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This is an archived track record. This track record was archived on 6/29/22 15:21 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

VerDag Model
(140252120)

Created by: Map_Investor Map_Investor
Started: 04/2022
Options
Last trade: 5 days ago
Trading style: Options Directional Bets

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 $99.00 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: Options
Directional Bets
Category: Equity

Directional Bets

Uses primarily options to make bets about the direction or magnitude of price movements in assets.
-28.2%
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.

(83.8%)
Max Drawdown
35
Num Trades
82.9%
Win Trades
0.7 : 1
Profit Factor
33.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                     +0.4%(7.4%)(22.8%)                                    

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
6/27/22 9:33 SOXL2219H17 SOXL Aug19'22 17 call LONG 10 2.49 6/29 15:21 1.10 4.62%
Trade id #140870056
Max drawdown($884)
Time6/28/22 0:00
Quant open10
Worst price1.61
Drawdown as % of equity-4.62%
($1,408)
Includes Typical Broker Commissions trade costs of $14.00
6/22/22 9:56 SQQQ2219H59 SQQQ Aug19'22 59 call LONG 10 9.93 6/29 15:21 7.80 23.37%
Trade id #140830347
Max drawdown($4,820)
Time6/27/22 0:00
Quant open10
Worst price5.11
Drawdown as % of equity-23.37%
($2,144)
Includes Typical Broker Commissions trade costs of $14.00
6/10/22 10:52 TQQQ2216I28 TQQQ Sep16'22 28 call LONG 10 4.93 6/29 15:21 2.75 15.74%
Trade id #140733478
Max drawdown($2,970)
Time6/16/22 0:00
Quant open10
Worst price1.96
Drawdown as % of equity-15.74%
($2,194)
Includes Typical Broker Commissions trade costs of $14.00
6/6/22 9:42 TQQQ2215G34 TQQQ Jul15'22 34 call LONG 8 3.65 6/29 15:21 0.12 16.87%
Trade id #140685670
Max drawdown($2,800)
Time6/17/22 0:00
Quant open8
Worst price0.15
Drawdown as % of equity-16.87%
($2,835)
Includes Typical Broker Commissions trade costs of $11.20
5/5/22 11:22 TQQQ2216L37 TQQQ Dec16'22 37 call LONG 10 9.35 6/29 15:21 2.02 41.75%
Trade id #140380378
Max drawdown($7,880)
Time6/16/22 0:00
Quant open10
Worst price1.47
Drawdown as % of equity-41.75%
($7,344)
Includes Typical Broker Commissions trade costs of $14.00
6/24/22 9:35 SOXL2219H15 SOXL Aug19'22 15 call LONG 10 2.54 6/24 10:02 3.00 0.05%
Trade id #140852441
Max drawdown($10)
Time6/24/22 9:45
Quant open10
Worst price2.53
Drawdown as % of equity-0.05%
$446
Includes Typical Broker Commissions trade costs of $14.00
6/21/22 11:21 TQQQ2215G37 TQQQ Jul15'22 37 call SHORT 28 0.13 6/23 12:54 0.09 0.55%
Trade id #140820698
Max drawdown($112)
Time6/22/22 0:00
Quant open28
Worst price0.17
Drawdown as % of equity-0.55%
$73
Includes Typical Broker Commissions trade costs of $39.20
6/21/22 12:59 SQQQ2219H59 SQQQ Aug19'22 59 call LONG 10 9.38 6/22 9:30 10.70 1.08%
Trade id #140822517
Max drawdown($220)
Time6/22/22 0:00
Quant open10
Worst price9.16
Drawdown as % of equity-1.08%
$1,306
Includes Typical Broker Commissions trade costs of $14.00
6/16/22 15:16 TQQQ2216L22 TQQQ Dec16'22 22 call LONG 16 5.75 6/21 9:42 7.00 0.97%
Trade id #140789572
Max drawdown($160)
Time6/16/22 15:44
Quant open16
Worst price5.65
Drawdown as % of equity-0.97%
$1,978
Includes Typical Broker Commissions trade costs of $22.40
5/11/22 10:15 TQQQ2217F31.25 TQQQ Jun17'22 31.25 call LONG 10 4.55 6/18 9:35 0.00 24.05%
Trade id #140439119
Max drawdown($4,540)
Time6/16/22 0:00
Quant open10
Worst price0.01
Drawdown as % of equity-24.05%
($4,557)
Includes Typical Broker Commissions trade costs of $7.00
6/13/22 11:53 TQQQ2216I24 TQQQ Sep16'22 24 call LONG 10 4.78 6/15 15:35 5.55 5.36%
Trade id #140752394
Max drawdown($880)
Time6/14/22 0:00
Quant open10
Worst price3.90
Drawdown as % of equity-5.36%
$756
Includes Typical Broker Commissions trade costs of $14.00
5/24/22 14:32 TQQQ2216I40 TQQQ Sep16'22 40 call SHORT 10 1.29 6/10 10:46 1.28 11.82%
Trade id #140584438
Max drawdown($2,712)
Time6/2/22 0:00
Quant open10
Worst price4.00
Drawdown as % of equity-11.82%
($6)
Includes Typical Broker Commissions trade costs of $14.00
6/7/22 9:46 SQQQ2215G50 SQQQ Jul15'22 50 call LONG 16 5.62 6/10 9:30 7.80 13.32%
Trade id #140696433
Max drawdown($2,856)
Time6/8/22 0:00
Quant open16
Worst price3.84
Drawdown as % of equity-13.32%
$3,458
Includes Typical Broker Commissions trade costs of $22.40
6/8/22 13:50 SQQQ2215G48 SQQQ Jul15'22 48 call LONG 8 5.20 6/9 12:11 5.50 0.8%
Trade id #140712673
Max drawdown($160)
Time6/9/22 9:54
Quant open8
Worst price5.00
Drawdown as % of equity-0.80%
$229
Includes Typical Broker Commissions trade costs of $11.20
6/8/22 12:56 SQQQ2215G48 SQQQ Jul15'22 48 call LONG 6 5.15 6/8 13:38 5.40 0.15%
Trade id #140711860
Max drawdown($30)
Time6/8/22 13:16
Quant open6
Worst price5.10
Drawdown as % of equity-0.15%
$142
Includes Typical Broker Commissions trade costs of $8.40
5/25/22 14:54 TQQQ2217F40 TQQQ Jun17'22 40 call SHORT 6 0.18 6/7 9:30 0.11 1.42%
Trade id #140598142
Max drawdown($330)
Time6/1/22 0:00
Quant open6
Worst price0.73
Drawdown as % of equity-1.42%
$34
Includes Typical Broker Commissions trade costs of $8.40
6/2/22 14:28 SQQQ2215G46 SQQQ Jul15'22 46 call LONG 10 5.40 6/3 9:30 6.10 1.87%
Trade id #140665088
Max drawdown($450)
Time6/2/22 15:56
Quant open10
Worst price4.95
Drawdown as % of equity-1.87%
$686
Includes Typical Broker Commissions trade costs of $14.00
6/2/22 9:41 TQQQ2215G32 TQQQ Jul15'22 32 call LONG 10 4.00 6/2 10:13 4.25 n/a $236
Includes Typical Broker Commissions trade costs of $14.00
5/27/22 14:46 SQQQ2217F48 SQQQ Jun17'22 48 call LONG 10 4.35 5/31 14:12 4.90 5.27%
Trade id #140619230
Max drawdown($1,150)
Time5/31/22 14:00
Quant open10
Worst price3.20
Drawdown as % of equity-5.27%
$536
Includes Typical Broker Commissions trade costs of $14.00
5/18/22 12:14 TQQQ2215G30 TQQQ Jul15'22 30 call LONG 10 4.29 5/26 13:10 4.50 12.76%
Trade id #140520089
Max drawdown($2,390)
Time5/20/22 0:00
Quant open10
Worst price1.90
Drawdown as % of equity-12.76%
$196
Includes Typical Broker Commissions trade costs of $14.00
5/25/22 13:19 SQQQ2215G59 SQQQ Jul15'22 59 call LONG 8 9.30 5/25 15:51 10.20 7.53%
Trade id #140596844
Max drawdown($1,240)
Time5/25/22 15:35
Quant open8
Worst price7.75
Drawdown as % of equity-7.53%
$709
Includes Typical Broker Commissions trade costs of $11.20
5/24/22 11:28 TQQQ2217F26 TQQQ Jun17'22 26 call LONG 10 2.93 5/24 12:15 3.35 0.19%
Trade id #140580218
Max drawdown($28)
Time5/24/22 11:33
Quant open10
Worst price2.90
Drawdown as % of equity-0.19%
$408
Includes Typical Broker Commissions trade costs of $14.00
5/23/22 15:40 TQQQ2217F40 TQQQ Jun17'22 40 call SHORT 10 0.20 5/24 10:07 0.14 0.06%
Trade id #140570839
Max drawdown($10)
Time5/23/22 15:46
Quant open10
Worst price0.21
Drawdown as % of equity-0.06%
$46
Includes Typical Broker Commissions trade costs of $14.00
5/20/22 13:31 TQQQ2216I26 TQQQ Sep16'22 26 call LONG 10 5.16 5/20 15:33 5.50 n/a $326
Includes Typical Broker Commissions trade costs of $14.00
5/19/22 13:29 TQQQ2215G40 TQQQ Jul15'22 40 call SHORT 10 0.57 5/20 12:26 0.43 1.09%
Trade id #140535354
Max drawdown($204)
Time5/19/22 15:45
Quant open10
Worst price0.77
Drawdown as % of equity-1.09%
$122
Includes Typical Broker Commissions trade costs of $14.00
5/13/22 14:32 SQQQ2216I55 SQQQ Sep16'22 55 call LONG 8 13.28 5/18 12:09 13.50 12.15%
Trade id #140470229
Max drawdown($2,620)
Time5/17/22 0:00
Quant open8
Worst price10.00
Drawdown as % of equity-12.15%
$169
Includes Typical Broker Commissions trade costs of $11.20
5/18/22 10:53 SQQQ2217F54 SQQQ Jun17'22 54 call LONG 4 6.25 5/18 11:16 6.50 0.3%
Trade id #140518067
Max drawdown($60)
Time5/18/22 11:00
Quant open4
Worst price6.10
Drawdown as % of equity-0.30%
$94
Includes Typical Broker Commissions trade costs of $5.60
5/17/22 11:50 TQQQ2227E40 TQQQ May27'22 40 call SHORT 10 0.15 5/18 9:40 0.08 0.29%
Trade id #140504193
Max drawdown($60)
Time5/17/22 15:18
Quant open10
Worst price0.21
Drawdown as % of equity-0.29%
$56
Includes Typical Broker Commissions trade costs of $14.00
5/13/22 12:57 SQQQ2320A53 SQQQ Jan20'23 53 call LONG 2 17.10 5/13 14:05 17.80 0.09%
Trade id #140469426
Max drawdown($20)
Time5/13/22 13:23
Quant open2
Worst price17.00
Drawdown as % of equity-0.09%
$137
Includes Typical Broker Commissions trade costs of $2.80
5/12/22 13:07 TQQQ2201G28.5 TQQQ Jul1'22 28.5 call LONG 10 4.65 5/13 10:42 5.05 n/a $386
Includes Typical Broker Commissions trade costs of $14.00

Statistics

  • Strategy began
    4/25/2022
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    65.17
  • Age
    70 days ago
  • What it trades
    Options
  • # Trades
    35
  • # Profitable
    29
  • % Profitable
    82.90%
  • Avg trade duration
    6.1 days
  • Max peak-to-valley drawdown
    83.82%
  • drawdown period
    May 13, 2022 - June 24, 2022
  • Cumul. Return
    -28.2%
  • Avg win
    $488.62
  • Avg loss
    $3,401
  • Model Account Values (Raw)
  • Cash
    $18,762
  • Margin Used
    $0
  • Buying Power
    $18,762
  • Ratios
  • W:L ratio
    0.69:1
  • Sharpe Ratio
    -0.7
  • Sortino Ratio
    -1.02
  • Calmar Ratio
    -1.953
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -16.90%
  • Correlation to SP500
    0.42190
  • Return Percent SP500 (cumu) during strategy life
    -10.96%
  • Return Statistics
  • Ann Return (w trading costs)
    -82.8%
  • Slump
  • Current Slump as Pcnt Equity
    140.30%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.282%
  • Instruments
  • Percent Trades Options
    1.00%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.73%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -77.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    94.50%
  • Chance of 40% account loss
    92.00%
  • Chance of 60% account loss (Monte Carlo)
    80.50%
  • Chance of 70% account loss (Monte Carlo)
    70.00%
  • Chance of 80% account loss (Monte Carlo)
    60.00%
  • Chance of 90% account loss (Monte Carlo)
    28.00%
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    2.07%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    91.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    492
  • 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
    $489
  • Avg Loss
    $3,401
  • Sum Trade PL (losers)
    $20,408.000
  • # Winners
    29
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • Sum Trade PL (winners)
    $14,170.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    6
  • % Winners
    82.9%
  • Frequency
  • Avg Position Time (mins)
    8810.82
  • Avg Position Time (hrs)
    146.85
  • Avg Trade Length
    6.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.20
  • Daily leverage (max)
    5.01
  • Regression
  • Alpha
    0.01
  • Beta
    1.61
  • Treynor Index
    -0.17
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.07
  • 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)
    13.08
  • Avg(MAE) / Avg(PL) - All trades
    -5.249
  • MAE:Equity, 95th Percentile Value for this strat
    0.05
  • MAE:Equity, average, winning trades
    0.04
  • MAE:Equity, average, losing trades
    0.21
  • Avg(MAE) / Avg(PL) - Winning trades
    1.442
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.171
  • Hold-and-Hope Ratio
    -0.191
  • 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)
    0.21900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.11900
  • 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?
    -298908000
  • Max Equity Drawdown (num days)
    42
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Summary Statistics

Strategy began
2022-04-25
Suggested Minimum Capital
$35,000
# Trades
35
# Profitable
29
% Profitable
82.9%
Correlation S&P500
0.422
Sharpe Ratio
-0.70
Sortino Ratio
-1.02
Beta
1.61
Alpha
0.01
Leverage
2.20 Average
5.01 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.