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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 64862505
(64862505)

Created by: PalAnand PalAnand
Started: 08/2011
Stocks
Last trade: 4,317 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.

-4068.5%

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
385
Num Trades
44.2%
Win Trades
0.3 : 1
Profit Factor
3.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                                 +14.7%+163.0%+121.7%+1.4%(35.2%)+339.9%
2012(11.5%)+23.3%(25.4%)(14.9%)(95.1%)(22280.8%)  -    -    -    -    -    -  (860.2%)
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  -
2015  -    -    -    -  (0.1%)  -    -    -    -  (0.1%)  -    -  0.0
2016  -    -    -    -    -    -  (17.2%)(17.7%)  -    -    -    -  (37.9%)
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 535 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 4406 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/23/12 9:00 FAS DIREXION DAILY FINANCIAL BULL LONG 7,812,800 7.00 6/25 9:54 6.62 1025.06%
Trade id #74784432
Max drawdown($3,158,000)
Time6/25/12 9:43
Quant open651,000
Worst price79.15
Drawdown as % of equity-1025.06%
 ($2,929,805)
Includes Typical Broker Commissions trade costs of $5.00
6/23/12 9:00 SPY SPDR S&P 500 LONG 266,000 133.00 6/25 9:54 131.52 134.69%
Trade id #74784409
Max drawdown($414,960)
Time6/25/12 9:43
Quant open266,000
Worst price131.44
Drawdown as % of equity-134.69%
 ($393,684)
Includes Typical Broker Commissions trade costs of $5.00
6/23/12 9:01 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 14,000 24.00 6/25 9:48 23.58 3.11%
Trade id #74784527
Max drawdown($9,590)
Time6/25/12 9:34
Quant open7,000
Worst price46.63
Drawdown as % of equity-3.11%
 ($5,885)
Includes Typical Broker Commissions trade costs of $5.00
6/23/12 9:00 UNG UNITED STATES NATURAL GAS LONG 7,000 18.00 6/25 9:48 18.72 n/a $5,035
Includes Typical Broker Commissions trade costs of $5.00
6/23/12 9:01 TBT PROSHARES ULTRASHORT 20+ YEAR LONG 1,750 60.00 6/25 9:48 62.08 n/a $3,635
Includes Typical Broker Commissions trade costs of $5.00
6/22/12 12:50 TBT1222F15 TBT Jun22'12 15 call LONG 70 0.87 6/23 9:01 0.00 2.05%
Trade id #74777454
Max drawdown($6,090)
Time6/23/12 9:01
Quant open0
Worst price0.00
Drawdown as % of equity-2.05%
 ($6,139)
Includes Typical Broker Commissions trade costs of $49.00
6/22/12 12:01 TNA1222F48 TNA Jun22'12 48 call LONG 70 0.95 6/23 9:00 0.00 2.24%
Trade id #74771998
Max drawdown($6,650)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-2.24%
 ($6,699)
Includes Typical Broker Commissions trade costs of $49.00
6/22/12 11:33 UNG1222F18 UNG Jun22'12 18 call LONG 70 0.29 6/23 9:00 0.00 0.68%
Trade id #74768806
Max drawdown($2,030)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-0.68%
 ($2,079)
Includes Typical Broker Commissions trade costs of $49.00
6/22/12 11:07 FAZ1222R24 FAZ Jun22'12 24 put LONG 2,100 0.06 6/23 9:00 0.00 4%
Trade id #74767091
Max drawdown($11,900)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-4.00%
 ($13,370)
Includes Typical Broker Commissions trade costs of $1,470.00
6/22/12 10:25 FAS1222F84 FAS Jun22'12 84 call LONG 6,580 0.36 6/23 9:00 0.00 78.03%
Trade id #74761129
Max drawdown($232,120)
Time6/23/12 9:00
Quant open70
Worst price0.00
Drawdown as % of equity-78.03%
 ($236,775)
Includes Typical Broker Commissions trade costs of $4,655.00
6/22/12 10:15 SPY1222F133 SPY Jun22'12 133 call LONG 2,660 0.29 6/23 9:00 0.00 26.31%
Trade id #74759243
Max drawdown($78,260)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-26.31%
 ($80,122)
Includes Typical Broker Commissions trade costs of $1,862.00
6/21/12 9:57 AGQ1222R38 AGQ Jun22'12 38 put LONG 490 0.55 6/22 10:03 1.40 4.69%
Trade id #74728869
Max drawdown($9,800)
Time6/21/12 10:49
Quant open490
Worst price0.35
Drawdown as % of equity-4.69%
 $40,964
Includes Typical Broker Commissions trade costs of $686.00
6/20/12 10:10 FXI1222R33.5 FXI Jun22'12 33.5 put LONG 4,060 0.19 6/22 9:58 0.95 16.61%
Trade id #74689303
Max drawdown($18,270)
Time6/20/12 16:00
Quant open4,060
Worst price0.14
Drawdown as % of equity-16.61%
 $303,086
Includes Typical Broker Commissions trade costs of $5,684.00
6/19/12 10:07 FAS1222F85 FAS Jun22'12 85 call LONG 280 2.84 6/20 9:56 3.30 2.25%
Trade id #74656685
Max drawdown($2,380)
Time6/19/12 10:46
Quant open280
Worst price2.76
Drawdown as % of equity-2.25%
 $12,348
Includes Typical Broker Commissions trade costs of $392.00
6/18/12 10:00 FAZ1222F25 FAZ Jun22'12 25 call LONG 280 0.88 6/19 9:59 0.31 15.22%
Trade id #74624125
Max drawdown($16,100)
Time6/19/12 9:53
Quant open280
Worst price0.30
Drawdown as % of equity-15.22%
 ($16,212)
Includes Typical Broker Commissions trade costs of $392.00
6/18/12 9:56 TZA1222F20 TZA Jun22'12 20 call LONG 1,400 1.13 6/19 9:57 0.54 78.2%
Trade id #74623990
Max drawdown($82,730)
Time6/19/12 9:57
Quant open1,000
Worst price0.54
Drawdown as % of equity-78.20%
 ($84,690)
Includes Typical Broker Commissions trade costs of $1,960.00
6/15/12 10:22 FXI1216F34 FXI Jun16'12 34 call LONG 3,360 0.31 6/15 15:59 0.45 17.15%
Trade id #74588119
Max drawdown($22,960)
Time6/15/12 12:23
Quant open3,360
Worst price0.24
Drawdown as % of equity-17.15%
 $41,616
Includes Typical Broker Commissions trade costs of $4,704.00
6/15/12 9:57 XPP PROSHARES ULTRA FTSE CHINA 50 LONG 6,378 43.05 6/15 10:33 42.90 0.93%
Trade id #74584423
Max drawdown($1,530)
Time6/15/12 10:24
Quant open6,378
Worst price42.81
Drawdown as % of equity-0.93%
 ($962)
Includes Typical Broker Commissions trade costs of $5.00
6/14/12 11:04 UGAZ LONG 12,860 19.44 6/15 9:49 20.67 3.33%
Trade id #74553900
Max drawdown($4,501)
Time6/14/12 11:23
Quant open12,860
Worst price19.09
Drawdown as % of equity-3.33%
 $15,813
Includes Typical Broker Commissions trade costs of $5.00
6/14/12 10:08 PTM UBS E-TRACS LONG PLATINUM TR E LONG 14,230 17.36 6/14 11:02 17.25 1.47%
Trade id #74546938
Max drawdown($1,992)
Time6/14/12 10:12
Quant open14,230
Worst price17.22
Drawdown as % of equity-1.47%
 ($1,570)
Includes Typical Broker Commissions trade costs of $5.00
6/13/12 10:22 GASX DIREXION NATURAL GAS BEAR 3X LONG 2,091 111.48 6/14 10:00 114.72 6.13%
Trade id #74512396
Max drawdown($7,612)
Time6/13/12 10:40
Quant open8,365
Worst price26.96
Drawdown as % of equity-6.13%
 $6,770
Includes Typical Broker Commissions trade costs of $5.00
6/12/12 11:32 INDL DIREXION DAILY MSCI INDIA BULL 2X SHARES LONG 3,824 61.40 6/13 9:59 61.44 2.13%
Trade id #74481524
Max drawdown($2,600)
Time6/12/12 12:15
Quant open15,295
Worst price15.18
Drawdown as % of equity-2.13%
 $148
Includes Typical Broker Commissions trade costs of $5.00
6/8/12 9:49 FXP PROSHARES ULTRASHORT FTSE CHIN LONG 2,069 125.12 6/12 11:24 118.88 10.4%
Trade id #74390595
Max drawdown($13,321)
Time6/12/12 11:23
Quant open8,274
Worst price29.67
Drawdown as % of equity-10.40%
 ($12,916)
Includes Typical Broker Commissions trade costs of $5.00
6/7/12 10:40 ZSL PROSHARES ULTRASHORT SILVER LONG 7,748 31.36 6/8 9:49 32.44 1.25%
Trade id #74352078
Max drawdown($1,584)
Time6/7/12 10:42
Quant open3,874
Worst price62.32
Drawdown as % of equity-1.25%
 $8,324
Includes Typical Broker Commissions trade costs of $5.00
6/7/12 10:13 FSE FACTORSHARES 2X: S&P500 BULL/T LONG 23,522 10.45 6/7 10:39 10.36 1.67%
Trade id #74347689
Max drawdown($2,117)
Time6/7/12 10:39
Quant open0
Worst price10.36
Drawdown as % of equity-1.67%
 ($2,122)
Includes Typical Broker Commissions trade costs of $5.00
6/5/12 10:11 SOXL DIREXION DAILY SEMICONDCT BULL LONG 33,540 5.82 6/7 10:10 6.63 2.92%
Trade id #74271426
Max drawdown($2,943)
Time6/5/12 12:00
Quant open8,385
Worst price22.92
Drawdown as % of equity-2.92%
 $27,196
Includes Typical Broker Commissions trade costs of $5.00
6/5/12 9:51 UBR PROSHARES ULTRA MSCI BRAZIL LONG 1,117 172.92 6/5 10:09 173.64 0%
Trade id #74268580
Max drawdown$0
Time6/5/12 9:57
Quant open13,400
Worst price14.41
Drawdown as % of equity0.00%
 $799
Includes Typical Broker Commissions trade costs of $5.00
6/4/12 14:04 ZSL PROSHARES ULTRASHORT SILVER LONG 6,000 33.44 6/5 9:41 32.73 5%
Trade id #74238987
Max drawdown($5,190)
Time6/5/12 9:37
Quant open3,000
Worst price65.15
Drawdown as % of equity-5.00%
 ($4,265)
Includes Typical Broker Commissions trade costs of $5.00
6/4/12 9:52 UGAZ LONG 10,000 20.54 6/4 13:26 20.34 4.49%
Trade id #74226608
Max drawdown($4,900)
Time6/4/12 12:41
Quant open10,000
Worst price20.05
Drawdown as % of equity-4.49%
 ($2,005)
Includes Typical Broker Commissions trade costs of $5.00
6/1/12 10:04 NUGT DIREXION DAILY GOLD MINERS BULL 2X LONG 32 6095.00 6/1 15:59 6300.00 2.59%
Trade id #74180340
Max drawdown($2,699)
Time6/1/12 10:07
Quant open15,882
Worst price12.02
Drawdown as % of equity-2.59%
 $6,559
Includes Typical Broker Commissions trade costs of $0.64
Next

Statistics

  • Strategy began
    8/22/2011
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    4619.58
  • Age
    154 months ago
  • What it trades
    Stocks, Options
  • # Trades
    385
  • # Profitable
    170
  • % Profitable
    44.20%
  • Avg trade duration
    1.1 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    0.0%
  • Avg win
    $14,067
  • Avg loss
    $32,390
  • Model Account Values (Raw)
  • Cash
    ($4,472,520)
  • Margin Used
    $0
  • Buying Power
    ($4,472,520)
  • Ratios
  • W:L ratio
    0.34:1
  • Sharpe Ratio
    0.9
  • Sortino Ratio
    75.82
  • Calmar Ratio
    -0.971
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.12320
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -3353.85%
  • Return Percent SP500 (cumu) during strategy life
    342.00%
  • Return Statistics
  • Ann Return (w trading costs)
    -4068.5%
  • Instruments
  • Percent Trades Options
    0.26%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Instruments
  • Percent Trades Stocks
    0.74%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    n/a
  • 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
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $14,067
  • Avg Loss
    $32,391
  • Sum Trade PL (losers)
    $6,963,990.000
  • Sum Trade PL (winners)
    $2,391,460.000
  • # Winners
    170
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    5
  • Age
  • Num Months filled monthly returns table
    11
  • Win / Loss
  • # Losers
    215
  • % Winners
    44.2%
  • Frequency
  • Avg Position Time (mins)
    1516.17
  • Avg Position Time (hrs)
    25.27
  • Avg Trade Length
    1.1 days
  • Last Trade Ago
    4311
  • Regression
  • Alpha
    0.00
  • Beta
    -26.12
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.13
  • MAE:Equity, average, all trades
    0.20
  • Avg(MAE) / Avg(PL) - All trades
    -1.818
  • 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
    17.32
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    36.74
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.06
  • MAE:Equity, average, losing trades
    0.30
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.305
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.109
  • Hold-and-Hope Ratio
    -0.550
  • 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)
    0.53700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.52100
  • 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)
    731
  • Last 4 Months - Pcnt Negative
    1.00%

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2011-08-22
Suggested Minimum Capital
$100,000
# Trades
385
# Profitable
170
% Profitable
44.2%
Correlation S&P500
-0.123
Sharpe Ratio
0.90
Sortino Ratio
75.82
Beta
-26.12
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.