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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StockChase
(46370562)

Created by: GGimenez GGimenez
Started: 01/2010
Stocks
Last trade: 5,460 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 $99.00 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.

4.8%

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.

-
Max Drawdown
993
Num Trades
55.0%
Win Trades
1.3 : 1
Profit Factor
4.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010+1.2%+5.1%(0.5%)+0.6%(9.7%)(7.1%)(4.5%)(0.9%)+4.6%(0.6%)+4.5%+11.5%+2.5%
2011(3.1%)(2.1%)(5.3%)+0.5%(1.2%)+2.1%  -  +0.1%  -    -    -    -  (9%)
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
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -                                            

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 72 hours.

Trading Record

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Long
Short
Both
Win
Loss
Both
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Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/24/11 15:59 XLP STATE ST CONSUMER STAPLES SPDR SELECT LONG 130 30.62 6/28 15:20 30.76 0.01%
Trade id #62868101
Max drawdown($1)
Time6/24/11 16:01
Quant open130
Worst price30.61
Drawdown as % of equity-0.01%
 $15
Includes Typical Broker Commissions trade costs of $2.60
6/24/11 15:46 EWZ ISHARES MSCI BRAZIL ETF LONG 95 69.66 6/27 15:59 70.38 0.16%
Trade id #62867207
Max drawdown($31)
Time6/27/11 9:32
Quant open95
Worst price69.33
Drawdown as % of equity-0.16%
 $66
Includes Typical Broker Commissions trade costs of $1.90
6/24/11 15:59 GLD SPDR GOLD SHARES LONG 35 146.17 6/27 15:59 145.65 0.09%
Trade id #62868090
Max drawdown($18)
Time6/27/11 15:59
Quant open0
Worst price145.65
Drawdown as % of equity-0.09%
 ($19)
Includes Typical Broker Commissions trade costs of $0.70
6/21/11 15:59 IEF ISHARES BARCLAYS 7-10 YEAR TRE LONG 50 97.14 6/24 15:59 98.04 0.04%
Trade id #62731280
Max drawdown($7)
Time6/22/11 15:07
Quant open50
Worst price96.99
Drawdown as % of equity-0.04%
 $44
Includes Typical Broker Commissions trade costs of $1.00
6/23/11 15:59 IYR ISHARES DOW JONES US REAL ESTA LONG 100 59.34 6/24 15:45 58.79 0.47%
Trade id #62821190
Max drawdown($91)
Time6/24/11 10:27
Quant open100
Worst price58.43
Drawdown as % of equity-0.47%
 ($57)
Includes Typical Broker Commissions trade costs of $2.00
6/23/11 15:59 VNQ VANGUARD REAL ESTATE ETF LONG 100 59.03 6/24 10:29 58.29 0.42%
Trade id #62821173
Max drawdown($82)
Time6/24/11 10:27
Quant open100
Worst price58.20
Drawdown as % of equity-0.42%
 ($76)
Includes Typical Broker Commissions trade costs of $2.00
6/22/11 15:59 XLP STATE ST CONSUMER STAPLES SPDR SELECT LONG 170 31.13 6/23 15:59 30.87 0.48%
Trade id #62774590
Max drawdown($93)
Time6/23/11 10:49
Quant open170
Worst price30.58
Drawdown as % of equity-0.48%
 ($47)
Includes Typical Broker Commissions trade costs of $3.40
6/21/11 15:59 XLE STATE ST ENERGY SELECT SECTOR SPDR LONG 80 73.29 6/23 15:59 72.36 1.15%
Trade id #62731317
Max drawdown($227)
Time6/23/11 9:55
Quant open80
Worst price70.45
Drawdown as % of equity-1.15%
 ($76)
Includes Typical Broker Commissions trade costs of $1.60
6/21/11 15:59 GSG ISHARES S&P GSCI COMMODITY-IND LONG 140 34.07 6/22 15:59 34.33 n/a $33
Includes Typical Broker Commissions trade costs of $2.80
6/15/11 15:59 EWJ ISHARES MSCI JAPAN INDEX LONG 500 10.00 6/21 15:59 10.18 0.23%
Trade id #62523076
Max drawdown($45)
Time6/16/11 14:48
Quant open500
Worst price9.91
Drawdown as % of equity-0.23%
 $80
Includes Typical Broker Commissions trade costs of $10.00
6/15/11 15:59 EFA ISHARES MSCI EAFE INDEX LONG 100 58.29 6/21 15:59 59.84 0.36%
Trade id #62523136
Max drawdown($70)
Time6/16/11 14:51
Quant open100
Worst price57.59
Drawdown as % of equity-0.36%
 $153
Includes Typical Broker Commissions trade costs of $2.00
6/20/11 16:00 EWT ISHARES MSCI TAIWAN INDEX LONG 300 14.82 6/21 15:59 15.04 n/a $60
Includes Typical Broker Commissions trade costs of $6.00
6/16/11 15:59 EWZ ISHARES MSCI BRAZIL ETF LONG 80 70.55 6/21 10:35 71.81 0.08%
Trade id #62572996
Max drawdown($15)
Time6/17/11 13:27
Quant open80
Worst price70.36
Drawdown as % of equity-0.08%
 $99
Includes Typical Broker Commissions trade costs of $1.60
6/15/11 15:59 XLK TECHNOLOGY SELECT SECTOR SPDR LONG 250 24.64 6/16 15:59 24.57 0.32%
Trade id #62523137
Max drawdown($62)
Time6/16/11 14:51
Quant open250
Worst price24.39
Drawdown as % of equity-0.32%
 ($23)
Includes Typical Broker Commissions trade costs of $5.00
6/14/11 15:59 IEF ISHARES BARCLAYS 7-10 YEAR TRE LONG 8 96.23 6/15 15:44 97.20 0%
Trade id #62469767
Max drawdown($0)
Time6/14/11 16:01
Quant open8
Worst price96.21
Drawdown as % of equity-0.00%
 $8
Includes Typical Broker Commissions trade costs of $0.16
6/14/11 15:59 EFA ISHARES MSCI EAFE INDEX LONG 100 60.28 6/15 9:30 59.08 0.61%
Trade id #62469814
Max drawdown($120)
Time6/15/11 9:30
Quant open0
Worst price59.08
Drawdown as % of equity-0.61%
 ($122)
Includes Typical Broker Commissions trade costs of $2.00
6/14/11 15:59 EWT ISHARES MSCI TAIWAN INDEX LONG 400 15.41 6/15 9:30 15.18 0.47%
Trade id #62469815
Max drawdown($92)
Time6/15/11 9:30
Quant open0
Worst price15.18
Drawdown as % of equity-0.47%
 ($100)
Includes Typical Broker Commissions trade costs of $8.00
6/13/11 15:48 VNQ VANGUARD REAL ESTATE ETF LONG 100 58.33 6/14 15:59 59.25 0%
Trade id #62421568
Max drawdown$0
Time6/13/11 16:00
Quant open100
Worst price58.33
Drawdown as % of equity0.00%
 $90
Includes Typical Broker Commissions trade costs of $2.00
6/10/11 12:24 IWM ISHARES RUSSELL 2000 INDEX LONG 60 78.13 6/14 15:59 79.42 0.24%
Trade id #62345410
Max drawdown($46)
Time6/13/11 13:09
Quant open60
Worst price77.35
Drawdown as % of equity-0.24%
 $76
Includes Typical Broker Commissions trade costs of $1.20
6/13/11 15:47 XLE STATE ST ENERGY SELECT SECTOR SPDR LONG 80 72.04 6/14 15:59 73.71 0.01%
Trade id #62421549
Max drawdown($1)
Time6/13/11 15:49
Quant open80
Worst price72.02
Drawdown as % of equity-0.01%
 $132
Includes Typical Broker Commissions trade costs of $1.60
6/13/11 15:46 XLE STATE ST ENERGY SELECT SECTOR SPDR LONG 400 71.97 6/13 15:47 71.99 n/a $0
Includes Typical Broker Commissions trade costs of $8.00
6/2/11 13:26 XLF STATE ST FINANCIAL SELECT SECTOR SPDR LONG 325 15.34 6/13 15:45 14.99 1.22%
Trade id #62016852
Max drawdown($234)
Time6/10/11 13:46
Quant open325
Worst price14.62
Drawdown as % of equity-1.22%
 ($121)
Includes Typical Broker Commissions trade costs of $6.50
6/2/11 13:27 EWT ISHARES MSCI TAIWAN INDEX LONG 320 15.81 6/7 15:44 15.84 0.3%
Trade id #62016913
Max drawdown($57)
Time6/6/11 15:13
Quant open320
Worst price15.63
Drawdown as % of equity-0.30%
 $4
Includes Typical Broker Commissions trade costs of $6.40
6/2/11 13:27 XLU STATE ST UTILITIES SELECT SECTOR SPDR LONG 150 33.36 6/6 10:41 33.03 0.33%
Trade id #62016897
Max drawdown($63)
Time6/6/11 9:36
Quant open150
Worst price32.94
Drawdown as % of equity-0.33%
 ($53)
Includes Typical Broker Commissions trade costs of $3.00
5/20/11 9:40 LDK LDK SOLAR COMPANY LONG 1,600 7.55 6/1 9:30 7.68 12.75%
Trade id #61611076
Max drawdown($2,256)
Time5/25/11 16:00
Quant open1,600
Worst price6.14
Drawdown as % of equity-12.75%
 $203
Includes Typical Broker Commissions trade costs of $5.00
4/27/11 15:59 PFCB P.F. Chang's China Bistro, Inc. LONG 84 41.02 5/31 10:25 40.14 1.43%
Trade id #60208058
Max drawdown($271)
Time5/17/11 11:47
Quant open84
Worst price37.79
Drawdown as % of equity-1.43%
 ($76)
Includes Typical Broker Commissions trade costs of $1.68
4/26/11 16:01 LLNW LIMELIGHT NETWORKS LONG 228 6.59 5/2 11:32 6.43 0.39%
Trade id #60163560
Max drawdown($72)
Time4/28/11 9:33
Quant open228
Worst price6.27
Drawdown as % of equity-0.39%
 ($41)
Includes Typical Broker Commissions trade costs of $4.56
4/27/11 15:59 EXH EXTERRAN HOLDINGS INC LONG 110 21.87 5/2 11:32 21.80 0.32%
Trade id #60208034
Max drawdown($61)
Time5/2/11 9:50
Quant open110
Worst price21.31
Drawdown as % of equity-0.32%
 ($10)
Includes Typical Broker Commissions trade costs of $2.20
4/29/11 15:59 CLWR Clearwire Corporation LONG 311 4.84 5/2 11:30 5.04 0.03%
Trade id #60331540
Max drawdown($6)
Time4/29/11 16:01
Quant open311
Worst price4.82
Drawdown as % of equity-0.03%
 $56
Includes Typical Broker Commissions trade costs of $6.22
4/25/11 15:59 WIN WINDSTREAM HOLDINGS INC. COMM LONG 33 75.30 4/27 15:49 76.74 0.02%
Trade id #60122756
Max drawdown($4)
Time4/25/11 16:01
Quant open200
Worst price12.53
Drawdown as % of equity-0.02%
 $47
Includes Typical Broker Commissions trade costs of $0.66

Statistics

  • Strategy began
    1/27/2010
  • Suggested Minimum Cap
    $15,001
  • Strategy Age (days)
    5967.87
  • Age
    199 months ago
  • What it trades
    Stocks
  • # Trades
    993
  • # Profitable
    546
  • % Profitable
    55.00%
  • Avg trade duration
    2.7 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    1.7%
  • Avg win
    $39.54
  • Avg loss
    $39.08
  • Model Account Values (Raw)
  • Cash
    $19,627
  • Margin Used
    $0
  • Buying Power
    $19,627
  • Ratios
  • W:L ratio
    1.26:1
  • Sharpe Ratio
    -0.35
  • Sortino Ratio
    -0.49
  • Calmar Ratio
    0.415
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.12200
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -24.98%
  • Return Percent SP500 (cumu) during strategy life
    562.91%
  • Return Statistics
  • Ann Return (w trading costs)
    4.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    18.30%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    12.20%
  • 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
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $40
  • Avg Loss
    $39
  • Sum Trade PL (losers)
    $17,467.000
  • Sum Trade PL (winners)
    $21,591.000
  • # Winners
    546
  • Dividends
  • Dividends Received in Model Acct
    502
  • Win / Loss
  • Num Months Winners
    13
  • Age
  • Num Months filled monthly returns table
    197
  • Win / Loss
  • # Losers
    447
  • % Winners
    55.0%
  • Frequency
  • Avg Position Time (mins)
    3832.68
  • Avg Position Time (hrs)
    63.88
  • Avg Trade Length
    2.7 days
  • Last Trade Ago
    5451
  • Regression
  • Alpha
    -0.01
  • Beta
    0.04
  • Treynor Index
    -0.15
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.59
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    114.725
  • 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
    73.56
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    54.91
  • 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
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.539
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.568
  • Hold-and-Hope Ratio
    0.009
  • 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)
    -0.02900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01700
  • 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)
    89
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade this strategy at Tradier

Summary Statistics

Strategy began
2010-01-27
Suggested Minimum Capital
$15,000
# Trades
993
# Profitable
546
% Profitable
55.0%
Net Dividends
$502
Correlation S&P500
0.122
Sharpe Ratio
-0.35
Sortino Ratio
-0.49
Beta
0.04
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.