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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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FT Stocks
(143823871)

Created by: Proff Proff
Started: 03/2023
Stocks
Last trade: 353 days ago
Trading style: Equity Trend-following

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
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
-13.5%
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.

(7.9%)
Max Drawdown
217
Num Trades
41.0%
Win Trades
1.0 : 1
Profit Factor
7.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023              (0.6%)+3.4%(5.5%)  -    -    -    -    -    -    -  (2.9%)
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
5/3/23 14:41 GOOGL ALPHABET INC CLASS A LONG 100 107.36 5/3 14:52 106.26 0.23%
Trade id #144516547
Max drawdown($120)
Time5/3/23 14:52
Quant open100
Worst price106.16
Drawdown as % of equity-0.23%
 ($112)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 14:41 AAPL APPLE LONG 100 170.57 5/3 14:52 169.24 0.29%
Trade id #144516538
Max drawdown($152)
Time5/3/23 14:52
Quant open100
Worst price169.05
Drawdown as % of equity-0.29%
 ($135)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 14:40 TQQQ PROSHARES ULTRAPRO QQQ LONG 1,500 28.13 5/3 14:52 27.38 2.26%
Trade id #144516531
Max drawdown($1,170)
Time5/3/23 14:52
Quant open1,500
Worst price27.35
Drawdown as % of equity-2.26%
 ($1,130)
Includes Typical Broker Commissions trade costs of $5.00
5/3/23 14:05 GOOGL ALPHABET INC CLASS A SHORT 100 105.75 5/3 14:40 107.09 0.34%
Trade id #144515729
Max drawdown($174)
Time5/3/23 14:40
Quant open100
Worst price107.49
Drawdown as % of equity-0.34%
 ($136)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 14:35 TQQQ PROSHARES ULTRAPRO QQQ SHORT 1,500 27.53 5/3 14:38 27.84 1.13%
Trade id #144516302
Max drawdown($585)
Time5/3/23 14:38
Quant open1,500
Worst price27.92
Drawdown as % of equity-1.13%
 ($470)
Includes Typical Broker Commissions trade costs of $5.00
5/3/23 14:06 TQQQ PROSHARES ULTRAPRO QQQ SHORT 2,000 27.59 5/3 14:19 27.88 1.16%
Trade id #144515741
Max drawdown($600)
Time5/3/23 14:19
Quant open2,000
Worst price27.89
Drawdown as % of equity-1.16%
 ($585)
Includes Typical Broker Commissions trade costs of $5.00
5/3/23 13:50 GOOGL ALPHABET INC CLASS A LONG 100 106.02 5/3 14:05 105.75 0.07%
Trade id #144515494
Max drawdown($38)
Time5/3/23 14:05
Quant open100
Worst price105.64
Drawdown as % of equity-0.07%
 ($29)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 13:16 TQQQ PROSHARES ULTRAPRO QQQ LONG 2,000 27.61 5/3 14:05 27.49 0.77%
Trade id #144515167
Max drawdown($400)
Time5/3/23 14:05
Quant open2,000
Worst price27.41
Drawdown as % of equity-0.77%
 ($245)
Includes Typical Broker Commissions trade costs of $5.00
5/3/23 13:13 TQQQ PROSHARES ULTRAPRO QQQ SHORT 2,000 27.55 5/3 13:15 27.61 0.23%
Trade id #144515150
Max drawdown($120)
Time5/3/23 13:15
Quant open2,000
Worst price27.61
Drawdown as % of equity-0.23%
 ($125)
Includes Typical Broker Commissions trade costs of $5.00
5/3/23 12:18 TQQQ PROSHARES ULTRAPRO QQQ SHORT 1,000 27.49 5/3 12:58 27.65 0.33%
Trade id #144514761
Max drawdown($170)
Time5/3/23 12:53
Quant open1,000
Worst price27.66
Drawdown as % of equity-0.33%
 ($165)
Includes Typical Broker Commissions trade costs of $5.00
5/3/23 12:22 AAPL APPLE SHORT 100 169.56 5/3 12:58 169.95 0.12%
Trade id #144514804
Max drawdown($61)
Time5/3/23 12:53
Quant open100
Worst price170.17
Drawdown as % of equity-0.12%
 ($41)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 12:22 MSFT MICROSOFT SHORT 100 305.40 5/3 12:58 306.88 0.29%
Trade id #144514802
Max drawdown($149)
Time5/3/23 12:57
Quant open100
Worst price306.89
Drawdown as % of equity-0.29%
 ($150)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 10:29 TQQQ PROSHARES ULTRAPRO QQQ SHORT 200 27.48 5/3 11:52 27.50 0.07%
Trade id #144512784
Max drawdown($37)
Time5/3/23 10:51
Quant open200
Worst price27.66
Drawdown as % of equity-0.07%
 ($9)
Includes Typical Broker Commissions trade costs of $4.00
5/3/23 10:20 GOOGL ALPHABET INC CLASS A SHORT 100 105.82 5/3 11:52 105.84 0.02%
Trade id #144512683
Max drawdown($10)
Time5/3/23 11:14
Quant open100
Worst price105.92
Drawdown as % of equity-0.02%
 ($4)
Includes Typical Broker Commissions trade costs of $2.00
5/3/23 10:20 MSFT MICROSOFT SHORT 100 304.89 5/3 11:40 306.43 0.31%
Trade id #144512685
Max drawdown($160)
Time5/3/23 11:40
Quant open100
Worst price306.49
Drawdown as % of equity-0.31%
 ($156)
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 10:04 TSLA TESLA INC. SHORT 100 163.68 5/2 11:31 160.29 0.15%
Trade id #144500404
Max drawdown($76)
Time5/2/23 10:30
Quant open100
Worst price164.45
Drawdown as % of equity-0.15%
 $337
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 10:02 GOOGL ALPHABET INC CLASS A SHORT 100 106.10 5/2 11:30 104.71 0.03%
Trade id #144500337
Max drawdown($17)
Time5/2/23 10:07
Quant open100
Worst price106.27
Drawdown as % of equity-0.03%
 $137
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 10:04 AAPL APPLE SHORT 100 169.71 5/2 11:30 167.81 n/a $188
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 10:14 MSFT MICROSOFT SHORT 100 307.15 5/2 11:30 305.10 0.07%
Trade id #144500749
Max drawdown($36)
Time5/2/23 10:26
Quant open100
Worst price307.51
Drawdown as % of equity-0.07%
 $203
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 9:39 MSFT MICROSOFT LONG 100 307.13 5/2 10:04 308.46 0.08%
Trade id #144499673
Max drawdown($39)
Time5/2/23 9:42
Quant open100
Worst price306.74
Drawdown as % of equity-0.08%
 $131
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 9:41 TSLA TESLA INC. LONG 100 163.89 5/2 10:04 163.68 0.07%
Trade id #144499733
Max drawdown($37)
Time5/2/23 10:04
Quant open100
Worst price163.52
Drawdown as % of equity-0.07%
 ($23)
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 9:33 AAPL APPLE LONG 100 170.22 5/2 10:04 169.70 0.16%
Trade id #144499471
Max drawdown($80)
Time5/2/23 9:45
Quant open100
Worst price169.41
Drawdown as % of equity-0.16%
 ($54)
Includes Typical Broker Commissions trade costs of $2.00
5/2/23 9:34 GOOGL ALPHABET INC CLASS A LONG 100 107.20 5/2 10:02 106.10 0.27%
Trade id #144499498
Max drawdown($139)
Time5/2/23 9:48
Quant open100
Worst price105.81
Drawdown as % of equity-0.27%
 ($112)
Includes Typical Broker Commissions trade costs of $2.00
4/28/23 11:40 TQQQ PROSHARES ULTRAPRO QQQ SHORT 100 27.60 4/28 11:43 27.71 0.02%
Trade id #144464657
Max drawdown($12)
Time4/28/23 11:43
Quant open100
Worst price27.72
Drawdown as % of equity-0.02%
 ($13)
Includes Typical Broker Commissions trade costs of $2.00
4/27/23 9:30 AAPL APPLE LONG 100 165.75 4/28 10:32 169.57 0.08%
Trade id #144440219
Max drawdown($40)
Time4/27/23 10:01
Quant open100
Worst price165.35
Drawdown as % of equity-0.08%
 $380
Includes Typical Broker Commissions trade costs of $2.00
4/27/23 9:30 TQQQ PROSHARES ULTRAPRO QQQ LONG 400 26.56 4/28 10:32 27.97 0.13%
Trade id #144440120
Max drawdown($68)
Time4/27/23 9:33
Quant open400
Worst price26.39
Drawdown as % of equity-0.13%
 $556
Includes Typical Broker Commissions trade costs of $8.00
4/27/23 9:46 COIN COINBASE GLOBAL INC. CLASS A SHORT 100 53.88 4/28 10:05 53.28 0.36%
Trade id #144440974
Max drawdown($184)
Time4/27/23 14:34
Quant open100
Worst price55.72
Drawdown as % of equity-0.36%
 $58
Includes Typical Broker Commissions trade costs of $2.00
4/25/23 9:49 GOOGL ALPHABET INC CLASS A SHORT 100 105.53 4/26 13:43 103.70 0.16%
Trade id #144415263
Max drawdown($82)
Time4/26/23 10:10
Quant open100
Worst price106.35
Drawdown as % of equity-0.16%
 $181
Includes Typical Broker Commissions trade costs of $2.00
4/25/23 9:49 AAPL APPLE SHORT 200 165.62 4/26 13:43 163.89 0.06%
Trade id #144415272
Max drawdown($32)
Time4/25/23 10:00
Quant open100
Worst price166.28
Drawdown as % of equity-0.06%
 $341
Includes Typical Broker Commissions trade costs of $4.00
4/25/23 9:49 TSLA TESLA INC. SHORT 100 159.55 4/26 13:42 156.76 0.76%
Trade id #144415253
Max drawdown($392)
Time4/25/23 11:01
Quant open100
Worst price163.47
Drawdown as % of equity-0.76%
 $277
Includes Typical Broker Commissions trade costs of $2.00
Next

Statistics

  • Strategy began
    3/9/2023
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    405.02
  • Age
    14 months ago
  • What it trades
    Stocks
  • # Trades
    217
  • # Profitable
    89
  • % Profitable
    41.00%
  • Avg trade duration
    15.7 hours
  • Max peak-to-valley drawdown
    7.94%
  • drawdown period
    April 19, 2023 - May 03, 2023
  • Cumul. Return
    -2.6%
  • Avg win
    $131.52
  • Avg loss
    $96.24
  • Model Account Values (Raw)
  • Cash
    $49,385
  • Margin Used
    $0
  • Buying Power
    $49,385
  • Ratios
  • W:L ratio
    0.95:1
  • Sharpe Ratio
    -0.6
  • Sortino Ratio
    -0.7
  • Calmar Ratio
    -0.674
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -7.65%
  • Correlation to SP500
    0.08950
  • Return Percent SP500 (cumu) during strategy life
    26.77%
  • Verified
  • C2Star
    0
  • Return Statistics
  • Ann Return (w trading costs)
    -13.5%
  • Slump
  • Current Slump as Pcnt Equity
    9.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.026%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.90%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -1.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    1.50%
  • 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)
    0
  • Popularity (Last 6 weeks)
    668
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $132
  • Avg Loss
    $96
  • Sum Trade PL (losers)
    $12,319.000
  • # Winners
    89
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    14
  • Win / Loss
  • Sum Trade PL (winners)
    $11,705.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    128
  • % Winners
    41.0%
  • Frequency
  • Avg Position Time (mins)
    941.82
  • Avg Position Time (hrs)
    15.70
  • Avg Trade Length
    0.7 days
  • Last Trade Ago
    350
  • Leverage
  • Daily leverage (average)
    0.98
  • Daily leverage (max)
    3.41
  • Regression
  • Alpha
    -0.01
  • Beta
    0.04
  • Treynor Index
    -0.28
  • 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)
    -0.35
  • Avg(MAE) / Avg(PL) - All trades
    -6.186
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.464
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.146
  • Hold-and-Hope Ratio
    -0.162
  • 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)
    -0.11600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01200
  • 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?
    -352730000
  • Max Equity Drawdown (num days)
    14
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trading by the rules of C2Star:
- Maximum equity drawdown for 24 hours - $2000
- Maximum total drawdown for the full time - $5000.
- Maximum total open loss - $2000.

Additional rules:
- Number of simultaneously traded positions - 10-15
- Number of stocks in position - depends on the size of stop-loss
- Stop-loss - approximately $200-400 on one position

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2023-03-09
Suggested Minimum Capital
$35,000
# Trades
217
# Profitable
89
% Profitable
41.0%
Correlation S&P500
0.089
Sharpe Ratio
-0.60
Sortino Ratio
-0.70
Beta
0.04
Alpha
-0.01
Leverage
0.98 Average
3.41 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.