Collective2 Collective2
Featured Strategy QUANT AI Gold and Silver +38.3% 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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Alpha IWM System
(67641240)

Created by: AaronCapps5 AaronCapps5
Started: 11/2011
Stocks
Last trade: 5,151 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 $79.00 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.

-18.8%

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.

(8.2%)
Max Drawdown
47
Num Trades
29.8%
Win Trades
0.4 : 1
Profit Factor
0.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                                                      (1%)+0.7%(0.3%)
2012(2.9%)(2.6%)(1.3%)(1.6%)(1.6%)  -    -    -    -    -    -    -  (9.6%)
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.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/2/12 10:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,044 80.66 5/2 11:38 81.19 0.6%
Trade id #73252017
Max drawdown($553)
Time5/2/12 11:38
Quant open0
Worst price81.19
Drawdown as % of equity-0.60%
 ($558)
Includes Typical Broker Commissions trade costs of $5.00
5/1/12 10:30 IWM ISHARES RUSSELL 2000 INDEX LONG 2,057 82.69 5/1 14:26 82.27 0.93%
Trade id #73201136
Max drawdown($864)
Time5/1/12 14:26
Quant open1,030
Worst price82.27
Drawdown as % of equity-0.93%
 ($874)
Includes Typical Broker Commissions trade costs of $10.00
4/20/12 12:15 IWM ISHARES RUSSELL 2000 INDEX LONG 1,059 80.82 4/20 13:53 80.29 0.6%
Trade id #72890494
Max drawdown($561)
Time4/20/12 13:53
Quant open0
Worst price80.29
Drawdown as % of equity-0.60%
 ($566)
Includes Typical Broker Commissions trade costs of $5.00
4/18/12 10:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 2,147 80.16 4/18 15:00 80.36 0.44%
Trade id #72808850
Max drawdown($419)
Time4/18/12 15:00
Quant open1,072
Worst price80.36
Drawdown as % of equity-0.44%
 ($429)
Includes Typical Broker Commissions trade costs of $10.00
4/17/12 10:00 IWM ISHARES RUSSELL 2000 INDEX LONG 2,130 80.92 4/17 16:00 80.85 0.31%
Trade id #72750708
Max drawdown($288)
Time4/17/12 10:04
Quant open1,068
Worst price80.43
Drawdown as % of equity-0.31%
 ($168)
Includes Typical Broker Commissions trade costs of $10.00
4/13/12 10:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,074 79.89 4/13 16:00 79.55 0.11%
Trade id #72634119
Max drawdown($107)
Time4/13/12 10:14
Quant open-1,074
Worst price79.99
Drawdown as % of equity-0.11%
 $360
Includes Typical Broker Commissions trade costs of $5.00
4/12/12 12:45 IWM ISHARES RUSSELL 2000 INDEX LONG 1,065 80.75 4/12 16:00 80.60 0.26%
Trade id #72601791
Max drawdown($244)
Time4/12/12 13:59
Quant open1,065
Worst price80.52
Drawdown as % of equity-0.26%
 ($165)
Includes Typical Broker Commissions trade costs of $5.00
4/11/12 10:15 IWM ISHARES RUSSELL 2000 INDEX LONG 1,088 79.29 4/11 14:33 79.08 0.24%
Trade id #72558156
Max drawdown($228)
Time4/11/12 14:33
Quant open0
Worst price79.08
Drawdown as % of equity-0.24%
 ($233)
Includes Typical Broker Commissions trade costs of $5.00
4/10/12 12:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 2,184 78.59 4/10 16:00 78.41 0.09%
Trade id #72522411
Max drawdown($87)
Time4/10/12 12:32
Quant open-1,091
Worst price78.75
Drawdown as % of equity-0.09%
 $372
Includes Typical Broker Commissions trade costs of $10.00
4/9/12 11:15 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,076 80.00 4/9 16:00 80.25 0.65%
Trade id #72466259
Max drawdown($613)
Time4/9/12 14:56
Quant open-1,076
Worst price80.57
Drawdown as % of equity-0.65%
 ($274)
Includes Typical Broker Commissions trade costs of $5.00
4/4/12 10:15 IWM ISHARES RUSSELL 2000 INDEX SHORT 2,108 81.84 4/4 16:00 81.91 0.17%
Trade id #72358985
Max drawdown($159)
Time4/4/12 16:00
Quant open1,051
Worst price81.91
Drawdown as % of equity-0.17%
 ($169)
Includes Typical Broker Commissions trade costs of $10.00
4/3/12 14:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,042 83.04 4/3 16:00 83.33 0.36%
Trade id #72333895
Max drawdown($343)
Time4/3/12 15:59
Quant open-1,042
Worst price83.37
Drawdown as % of equity-0.36%
 ($307)
Includes Typical Broker Commissions trade costs of $5.00
4/2/12 11:30 IWM ISHARES RUSSELL 2000 INDEX LONG 1,033 83.35 4/2 16:00 83.81 0.04%
Trade id #72286675
Max drawdown($41)
Time4/2/12 11:37
Quant open1,033
Worst price83.31
Drawdown as % of equity-0.04%
 $470
Includes Typical Broker Commissions trade costs of $5.00
3/29/12 12:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,055 82.14 3/29 14:18 82.71 0.63%
Trade id #72175023
Max drawdown($601)
Time3/29/12 14:18
Quant open0
Worst price82.71
Drawdown as % of equity-0.63%
 ($606)
Includes Typical Broker Commissions trade costs of $5.00
3/28/12 12:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,053 82.79 3/28 15:59 83.29 0.55%
Trade id #72115827
Max drawdown($527)
Time3/28/12 15:59
Quant open0
Worst price83.29
Drawdown as % of equity-0.55%
 ($532)
Includes Typical Broker Commissions trade costs of $5.00
3/20/12 12:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,059 82.66 3/20 14:15 83.10 0.52%
Trade id #71798042
Max drawdown($497)
Time3/20/12 13:11
Quant open-1,059
Worst price83.13
Drawdown as % of equity-0.52%
 ($471)
Includes Typical Broker Commissions trade costs of $5.00
3/19/12 12:45 IWM ISHARES RUSSELL 2000 INDEX LONG 1,047 84.06 3/19 15:52 83.67 0.42%
Trade id #71730133
Max drawdown($408)
Time3/19/12 15:52
Quant open0
Worst price83.67
Drawdown as % of equity-0.42%
 ($413)
Includes Typical Broker Commissions trade costs of $5.00
3/14/12 11:15 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,077 82.41 3/14 16:00 82.35 0.39%
Trade id #71492724
Max drawdown($376)
Time3/14/12 13:22
Quant open-1,077
Worst price82.76
Drawdown as % of equity-0.39%
 $60
Includes Typical Broker Commissions trade costs of $5.00
3/6/12 10:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 2,207 79.13 3/6 16:00 78.74 0.07%
Trade id #71218145
Max drawdown($66)
Time3/6/12 10:04
Quant open-1,102
Worst price79.35
Drawdown as % of equity-0.07%
 $850
Includes Typical Broker Commissions trade costs of $10.00
3/2/12 13:30 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,093 80.06 3/2 16:00 80.25 0.53%
Trade id #71140682
Max drawdown($502)
Time3/2/12 15:35
Quant open-1,093
Worst price80.52
Drawdown as % of equity-0.53%
 ($213)
Includes Typical Broker Commissions trade costs of $5.00
3/1/12 10:01 IWM ISHARES RUSSELL 2000 INDEX LONG 1,070 81.48 3/1 15:09 81.82 0.13%
Trade id #71081352
Max drawdown($128)
Time3/1/12 10:05
Quant open1,070
Worst price81.36
Drawdown as % of equity-0.13%
 $359
Includes Typical Broker Commissions trade costs of $5.00
2/16/12 13:15 IWM ISHARES RUSSELL 2000 INDEX LONG 1,056 82.72 2/16 16:00 82.80 0.12%
Trade id #70714839
Max drawdown($116)
Time2/16/12 13:41
Quant open1,056
Worst price82.61
Drawdown as % of equity-0.12%
 $79
Includes Typical Broker Commissions trade costs of $5.00
2/16/12 12:00 IWM ISHARES RUSSELL 2000 INDEX LONG 1,057 82.64 2/16 12:00 81.34 1.42%
Trade id #70710443
Max drawdown($1,374)
Time2/16/12 12:00
Quant open0
Worst price81.34
Drawdown as % of equity-1.42%
 ($1,379)
Includes Typical Broker Commissions trade costs of $5.00
2/14/12 13:15 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,184 81.44 2/14 15:52 81.81 0.56%
Trade id #70607457
Max drawdown($544)
Time2/14/12 15:51
Quant open-1,184
Worst price81.90
Drawdown as % of equity-0.56%
 ($443)
Includes Typical Broker Commissions trade costs of $5.00
2/14/12 10:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 2,364 81.76 2/14 11:39 81.84 0.2%
Trade id #70599137
Max drawdown($189)
Time2/14/12 11:39
Quant open1,181
Worst price81.84
Drawdown as % of equity-0.20%
 ($199)
Includes Typical Broker Commissions trade costs of $10.00
2/13/12 16:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 711 82.27 2/14 9:31 81.91 0.01%
Trade id #70565309
Max drawdown($14)
Time2/13/12 22:24
Quant open711
Worst price0.00
Drawdown as % of equity-0.01%
 $251
Includes Typical Broker Commissions trade costs of $5.00
2/13/12 14:45 IWM ISHARES RUSSELL 2000 INDEX LONG 711 82.40 2/13 14:45 82.39 0%
Trade id #70561996
Max drawdown($4)
Time2/13/12 14:45
Quant open0
Worst price82.39
Drawdown as % of equity-0.00%
 ($9)
Includes Typical Broker Commissions trade costs of $5.00
2/10/12 10:00 IWM ISHARES RUSSELL 2000 INDEX SHORT 721 81.19 2/10 16:00 81.27 0.33%
Trade id #70491161
Max drawdown($317)
Time2/10/12 13:01
Quant open-721
Worst price81.63
Drawdown as % of equity-0.33%
 ($63)
Includes Typical Broker Commissions trade costs of $5.00
2/8/12 10:15 IWM ISHARES RUSSELL 2000 INDEX LONG 718 83.11 2/8 10:15 83.10 0.01%
Trade id #70404624
Max drawdown($7)
Time2/8/12 10:15
Quant open0
Worst price83.10
Drawdown as % of equity-0.01%
 ($12)
Includes Typical Broker Commissions trade costs of $5.00
2/6/12 10:45 IWM ISHARES RUSSELL 2000 INDEX SHORT 1,997 82.42 2/6 12:53 82.88 0.94%
Trade id #70297046
Max drawdown($919)
Time2/6/12 12:53
Quant open0
Worst price82.88
Drawdown as % of equity-0.94%
 ($924)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    11/5/2011
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    5319.48
  • Age
    178 months ago
  • What it trades
    Stocks
  • # Trades
    47
  • # Profitable
    14
  • % Profitable
    29.80%
  • Avg trade duration
    3.4 hours
  • Max peak-to-valley drawdown
    8.22%
  • drawdown period
    Dec 28, 2011 - June 20, 2014
  • Annual return (compounded)
    -0.6%
  • Avg win
    $399.71
  • Avg loss
    $415.39
  • Model Account Values (Raw)
  • Cash
    $91,889
  • Margin Used
    $0
  • Buying Power
    $91,889
  • Ratios
  • W:L ratio
    0.41:1
  • Sharpe Ratio
    -2.48
  • Sortino Ratio
    -2.72
  • Calmar Ratio
    -0.324
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.02480
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -45.80%
  • Return Percent SP500 (cumu) during strategy life
    490.93%
  • Return Statistics
  • Ann Return (w trading costs)
    -18.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    11.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -0.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • 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
    $400
  • Avg Loss
    $415
  • Sum Trade PL (losers)
    $13,708.000
  • Sum Trade PL (winners)
    $5,596.000
  • # Winners
    14
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    175
  • Win / Loss
  • # Losers
    33
  • % Winners
    29.8%
  • Frequency
  • Avg Position Time (mins)
    202.15
  • Avg Position Time (hrs)
    3.37
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    5140
  • Regression
  • Alpha
    -0.01
  • Beta
    0.00
  • Treynor Index
    -5.24
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.63
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    -2.155
  • 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
    9.35
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    16.88
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • 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
    0.415
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.106
  • Hold-and-Hope Ratio
    -0.464
  • 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)
    -0.05600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00200
  • 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)
    905
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade this strategy at Tradier

Summary Statistics

Strategy began
2011-11-05
Suggested Minimum Capital
$100,000
# Trades
47
# Profitable
14
% Profitable
29.8%
Correlation S&P500
0.025
Sharpe Ratio
-2.48
Sortino Ratio
-2.72
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.