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Market Sentiment Trader
(128942616)

Created by: shakavon_thomas shakavon_thomas
Started: 05/2020
Forex
Last trade: 7 days ago
Trading style: Futures Macro / Fundamental Currencies

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No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

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: Futures
Macro / Fundamental
Category: Equity

Macro / Fundamental

Predicts large-scale events related to national economies, history, and international relations. The strategy typically employs forecasts and analysis of interest rate trends, international trade and payments, political changes, government policies, inter-government relations, and other broad systemic factors.
Currencies
Category: Equity

Currencies

Focuses on currency futures.
124.4%
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.

(29.1%)
Max Drawdown
86
Num Trades
62.8%
Win Trades
2.6 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                            +46.1%+83.9%(16.5%)  -                          +124.4%

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

This strategy has placed 175 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/23/20 2:06 AUD/CAD AUD/CAD LONG 1 0.95851 7/30 10:46 0.95880 0.59%
Trade id #130230651
Max drawdown($70)
Time7/24/20 0:00
Quant open1
Worst price0.94909
Drawdown as % of equity-0.59%
$2
7/21/20 5:57 NZD/USD NZD/USD LONG 1 0.65976 7/30 10:46 0.66330 0.04%
Trade id #130183185
Max drawdown($4)
Time7/21/20 6:42
Quant open1
Worst price0.65931
Drawdown as % of equity-0.04%
$35
7/21/20 5:56 AUD/USD AUD/USD LONG 1 0.70688 7/30 10:46 0.71303 0.04%
Trade id #130183170
Max drawdown($4)
Time7/24/20 0:00
Quant open1
Worst price0.70638
Drawdown as % of equity-0.04%
$61
7/21/20 5:57 AUD/JPY AUD/JPY LONG 3 75.624 7/30 10:45 74.945 1.82%
Trade id #130183177
Max drawdown($209)
Time7/30/20 3:20
Quant open3
Worst price74.891
Drawdown as % of equity-1.82%
($194)
7/23/20 18:37 AUD/CHF AUD/CHF LONG 1 0.65767 7/30 10:45 0.65051 0.73%
Trade id #130248746
Max drawdown($83)
Time7/30/20 10:22
Quant open1
Worst price0.65012
Drawdown as % of equity-0.73%
($79)
7/22/20 6:22 NZD/CHF NZD/CHF LONG 1 0.62121 7/30 10:45 0.60513 1.58%
Trade id #130207259
Max drawdown($180)
Time7/30/20 10:22
Quant open1
Worst price0.60479
Drawdown as % of equity-1.58%
($176)
7/21/20 5:56 NZD/JPY NZD/JPY LONG 2 70.834 7/30 10:45 69.714 2.13%
Trade id #130183167
Max drawdown($245)
Time7/30/20 3:20
Quant open2
Worst price69.550
Drawdown as % of equity-2.13%
($213)
7/27/20 9:57 GBP/AUD GBP/AUD SHORT 1 1.80051 7/30 10:45 1.83197 2.01%
Trade id #130290907
Max drawdown($226)
Time7/30/20 10:45
Quant open1
Worst price1.83202
Drawdown as % of equity-2.01%
($224)
7/22/20 10:14 EUR/NZD EUR/NZD SHORT 1 1.73828 7/30 10:45 1.77615 2.28%
Trade id #130217081
Max drawdown($260)
Time7/30/20 10:31
Quant open1
Worst price1.77715
Drawdown as % of equity-2.28%
($251)
7/21/20 6:00 NZD/CAD NZD/CAD LONG 1 0.88978 7/28 9:59 0.89125 0.13%
Trade id #130183218
Max drawdown($16)
Time7/23/20 0:00
Quant open1
Worst price0.88763
Drawdown as % of equity-0.13%
$11
7/22/20 6:13 EUR/CHF EUR/CHF LONG 1 1.07878 7/27 11:49 1.08151 0.69%
Trade id #130207108
Max drawdown($82)
Time7/24/20 0:00
Quant open1
Worst price1.07123
Drawdown as % of equity-0.69%
$30
7/22/20 6:13 EUR/USD EUR/USD LONG 1 1.15711 7/24 9:19 1.16084 0.25%
Trade id #130207114
Max drawdown($30)
Time7/23/20 0:00
Quant open1
Worst price1.15403
Drawdown as % of equity-0.25%
$37
7/16/20 23:35 EUR/NZD EUR/NZD SHORT 1 1.74000 7/17 7:03 1.74589 0.31%
Trade id #130127084
Max drawdown($38)
Time7/17/20 7:03
Quant open1
Worst price1.74586
Drawdown as % of equity-0.31%
($38)
7/15/20 7:14 EUR/NZD EUR/NZD SHORT 1 1.73975 7/16 4:04 1.73967 0.09%
Trade id #130089349
Max drawdown($11)
Time7/15/20 7:49
Quant open1
Worst price1.74150
Drawdown as % of equity-0.09%
$0
6/29/20 7:00 USD/MXN USD/MXN LONG 2 22.94707 7/9 1:03 22.66918 5.66%
Trade id #129798711
Max drawdown($700)
Time7/6/20 0:00
Quant open2
Worst price22.15330
Drawdown as % of equity-5.66%
($245)
6/28/20 20:04 AUD/CHF AUD/CHF SHORT 1 0.64987 7/9 0:58 0.65471 0.74%
Trade id #129792934
Max drawdown($92)
Time7/7/20 0:00
Quant open1
Worst price0.65853
Drawdown as % of equity-0.74%
($52)
6/21/20 19:15 GBP/CHF GBP/CHF SHORT 1 1.17504 7/9 0:58 1.18319 0.89%
Trade id #129677757
Max drawdown($109)
Time7/7/20 0:00
Quant open1
Worst price1.18535
Drawdown as % of equity-0.89%
($87)
6/19/20 9:50 GBP/JPY GBP/JPY SHORT 1 132.222 7/9 0:58 135.500 2.5%
Trade id #129659177
Max drawdown($308)
Time7/9/20 0:06
Quant open1
Worst price135.534
Drawdown as % of equity-2.50%
($306)
6/19/20 9:52 GBP/USD GBP/USD SHORT 2 1.24399 7/9 0:58 1.26321 3.19%
Trade id #129659266
Max drawdown($392)
Time7/9/20 0:08
Quant open2
Worst price1.26363
Drawdown as % of equity-3.19%
($384)
7/2/20 2:05 NZD/USD NZD/USD SHORT 1 0.65005 7/9 0:58 0.65868 0.73%
Trade id #129862878
Max drawdown($89)
Time7/9/20 0:12
Quant open1
Worst price0.65902
Drawdown as % of equity-0.73%
($86)
6/23/20 10:29 CAD/CHF CAD/CHF SHORT 1 0.69824 7/2 10:12 0.69597 0.08%
Trade id #129704824
Max drawdown($10)
Time6/23/20 13:08
Quant open1
Worst price0.69927
Drawdown as % of equity-0.08%
$24
6/19/20 6:40 GBP/JPY GBP/JPY SHORT 13 132.340 6/19 9:49 132.242 2.93%
Trade id #129656414
Max drawdown($380)
Time6/19/20 8:49
Quant open13
Worst price132.653
Drawdown as % of equity-2.93%
$120
6/17/20 11:01 EUR/AUD EUR/AUD SHORT 1 1.62337 6/19 7:24 1.62988 1.03%
Trade id #129604358
Max drawdown($131)
Time6/17/20 21:37
Quant open1
Worst price1.64222
Drawdown as % of equity-1.03%
($45)
6/16/20 2:38 NZD/CAD NZD/CAD LONG 1 0.87466 6/19 7:22 0.87303 0.19%
Trade id #129572322
Max drawdown($25)
Time6/19/20 2:21
Quant open1
Worst price0.87125
Drawdown as % of equity-0.19%
($12)
6/17/20 21:32 AUD/CHF AUD/CHF LONG 1 0.65018 6/19 6:47 0.65348 0.08%
Trade id #129627872
Max drawdown($10)
Time6/17/20 21:37
Quant open1
Worst price0.64920
Drawdown as % of equity-0.08%
$35
6/15/20 17:00 EUR/NZD EUR/NZD SHORT 1 1.74703 6/19 6:47 1.74382 0.57%
Trade id #129565758
Max drawdown($74)
Time6/16/20 0:00
Quant open1
Worst price1.75841
Drawdown as % of equity-0.57%
$21
6/17/20 4:16 GBP/CAD GBP/CAD SHORT 1 1.69904 6/18 21:58 1.68988 0.37%
Trade id #129597492
Max drawdown($48)
Time6/17/20 20:10
Quant open1
Worst price1.70555
Drawdown as % of equity-0.37%
$67
6/16/20 2:04 GBP/AUD GBP/AUD SHORT 1 1.82488 6/18 21:58 1.81213 0.7%
Trade id #129571417
Max drawdown($91)
Time6/16/20 11:01
Quant open1
Worst price1.83809
Drawdown as % of equity-0.70%
$87
6/14/20 22:45 GBP/NZD GBP/NZD LONG 1 1.94867 6/15 14:17 1.94365 0.46%
Trade id #129548261
Max drawdown($64)
Time6/15/20 0:00
Quant open1
Worst price1.93869
Drawdown as % of equity-0.46%
($33)
6/15/20 3:19 GBP/JPY GBP/JPY SHORT 1 133.791 6/15 14:17 135.220 1.01%
Trade id #129550594
Max drawdown($134)
Time6/15/20 14:15
Quant open1
Worst price135.239
Drawdown as % of equity-1.01%
($133)

Statistics

  • Strategy began
    5/10/2020
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    88.39
  • Age
    88 days ago
  • What it trades
    Forex
  • # Trades
    86
  • # Profitable
    54
  • % Profitable
    62.80%
  • Avg trade duration
    6.0 days
  • Max peak-to-valley drawdown
    29.06%
  • drawdown period
    June 11, 2020 - July 30, 2020
  • Cumul. Return
    124.4%
  • Avg win
    $187.35
  • Avg loss
    $121.78
  • Model Account Values (Raw)
  • Cash
    $11,220
  • Margin Used
    $0
  • Buying Power
    $11,220
  • Ratios
  • W:L ratio
    2.60:1
  • Sharpe Ratio
    3.83
  • Sortino Ratio
    12.07
  • Calmar Ratio
    139.531
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.10910
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    110.12%
  • Return Percent SP500 (cumu) during strategy life
    14.31%
  • Return Statistics
  • Ann Return (w trading costs)
    2400.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.63%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    40.50%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.244%
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    2613.7%
  • Automation
  • Percentage Signals Automated
    9256.00%
  • Popularity
  • Popularity (Today)
    558
  • Popularity (Last 6 weeks)
    989
  • Popularity (7 days, Percentile 1000 scale)
    893
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    714
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $187
  • Avg Loss
    $122
  • Sum Trade PL (losers)
    $3,897.000
  • Sum Trade PL (winners)
    $10,117.000
  • # Winners
    54
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    68442
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    4
  • AUM
  • AUM (AutoTrader num accounts)
    3
  • Win / Loss
  • # Losers
    32
  • % Winners
    62.8%
  • Frequency
  • Avg Position Time (mins)
    8623.37
  • Avg Position Time (hrs)
    143.72
  • Avg Trade Length
    6.0 days
  • Last Trade Ago
    7
  • Leverage
  • Daily leverage (average)
    11.04
  • Daily leverage (max)
    23.64
  • Regression
  • Alpha
    1.05
  • Beta
    -0.39
  • Treynor Index
    -2.52
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.32
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    1.529
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.360
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.258
  • Hold-and-Hope Ratio
    0.653
  • 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)
    3.90200
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.06300
  • 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)
    49
  • Last 4 Months - Pcnt Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -318596000

Strategy Description

Update 2.0 July 22

I have updated my strategy after showing poor results for March - July

Trade sizes: 0.01 lots, 0.05 lots, 0.10 lots
These sizes are how I catogrize 0.01 lots are long term positions I like to use these to gauge the market this will be positions that have large stop losses. 0.05 these will run at a shorter stop loss dependent on market conditions and 0.10 lots will be opened at high value areas with a hard 25 pip stop loss and will be closed zone to zone within a quadrant the same with 0.05 lots a quadurant is based on price within 1000 pip zone split into four 250 pip zones starting from whole numbers.

How do I find trades? Mainly I use currency strength I like to find currencies that are out preformorming, match them with currency that are under preforming and I throw in a break out currency also. from there on out its technical indicators and fundaments that guides my trades .

Summary Statistics

Strategy began
2020-05-10
Suggested Minimum Capital
$10,000
# Trades
86
# Profitable
54
% Profitable
62.8%
Correlation S&P500
-0.109
Sharpe Ratio
3.83
Sortino Ratio
12.07
Beta
-0.39
Alpha
1.05
Leverage
11.04 Average
23.64 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.