Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

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

Linear Shooting
(129058155)

Created by: QuantHero QuantHero
Started: 05/2020
Futures
Last trade: Today
Trading style: Futures Trend-following Short Term

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 $100.00 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: Futures
Trend-following
Category: Equity

Trend-following

Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Short Term
Category: Equity

Short Term

Makes short-term trades or bases analysis on short-term market movements.
13.7%
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.

(4.6%)
Max Drawdown
71
Num Trades
43.7%
Win Trades
1.6 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                            +5.4%+6.6%+1.2%                              +13.7%

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
7/1/20 11:30 BA BOEING SHORT 300 181.33 7/2 10:00 182.76 0.76%
Trade id #129846142
Max drawdown($862)
Time7/1/20 12:19
Quant open300
Worst price184.20
Drawdown as % of equity-0.76%
($433)
Includes Typical Broker Commissions trade costs of $4.00
7/2/20 6:00 QGCQ0 Gold 100 oz LONG 1 1784.5 7/2 8:30 1773.2 0.1%
Trade id #129873778
Max drawdown($110)
Time7/2/20 6:48
Quant open1
Worst price1783.4
Drawdown as % of equity-0.10%
($1,138)
Includes Typical Broker Commissions trade costs of $8.00
7/2/20 6:31 @MNQU0 MICRO E-MINI NASDAQ 100 SHORT 5 10303.00 7/2 8:00 10337.50 0.2%
Trade id #129874044
Max drawdown($230)
Time7/2/20 7:19
Quant open5
Worst price10326.00
Drawdown as % of equity-0.20%
($350)
Includes Typical Broker Commissions trade costs of $4.70
7/1/20 22:31 @MNQU0 MICRO E-MINI NASDAQ 100 LONG 5 10292.50 7/2 6:31 10303.00 0.39%
Trade id #129860888
Max drawdown($447)
Time7/2/20 0:00
Quant open5
Worst price10247.80
Drawdown as % of equity-0.39%
$100
Includes Typical Broker Commissions trade costs of $4.70
7/1/20 16:31 @MNQU0 MICRO E-MINI NASDAQ 100 SHORT 5 10265.50 7/1 22:30 10292.85 0.26%
Trade id #129857158
Max drawdown($297)
Time7/1/20 22:29
Quant open5
Worst price10295.20
Drawdown as % of equity-0.26%
($279)
Includes Typical Broker Commissions trade costs of $4.70
7/1/20 9:01 @MNQU0 MICRO E-MINI NASDAQ 100 LONG 5 10146.50 7/1 16:31 10265.50 0.18%
Trade id #129841744
Max drawdown($207)
Time7/1/20 9:55
Quant open5
Worst price10125.80
Drawdown as % of equity-0.18%
$1,185
Includes Typical Broker Commissions trade costs of $4.70
7/1/20 10:00 BA BOEING LONG 100 185.97 7/1 11:30 181.21 0.47%
Trade id #129843519
Max drawdown($531)
Time7/1/20 11:26
Quant open100
Worst price180.66
Drawdown as % of equity-0.47%
($478)
Includes Typical Broker Commissions trade costs of $2.00
6/30/20 15:09 BA BOEING SHORT 100 183.64 7/1 10:00 185.97 0.62%
Trade id #129827586
Max drawdown($697)
Time7/1/20 9:38
Quant open100
Worst price190.61
Drawdown as % of equity-0.62%
($235)
Includes Typical Broker Commissions trade costs of $2.00
7/1/20 7:00 QGCQ0 Gold 100 oz SHORT 2 1795.0 7/1 9:52 1780.0 0.51%
Trade id #129839557
Max drawdown($580)
Time7/1/20 8:15
Quant open2
Worst price1797.9
Drawdown as % of equity-0.51%
$2,984
Includes Typical Broker Commissions trade costs of $16.00
7/1/20 6:01 @MNQU0 MICRO E-MINI NASDAQ 100 SHORT 15 10117.75 7/1 9:00 10149.17 0.95%
Trade id #129838792
Max drawdown($1,080)
Time7/1/20 9:00
Quant open15
Worst price10153.80
Drawdown as % of equity-0.95%
($957)
Includes Typical Broker Commissions trade costs of $14.10
7/1/20 3:31 @MNQU0 MICRO E-MINI NASDAQ 100 LONG 5 10146.00 7/1 6:01 10118.00 0.31%
Trade id #129836938
Max drawdown($342)
Time7/1/20 5:47
Quant open5
Worst price10111.80
Drawdown as % of equity-0.31%
($285)
Includes Typical Broker Commissions trade costs of $4.70
7/1/20 1:21 @MNQU0 MICRO E-MINI NASDAQ 100 SHORT 5 10111.80 7/1 3:30 10148.70 0.35%
Trade id #129835316
Max drawdown($392)
Time7/1/20 3:22
Quant open5
Worst price10151.00
Drawdown as % of equity-0.35%
($374)
Includes Typical Broker Commissions trade costs of $4.70
6/30/20 10:00 @MNQU0 MICRO E-MINI NASDAQ 100 LONG 10 10031.23 6/30 20:30 10131.12 0.23%
Trade id #129820282
Max drawdown($254)
Time6/30/20 10:29
Quant open10
Worst price10018.50
Drawdown as % of equity-0.23%
$1,989
Includes Typical Broker Commissions trade costs of $9.40
6/29/20 10:08 QGCQ0 Gold 100 oz SHORT 1 1780.7 6/30 11:00 1796.7 1.81%
Trade id #129801692
Max drawdown($2,020)
Time6/30/20 10:54
Quant open1
Worst price1800.9
Drawdown as % of equity-1.81%
($1,608)
Includes Typical Broker Commissions trade costs of $8.00
6/29/20 10:08 BA BOEING LONG 100 183.60 6/30 10:00 183.01 0.38%
Trade id #129801690
Max drawdown($417)
Time6/29/20 11:55
Quant open100
Worst price179.43
Drawdown as % of equity-0.38%
($61)
Includes Typical Broker Commissions trade costs of $2.00
6/30/20 8:00 @MNQU0 MICRO E-MINI NASDAQ 100 LONG 10 9971.95 6/30 9:00 9950.95 0.56%
Trade id #129818193
Max drawdown($639)
Time6/30/20 8:38
Quant open10
Worst price9940.00
Drawdown as % of equity-0.56%
($429)
Includes Typical Broker Commissions trade costs of $9.40
6/29/20 11:00 @MNQU0 MICRO E-MINI NASDAQ 100 LONG 5 9862.75 6/30 2:00 9985.25 0.3%
Trade id #129803052
Max drawdown($332)
Time6/29/20 11:11
Quant open5
Worst price9829.50
Drawdown as % of equity-0.30%
$1,220
Includes Typical Broker Commissions trade costs of $4.70
6/26/20 13:00 @JYU0 JAPANESE YEN SHORT 1 0.009343 6/29 15:48 0.009299 0.1%
Trade id #129778608
Max drawdown($112)
Time6/29/20 0:39
Quant open1
Worst price0.009352
Drawdown as % of equity-0.10%
$542
Includes Typical Broker Commissions trade costs of $8.00
6/29/20 10:08 @MNQU0 MICRO E-MINI NASDAQ 100 SHORT 5 9801.50 6/29 11:00 9862.75 0.77%
Trade id #129801695
Max drawdown($855)
Time6/29/20 10:50
Quant open5
Worst price9887.00
Drawdown as % of equity-0.77%
($618)
Includes Typical Broker Commissions trade costs of $4.70
6/25/20 15:00 BA BOEING SHORT 100 171.07 6/29 10:08 183.60 1.16%
Trade id #129761869
Max drawdown($1,304)
Time6/29/20 10:08
Quant open100
Worst price184.11
Drawdown as % of equity-1.16%
($1,255)
Includes Typical Broker Commissions trade costs of $2.00
6/26/20 11:05 QGCQ0 Gold 100 oz LONG 2 1774.0 6/26 14:07 1781.8 n/a $1,534
Includes Typical Broker Commissions trade costs of $16.00
6/25/20 9:00 QGCQ0 Gold 100 oz LONG 1 1773.9 6/26 10:01 1757.7 1.59%
Trade id #129753888
Max drawdown($1,780)
Time6/26/20 10:00
Quant open1
Worst price1756.1
Drawdown as % of equity-1.59%
($1,628)
Includes Typical Broker Commissions trade costs of $8.00
6/25/20 11:00 BA BOEING LONG 100 173.88 6/25 15:00 171.07 0.29%
Trade id #129756852
Max drawdown($328)
Time6/25/20 14:36
Quant open100
Worst price170.60
Drawdown as % of equity-0.29%
($283)
Includes Typical Broker Commissions trade costs of $2.00
6/24/20 0:00 @JYU0 JAPANESE YEN SHORT 1 0.009398 6/25 7:01 0.009331 0.07%
Trade id #129716227
Max drawdown($75)
Time6/24/20 5:13
Quant open1
Worst price0.009404
Drawdown as % of equity-0.07%
$830
Includes Typical Broker Commissions trade costs of $8.00
6/24/20 9:00 QGCQ0 Gold 100 oz SHORT 1 1778.5 6/24 11:08 1789.4 0.99%
Trade id #129722482
Max drawdown($1,120)
Time6/24/20 11:08
Quant open1
Worst price1789.7
Drawdown as % of equity-0.99%
($1,098)
Includes Typical Broker Commissions trade costs of $8.00
6/24/20 6:01 QGCQ0 Gold 100 oz LONG 1 1795.1 6/24 8:33 1782.7 1.33%
Trade id #129720349
Max drawdown($1,510)
Time6/24/20 8:32
Quant open1
Worst price1780.0
Drawdown as % of equity-1.33%
($1,248)
Includes Typical Broker Commissions trade costs of $8.00
6/24/20 4:00 QGCQ0 Gold 100 oz SHORT 1 1786.6 6/24 6:00 1795.1 0.76%
Trade id #129718751
Max drawdown($870)
Time6/24/20 5:49
Quant open1
Worst price1795.3
Drawdown as % of equity-0.76%
($858)
Includes Typical Broker Commissions trade costs of $8.00
6/23/20 9:00 QGCQ0 Gold 100 oz LONG 1 1773.7 6/23 20:25 1788.9 0.13%
Trade id #129702599
Max drawdown($150)
Time6/23/20 9:05
Quant open1
Worst price1772.2
Drawdown as % of equity-0.13%
$1,512
Includes Typical Broker Commissions trade costs of $8.00
6/23/20 9:30 BA BOEING LONG 100 189.30 6/23 12:31 184.39 0.5%
Trade id #129703091
Max drawdown($575)
Time6/23/20 12:20
Quant open100
Worst price183.55
Drawdown as % of equity-0.50%
($493)
Includes Typical Broker Commissions trade costs of $2.00
6/22/20 22:31 @JYU0 JAPANESE YEN SHORT 1 0.009345 6/23 9:01 0.009391 0.68%
Trade id #129696706
Max drawdown($781)
Time6/23/20 8:46
Quant open1
Worst price0.009407
Drawdown as % of equity-0.68%
($589)
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    5/17/2020
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    45.59
  • Age
    46 days ago
  • What it trades
    Futures
  • # Trades
    71
  • # Profitable
    31
  • % Profitable
    43.70%
  • Avg trade duration
    19.1 hours
  • Max peak-to-valley drawdown
    4.56%
  • drawdown period
    June 09, 2020 - June 11, 2020
  • Cumul. Return
    13.7%
  • Avg win
    $1,263
  • Avg loss
    $614.20
  • Model Account Values (Raw)
  • Cash
    $103,654
  • Margin Used
    $8,850
  • Buying Power
    $96,526
  • Ratios
  • W:L ratio
    1.59:1
  • Sharpe Ratio
    5.44
  • Sortino Ratio
    11.68
  • Calmar Ratio
    81.83
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.36270
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    4.87%
  • Return Percent SP500 (cumu) during strategy life
    8.81%
  • Return Statistics
  • Ann Return (w trading costs)
    161.6%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.89%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.18%
  • Instruments
  • Percent Trades Stocks
    0.11%
  • Slump
  • Current Slump as Pcnt Equity
    0.01%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.137%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    188.3%
  • Automation
  • Percentage Signals Automated
    10000.00%
  • Popularity
  • Popularity (Today)
    876
  • Popularity (Last 6 weeks)
    956
  • Popularity (7 days, Percentile 1000 scale)
    923
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    739
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,261
  • Avg Loss
    $615
  • Sum Trade PL (losers)
    $24,611.000
  • Sum Trade PL (winners)
    $39,081.000
  • # Winners
    31
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • # Losers
    40
  • % Winners
    43.7%
  • Frequency
  • Avg Position Time (mins)
    1147.00
  • Avg Position Time (hrs)
    19.12
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.68
  • Daily leverage (max)
    6.10
  • Regression
  • Alpha
    0.24
  • Beta
    0.22
  • Treynor Index
    1.31
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.34
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    3.368
  • 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
    0.00
  • 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
    0.312
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.283
  • Hold-and-Hope Ratio
    0.267
  • 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)
    0.90700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01300
  • 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)
    2
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -275724000

Strategy Description

Summary Statistics

Strategy began
2020-05-17
Suggested Minimum Capital
$100,000
# Trades
71
# Profitable
31
% Profitable
43.7%
Correlation S&P500
0.363
Sharpe Ratio
5.44
Sortino Ratio
11.68
Beta
0.22
Alpha
0.24
Leverage
2.68 Average
6.10 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.