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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

New Inverted Trend Chaser
(75327118)

Created by: ClintonGilbert ClintonGilbert
Started: 07/2012
Forex
Last trade: 4,219 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 $149.00 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.

-230.9%

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.

(100.0%)
Max Drawdown
101
Num Trades
55.4%
Win Trades
0.1 : 1
Profit Factor
1.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2012                                          +0.2%+17.1%(22.7%)(8.5%)(31.7%)(85.1%)(91.5%)
2013(649.1%)(59.1%)(87.2%)(81.5%)(9.7%)(32.3%)(46.1%)(21.4%)(32.7%)(6.1%)(22.7%)(23.1%)(1484.1%)
2014(19.2%)(7.8%)(7.4%)(1%)(10.2%)(4.4%)(6.9%)(0.5%)(0.9%)(11.1%)(27.2%)(6.4%)(9.5%)
2015(12.3%)(4%)(7.1%)(14.9%)(0.8%)(9.8%)(6.6%)(12.7%)(3%)(4.6%)(7.5%)(5.8%)-
2016(13.6%)(23.6%)(29.4%)(12.6%)(26.2%)(38.3%)(5.2%)(15.6%)(12.1%)(38.8%)(57.9%)(21%)-
2017(1.5%)(15.9%)(4.3%)(3.6%)(20.4%)(20.5%)(0.5%)(6.3%)(7.9%)(11.6%)(2.8%)(14.9%)(10.1%)
2018(3.6%)(17.3%)(18.5%)(12.5%)(8.4%)(3.4%)(8.5%)(2.9%)(13.2%)(19.1%)(22.2%)(18.2%)-
2019(8.6%)(6.1%)(0.5%)  -    -  (37.1%)(5.7%)(15.4%)(0.6%)(26.5%)-
2020(7.8%)(15.3%)(15.8%)(11.7%)(26.2%)(28%)(15.3%)(12.8%)(19.7%)(9.6%)(5.3%)(14%)(28.8%)
2021(5.8%)(5.7%)(6.9%)(6%)(10.5%)(7.2%)(4.8%)(2.3%)  -  (21.3%)(10.8%)(2.1%)(28.1%)
2022(2.4%)(5.3%)(28.3%)(6.2%)(1.9%)(9.6%)(1.3%)(1.5%)(6.4%)(5%)(2.4%)(6.9%)(61.6%)
2023(2%)(4.8%)(5.5%)(11.2%)(3.5%)(11.3%)(2.6%)(5.5%)(0.2%)(0.9%)(4.3%)(0.3%)(39.7%)
2024(1.4%)(1.7%)(3.1%)                                                      

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
7/31/12 10:37 AUD/NZD AUD/NZD LONG 3 1.29770 8/3 12:12 1.28869 1.05%
Trade id #75683470
Max drawdown($242)
Time8/3/12 1:56
Quant open3
Worst price1.28781
Drawdown as % of equity-1.05%
($221)
7/25/12 3:14 NZD/USD NZD/USD SHORT 6 0.79307 8/3 12:02 0.81329 5.97%
Trade id #75526941
Max drawdown($1,447)
Time8/2/12 8:36
Quant open-6
Worst price0.81719
Drawdown as % of equity-5.97%
($1,214)
7/30/12 1:24 USD/DKK USD/DKK SHORT 5 6.07142 8/3 11:57 6.00726 2.09%
Trade id #75634626
Max drawdown($509)
Time8/2/12 11:22
Quant open-5
Worst price6.13262
Drawdown as % of equity-2.09%
$0
7/30/12 1:35 USD/CHF USD/CHF SHORT 5 0.98015 8/3 11:57 0.97007 2.03%
Trade id #75634776
Max drawdown($495)
Time8/2/12 11:22
Quant open-5
Worst price0.98975
Drawdown as % of equity-2.03%
$520
7/27/12 3:46 USD/CAD USD/CAD SHORT 2 1.00990 8/3 11:57 0.99960 0.05%
Trade id #75599427
Max drawdown($12)
Time7/27/12 4:07
Quant open-2
Worst price1.01051
Drawdown as % of equity-0.05%
$206
7/27/12 5:57 GBP/CAD GBP/CAD SHORT 2 1.58580 8/3 11:57 1.56618 0.09%
Trade id #75601196
Max drawdown($21)
Time7/27/12 10:02
Quant open-2
Worst price1.58688
Drawdown as % of equity-0.09%
$393
7/26/12 22:59 EUR/NZD EUR/NZD SHORT 2 1.53241 8/3 11:39 1.51270 0.05%
Trade id #75594721
Max drawdown($12)
Time7/26/12 23:12
Quant open-2
Worst price1.53316
Drawdown as % of equity-0.05%
$323
7/27/12 9:55 EUR/CAD EUR/CAD SHORT 2 1.24340 8/3 11:38 1.23151 0.14%
Trade id #75610569
Max drawdown($32)
Time7/27/12 11:30
Quant open-2
Worst price1.24502
Drawdown as % of equity-0.14%
$238
7/30/12 4:28 AUD/JPY AUD/JPY LONG 2 81.870 8/3 11:37 82.663 0.16%
Trade id #75637322
Max drawdown($40)
Time7/31/12 21:14
Quant open1
Worst price81.554
Drawdown as % of equity-0.16%
$202
7/30/12 3:00 EUR/USD EUR/USD LONG 2 1.22770 8/3 11:36 1.23667 1.18%
Trade id #75635578
Max drawdown($288)
Time8/2/12 11:22
Quant open2
Worst price1.21326
Drawdown as % of equity-1.18%
$179
7/26/12 23:55 CAD/JPY CAD/JPY SHORT 2 77.552 8/2 20:27 77.500 0.85%
Trade id #75595663
Max drawdown($193)
Time7/27/12 14:07
Quant open-2
Worst price78.308
Drawdown as % of equity-0.85%
$13
7/26/12 23:16 USD/SGD USD/SGD SHORT 2 1.25094 8/2 11:21 1.24835 0.17%
Trade id #75594982
Max drawdown($41)
Time7/27/12 4:49
Quant open-2
Worst price1.25356
Drawdown as % of equity-0.17%
$41
7/27/12 10:00 CAD/CHF CAD/CHF LONG 2 0.96560 8/2 9:00 0.97890 0.12%
Trade id #75610607
Max drawdown($27)
Time7/27/12 11:28
Quant open2
Worst price0.96425
Drawdown as % of equity-0.12%
$270
7/27/12 10:34 AUD/CHF AUD/CHF LONG 2 1.01380 7/30 23:24 1.02910 0.1%
Trade id #75612358
Max drawdown($23)
Time7/27/12 12:22
Quant open2
Worst price1.01264
Drawdown as % of equity-0.10%
$313
7/25/12 9:30 SGDJPY SHORT 6 62.55 7/30 9:39 62.68 0%
Trade id #75534865
Max drawdown($1)
Time7/30/12 9:39
Quant open0
Worst price62.68
Drawdown as % of equity-0.00%
($1)
Includes Typical Broker Commissions trade costs of $0.12
7/25/12 17:54 EUR/AUD EUR/AUD SHORT 6 1.18035 7/30 6:19 1.17337 0.71%
Trade id #75558952
Max drawdown($163)
Time7/27/12 12:22
Quant open-3
Worst price1.18553
Drawdown as % of equity-0.71%
$440
7/27/12 7:35 AUD/NZD AUD/NZD LONG 2 1.29530 7/30 5:39 1.29560 0.27%
Trade id #75602509
Max drawdown($63)
Time7/27/12 12:36
Quant open2
Worst price1.29140
Drawdown as % of equity-0.27%
$5
7/26/12 1:07 AUD/JPY AUD/JPY SHORT 4 81.097 7/30 4:27 81.870 2.83%
Trade id #75565012
Max drawdown($647)
Time7/27/12 14:08
Quant open-4
Worst price82.362
Drawdown as % of equity-2.83%
($395)
7/26/12 23:54 CHF/JPY CHF/JPY SHORT 2 79.999 7/30 4:21 79.970 1.13%
Trade id #75595653
Max drawdown($260)
Time7/27/12 13:31
Quant open-2
Worst price81.018
Drawdown as % of equity-1.13%
$7
7/27/12 8:13 EUR/USD EUR/USD SHORT 2 1.23280 7/30 2:59 1.22800 0.53%
Trade id #75603044
Max drawdown($121)
Time7/27/12 13:31
Quant open-2
Worst price1.23889
Drawdown as % of equity-0.53%
$96
7/27/12 8:13 USD/DKK USD/DKK LONG 2 6.03310 7/30 1:24 6.05196 0.43%
Trade id #75602956
Max drawdown($97)
Time7/27/12 13:31
Quant open2
Worst price6.00351
Drawdown as % of equity-0.43%
$0
7/27/12 11:17 AUD/CAD AUD/CAD LONG 2 1.04970 7/30 0:07 1.05066 0.06%
Trade id #75614011
Max drawdown($13)
Time7/27/12 13:00
Quant open2
Worst price1.04902
Drawdown as % of equity-0.06%
$19
7/26/12 8:29 EUR/CAD EUR/CAD SHORT 2 1.23860 7/27 4:46 1.23840 0.39%
Trade id #75575078
Max drawdown($94)
Time7/26/12 11:13
Quant open-2
Worst price1.24338
Drawdown as % of equity-0.39%
$4
7/26/12 8:43 CAD/CHF CAD/CHF LONG 2 0.96930 7/27 0:59 0.96950 0.31%
Trade id #75575481
Max drawdown($76)
Time7/26/12 11:13
Quant open2
Worst price0.96558
Drawdown as % of equity-0.31%
$4
7/26/12 8:28 AUD/CHF AUD/CHF LONG 2 1.01740 7/26 23:46 1.01766 0.3%
Trade id #75575068
Max drawdown($73)
Time7/26/12 11:01
Quant open2
Worst price1.01379
Drawdown as % of equity-0.30%
$5
7/25/12 17:45 AUD/NZD AUD/NZD LONG 2 1.30477 7/26 23:45 1.29841 0.61%
Trade id #75558884
Max drawdown($151)
Time7/26/12 16:06
Quant open2
Worst price1.29534
Drawdown as % of equity-0.61%
($102)
7/25/12 19:43 AUD/USD AUD/USD LONG 2 1.03010 7/26 23:41 1.04117 0.08%
Trade id #75560305
Max drawdown($20)
Time7/25/12 20:25
Quant open2
Worst price1.02908
Drawdown as % of equity-0.08%
$221
7/25/12 18:27 GBP/CAD GBP/CAD SHORT 2 1.57343 7/26 23:25 1.58168 1%
Trade id #75559467
Max drawdown($245)
Time7/26/12 11:08
Quant open-2
Worst price1.58579
Drawdown as % of equity-1.00%
($164)
7/25/12 18:26 GBP/AUD GBP/AUD SHORT 2 1.50326 7/26 23:24 1.50577 0.7%
Trade id #75559453
Max drawdown($171)
Time7/26/12 11:01
Quant open-2
Worst price1.51147
Drawdown as % of equity-0.70%
($52)
7/26/12 7:02 GBP/CHF GBP/CHF LONG 2 1.52890 7/26 23:23 1.53204 0.1%
Trade id #75571443
Max drawdown($26)
Time7/26/12 7:11
Quant open2
Worst price1.52759
Drawdown as % of equity-0.10%
$64

Statistics

  • Strategy began
    7/17/2012
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    4255.62
  • Age
    142 months ago
  • What it trades
    Forex
  • # Trades
    101
  • # Profitable
    56
  • % Profitable
    55.40%
  • Avg trade duration
    492.2 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    Dec 31, 2012 - June 21, 2014
  • Annual return (compounded)
    0.0%
  • Avg win
    $205.05
  • Avg loss
    $1,977
  • Model Account Values (Raw)
  • Cash
    $27,450
  • Margin Used
    $9,345
  • Buying Power
    ($61,926)
  • Ratios
  • W:L ratio
    0.13:1
  • Sharpe Ratio
    -2.06
  • Sortino Ratio
    -2.09
  • Calmar Ratio
    -0.99
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.04190
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -205.32%
  • Return Percent SP500 (cumu) during strategy life
    277.61%
  • Return Statistics
  • Ann Return (w trading costs)
    -230.9%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    0.02%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    0.98%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    n/a
  • Automation
  • Percentage Signals Automated
    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
    $205
  • Avg Loss
    $1,978
  • Sum Trade PL (losers)
    $88,988.000
  • Sum Trade PL (winners)
    $11,483.000
  • # Winners
    56
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • # Losers
    45
  • % Winners
    55.5%
  • Frequency
  • Avg Position Time (mins)
    729578.00
  • Avg Position Time (hrs)
    12159.60
  • Avg Trade Length
    506.7 days
  • Last Trade Ago
    4239
  • Regression
  • Alpha
    0.00
  • Beta
    -1.24
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    1.57
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    -1.549
  • 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
    18.14
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    76.62
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.898
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.270
  • Hold-and-Hope Ratio
    -0.697
  • 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)
    -1.18000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.43300
  • 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)
    537
  • Last 4 Months - Pcnt Negative
    1.00%

Strategy Description

After 10 years trading, my most successful systems have been those that trade a "bucket" of pairs, and concentrate purely on % gain and money management. It keeps my emotions out of it, diversifies my portfolio, and provides "organic" hedging.
This system NEVER misses a big trend on ANY pair...period! It also rides those trends until the charts tell me to bail and reverse.

Summary Statistics

Strategy began
2012-07-17
Suggested Minimum Capital
$25,000
# Trades
101
# Profitable
56
% Profitable
55.4%
Correlation S&P500
-0.042
Sharpe Ratio
-2.06
Sortino Ratio
-2.09
Beta
-1.24
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.