Collective2 Collective2
Featured Strategy QUANT AI Gold and Silver +36.4% Cumul. Return since Sep 23, 2025 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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Scrapped: C2 extreme risk miscalulation.
(42940877)

Created by: MDB3 MDB3
Started: 09/2009
Stocks
Last trade: 5,948 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. You can subscribe to this system for free.

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
235
Num Trades
48.1%
Win Trades
1.0 : 1
Profit Factor
3.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2009                                                        (7.1%)(0.6%)+0.4%(7%)(13.8%)
2010+6.4%(0.1%)  -    -    -    -    -    -    -    -    -  +0.4%+6.7%
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -  (0.1%)  -    -  (0.1%)  -  (0.1%)(0.1%)(0.1%)  -    -  (0.1%)(0.5%)
2015(0.2%)  -  (0.1%)+0.1%  -    -    -    -    -    -  (0.1%)+0.1%(0.2%)
2016  -    -  +0.1%  -  (0.1%)  -    -    -    -  (0.1%)  -    -  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
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -    -                                      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
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Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/25/10 7:34 EUR/USD EUR/USD SHORT 10 1.34865 2/25 7:34 1.34868 n/a ($0.30)
1/26/10 8:57 GBP/USD GBP/USD LONG 2000 1.61106 1/26 9:19 1.61126 1.29%
Trade id #46621509
Max drawdown($3,380)
Time1/26/10 9:14
Quant open200
Worst price1.60937
Drawdown as % of equity-1.29%
 $400.00
1/26/10 5:45 GBP/USD GBP/USD LONG 2000 1.61179 1/26 7:59 1.61423 1.17%
Trade id #46618560
Max drawdown($3,070)
Time1/26/10 6:25
Quant open200
Worst price1.61026
Drawdown as % of equity-1.17%
 $4,880.00
1/22/10 11:53 INTC INTEL LONG 1,970 20.39 1/22 11:56 20.37 0.01%
Trade id #46565001
Max drawdown($39)
Time1/22/10 11:55
Quant open1,970
Worst price20.38
Drawdown as % of equity-0.01%
 ($44)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 11:52 IBM INTERNATIONAL BUSINESS MACHINES SHORT 313 127.25 1/22 11:56 127.18 0.01%
Trade id #46564987
Max drawdown($18)
Time1/22/10 11:54
Quant open-313
Worst price127.31
Drawdown as % of equity-0.01%
 $16
Includes Typical Broker Commissions trade costs of $6.26
1/22/10 10:37 BA BOEING SHORT 684 58.66 1/22 11:56 58.86 0.13%
Trade id #46562118
Max drawdown($348)
Time1/22/10 11:37
Quant open-684
Worst price59.17
Drawdown as % of equity-0.13%
 ($142)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:37 AXP AMERICAN EXPRESS LONG 1,003 40.20 1/22 11:56 40.13 0.14%
Trade id #46562100
Max drawdown($361)
Time1/22/10 10:59
Quant open1,003
Worst price39.84
Drawdown as % of equity-0.14%
 ($75)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:32 HPQ HEWLETT-PACKARD SHORT 1,563 50.64 1/22 11:55 50.62 0.09%
Trade id #46561911
Max drawdown($250)
Time1/22/10 11:36
Quant open-1,563
Worst price50.80
Drawdown as % of equity-0.09%
 $56
Includes Typical Broker Commissions trade costs of $7.50
1/22/10 10:32 HON HONEYWELL INTERNATIONAL LONG 1,945 40.91 1/22 11:55 40.43 0.35%
Trade id #46561910
Max drawdown($934)
Time1/22/10 11:55
Quant open1,945
Worst price40.45
Drawdown as % of equity-0.35%
 ($939)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:12 HD HOME DEPOT SHORT 1,418 28.20 1/22 11:55 28.28 0.15%
Trade id #46560742
Max drawdown($411)
Time1/22/10 11:04
Quant open-1,418
Worst price28.49
Drawdown as % of equity-0.15%
 ($118)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:12 GE GE AEROSPACE LONG 2,423 16.55 1/22 11:55 16.48 0.21%
Trade id #46560718
Max drawdown($557)
Time1/22/10 10:19
Quant open2,423
Worst price16.32
Drawdown as % of equity-0.21%
 ($175)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:12 DIS WALT DISNEY LONG 1,320 30.30 1/22 11:54 30.49 0.08%
Trade id #46560712
Max drawdown($211)
Time1/22/10 10:19
Quant open1,320
Worst price30.14
Drawdown as % of equity-0.08%
 $246
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:12 DD DU PONT DE NEMOURS & CO SHORT 1,214 33.04 1/22 11:54 33.22 0.29%
Trade id #46560702
Max drawdown($776)
Time1/22/10 11:22
Quant open-1,214
Worst price33.68
Drawdown as % of equity-0.29%
 ($224)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:11 AIG AMERICAN INTERNATIONAL SHORT 1,477 27.13 1/22 11:54 27.41 0.34%
Trade id #46560633
Max drawdown($915)
Time1/22/10 10:40
Quant open-1,477
Worst price27.75
Drawdown as % of equity-0.34%
 ($419)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:11 AA ALCOA LONG 2,872 13.98 1/22 11:54 13.80 0.19%
Trade id #46560596
Max drawdown($517)
Time1/22/10 11:51
Quant open2,872
Worst price13.80
Drawdown as % of equity-0.19%
 ($522)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:13 INTC INTEL SHORT 1,970 20.29 1/22 11:53 20.39 0.16%
Trade id #46560782
Max drawdown($413)
Time1/22/10 11:06
Quant open-1,970
Worst price20.50
Drawdown as % of equity-0.16%
 ($202)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:13 IBM INTERNATIONAL BUSINESS MACHINES LONG 313 127.58 1/22 11:52 127.25 0.05%
Trade id #46560800
Max drawdown($140)
Time1/22/10 10:19
Quant open313
Worst price127.13
Drawdown as % of equity-0.05%
 ($109)
Includes Typical Broker Commissions trade costs of $6.26
1/22/10 10:11 BA BOEING LONG 684 58.50 1/22 10:37 58.66 0.06%
Trade id #46560690
Max drawdown($157)
Time1/22/10 10:18
Quant open684
Worst price58.27
Drawdown as % of equity-0.06%
 $104
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:11 AXP AMERICAN EXPRESS SHORT 1,003 39.78 1/22 10:37 40.20 0.17%
Trade id #46560670
Max drawdown($461)
Time1/22/10 10:37
Quant open-1,003
Worst price40.24
Drawdown as % of equity-0.17%
 ($426)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:04 HPQ HEWLETT-PACKARD LONG 1,563 50.81 1/22 10:31 50.64 0.26%
Trade id #46559975
Max drawdown($703)
Time1/22/10 10:23
Quant open1,563
Worst price50.36
Drawdown as % of equity-0.26%
 ($271)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 10:04 HON HONEYWELL INTERNATIONAL SHORT 1,945 40.76 1/22 10:31 40.91 0.11%
Trade id #46559944
Max drawdown($292)
Time1/22/10 10:31
Quant open-1,945
Worst price40.87
Drawdown as % of equity-0.11%
 ($297)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 9:50 DD DU PONT DE NEMOURS & CO SHORT 2,415 33.03 1/22 10:09 33.03 0.15%
Trade id #46559021
Max drawdown($410)
Time1/22/10 10:01
Quant open-2,415
Worst price33.20
Drawdown as % of equity-0.15%
 ($5)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 9:50 DIS WALT DISNEY LONG 2,640 30.35 1/22 10:09 30.24 0.11%
Trade id #46559041
Max drawdown($290)
Time1/22/10 10:09
Quant open2,640
Worst price30.26
Drawdown as % of equity-0.11%
 ($295)
Includes Typical Broker Commissions trade costs of $5.00
1/22/10 9:39 AXP AMERICAN EXPRESS LONG 1,914 41.07 1/22 10:09 39.73 0.96%
Trade id #46558303
Max drawdown($2,565)
Time1/22/10 10:09
Quant open1,914
Worst price39.73
Drawdown as % of equity-0.96%
 ($2,570)
Includes Typical Broker Commissions trade costs of $5.00
1/21/10 13:32 BA BOEING LONG 4,044 58.80 1/22 10:08 58.48 0.56%
Trade id #46539764
Max drawdown($1,482)
Time1/22/10 9:33
Quant open1,348
Worst price58.25
Drawdown as % of equity-0.56%
 ($1,309)
Includes Typical Broker Commissions trade costs of $15.00
1/21/10 14:01 HPQ HEWLETT-PACKARD SHORT 1,563 51.07 1/22 10:04 50.81 0.23%
Trade id #46540438
Max drawdown($625)
Time1/21/10 15:49
Quant open-1,563
Worst price51.47
Drawdown as % of equity-0.23%
 $401
Includes Typical Broker Commissions trade costs of $5.00
1/21/10 14:01 HON HONEYWELL INTERNATIONAL LONG 1,945 41.16 1/22 10:04 40.76 0.9%
Trade id #46540423
Max drawdown($2,392)
Time1/22/10 8:01
Quant open1,945
Worst price39.93
Drawdown as % of equity-0.90%
 ($783)
Includes Typical Broker Commissions trade costs of $5.00
1/21/10 13:31 AXP AMERICAN EXPRESS SHORT 1,914 41.77 1/22 9:38 41.07 0.39%
Trade id #46539755
Max drawdown($1,052)
Time1/21/10 14:38
Quant open-1,914
Worst price42.32
Drawdown as % of equity-0.39%
 $1,335
Includes Typical Broker Commissions trade costs of $5.00
1/21/10 12:10 HPQ HEWLETT-PACKARD SHORT 1,563 51.25 1/21 13:30 51.11 0%
Trade id #46537065
Max drawdown$0
Time1/21/10 12:12
Quant open-1,563
Worst price51.25
Drawdown as % of equity0.00%
 $214
Includes Typical Broker Commissions trade costs of $5.00
1/21/10 12:09 HON HONEYWELL INTERNATIONAL LONG 1,945 41.19 1/21 13:30 41.32 0.07%
Trade id #46537058
Max drawdown($175)
Time1/21/10 12:20
Quant open1,945
Worst price41.10
Drawdown as % of equity-0.07%
 $248
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    9/8/2009
  • Suggested Minimum Cap
    $265,703
  • Strategy Age (days)
    6113.29
  • Age
    204 months ago
  • What it trades
    Stocks
  • # Trades
    235
  • # Profitable
    113
  • % Profitable
    48.10%
  • Avg trade duration
    4.0 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    0.0%
  • Avg win
    $866.96
  • Avg loss
    $806.93
  • Model Account Values (Raw)
  • Cash
    $266,100
  • Margin Used
    $0
  • Buying Power
    $266,100
  • Ratios
  • W:L ratio
    1.00:1
  • Sharpe Ratio
    -0.89
  • Sortino Ratio
    -1.27
  • Calmar Ratio
    0.073
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.01630
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -65.94%
  • Return Percent SP500 (cumu) during strategy life
    609.47%
  • Return Statistics
  • Ann Return (w trading costs)
    -1.1%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.04%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    0.94%
  • Slump
  • Current Slump as Pcnt Equity
    9.30%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    0.02%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    6.67%
  • 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
    $867
  • Avg Loss
    $807
  • Sum Trade PL (losers)
    $98,445.000
  • Sum Trade PL (winners)
    $97,966.000
  • # Winners
    113
  • Dividends
  • Dividends Received in Model Acct
    877
  • Win / Loss
  • Num Months Winners
    17
  • Age
  • Num Months filled monthly returns table
    202
  • Win / Loss
  • # Losers
    122
  • % Winners
    48.1%
  • Frequency
  • Avg Position Time (mins)
    5785.57
  • Avg Position Time (hrs)
    96.43
  • Avg Trade Length
    4.0 days
  • Last Trade Ago
    5943
  • Regression
  • Alpha
    -0.01
  • Beta
    -0.00
  • Treynor Index
    2.93
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -2.57
  • MAE:Equity, average, all trades
    0.07
  • Avg(MAE) / Avg(PL) - All trades
    -203.662
  • 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
    98.48
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    98.44
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.04
  • MAE:Equity, average, losing trades
    0.10
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    11.262
  • Avg(MAE) / Avg(PL) - Losing trades
    -30.240
  • Hold-and-Hope Ratio
    -0.005
  • 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)
    -0.01100
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00700
  • 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)
    49
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade this strategy at Tradier

Summary Statistics

Strategy began
2009-09-08
Suggested Minimum Capital
$265,700
# Trades
235
# Profitable
113
% Profitable
48.1%
Net Dividends
$877
Correlation S&P500
-0.016
Sharpe Ratio
-0.89
Sortino Ratio
-1.27
Beta
-0.00
Alpha
-0.01

Latest Activity

subscribed on started simulation

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.