Collective2 Collective2
For your consideration ares +34.1% Annual Return (Compounded) since Sep 12, 2020 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 69789319
(69789319)

Created by: PalAnand PalAnand
Started: 01/2012
Futures
Last trade: 5,101 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 $249.00 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.

-967.0%

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
3953
Num Trades
33.9%
Win Trades
0.5 : 1
Profit Factor
0.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2012+30.5%(67.4%)(87.7%)(12.3%)(517.5%)(1593.2%)  -    -    -    -    -    -  (424.2%)
2013  -    -    -    -    -    -    -    -    -    -    -    -  -
2014  -    -    -    -    -    -    -    -    -    -    -    -  -
2015  -    -    -    -    -    -    -    -    -    -    -    -  -
2016  -    -    -    -    -    -    -  (0.7%)  -    -    -    -  (0.7%)
2017  -    -    -    -    -    -    -    -    -    -    -    -  -
2018  -    -    -    -  (0.2%)  -    -    -    -    -    -    -  (0.2%)
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.

System developer has asked us to delay this information by 168 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/23/12 9:00 FAS DIREXION DAILY FINANCIAL BULL 3X ETF LONG 6,468,640 7.00 6/25 10:23 6.60 106.21%
Trade id #74784445
Max drawdown($2,641,100)
Time6/25/12 10:23
Quant open539,000
Worst price79.10
Drawdown as % of equity106.21%
 ($2,580,992)
Includes Typical Broker Commissions trade costs of $5.00
6/23/12 9:00 SPY SPDR S&P 500 LONG 357,000 133.00 6/25 10:23 131.26 25.12%
Trade id #74784398
Max drawdown($624,750)
Time6/25/12 10:23
Quant open357,000
Worst price131.25
Drawdown as % of equity25.12%
 ($621,187)
Includes Typical Broker Commissions trade costs of $5.00
6/23/12 9:01 TNA DIREXION DAILY SMALL CAP BULL 3X ETF LONG 14,000 24.00 6/25 9:48 23.57 1.65%
Trade id #74784525
Max drawdown($9,590)
Time6/25/12 9:34
Quant open7,000
Worst price46.63
Drawdown as % of equity-1.65%
 ($6,025)
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 9:47 18.70 n/a $4,895
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 9:47 62.08 n/a $3,635
Includes Typical Broker Commissions trade costs of $5.00
6/22/12 12:01 TNA1222F48 TNA Jun22'12 48 call LONG 70 0.90 6/23 9:01 0.00 1.2%
Trade id #74771942
Max drawdown($6,300)
Time6/23/12 9:01
Quant open0
Worst price0.00
Drawdown as % of equity-1.20%
 ($6,349)
Includes Typical Broker Commissions trade costs of $49.00
6/22/12 12:50 TBT1222F15 TBT Jun22'12 15 call LONG 70 0.87 6/23 9:01 0.00 1.16%
Trade id #74777460
Max drawdown($6,090)
Time6/23/12 9:01
Quant open0
Worst price0.00
Drawdown as % of equity-1.16%
 ($6,139)
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 0.39%
Trade id #74768793
Max drawdown($2,030)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-0.39%
 ($2,079)
Includes Typical Broker Commissions trade costs of $49.00
6/22/12 11:06 FAZ1222R24 FAZ Jun22'12 24 put LONG 2,100 0.06 6/23 9:00 0.00 2.27%
Trade id #74767030
Max drawdown($11,970)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-2.27%
 ($13,440)
Includes Typical Broker Commissions trade costs of $1,470.00
6/22/12 10:25 FAS1222F84 FAS Jun22'12 84 call LONG 5,390 0.36 6/23 9:00 0.00 36.38%
Trade id #74761180
Max drawdown($191,660)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-36.38%
 ($195,433)
Includes Typical Broker Commissions trade costs of $3,773.00
6/22/12 10:15 SPY1222F133 SPY Jun22'12 133 call LONG 3,570 0.29 6/23 9:00 0.00 19.57%
Trade id #74759194
Max drawdown($103,110)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-19.57%
 ($105,609)
Includes Typical Broker Commissions trade costs of $2,499.00
6/22/12 12:23 FAS DIREXION DAILY FINANCIAL BULL 3X ETF LONG 840 6.91 6/22 12:24 6.90 0%
Trade id #74774992
Max drawdown($4)
Time6/22/12 12:24
Quant open0
Worst price82.83
Drawdown as % of equity-0.00%
 ($9)
Includes Typical Broker Commissions trade costs of $5.00
6/21/12 9:58 AGQ1222R38 AGQ Jun22'12 38 put LONG 2,590 0.51 6/22 10:05 1.41 23.26%
Trade id #74728920
Max drawdown($40,950)
Time6/21/12 10:49
Quant open2,590
Worst price0.35
Drawdown as % of equity-23.26%
 $229,874
Includes Typical Broker Commissions trade costs of $3,626.00
6/20/12 11:17 FXI1222R33.5 FXI Jun22'12 33.5 put LONG 3,360 0.17 6/22 9:55 0.94 6.13%
Trade id #74696781
Max drawdown($11,410)
Time6/20/12 16:00
Quant open3,360
Worst price0.14
Drawdown as % of equity-6.13%
 $252,546
Includes Typical Broker Commissions trade costs of $4,704.00
6/20/12 11:25 SCO PROSHARES ULTRASHORT BLOOMBERG LONG 5,990 53.78 6/20 13:16 54.18 0.44%
Trade id #74698636
Max drawdown($778)
Time6/20/12 11:27
Quant open5,990
Worst price53.65
Drawdown as % of equity-0.44%
 $2,391
Includes Typical Broker Commissions trade costs of $5.00
6/19/12 10:08 FAS1222F85 FAS Jun22'12 85 call LONG 490 2.90 6/20 11:16 3.40 2.71%
Trade id #74656704
Max drawdown($7,070)
Time6/19/12 10:46
Quant open490
Worst price2.76
Drawdown as % of equity-2.71%
 $23,604
Includes Typical Broker Commissions trade costs of $686.00
6/18/12 10:00 FAZ1222F25 FAZ Jun22'12 25 call LONG 630 0.80 6/19 10:01 0.31 12.14%
Trade id #74624113
Max drawdown($31,640)
Time6/19/12 9:53
Quant open630
Worst price0.30
Drawdown as % of equity-12.14%
 ($32,022)
Includes Typical Broker Commissions trade costs of $882.00
6/18/12 10:08 TZA1222F20 TZA Jun22'12 20 call LONG 2,030 1.10 6/19 9:58 0.55 43.34%
Trade id #74625271
Max drawdown($112,980)
Time6/19/12 9:58
Quant open2,000
Worst price0.53
Drawdown as % of equity-43.34%
 ($115,822)
Includes Typical Broker Commissions trade costs of $2,842.00
6/17/12 9:04 FXI ISHARES FTSE CHINA 25 INDEX FU LONG 418,000 34.00 6/18 9:47 34.51 n/a $213,174
Includes Typical Broker Commissions trade costs of $5.00
6/15/12 10:22 FXI1216F34 FXI Jun16'12 34 call LONG 5,180 0.31 6/17 9:04 0.09 126.06%
Trade id #74588044
Max drawdown($115,650)
Time6/17/12 9:04
Quant open1,000
Worst price0.00
Drawdown as % of equity-126.06%
 ($119,976)
Includes Typical Broker Commissions trade costs of $4,326.00
6/15/12 9:59 XPP PROSHARES ULTRA FTSE CHINA 50 LONG 9,242 43.13 6/15 10:34 42.93 1.43%
Trade id #74584570
Max drawdown($2,957)
Time6/15/12 10:24
Quant open9,242
Worst price42.81
Drawdown as % of equity-1.43%
 ($1,853)
Includes Typical Broker Commissions trade costs of $5.00
6/14/12 11:04 UGAZ LONG 18,730 19.50 6/15 9:49 20.67 4.11%
Trade id #74553873
Max drawdown($7,679)
Time6/14/12 11:23
Quant open18,730
Worst price19.09
Drawdown as % of equity-4.11%
 $21,909
Includes Typical Broker Commissions trade costs of $5.00
6/14/12 10:10 PTM UBS E-TRACS LONG PLATINUM TR E LONG 20,760 17.36 6/14 11:01 17.24 1.63%
Trade id #74547027
Max drawdown($2,906)
Time6/14/12 10:12
Quant open20,760
Worst price17.22
Drawdown as % of equity-1.63%
 ($2,496)
Includes Typical Broker Commissions trade costs of $5.00
6/13/12 10:15 AGQ1216R42 AGQ Jun16'12 42 put LONG 210 0.57 6/14 10:05 1.30 1.27%
Trade id #74512163
Max drawdown($2,100)
Time6/13/12 10:23
Quant open140
Worst price0.45
Drawdown as % of equity-1.27%
 $15,106
Includes Typical Broker Commissions trade costs of $294.00
6/13/12 10:24 GASX DIREXION NATURAL GAS BEAR 3X LONG 2,678 111.72 6/14 10:00 114.72 6.28%
Trade id #74512605
Max drawdown($10,391)
Time6/13/12 10:40
Quant open10,713
Worst price26.96
Drawdown as % of equity-6.28%
 $8,029
Includes Typical Broker Commissions trade costs of $5.00
6/12/12 11:34 INDL DIREXION DAILY MSCI INDIA BULL 2X ETF LONG 5,164 61.48 6/13 9:59 61.48 2.26%
Trade id #74481629
Max drawdown($3,924)
Time6/12/12 12:15
Quant open20,654
Worst price15.18
Drawdown as % of equity-2.26%
 ($5)
Includes Typical Broker Commissions trade costs of $5.00
6/8/12 9:54 FXP PROSHARES ULTRASHORT FTSE CHIN LONG 2,788 125.00 6/12 11:24 118.88 10.14%
Trade id #74391548
Max drawdown($17,620)
Time6/12/12 11:23
Quant open11,152
Worst price29.67
Drawdown as % of equity-10.14%
 ($17,068)
Includes Typical Broker Commissions trade costs of $5.00
6/7/12 10:39 ZSL PROSHARES ULTRASHORT SILVER LONG 10,292 31.25 6/8 9:50 32.59 0.57%
Trade id #74351906
Max drawdown($972)
Time6/7/12 10:42
Quant open5,146
Worst price62.32
Drawdown as % of equity-0.57%
 $13,683
Includes Typical Broker Commissions trade costs of $5.00
6/7/12 10:17 FSE FACTORSHARES 2X: S&P500 BULL/T LONG 31,076 10.42 6/7 10:38 10.36 1.09%
Trade id #74347908
Max drawdown($1,865)
Time6/7/12 10:38
Quant open0
Worst price10.36
Drawdown as % of equity-1.09%
 ($1,870)
Includes Typical Broker Commissions trade costs of $5.00
6/5/12 10:13 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 45,368 5.83 6/7 10:17 6.55 3.3%
Trade id #74271726
Max drawdown($4,548)
Time6/5/12 12:00
Quant open11,342
Worst price22.92
Drawdown as % of equity-3.30%
 $32,660
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    1/18/2012
  • Suggested Minimum Cap
    $1,000,000
  • Strategy Age (days)
    5249.96
  • Age
    175 months ago
  • What it trades
    Futures
  • # Trades
    3953
  • # Profitable
    1342
  • % Profitable
    33.90%
  • Avg trade duration
    1.0 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    0.0%
  • Avg win
    $3,170
  • Avg loss
    $3,111
  • Model Account Values (Raw)
  • Cash
    ($2,868,220)
  • Margin Used
    $0
  • Buying Power
    ($2,868,220)
  • Ratios
  • W:L ratio
    0.52:1
  • Sharpe Ratio
    -1.58
  • Sortino Ratio
    -1.59
  • Calmar Ratio
    -0.989
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.14250
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -413.30%
  • Return Percent SP500 (cumu) during strategy life
    468.14%
  • Return Statistics
  • Ann Return (w trading costs)
    -967.0%
  • Instruments
  • Percent Trades Options
    0.04%
  • Percent Trades Futures
    0.95%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    0.01%
  • 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
    10.00%
  • 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
    $3,170
  • Avg Loss
    $3,111
  • Sum Trade PL (losers)
    $8,123,000.000
  • Sum Trade PL (winners)
    $4,254,730.000
  • # Winners
    1342
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    5
  • Win / Loss
  • # Losers
    2611
  • % Winners
    34.0%
  • Frequency
  • Avg Position Time (mins)
    1447.65
  • Avg Position Time (hrs)
    24.13
  • Avg Trade Length
    1.0 days
  • Last Trade Ago
    5091
  • Regression
  • Alpha
    0.00
  • Beta
    -4.94
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.76
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -2.650
  • 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
    23.67
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    29.60
  • MAE:Equity, 95th Percentile Value for this strat
    0.03
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.348
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.184
  • Hold-and-Hope Ratio
    -0.376
  • 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)
    -0.00400
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.54900
  • 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)
    733
  • Last 4 Months - Pcnt Negative
    1.00%

Strategy Description

Trade this strategy at Tradier

Summary Statistics

Strategy began
2012-01-18
Suggested Minimum Capital
$1,000,000
# Trades
3953
# Profitable
1342
% Profitable
33.9%
Correlation S&P500
-0.142
Sharpe Ratio
-1.58
Sortino Ratio
-1.59
Beta
-4.94
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.