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Featured Strategy Easiest Followed by live capital $477,000 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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DIVER
(64840542)

Created by: Renato Renato
Started: 08/2011
Stocks
Last trade: 4,082 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 $27.00 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.

12.5%

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
169
Num Trades
48.5%
Win Trades
0.9 : 1
Profit Factor
8.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                                 +10.5%(10.5%)+11.5%(0.4%)+4.9%+15.2%
2012+0.1%+3.6%+1.8%(3.5%)(9.4%)+7.0%+2.6%+2.0%+3.3%(1.9%)+2.1%(4.6%)+2.0%
2013+3.6%(4%)  -    -    -    -    -  +0.6%  -    -  (0.4%)  -  (0.4%)
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -  (26.1%)  -    -    -    -  (26.1%)
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
1/30/13 15:24 SPY1316O145 SPY Mar16'13 145 put SHORT 3 1.14 2/14 9:50 0.58 0.07%
Trade id #78938184
Max drawdown($28)
Time1/31/13 11:36
Quant open-2
Worst price1.40
Drawdown as % of equity-0.07%
 $164
Includes Typical Broker Commissions trade costs of $4.50
1/17/13 15:55 SPY1316N145 SPY Feb16'13 145 put SHORT 6 0.70 2/14 9:50 0.02 0.02%
Trade id #78715298
Max drawdown($9)
Time1/18/13 11:15
Quant open-3
Worst price1.07
Drawdown as % of equity-0.02%
 $398
Includes Typical Broker Commissions trade costs of $8.70
1/14/13 9:36 GLD1320P150 GLD Apr20'13 150 put SHORT 2 0.93 2/14 9:50 0.81 0.03%
Trade id #78629485
Max drawdown($12)
Time1/25/13 10:16
Quant open-2
Worst price0.99
Drawdown as % of equity-0.03%
 $21
Includes Typical Broker Commissions trade costs of $2.80
1/11/13 9:44 SPY1320P146 SPY Apr20'13 146 put LONG 7 4.06 2/14 9:49 1.54 5.15%
Trade id #78599171
Max drawdown($1,877)
Time2/13/13 9:41
Quant open7
Worst price1.38
Drawdown as % of equity-5.15%
 ($1,775)
Includes Typical Broker Commissions trade costs of $10.10
11/16/12 11:48 GLD1316O150 GLD Mar16'13 150 put SHORT 3 0.98 2/14/13 9:49 0.34 0.26%
Trade id #77699267
Max drawdown($96)
Time12/20/12 11:52
Quant open-3
Worst price1.30
Drawdown as % of equity-0.26%
 $188
Includes Typical Broker Commissions trade costs of $4.20
11/5/12 9:42 BRK.B BERKSHIRE HATHAWAY CL B LONG 100 86.00 2/14/13 9:49 90.73 0.32%
Trade id #77473017
Max drawdown($120)
Time11/16/12 10:07
Quant open100
Worst price84.80
Drawdown as % of equity-0.32%
 $471
Includes Typical Broker Commissions trade costs of $2.00
2/6/13 15:43 JIVE JPMORGAN INTERNATIONAL VALUE ETF SHORT 400 13.40 2/7 15:35 13.87 0.52%
Trade id #79070640
Max drawdown($192)
Time2/7/13 15:19
Quant open-400
Worst price13.88
Drawdown as % of equity-0.52%
 ($196)
Includes Typical Broker Commissions trade costs of $8.00
2/6/13 15:43 NYCB NEW YORK COMMUNITY BANCORP INC LONG 400 13.64 2/7 15:35 13.23 0.49%
Trade id #79070626
Max drawdown($180)
Time2/7/13 11:45
Quant open400
Worst price13.19
Drawdown as % of equity-0.49%
 ($172)
Includes Typical Broker Commissions trade costs of $8.00
2/6/13 15:42 BX BLACKSTONE INC LONG 300 18.70 2/7 15:35 17.97 0.87%
Trade id #79070608
Max drawdown($321)
Time2/7/13 11:57
Quant open300
Worst price17.63
Drawdown as % of equity-0.87%
 ($225)
Includes Typical Broker Commissions trade costs of $6.00
2/5/13 15:52 FTK FLOTEK INDUSTRIES SHORT 400 13.75 2/6 15:22 13.84 0.17%
Trade id #79044947
Max drawdown($60)
Time2/6/13 12:14
Quant open-400
Worst price13.90
Drawdown as % of equity-0.17%
 ($44)
Includes Typical Broker Commissions trade costs of $8.00
2/5/13 15:51 PVR PVR PARTNERS LONG 200 26.41 2/6 15:22 25.49 0.56%
Trade id #79044905
Max drawdown($210)
Time2/6/13 14:36
Quant open200
Worst price25.36
Drawdown as % of equity-0.56%
 ($188)
Includes Typical Broker Commissions trade costs of $4.00
2/4/13 15:23 ETP ENERGY TRANSFER PARTNERS L.P. LONG 120 47.16 2/5 15:24 45.93 0.52%
Trade id #79017395
Max drawdown($199)
Time2/5/13 9:58
Quant open120
Worst price45.50
Drawdown as % of equity-0.52%
 ($150)
Includes Typical Broker Commissions trade costs of $2.40
2/4/13 15:24 CNC CENTENE SHORT 260 21.58 2/5 15:24 22.91 0.99%
Trade id #79017407
Max drawdown($373)
Time2/5/13 14:46
Quant open-130
Worst price46.03
Drawdown as % of equity-0.99%
 ($351)
Includes Typical Broker Commissions trade costs of $5.20
12/24/12 9:51 RIMM LONG 350 11.11 2/5/13 13:02 13.74 0.3%
Trade id #78300584
Max drawdown($111)
Time12/24/12 13:59
Quant open300
Worst price10.53
Drawdown as % of equity-0.30%
 $912
Includes Typical Broker Commissions trade costs of $7.00
2/1/13 15:51 ACMP ACCESS MIDSTREAM PARTNERS LONG 138 34.94 2/4 15:15 34.27 0.27%
Trade id #78990759
Max drawdown($102)
Time2/4/13 11:34
Quant open130
Worst price36.38
Drawdown as % of equity-0.27%
 ($95)
Includes Typical Broker Commissions trade costs of $2.76
2/1/13 15:48 LTM LATAM AIRLINES GROUP SA SHORT 100 39.23 2/4 15:14 40.97 0.46%
Trade id #78990612
Max drawdown($175)
Time2/4/13 15:14
Quant open-100
Worst price40.98
Drawdown as % of equity-0.46%
 ($176)
Includes Typical Broker Commissions trade costs of $2.00
2/1/13 15:45 DNB DUN AND BRADSTREET HOLDINGS INC SHORT 60 82.73 2/4 15:14 82.84 0.07%
Trade id #78990487
Max drawdown($28)
Time2/4/13 10:10
Quant open-60
Worst price83.20
Drawdown as % of equity-0.07%
 ($8)
Includes Typical Broker Commissions trade costs of $1.20
2/1/13 15:42 MWE MARKWEST ENERGY PARTNERS LONG 100 55.56 2/4 15:13 54.92 0.43%
Trade id #78990396
Max drawdown($164)
Time2/4/13 9:59
Quant open100
Worst price53.92
Drawdown as % of equity-0.43%
 ($66)
Includes Typical Broker Commissions trade costs of $2.00
1/31/13 15:32 ODFL OLD DOMINION FREIGHT LNS LONG 150 37.41 2/1 15:32 37.57 0.05%
Trade id #78962599
Max drawdown($19)
Time1/31/13 16:00
Quant open150
Worst price37.28
Drawdown as % of equity-0.05%
 $21
Includes Typical Broker Commissions trade costs of $3.00
1/31/13 15:30 AWAY AMPLIFY TRAVEL TECH ETF LONG 220 23.89 2/1 15:31 23.92 0.18%
Trade id #78962543
Max drawdown($70)
Time2/1/13 9:42
Quant open220
Worst price23.57
Drawdown as % of equity-0.18%
 $3
Includes Typical Broker Commissions trade costs of $4.40
1/31/13 15:25 SGMS SCIENTIFIC GAMES SHORT 600 9.10 2/1 15:31 9.49 0.98%
Trade id #78962444
Max drawdown($378)
Time2/1/13 10:58
Quant open-600
Worst price9.73
Drawdown as % of equity-0.98%
 ($239)
Includes Typical Broker Commissions trade costs of $5.00
1/31/13 14:19 UPRO PROSHARES ULTRAPRO S&P 500 LONG 600 25.57 2/1 15:30 26.03 0.18%
Trade id #78961169
Max drawdown($70)
Time1/31/13 16:01
Quant open150
Worst price101.83
Drawdown as % of equity-0.18%
 $261
Includes Typical Broker Commissions trade costs of $12.00
1/30/13 15:37 RMTI ROCKWELL MEDICAL SHORT 1,000 6.42 2/1 14:38 6.25 0.5%
Trade id #78938511
Max drawdown($190)
Time1/31/13 9:31
Quant open-1,000
Worst price6.61
Drawdown as % of equity-0.50%
 $153
Includes Typical Broker Commissions trade costs of $12.50
1/29/13 15:36 PLT PLANTRONICS LONG 200 39.20 2/1 14:37 41.39 0.12%
Trade id #78913758
Max drawdown($44)
Time1/29/13 15:58
Quant open200
Worst price38.98
Drawdown as % of equity-0.12%
 $434
Includes Typical Broker Commissions trade costs of $4.00
1/30/13 15:31 MAN MANPOWERGROUP LONG 100 51.46 1/31 15:21 51.26 0.15%
Trade id #78938360
Max drawdown($56)
Time1/31/13 10:50
Quant open100
Worst price50.89
Drawdown as % of equity-0.15%
 ($22)
Includes Typical Broker Commissions trade costs of $2.00
10/25/12 12:36 JO IPATHA SERIES B BLOOMBERG COFFEE TOTAL RETURN ETN LONG 350 36.19 1/31/13 13:13 33.11 3.9%
Trade id #77331672
Max drawdown($1,431)
Time12/31/12 11:17
Quant open300
Worst price31.70
Drawdown as % of equity-3.90%
 ($1,084)
Includes Typical Broker Commissions trade costs of $7.00
11/13/12 10:34 BIDU1316O80 BIDU Mar16'13 80 put SHORT 3 2.55 1/31/13 9:41 0.33 0.47%
Trade id #77626452
Max drawdown($175)
Time11/16/12 9:35
Quant open-1
Worst price3.75
Drawdown as % of equity-0.47%
 $660
Includes Typical Broker Commissions trade costs of $5.10
1/29/13 15:37 FST FAST ACQUISITION CORP LONG 1,000 6.76 1/30 15:34 6.87 0.08%
Trade id #78913774
Max drawdown($30)
Time1/29/13 15:58
Quant open1,000
Worst price6.73
Drawdown as % of equity-0.08%
 $93
Includes Typical Broker Commissions trade costs of $12.50
1/29/13 15:59 WPZ WILLIAMS PARTNERS LP LONG 120 51.04 1/30 15:22 50.55 0.31%
Trade id #78914492
Max drawdown($120)
Time1/30/13 13:20
Quant open120
Worst price50.04
Drawdown as % of equity-0.31%
 ($61)
Includes Typical Broker Commissions trade costs of $2.40
1/28/13 15:34 BCOV BRIGHTCOVE SHORT 1,000 8.35 1/29 15:05 8.68 0.98%
Trade id #78888052
Max drawdown($370)
Time1/29/13 13:10
Quant open-1,000
Worst price8.72
Drawdown as % of equity-0.98%
 ($335)
Includes Typical Broker Commissions trade costs of $5.00
Next

Statistics

  • Strategy began
    8/21/2011
  • Suggested Minimum Cap
    $30,000
  • Strategy Age (days)
    4618.89
  • Age
    154 months ago
  • What it trades
    Stocks
  • # Trades
    169
  • # Profitable
    82
  • % Profitable
    48.50%
  • Avg trade duration
    19.1 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    -0.5%
  • Avg win
    $364.66
  • Avg loss
    $375.48
  • Model Account Values (Raw)
  • Cash
    $27,957
  • Margin Used
    $0
  • Buying Power
    $27,957
  • Ratios
  • W:L ratio
    0.94:1
  • Sharpe Ratio
    -0.23
  • Sortino Ratio
    -0.26
  • Calmar Ratio
    -0.062
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.08570
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -26.11%
  • Return Percent SP500 (cumu) during strategy life
    343.55%
  • Return Statistics
  • Ann Return (w trading costs)
    12.5%
  • Instruments
  • Percent Trades Options
    0.14%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.89%
  • Instruments
  • Percent Trades Stocks
    0.85%
  • Slump
  • Current Slump as Pcnt Equity
    46.50%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -0.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    62.00%
  • Chance of 20% account loss
    53.50%
  • Chance of 30% account loss
    53.50%
  • Chance of 40% account loss
    39.50%
  • 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
    11.00%
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $365
  • Avg Loss
    $375
  • Sum Trade PL (losers)
    $32,667.000
  • Sum Trade PL (winners)
    $29,902.000
  • # Winners
    82
  • Dividends
  • Dividends Received in Model Acct
    722
  • Win / Loss
  • Num Months Winners
    13
  • Age
  • Num Months filled monthly returns table
    153
  • Win / Loss
  • # Losers
    87
  • % Winners
    48.5%
  • Frequency
  • Avg Position Time (mins)
    27526.30
  • Avg Position Time (hrs)
    458.77
  • Avg Trade Length
    19.1 days
  • Last Trade Ago
    4076
  • Regression
  • Alpha
    -0.01
  • Beta
    0.05
  • Treynor Index
    -0.14
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.29
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -14.059
  • 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
    18.65
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    20.20
  • 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
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.404
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.189
  • Hold-and-Hope Ratio
    -0.068
  • 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)
    -0.04900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01800
  • 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)
    62
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Discretionary system that trade stocks and ETF looking for diversification, with short/medium term focus.

Typical trade may last a few weeks.

Diversification is built operating Commodities and Index ETFs/ETNs and stock belonging to different sectors, with the objective to reduce the total drawdown.

System approach is to cut positions as soon as they are proven wrong and add to winning positions, in order to maximize results.

It is designed for manual trading.

Entry and exit order will be generated mostly in the first and in the last market trading hour.

No day trading.

Position sizing and stop management are build in order to have a 2% of capital as maximum Risk for each position, but the risk of most of the positions will be in the 1% to 1.5% range.

System will be free during the first months.

More details in the FAQs of the DIVER Forum:
http://www.collective2.com/cgi-perl/board.mpl?want=listmsgs&boardid=65372056

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2011-08-21
Suggested Minimum Capital
$30,000
# Trades
169
# Profitable
82
% Profitable
48.5%
Net Dividends
$721
Correlation S&P500
0.086
Sharpe Ratio
-0.23
Sortino Ratio
-0.26
Beta
0.05
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.