Collective2 Collective2
For your consideration Sharpely TOS +36.6% Annual Return (Compounded) since Apr 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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System 59614452
(59614452)

Created by: PalAnand PalAnand
Started: 04/2011
Futures
Last trade: 5,472 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 $49.00 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.

-267.7%

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.

(100.0%)
Max Drawdown
351
Num Trades
48.7%
Win Trades
0.6 : 1
Profit Factor
0.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                     (55.6%)+55.7%(153.9%)  -    -    -    -    -    -  (137.3%)
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -  (0.5%)  -    -  (0.1%)(0.1%)(0.1%)(0.1%)(0.2%)  -  (0.1%)(0.1%)-
2015(0.3%)  -  (0.2%)(0.2%)  -  (0.1%)  -    -    -  (0.1%)(0.1%)(0.1%)-
2016(0.1%)(0.1%)(0.2%)  -    -  (0.2%)  -    -    -  (0.2%)  -    -  -
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -  (6.7%)  -    -    -    -    -    -    -    -    -    -  -
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.

System developer has asked us to delay this information by 168 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
6/13/11 10:41 @KCN1 COFFEE LONG 20 269.66 6/20 6:51 253.64 706.03%
Trade id #62405707
Max drawdown($120,187)
Time6/20/11 6:51
Quant open15
Worst price248.60
Drawdown as % of equity706.03%
 ($120,347)
Includes Typical Broker Commissions trade costs of $160.00
6/14/11 0:02 QSIN1 Silver 5000 oz LONG 1 35.090 6/14 13:08 35.145 3.91%
Trade id #62434546
Max drawdown($3,450)
Time6/14/11 9:14
Quant open1
Worst price34.400
Drawdown as % of equity-3.91%
 $267
Includes Typical Broker Commissions trade costs of $8.00
6/14/11 0:03 @CTZ1 COTTON - #2 SHORT 1 12853 6/14 11:28 13060 1.73%
Trade id #62434574
Max drawdown($1,525)
Time6/14/11 8:43
Quant open-1
Worst price13158
Drawdown as % of equity-1.73%
 ($1,043)
Includes Typical Broker Commissions trade costs of $8.00
6/14/11 3:54 EXM1 DJ EURO STOXX 50 LONG 1 2763.00 6/14 6:19 2769.00 0.01%
Trade id #62438592
Max drawdown($10)
Time6/14/11 3:56
Quant open1
Worst price2762.00
Drawdown as % of equity-0.01%
 $57
Includes Typical Broker Commissions trade costs of $8.00
6/14/11 1:33 @ON1 Oats SHORT 1 396 1/4 6/14 3:54 398 2/4 0.12%
Trade id #62436549
Max drawdown($113)
Time6/14/11 3:54
Quant open0
Worst price398 2/4
Drawdown as % of equity-0.12%
 ($121)
Includes Typical Broker Commissions trade costs of $8.00
6/14/11 1:33 @ESU1 E-MINI S&P 500 LONG 1 1275.00 6/14 3:53 1275.75 0.03%
Trade id #62436542
Max drawdown($25)
Time6/14/11 1:35
Quant open1
Worst price1274.50
Drawdown as % of equity-0.03%
 $30
Includes Typical Broker Commissions trade costs of $8.00
6/13/11 8:46 @DXU1 US Dollar Index SHORT 20 75.060 6/13 12:06 75.070 1.03%
Trade id #62397908
Max drawdown($1,100)
Time6/13/11 9:32
Quant open-20
Worst price75.115
Drawdown as % of equity-1.03%
 ($360)
Includes Typical Broker Commissions trade costs of $160.00
6/13/11 9:06 @OJN1 Orange Juice SHORT 5 182.80 6/13 10:42 183.15 0.95%
Trade id #62398664
Max drawdown($1,012)
Time6/13/11 10:05
Quant open-5
Worst price184.15
Drawdown as % of equity-0.95%
 ($302)
Includes Typical Broker Commissions trade costs of $40.00
6/13/11 4:11 @WN1 WHEAT LONG 5 767 3/4 6/13 10:30 760 3/4 1.58%
Trade id #62390853
Max drawdown($1,750)
Time6/13/11 6:54
Quant open5
Worst price760 3/4
Drawdown as % of equity-1.58%
 ($1,790)
Includes Typical Broker Commissions trade costs of $40.00
6/13/11 9:18 @SBN1 Sugar #11 LONG 20 26.15 6/13 9:35 26.05 3.35%
Trade id #62398994
Max drawdown($3,584)
Time6/13/11 9:30
Quant open20
Worst price25.99
Drawdown as % of equity-3.35%
 ($2,400)
Includes Typical Broker Commissions trade costs of $160.00
6/13/11 4:10 @CTZ1 COTTON - #2 SHORT 5 13235 6/13 9:18 13225 0.35%
Trade id #62390845
Max drawdown($375)
Time6/13/11 5:32
Quant open-5
Worst price13250
Drawdown as % of equity-0.35%
 $210
Includes Typical Broker Commissions trade costs of $40.00
6/10/11 8:02 @SBN1 Sugar #11 LONG 50 25.18 6/13 3:52 25.37 15.09%
Trade id #62326870
Max drawdown($13,899)
Time6/10/11 10:44
Quant open48
Worst price24.92
Drawdown as % of equity-15.09%
 $10,520
Includes Typical Broker Commissions trade costs of $400.00
6/10/11 6:39 @ON1 Oats SHORT 20 391 1/4 6/10 10:36 391 1/4 0.81%
Trade id #62325232
Max drawdown($750)
Time6/10/11 10:31
Quant open-20
Worst price392
Drawdown as % of equity-0.81%
 ($160)
Includes Typical Broker Commissions trade costs of $160.00
6/10/11 7:04 @QGN1 MINY NATURAL GAS LONG 20 4.720 6/10 10:35 4.747 1.63%
Trade id #62325766
Max drawdown($1,500)
Time6/10/11 8:44
Quant open20
Worst price4.690
Drawdown as % of equity-1.63%
 $1,215
Includes Typical Broker Commissions trade costs of $160.00
6/10/11 9:43 QSIN1 Silver 5000 oz SHORT 1 36.830 6/10 10:34 36.485 0.05%
Trade id #62331402
Max drawdown($50)
Time6/10/11 9:45
Quant open-1
Worst price36.840
Drawdown as % of equity-0.05%
 $1,717
Includes Typical Broker Commissions trade costs of $8.00
6/9/11 9:27 @CCN1 COCOA LONG 5 2978 6/10 4:00 3013 0.65%
Trade id #62282891
Max drawdown($650)
Time6/9/11 10:55
Quant open5
Worst price2965
Drawdown as % of equity-0.65%
 $1,710
Includes Typical Broker Commissions trade costs of $40.00
6/9/11 10:15 @LEQ1 LIVE CATTLE LONG 26 105.597 6/10 2:40 105.275 5.97%
Trade id #62287123
Max drawdown($6,210)
Time6/9/11 23:00
Quant open26
Worst price105.000
Drawdown as % of equity-5.97%
 ($3,558)
Includes Typical Broker Commissions trade costs of $208.00
6/9/11 6:13 @NQM1 E-MINI NASDAQ 100 STK IDX LONG 1 2252.00 6/10 2:40 2247.25 0.12%
Trade id #62275348
Max drawdown($125)
Time6/10/11 0:57
Quant open1
Worst price2245.75
Drawdown as % of equity-0.12%
 ($103)
Includes Typical Broker Commissions trade costs of $8.00
6/9/11 6:13 XGM1 DAX INDEX LONG 1 7066.00 6/10 2:39 7149.50 0.2%
Trade id #62275337
Max drawdown($175)
Time6/9/11 6:48
Quant open1
Worst price7059.00
Drawdown as % of equity-0.20%
 $2,269
Includes Typical Broker Commissions trade costs of $8.00
6/9/11 6:10 QSIN1 Silver 5000 oz LONG 10 37.002 6/10 2:39 37.225 5.78%
Trade id #62275285
Max drawdown($5,125)
Time6/9/11 6:48
Quant open5
Worst price36.840
Drawdown as % of equity-5.78%
 $11,045
Includes Typical Broker Commissions trade costs of $80.00
6/9/11 9:28 @QGN1 MINY NATURAL GAS LONG 25 4.835 6/9 12:01 4.780 3.46%
Trade id #62282925
Max drawdown($3,438)
Time6/9/11 12:01
Quant open20
Worst price4.780
Drawdown as % of equity-3.46%
 ($3,638)
Includes Typical Broker Commissions trade costs of $200.00
6/8/11 11:49 KWN1 Hard Red Winter Wheat (Pit) LONG 7 888.000 6/9 11:09 880.500 2.82%
Trade id #62234981
Max drawdown($2,800)
Time6/9/11 11:04
Quant open7
Worst price880.000
Drawdown as % of equity-2.82%
 ($2,681)
Includes Typical Broker Commissions trade costs of $56.00
6/9/11 9:29 @KCN1 COFFEE LONG 5 267.15 6/9 10:39 266.05 3.38%
Trade id #62282943
Max drawdown($3,000)
Time6/9/11 10:30
Quant open5
Worst price265.55
Drawdown as % of equity-3.38%
 ($2,103)
Includes Typical Broker Commissions trade costs of $40.00
6/7/11 9:50 @CCN1 COCOA LONG 31 2925 6/9 4:00 2932 15.25%
Trade id #62174778
Max drawdown($11,560)
Time6/8/11 4:01
Quant open26
Worst price2882
Drawdown as % of equity-15.25%
 $2,042
Includes Typical Broker Commissions trade costs of $248.00
6/8/11 10:30 @ON1 Oats LONG 5 373 1/4 6/8 21:02 383 n/a $2,398
Includes Typical Broker Commissions trade costs of $40.00
6/7/11 6:24 @SBN1 Sugar #11 LONG 20 24.00 6/7 11:17 23.92 3.91%
Trade id #62165984
Max drawdown($3,360)
Time6/7/11 9:59
Quant open20
Worst price23.85
Drawdown as % of equity-3.91%
 ($1,952)
Includes Typical Broker Commissions trade costs of $160.00
6/6/11 10:38 QSIN1 Silver 5000 oz LONG 13 37.047 6/7 6:18 37.081 52.62%
Trade id #62123835
Max drawdown($44,650)
Time6/6/11 15:24
Quant open13
Worst price36.360
Drawdown as % of equity-52.62%
 $2,121
Includes Typical Broker Commissions trade costs of $104.00
6/6/11 9:07 @QGN1 MINY NATURAL GAS LONG 20 4.815 6/6 13:39 4.810 4.42%
Trade id #62116013
Max drawdown($3,750)
Time6/6/11 12:46
Quant open20
Worst price4.740
Drawdown as % of equity-4.42%
 ($410)
Includes Typical Broker Commissions trade costs of $160.00
6/3/11 10:33 @KCN1 COFFEE LONG 24 269.02 6/3 11:50 269.42 18.72%
Trade id #62054980
Max drawdown($14,850)
Time6/3/11 10:57
Quant open17
Worst price266.90
Drawdown as % of equity-18.72%
 $3,408
Includes Typical Broker Commissions trade costs of $192.00
6/3/11 9:15 QSIN1 Silver 5000 oz LONG 5 35.640 6/3 9:44 35.725 4.92%
Trade id #62048759
Max drawdown($3,900)
Time6/3/11 9:31
Quant open4
Worst price35.460
Drawdown as % of equity-4.92%
 $2,085
Includes Typical Broker Commissions trade costs of $40.00

Statistics

  • Strategy began
    4/10/2011
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    5536.02
  • Age
    185 months ago
  • What it trades
    Futures, Forex
  • # Trades
    351
  • # Profitable
    171
  • % Profitable
    48.70%
  • Avg trade duration
    17.8 hours
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    May 06, 2011 - June 21, 2014
  • Annual return (compounded)
    0.0%
  • Avg win
    $1,148
  • Avg loss
    $1,723
  • Model Account Values (Raw)
  • Cash
    ($13,826)
  • Margin Used
    $0
  • Buying Power
    ($13,826)
  • Ratios
  • W:L ratio
    0.63:1
  • Sharpe Ratio
    -1.99
  • Sortino Ratio
    -1.98
  • Calmar Ratio
    -0.967
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.07810
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -145.76%
  • Return Percent SP500 (cumu) during strategy life
    459.53%
  • Return Statistics
  • Ann Return (w trading costs)
    -267.7%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.74%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    0.26%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    97.56%
  • Chance of 20% account loss
    76.19%
  • Chance of 30% account loss
    65.12%
  • Chance of 40% account loss
    68.18%
  • Chance of 60% account loss (Monte Carlo)
    2.17%
  • 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
    35.56%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,148
  • Avg Loss
    $1,723
  • Sum Trade PL (losers)
    $310,190.000
  • Sum Trade PL (winners)
    $196,364.000
  • # Winners
    171
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • # Losers
    180
  • % Winners
    48.7%
  • Frequency
  • Avg Position Time (mins)
    1068.67
  • Avg Position Time (hrs)
    17.81
  • Avg Trade Length
    0.7 days
  • Last Trade Ago
    5465
  • Regression
  • Alpha
    0.00
  • Beta
    3.50
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.35
  • MAE:Equity, average, all trades
    0.04
  • Avg(MAE) / Avg(PL) - All trades
    -5.471
  • 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
    58.02
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    77.49
  • 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
    0.05
  • MAE:Equity, average, losing trades
    0.04
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    1.591
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.333
  • Hold-and-Hope Ratio
    -0.178
  • 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)
    0.03000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.44700
  • 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)
    1142
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Trade this strategy at Tradier

Summary Statistics

Strategy began
2011-04-10
Suggested Minimum Capital
$100,000
# Trades
351
# Profitable
171
% Profitable
48.7%
Correlation S&P500
0.078
Sharpe Ratio
-1.99
Sortino Ratio
-1.98
Beta
3.50
Alpha
0.00

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.