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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

Contract Income
(80185566)

Created by: Locals Locals
Started: 04/2013
Futures
Last trade: 3,964 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 $150.00 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.

6.0%

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.

(4.4%)
Max Drawdown
36
Num Trades
47.2%
Win Trades
1.2 : 1
Profit Factor
0.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2013                     (3.7%)+4.5%  -    -    -    -    -    -    -  +0.7%
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

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/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/21/13 22:22 EUR/USD EUR/USD LONG 7 1.29251 5/22 3:55 1.29425 0.16%
Trade id #81014323
Max drawdown($161)
Time5/22/13 2:39
Quant open7
Worst price1.29021
Drawdown as % of equity-0.16%
$122
5/21/13 4:59 GBP/USD GBP/USD LONG 21 1.51755 5/21 5:40 1.51814 0.21%
Trade id #80992393
Max drawdown($214)
Time5/21/13 5:09
Quant open14
Worst price1.51633
Drawdown as % of equity-0.21%
$123
5/21/13 3:48 EUR/USD EUR/USD LONG 21 1.28682 5/21 4:58 1.28714 0.32%
Trade id #80991325
Max drawdown($326)
Time5/21/13 4:32
Quant open21
Worst price1.28527
Drawdown as % of equity-0.32%
$67
5/13/13 22:25 GBP/USD GBP/USD LONG 49 1.52039 5/20 8:12 1.52039 1.13%
Trade id #80854202
Max drawdown($1,133)
Time5/17/13 11:48
Quant open7
Worst price1.51569
Drawdown as % of equity-1.13%
($2)
5/13/13 6:55 GBP/USD GBP/USD SHORT 7 1.53713 5/13 11:23 1.53134 0.09%
Trade id #80835900
Max drawdown($90)
Time5/13/13 7:44
Quant open-7
Worst price1.53842
Drawdown as % of equity-0.09%
$405
5/10/13 2:54 GBP/USD GBP/USD LONG 40 1.53498 5/10 14:10 1.53600 1.47%
Trade id #80805176
Max drawdown($1,469)
Time5/10/13 11:19
Quant open40
Worst price1.53131
Drawdown as % of equity-1.47%
$407
5/9/13 8:03 EUR/USD EUR/USD LONG 110 1.30346 5/10 1:30 1.30500 2.72%
Trade id #80777815
Max drawdown($2,685)
Time5/9/13 15:02
Quant open90
Worst price1.30090
Drawdown as % of equity-2.72%
$1,699
5/9/13 7:58: Rescaled downward to 19.9999% of previous Model Account size
5/6/13 3:04 @JYM3 JAPANESE YEN SHORT 1 0.010068 5/8 10:27 0.010128 1%
Trade id #80696540
Max drawdown($987)
Time5/8/13 9:04
Quant open-1
Worst price0.010147
Drawdown as % of equity-1.00%
($758)
Includes Typical Broker Commissions trade costs of $8.00
5/2/13 9:36 @CK3 CORN SHORT 1 688 5/2 12:54 694 1/4 0.31%
Trade id #80650822
Max drawdown($313)
Time5/2/13 11:10
Quant open0
Worst price695 2/4
Drawdown as % of equity-0.31%
($321)
Includes Typical Broker Commissions trade costs of $8.00
4/28/13 23:09 @JYM3 JAPANESE YEN LONG 1 0.010258 5/1 11:12 0.010280 0.19%
Trade id #80560403
Max drawdown($182)
Time4/29/13 12:05
Quant open0
Worst price0.010185
Drawdown as % of equity-0.19%
$267
Includes Typical Broker Commissions trade costs of $8.00
4/26/13 6:33 QGCM3 Gold 100 oz SHORT 1 1466.5 5/1 10:48 1444.1 0.33%
Trade id #80526028
Max drawdown($324)
Time4/26/13 10:54
Quant open0
Worst price1482.7
Drawdown as % of equity-0.33%
$2,232
Includes Typical Broker Commissions trade costs of $8.00
4/25/13 15:24 @ESM3 E-MINI S&P 500 SHORT 1 1578.75 4/30 13:00 1591.75 0.68%
Trade id #80510183
Max drawdown($650)
Time4/29/13 14:13
Quant open0
Worst price1592.25
Drawdown as % of equity-0.68%
($658)
Includes Typical Broker Commissions trade costs of $8.00
4/25/13 7:34 @SK3 SOYBEANS SHORT 1 1414 3/4 4/28 21:30 1434 0.98%
Trade id #80493706
Max drawdown($963)
Time4/28/13 21:30
Quant open0
Worst price1434
Drawdown as % of equity-0.98%
($971)
Includes Typical Broker Commissions trade costs of $8.00
4/23/13 15:42 @ESM3 E-MINI S&P 500 SHORT 1 1572.00 4/25 7:22 1580.75 0.44%
Trade id #80444648
Max drawdown($438)
Time4/25/13 7:21
Quant open0
Worst price1581.00
Drawdown as % of equity-0.44%
($446)
Includes Typical Broker Commissions trade costs of $8.00
4/23/13 3:46 @BPM3 BRITISH POUND SHORT 1 1.5230 4/25 4:33 1.5409 1.12%
Trade id #80420439
Max drawdown($1,119)
Time4/25/13 4:33
Quant open0
Worst price1.5411
Drawdown as % of equity-1.12%
($1,127)
Includes Typical Broker Commissions trade costs of $8.00
4/24/13 9:20 QCLM3 CRUDE OIL LONG 1 89.90 4/24 11:18 90.60 0.03%
Trade id #80463363
Max drawdown($32)
Time4/24/13 9:32
Quant open0
Worst price89.74
Drawdown as % of equity-0.03%
$692
Includes Typical Broker Commissions trade costs of $8.00
4/24/13 5:06 QCLM3 CRUDE OIL LONG 1 89.89 4/24 8:30 89.38 0.51%
Trade id #80458730
Max drawdown($510)
Time4/24/13 8:30
Quant open0
Worst price89.38
Drawdown as % of equity-0.51%
($518)
Includes Typical Broker Commissions trade costs of $8.00
4/23/13 10:05 @SK3 SOYBEANS SHORT 1 1424 2/4 4/23 23:35 1417 2/4 0.06%
Trade id #80431496
Max drawdown($55)
Time4/23/13 12:01
Quant open0
Worst price1430
Drawdown as % of equity-0.06%
$342
Includes Typical Broker Commissions trade costs of $8.00
4/22/13 14:20 @YMM3 MINI DOW LONG 1 14500 4/22 22:58 14463 0.19%
Trade id #80403059
Max drawdown($185)
Time4/22/13 22:52
Quant open0
Worst price14462
Drawdown as % of equity-0.19%
($193)
Includes Typical Broker Commissions trade costs of $8.00
4/22/13 8:08 @BPM3 BRITISH POUND SHORT 0.800000012 1.5230 4/22 12:42 1.5267 0.18%
Trade id #80387807
Max drawdown($185)
Time4/22/13 12:21
Quant open0
Worst price1.5269
Drawdown as % of equity-0.18%
($191)
Includes Typical Broker Commissions trade costs of $6.40
4/19/13 13:55 @ESM3 E-MINI S&P 500 SHORT 0.800000012 1547.00 4/19 15:37 1549.50 0.1%
Trade id #80368660
Max drawdown($100)
Time4/19/13 15:31
Quant open0
Worst price1549.75
Drawdown as % of equity-0.10%
($106)
Includes Typical Broker Commissions trade costs of $6.40
4/19/13 8:29 @SK3 SOYBEANS SHORT 0.800000012 1430 4/19 11:33 1425 1/4 0.06%
Trade id #80356819
Max drawdown($58)
Time4/19/13 10:04
Quant open0
Worst price1437 1/4
Drawdown as % of equity-0.06%
$184
Includes Typical Broker Commissions trade costs of $6.40
4/19/13 9:46 @ESM3 E-MINI S&P 500 SHORT 0.800000012 1538.50 4/19 10:10 1544.50 0.24%
Trade id #80359259
Max drawdown($240)
Time4/19/13 10:10
Quant open0
Worst price1544.75
Drawdown as % of equity-0.24%
($246)
Includes Typical Broker Commissions trade costs of $6.40
4/19/13 4:59 @BPM3 BRITISH POUND LONG 0.800000012 1.5358 4/19 6:29 1.5344 0.07%
Trade id #80353886
Max drawdown($70)
Time4/19/13 5:57
Quant open0
Worst price1.5338
Drawdown as % of equity-0.07%
($76)
Includes Typical Broker Commissions trade costs of $6.40
4/18/13 4:13 @BPM3 BRITISH POUND SHORT 0.800000012 1.5246 4/18 7:01 1.5251 0.02%
Trade id #80322196
Max drawdown($25)
Time4/18/13 5:56
Quant open0
Worst price1.5253
Drawdown as % of equity-0.02%
($31)
Includes Typical Broker Commissions trade costs of $6.40
4/17/13 10:53 @SK3 SOYBEANS SHORT 0.400000006 1406 3/4 4/17 12:21 1412 0.1%
Trade id #80299278
Max drawdown($105)
Time4/17/13 12:21
Quant open0
Worst price1412
Drawdown as % of equity-0.10%
($108)
Includes Typical Broker Commissions trade costs of $3.20
4/17/13 5:46 @EUM3 EUROFX SHORT 0.400000006 1.31640 4/17 7:29 1.31340 0.01%
Trade id #80290114
Max drawdown($8)
Time4/17/13 5:55
Quant open0
Worst price1.31720
Drawdown as % of equity-0.01%
$147
Includes Typical Broker Commissions trade costs of $3.20
4/17/13 3:51 @BPM3 BRITISH POUND SHORT 0.400000006 1.5318 4/17 5:07 1.5286 0%
Trade id #80288274
Max drawdown($4)
Time4/17/13 3:54
Quant open0
Worst price1.5326
Drawdown as % of equity-0.00%
$77
Includes Typical Broker Commissions trade costs of $3.20
4/15/13 12:49 @BPM3 BRITISH POUND SHORT 0.400000006 1.5305 4/16 12:45 1.5351 0.11%
Trade id #80242714
Max drawdown($115)
Time4/16/13 12:39
Quant open0
Worst price1.5355
Drawdown as % of equity-0.11%
($118)
Includes Typical Broker Commissions trade costs of $3.20
4/15/13 4:16 QNGK3 Natural Gas SHORT 0.400000006 4.254 4/15 8:40 4.198 0.02%
Trade id #80227283
Max drawdown($16)
Time4/15/13 5:40
Quant open0
Worst price4.275
Drawdown as % of equity-0.02%
$221
Includes Typical Broker Commissions trade costs of $3.20

Statistics

  • Strategy began
    4/11/2013
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    3997.13
  • Age
    134 months ago
  • What it trades
    Futures, Forex
  • # Trades
    36
  • # Profitable
    17
  • % Profitable
    47.20%
  • Avg trade duration
    1.0 days
  • Max peak-to-valley drawdown
    4.4%
  • drawdown period
    April 15, 2013 - April 29, 2013
  • Annual return (compounded)
    0.1%
  • Avg win
    $446.18
  • Avg loss
    $323.68
  • Model Account Values (Raw)
  • Cash
    $101,437
  • Margin Used
    $0
  • Buying Power
    $101,437
  • Ratios
  • W:L ratio
    1.23:1
  • Sharpe Ratio
    -1.44
  • Sortino Ratio
    -2.2
  • Calmar Ratio
    0.182
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.00730
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -5.10%
  • Return Percent SP500 (cumu) during strategy life
    229.76%
  • Return Statistics
  • Ann Return (w trading costs)
    6.0%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.71%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • 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
    0.29%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.1%
  • 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
  • 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
    $446
  • Avg Loss
    $324
  • Sum Trade PL (losers)
    $6,150.000
  • Sum Trade PL (winners)
    $7,585.000
  • # Winners
    17
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    132
  • Win / Loss
  • # Losers
    19
  • % Winners
    47.2%
  • Frequency
  • Avg Position Time (mins)
    1415.48
  • Avg Position Time (hrs)
    23.59
  • Avg Trade Length
    1.0 days
  • Last Trade Ago
    3956
  • Regression
  • Alpha
    -0.01
  • Beta
    -0.00
  • Treynor Index
    10.29
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -15.82
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    9.190
  • 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
    97.22
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    19.20
  • 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
    0.747
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.223
  • Hold-and-Hope Ratio
    0.109
  • 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)
    -0.02000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00300
  • 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)
    14
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Summary Statistics

Strategy began
2013-04-11
Suggested Minimum Capital
$100,000
# Trades
36
# Profitable
17
% Profitable
47.2%
Correlation S&P500
-0.007
Sharpe Ratio
-1.44
Sortino Ratio
-2.20
Beta
-0.00
Alpha
-0.01

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.