ PowerShares QQQ LONG 2,288 45.41 4/17 9:30 45.42 3.49%
Trade id #31422945
Max drawdown($3,958)
Time4/15/08 11:15
Quant open2,288
Worst price43.68
Drawdown as % of equity-3.49%
 $18
Includes Typical Broker Commissions trade costs of $5.00
4/9/08 9:30 IWM ISHARES RUSSELL 2000 INDEX LONG 1,483 71.09 4/15 9:30 68.87 3.71%
Trade id #31439582
Max drawdown($4,241)
Time4/14/08 9:45
Quant open1,483
Worst price68.23
Drawdown as % of equity-3.71%
 ($3,297)
Includes Typical Broker Commissions trade costs of $5.00
4/4/08 9:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,470 71.18 4/9 9:30 71.09 0.88%
Trade id #31382341
Max drawdown($1,043)
Time4/4/08 13:31
Quant open-1,470
Worst price71.89
Drawdown as % of equity-0.88%
 $127
Includes Typical Broker Commissions trade costs of $5.00
4/2/08 9:37 QQQQ PowerShares QQQ SHORT 2,261 45.69 4/8 9:30 45.41 1.39%
Trade id #31346530
Max drawdown($1,627)
Time4/7/08 12:45
Quant open-2,261
Worst price46.41
Drawdown as % of equity-1.39%
 $628
Includes Typical Broker Commissions trade costs of $5.00
3/31/08 9:30 IWM ISHARES RUSSELL 2000 INDEX LONG 1,417 68.21 4/4 9:30 71.18 0.51%
Trade id #31305355
Max drawdown($566)
Time3/31/08 9:37
Quant open1,417
Worst price67.81
Drawdown as % of equity-0.51%
 $4,203
Includes Typical Broker Commissions trade costs of $5.00
3/28/08 9:30 QQQQ PowerShares QQQ LONG 2,224 44.03 4/2 9:37 45.69 1.41%
Trade id #31283373
Max drawdown($1,556)
Time3/28/08 15:49
Quant open2,224
Worst price43.33
Drawdown as % of equity-1.41%
 $3,687
Includes Typical Broker Commissions trade costs of $5.00
3/26/08 9:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,345 69.93 3/31 9:30 68.21 0.42%
Trade id #31246630
Max drawdown($457)
Time3/26/08 15:01
Quant open-1,345
Worst price70.27
Drawdown as % of equity-0.42%
 $2,308
Includes Typical Broker Commissions trade costs of $5.00
3/24/08 9:35 QQQQ PowerShares QQQ SHORT 2,179 43.28 3/28 9:30 44.03 3.62%
Trade id #31203961
Max drawdown($3,900)
Time3/25/08 15:24
Quant open-2,179
Worst price45.07
Drawdown as % of equity-3.62%
 ($1,639)
Includes Typical Broker Commissions trade costs of $5.00
3/13/08 9:31 IWM ISHARES RUSSELL 2000 INDEX LONG 1,301 65.88 3/26 9:30 69.93 2.07%
Trade id #31054466
Max drawdown($2,146)
Time3/17/08 9:31
Quant open1,301
Worst price64.23
Drawdown as % of equity-2.07%
 $5,264
Includes Typical Broker Commissions trade costs of $5.00
3/18/08 9:31 QQQQ PowerShares QQQ LONG 2,182 42.24 3/24 9:31 43.28 0.29%
Trade id #31131336
Max drawdown($305)
Time3/20/08 9:43
Quant open2,182
Worst price42.10
Drawdown as % of equity-0.29%
 $2,264
Includes Typical Broker Commissions trade costs of $5.00
3/14/08 9:31 QQQQ PowerShares QQQ SHORT 2,094 43.36 3/18 9:30 42.24 0.04%
Trade id #31075420
Max drawdown($41)
Time3/14/08 9:42
Quant open-2,094
Worst price43.38
Drawdown as % of equity-0.04%
 $2,340
Includes Typical Broker Commissions trade costs of $5.00
3/3/08 9:30 QQQQ PowerShares QQQ LONG 1,974 42.93 3/14 9:30 43.36 3.53%
Trade id #30882597
Max drawdown($3,474)
Time3/10/08 15:53
Quant open1,974
Worst price41.17
Drawdown as % of equity-3.53%
 $844
Includes Typical Broker Commissions trade costs of $5.00
2/27/08 9:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,140 70.84 3/13 9:30 65.88 1.71%
Trade id #30817417
Max drawdown($1,596)
Time2/27/08 10:48
Quant open-1,140
Worst price72.24
Drawdown as % of equity-1.71%
 $5,649
Includes Typical Broker Commissions trade costs of $5.00
2/26/08 9:34 QQQQ PowerShares QQQ SHORT 1,869 43.65 3/3 9:30 42.93 1.8%
Trade id #30793127
Max drawdown($1,644)
Time2/28/08 10:41
Quant open-1,869
Worst price44.53
Drawdown as % of equity-1.80%
 $1,341
Includes Typical Broker Commissions trade costs of $5.00
2/6/08 9:31 IWM ISHARES RUSSELL 2000 INDEX LONG 1,182 70.42 2/27 9:30 70.84 3.02%
Trade id #30512537
Max drawdown($2,860)
Time2/15/08 15:13
Quant open1,182
Worst price68.00
Drawdown as % of equity-3.02%
 $491
Includes Typical Broker Commissions trade costs of $5.00
2/19/08 9:30 QQQQ PowerShares QQQ LONG 1,887 44.39 2/26 9:33 43.65 3.42%
Trade id #30701074
Max drawdown($3,038)
Time2/22/08 15:22
Quant open1,887
Worst price42.78
Drawdown as % of equity-3.42%
 ($1,401)
Includes Typical Broker Commissions trade costs of $5.00
2/12/08 9:30 QQQQ PowerShares QQQ SHORT 1,843 44.33 2/19 9:30 44.39 1.07%
Trade id #30596613
Max drawdown($1,013)
Time2/13/08 13:53
Quant open-1,843
Worst price44.88
Drawdown as % of equity-1.07%
 ($116)
Includes Typical Broker Commissions trade costs of $5.00
2/6/08 9:31 QQQQ PowerShares QQQ LONG 1,893 43.92 2/12 9:30 44.33 3.69%
Trade id #30512538
Max drawdown($3,407)
Time2/6/08 16:01
Quant open1,893
Worst price42.12
Drawdown as % of equity-3.69%
 $771
Includes Typical Broker Commissions trade costs of $5.00
1/30/08 9:31 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,171 69.72 2/6 9:30 70.42 4.16%
Trade id #30388049
Max drawdown($3,700)
Time2/1/08 15:45
Quant open-1,171
Worst price72.88
Drawdown as % of equity-4.16%
 ($825)
Includes Typical Broker Commissions trade costs of $5.00
1/25/08 9:31 QQQQ PowerShares QQQ SHORT 1,690 45.86 2/6 9:30 43.92 0.04%
Trade id #30281217
Max drawdown($33)
Time2/1/08 10:09
Quant open-1,690
Worst price45.88
Drawdown as % of equity-0.04%
 $3,274
Includes Typical Broker Commissions trade costs of $5.00
1/28/08 9:30 IWM ISHARES RUSSELL 2000 INDEX LONG 1,179 68.32 1/30 9:30 69.72 0.78%
Trade id #30342125
Max drawdown($719)
Time1/28/08 10:04
Quant open1,179
Worst price67.71
Drawdown as % of equity-0.78%
 $1,646
Includes Typical Broker Commissions trade costs of $5.00
1/18/08 9:31 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,139 68.12 1/28 9:30 68.32 2.82%
Trade id #30171758
Max drawdown($2,403)
Time1/24/08 9:55
Quant open-1,139
Worst price70.23
Drawdown as % of equity-2.82%
 ($233)
Includes Typical Broker Commissions trade costs of $5.00
12/31/07 9:30 QQQQ PowerShares QQQ LONG 1,805 51.56 1/25/08 9:30 45.86 20.39%
Trade id #29882370
Max drawdown($17,959)
Time1/23/08 12:47
Quant open1,805
Worst price41.61
Drawdown as % of equity-20.39%
 ($10,294)
Includes Typical Broker Commissions trade costs of $5.00
1/11/08 9:31 IWM ISHARES RUSSELL 2000 INDEX LONG 1,179 71.28 1/18 9:30 68.12 4.54%
Trade id #30054423
Max drawdown($4,244)
Time1/17/08 15:53
Quant open1,179
Worst price67.68
Drawdown as % of equity-4.54%
 ($3,731)
Includes Typical Broker Commissions trade costs of $5.00
1/7/08 9:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,169 72.28 1/11 9:30 71.28 1.2%
Trade id #29971956
Max drawdown($1,157)
Time1/8/08 10:10
Quant open-1,169
Worst price73.27
Drawdown as % of equity-1.20%
 $1,164
Includes Typical Broker Commissions trade costs of $5.00
12/21/07 9:31 IWM ISHARES RUSSELL 2000 INDEX LONG 1,237 77.88 1/7/08 9:30 72.28 7.51%
Trade id #29746504
Max drawdown($7,755)
Time1/4/08 14:45
Quant open1,237
Worst price71.61
Drawdown as % of equity-7.51%
 ($6,932)
Includes Typical Broker Commissions trade costs of $5.00
12/21/07 9:31 QQQQ PowerShares QQQ SHORT 1,868 51.71 12/31 9:30 51.56 1.57%
Trade id #29746509
Max drawdown($1,718)
Time12/26/07 14:34
Quant open-1,868
Worst price52.63
Drawdown as % of equity-1.57%
 $275
Includes Typical Broker Commissions trade costs of $5.00
Next

Statistics

  • Strategy began
    4/30/2007
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    6203.56
  • Age
    207 months ago
  • What it trades
    Stocks
  • # Trades
    97
  • # Profitable
    59
  • % Profitable
    60.80%
  • Avg trade duration
    7.4 days
  • Max peak-to-valley drawdown
    35.96%
  • drawdown period
    Oct 24, 2007 - Jan 23, 2008
  • Annual return (compounded)
    0.6%
  • Avg win
    $1,774
  • Avg loss
    $2,462
  • Model Account Values (Raw)
  • Cash
    $111,199
  • Margin Used
    $0
  • Buying Power
    $111,199
  • Ratios
  • W:L ratio
    1.12:1
  • Sharpe Ratio
    -0.21
  • Sortino Ratio
    -0.3
  • Calmar Ratio
    -0.007
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.00740
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -3.80%
  • Return Percent SP500 (cumu) during strategy life
    239.57%
  • Return Statistics
  • Ann Return (w trading costs)
    1.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.97%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    22.10%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.6%
  • Automation
  • Percentage Signals Automated
    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
    $1,774
  • Avg Loss
    $2,463
  • Sum Trade PL (losers)
    $93,579.000
  • Sum Trade PL (winners)
    $104,671.000
  • # Winners
    59
  • Dividends
  • Dividends Received in Model Acct
    104
  • Win / Loss
  • Num Months Winners
    10
  • Age
  • Num Months filled monthly returns table
    205
  • Win / Loss
  • # Losers
    38
  • % Winners
    60.8%
  • Frequency
  • Avg Position Time (mins)
    10687.50
  • Avg Position Time (hrs)
    178.12
  • Avg Trade Length
    7.4 days
  • Last Trade Ago
    5843
  • Regression
  • Alpha
    -0.00
  • Beta
    0.00
  • Treynor Index
    -1.68
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    1.54
  • MAE:Equity, average, all trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    35.932
  • 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
    49.10
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    74.70
  • MAE:Equity, 95th Percentile Value for this strat
    0.04
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.04
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.644
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.671
  • Hold-and-Hope Ratio
    0.028
  • 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)
    0.02100
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.04500
  • 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)
    91
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description











Thank you for taking a look at my signal Wave Rider. Wave Rider is a 100% mechanical signal. No subjective guessing on my part as to where the market is going. Wave Rider has a 100% realisum factor indicating the ease of wich you can replicate this signal. All signals are issued before the market open and executed on the market open. Wave Rider is a easy signal to follow just put the market order in when you get the signal and you dont have to sit and watch the market ever. This signal is also very easy to auto trade. Thanks Good Luck
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2007-04-30
Suggested Minimum Capital
$100,000
# Trades
97
# Profitable
59
% Profitable
60.8%
Net Dividends
$104
Correlation S&P500
0.007
Sharpe Ratio
-0.21
Sortino Ratio
-0.30
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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Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.