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These are hypothetical performance results that have certain inherent limitations. Learn more

Falling in Line
(141090071)

Created by: Ron_Ryninger Ron_Ryninger
Started: 07/2022
Stocks
Last trade: Today
Trading style: Equity Short-term Reversal

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 $125.00 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.

Trading Category: Equity
Short-term Reversal
Category: Equity

Short-term Reversal

Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).
5.1%
Cumul. Return

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.

(2.2%)
Max Drawdown
23
Num Trades
65.2%
Win Trades
3.6 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                          +0.7%+4.2%+0.8%(0.6%)            +5.1%

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
10/4/22 10:48 ADBE ADOBE INC LONG 13 295.07 10/4 13:20 292.63 n/a ($32)
Includes Typical Broker Commissions trade costs of $0.26
9/22/22 9:55 CMG CHIPOTLE MEXICAN GRILL SHORT 3 1632.50 10/3 11:11 1488.08 0.01%
Trade id #141892186
Max drawdown($4)
Time9/22/22 9:59
Quant open3
Worst price1633.94
Drawdown as % of equity-0.01%
$433
Includes Typical Broker Commissions trade costs of $0.06
9/22/22 9:57 CEG CONSTELLATION ENERGY CORPORATION SHORT 71 85.87 10/3 9:30 85.44 0.07%
Trade id #141892241
Max drawdown($35)
Time9/22/22 12:57
Quant open71
Worst price86.37
Drawdown as % of equity-0.07%
$30
Includes Typical Broker Commissions trade costs of $1.42
9/22/22 12:43 COP CONOCOPHILLIPS SHORT 45 111.62 10/3 9:30 106.93 0.02%
Trade id #141895831
Max drawdown($9)
Time9/22/22 12:54
Quant open45
Worst price111.83
Drawdown as % of equity-0.02%
$210
Includes Typical Broker Commissions trade costs of $0.90
9/14/22 12:07 ULTA ULTA BEAUTY INC SHORT 10 426.00 9/21 9:40 420.75 0.02%
Trade id #141787224
Max drawdown($11)
Time9/14/22 12:15
Quant open10
Worst price427.19
Drawdown as % of equity-0.02%
$53
Includes Typical Broker Commissions trade costs of $0.20
9/15/22 14:42 SYK STRYKER SHORT 53 226.84 9/21 9:40 219.97 0.02%
Trade id #141820798
Max drawdown($10)
Time9/15/22 15:56
Quant open53
Worst price227.04
Drawdown as % of equity-0.02%
$363
Includes Typical Broker Commissions trade costs of $1.06
9/19/22 10:21 RSG REPUBLIC SERVICES SHORT 240 143.85 9/19 15:00 145.13 0.59%
Trade id #141849761
Max drawdown($307)
Time9/19/22 15:00
Quant open240
Worst price145.13
Drawdown as % of equity-0.59%
($312)
Includes Typical Broker Commissions trade costs of $4.80
9/7/22 11:54 DGX QUEST DIAGNOSTICS LONG 200 126.91 9/13 10:03 128.30 0.02%
Trade id #141690751
Max drawdown($13)
Time9/7/22 12:23
Quant open200
Worst price126.84
Drawdown as % of equity-0.02%
$274
Includes Typical Broker Commissions trade costs of $4.00
9/12/22 10:37 CHD CHURCH & DWIGHT COMPANY LONG 100 82.22 9/13 10:03 81.07 0.27%
Trade id #141747610
Max drawdown($143)
Time9/13/22 9:39
Quant open100
Worst price80.79
Drawdown as % of equity-0.27%
($117)
Includes Typical Broker Commissions trade costs of $2.00
9/8/22 12:46 MMM 3M LONG 70 119.19 9/13 10:03 122.66 0.08%
Trade id #141709632
Max drawdown($42)
Time9/8/22 13:46
Quant open70
Worst price118.58
Drawdown as % of equity-0.08%
$242
Includes Typical Broker Commissions trade costs of $1.40
9/12/22 10:40 KMB KIMBERLY-CLARK LONG 100 127.10 9/13 10:03 125.65 0.41%
Trade id #141747680
Max drawdown($218)
Time9/13/22 0:00
Quant open100
Worst price124.92
Drawdown as % of equity-0.41%
($147)
Includes Typical Broker Commissions trade costs of $2.00
9/6/22 9:52 BLK BLACKROCK SHORT 19 659.14 9/8 10:17 677.23 0.67%
Trade id #141668845
Max drawdown($352)
Time9/8/22 10:17
Quant open19
Worst price677.67
Drawdown as % of equity-0.67%
($344)
Includes Typical Broker Commissions trade costs of $0.38
8/30/22 13:10 BRO BROWN & BROWN SHORT 53 63.90 9/2 10:51 64.27 0.06%
Trade id #141593969
Max drawdown($31)
Time8/31/22 0:00
Quant open53
Worst price64.50
Drawdown as % of equity-0.06%
($21)
Includes Typical Broker Commissions trade costs of $1.06
8/26/22 15:35 D DOMINION RESOURCES SHORT 50 83.30 9/2 10:51 83.02 0.08%
Trade id #141562359
Max drawdown($43)
Time8/29/22 0:00
Quant open50
Worst price84.16
Drawdown as % of equity-0.08%
$13
Includes Typical Broker Commissions trade costs of $1.00
8/22/22 10:05 AVGO BROADCOM LIMITED ORDINARY SHARES SHORT 20 536.22 9/2 10:41 515.34 0.58%
Trade id #141493749
Max drawdown($295)
Time8/26/22 0:00
Quant open20
Worst price550.99
Drawdown as % of equity-0.58%
$418
Includes Typical Broker Commissions trade costs of $0.40
8/23/22 10:02 UNP UNION PACIFIC SHORT 37 238.75 8/30 10:45 226.37 0.1%
Trade id #141506865
Max drawdown($51)
Time8/25/22 0:00
Quant open37
Worst price240.13
Drawdown as % of equity-0.10%
$457
Includes Typical Broker Commissions trade costs of $0.74
8/22/22 10:02 EPAM EPAM SYSTEMS SHORT 13 431.65 8/25 10:35 445.60 0.39%
Trade id #141493670
Max drawdown($198)
Time8/25/22 10:35
Quant open13
Worst price446.95
Drawdown as % of equity-0.39%
($181)
Includes Typical Broker Commissions trade costs of $0.26
8/16/22 10:37 JNJ JOHNSON & JOHNSON LONG 115 166.79 8/22 10:22 168.04 0.19%
Trade id #141433125
Max drawdown($98)
Time8/18/22 0:00
Quant open115
Worst price165.93
Drawdown as % of equity-0.19%
$142
Includes Typical Broker Commissions trade costs of $2.30
8/9/22 9:41 ALL ALLSTATE LONG 30 119.84 8/19 15:14 130.32 0.08%
Trade id #141348411
Max drawdown($42)
Time8/9/22 11:22
Quant open30
Worst price118.44
Drawdown as % of equity-0.08%
$313
Includes Typical Broker Commissions trade costs of $0.60
7/18/22 11:28 FANG DIAMONDBACK ENERGY INC LONG 25 113.67 8/17 9:42 125.15 0.09%
Trade id #141091964
Max drawdown($46)
Time7/18/22 15:48
Quant open25
Worst price111.82
Drawdown as % of equity-0.09%
$287
Includes Typical Broker Commissions trade costs of $0.50
8/12/22 10:42 T AT&T LONG 1,666 18.15 8/16 11:58 18.68 0.07%
Trade id #141400792
Max drawdown($33)
Time8/12/22 10:52
Quant open1,666
Worst price18.13
Drawdown as % of equity-0.07%
$878
Includes Typical Broker Commissions trade costs of $5.00
7/18/22 11:30 SLB SCHLUMBERGER LONG 96 33.23 8/4 9:35 34.80 0.19%
Trade id #141091989
Max drawdown($93)
Time7/21/22 0:00
Quant open96
Worst price32.26
Drawdown as % of equity-0.19%
$149
Includes Typical Broker Commissions trade costs of $1.92
7/20/22 12:46 K KELLOGG SHORT 100 70.88 7/28 13:38 73.10 0.44%
Trade id #141122218
Max drawdown($222)
Time7/28/22 13:38
Quant open100
Worst price73.10
Drawdown as % of equity-0.44%
($224)
Includes Typical Broker Commissions trade costs of $2.00

Statistics

  • Strategy began
    7/18/2022
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    78.05
  • Age
    78 days ago
  • What it trades
    Stocks
  • # Trades
    23
  • # Profitable
    15
  • % Profitable
    65.20%
  • Avg trade duration
    7.2 days
  • Max peak-to-valley drawdown
    2.23%
  • drawdown period
    Sept 12, 2022 - Sept 20, 2022
  • Cumul. Return
    5.1%
  • Avg win
    $285.47
  • Avg loss
    $170.75
  • Model Account Values (Raw)
  • Cash
    $56,844
  • Margin Used
    $0
  • Buying Power
    $56,876
  • Ratios
  • W:L ratio
    3.59:1
  • Sharpe Ratio
    2.86
  • Sortino Ratio
    4.68
  • Calmar Ratio
    19.186
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    9.11%
  • Correlation to SP500
    -0.01890
  • Return Percent SP500 (cumu) during strategy life
    -1.47%
  • Verified
  • C2Star
    2
  • Return Statistics
  • Ann Return (w trading costs)
    25.0%
  • Slump
  • Current Slump as Pcnt Equity
    1.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.051%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.28%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    31.6%
  • 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
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    704
  • Popularity (Last 6 weeks)
    877
  • Popularity (7 days, Percentile 1000 scale)
    757
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    730
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $285
  • Avg Loss
    $191
  • Sum Trade PL (losers)
    $1,334.000
  • # Winners
    15
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $4,282.000
  • Dividends
  • Dividends Received in Model Acct
    125
  • Win / Loss
  • # Losers
    7
  • % Winners
    68.2%
  • Frequency
  • Avg Position Time (mins)
    10898.20
  • Avg Position Time (hrs)
    181.64
  • Avg Trade Length
    7.6 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.35
  • Daily leverage (max)
    1.10
  • Regression
  • Alpha
    0.06
  • Beta
    -0.01
  • Treynor Index
    -11.48
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.06
  • Avg(MAE) / Avg(PL) - All trades
    0.781
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.194
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.104
  • Hold-and-Hope Ratio
    1.280
  • 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)
    0.25500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00600
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -389731000
  • Max Equity Drawdown (num days)
    8
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Summary Statistics

Strategy began
2022-07-18
Suggested Minimum Capital
$5,000
# Trades
23
# Profitable
15
% Profitable
65.2%
Net Dividends
Correlation S&P500
-0.019
Sharpe Ratio
2.86
Sortino Ratio
4.68
Beta
-0.01
Alpha
0.06
Leverage
0.35 Average
1.10 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.