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

Stealthtrade
(141232799)

Created by: FoxLox FoxLox
Started: 07/2022
Stocks
Last trade: Today
Trading style: Equity Non-hedged Equity

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 $200.00 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
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
-2.4%
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.

(25.0%)
Max Drawdown
100
Num Trades
47.0%
Win Trades
1.2 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                          (0.3%)+10.1%(14.4%)+4.0%            (2.4%)

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 64 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 33 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/30/22 15:36 GOOG ALPHABET INC CLASS C SHORT 10 96.81 10/4 14:30 102.08 0.07%
Trade id #141997441
Max drawdown($31)
Time10/3/22 0:00
Quant open10
Worst price99.97
Drawdown as % of equity-0.07%
($53)
Includes Typical Broker Commissions trade costs of $0.20
9/19/22 10:36 TSLA TESLA INC. LONG 15 306.43 10/3 14:18 265.54 1.09%
Trade id #141850108
Max drawdown($523)
Time10/3/22 12:52
Quant open8
Worst price241.01
Drawdown as % of equity-1.09%
($613)
Includes Typical Broker Commissions trade costs of $0.30
9/7/22 11:39 ULTA ULTA BEAUTY INC LONG 10 437.76 9/30 15:37 402.94 0.73%
Trade id #141689858
Max drawdown($365)
Time9/22/22 0:00
Quant open10
Worst price401.20
Drawdown as % of equity-0.73%
($348)
Includes Typical Broker Commissions trade costs of $0.20
9/6/22 11:01 LTHM LIVENT CORP LONG 150 31.52 9/30 15:36 32.20 0.2%
Trade id #141671242
Max drawdown($95)
Time9/23/22 0:00
Quant open50
Worst price29.61
Drawdown as % of equity-0.20%
$99
Includes Typical Broker Commissions trade costs of $3.00
9/28/22 13:09 SPWR SUNPOWER LONG 200 24.85 9/30 15:36 22.97 1.19%
Trade id #141964359
Max drawdown($574)
Time9/29/22 0:00
Quant open200
Worst price21.98
Drawdown as % of equity-1.19%
($380)
Includes Typical Broker Commissions trade costs of $4.00
9/28/22 9:55 AMPS ALTUS POWER INC LONG 100 14.28 9/29 9:35 11.56 0.58%
Trade id #141959584
Max drawdown($279)
Time9/29/22 0:00
Quant open100
Worst price11.49
Drawdown as % of equity-0.58%
($274)
Includes Typical Broker Commissions trade costs of $2.00
9/23/22 12:13 MMM 3M SHORT 25 112.62 9/28 10:29 114.23 0.09%
Trade id #141909755
Max drawdown($40)
Time9/28/22 10:29
Quant open25
Worst price114.25
Drawdown as % of equity-0.09%
($41)
Includes Typical Broker Commissions trade costs of $0.50
8/11/22 15:52 PFE PFIZER SHORT 65 48.66 9/28 9:57 45.70 0.09%
Trade id #141392076
Max drawdown($54)
Time8/12/22 0:00
Quant open25
Worst price50.39
Drawdown as % of equity-0.09%
$191
Includes Typical Broker Commissions trade costs of $1.30
9/15/22 15:14 EEM ISHARES MSCI EMERGING MARKETS SHORT 450 37.97 9/27 9:56 35.89 0.03%
Trade id #141821210
Max drawdown($18)
Time9/15/22 15:55
Quant open300
Worst price38.19
Drawdown as % of equity-0.03%
$929
Includes Typical Broker Commissions trade costs of $9.00
9/2/22 13:04 HOG HARLEY-DAVIDSON LONG 100 38.42 9/22 10:42 40.05 0.31%
Trade id #141642063
Max drawdown($163)
Time9/6/22 0:00
Quant open100
Worst price36.79
Drawdown as % of equity-0.31%
$161
Includes Typical Broker Commissions trade costs of $2.00
9/12/22 10:05 CLSK CLEANSPARK INC. COMMON STOCK LONG 500 4.98 9/22 10:23 3.63 0.91%
Trade id #141746819
Max drawdown($489)
Time9/15/22 0:00
Quant open500
Worst price4.00
Drawdown as % of equity-0.91%
($683)
Includes Typical Broker Commissions trade costs of $10.00
8/18/22 13:34 FLEX FLEX LTD LONG 200 19.38 9/15 15:15 18.02 0.86%
Trade id #141466207
Max drawdown($471)
Time9/1/22 0:00
Quant open200
Worst price17.02
Drawdown as % of equity-0.86%
($275)
Includes Typical Broker Commissions trade costs of $4.00
9/2/22 10:21 LXU LSB INDUSTRIES LONG 100 16.09 9/15 15:15 16.80 0.16%
Trade id #141637800
Max drawdown($88)
Time9/12/22 0:00
Quant open100
Worst price15.21
Drawdown as % of equity-0.16%
$70
Includes Typical Broker Commissions trade costs of $2.00
9/2/22 9:31 DQ DAQO NEW ENERGY LONG 40 69.48 9/15 13:27 58.73 0.84%
Trade id #141635142
Max drawdown($450)
Time9/15/22 12:53
Quant open40
Worst price58.23
Drawdown as % of equity-0.84%
($431)
Includes Typical Broker Commissions trade costs of $0.80
8/24/22 9:31 FLR FLUOR LONG 300 27.60 9/15 11:03 26.75 1.4%
Trade id #141519618
Max drawdown($744)
Time9/6/22 0:00
Quant open300
Worst price25.12
Drawdown as % of equity-1.40%
($260)
Includes Typical Broker Commissions trade costs of $6.00
9/14/22 11:29 CHPT CHARGEPOINT HOLDINGS INC LONG 500 17.82 9/15 10:53 19.42 0.13%
Trade id #141785853
Max drawdown($70)
Time9/14/22 12:08
Quant open500
Worst price17.68
Drawdown as % of equity-0.13%
$789
Includes Typical Broker Commissions trade costs of $10.00
9/9/22 9:48 DY DYCOM INDUSTRIES LONG 40 110.58 9/13 15:45 110.22 0.06%
Trade id #141722580
Max drawdown($36)
Time9/13/22 9:30
Quant open40
Worst price109.67
Drawdown as % of equity-0.06%
($15)
Includes Typical Broker Commissions trade costs of $0.80
9/2/22 10:30 RBA RITCHIE BROS. AUCTIONEERS LONG 20 71.33 9/13 15:44 66.55 0.18%
Trade id #141638041
Max drawdown($97)
Time9/13/22 15:36
Quant open20
Worst price66.44
Drawdown as % of equity-0.18%
($96)
Includes Typical Broker Commissions trade costs of $0.40
9/7/22 15:28 TOST TOAST INC LONG 50 18.97 9/13 15:16 20.41 0.03%
Trade id #141694595
Max drawdown($18)
Time9/8/22 0:00
Quant open50
Worst price18.60
Drawdown as % of equity-0.03%
$71
Includes Typical Broker Commissions trade costs of $1.00
9/6/22 12:10 TSLA TESLA INC. LONG 20 274.27 9/13 9:38 286.84 0.11%
Trade id #141673205
Max drawdown($58)
Time9/6/22 13:14
Quant open20
Worst price271.34
Drawdown as % of equity-0.11%
$251
Includes Typical Broker Commissions trade costs of $0.40
9/2/22 9:30 AVY AVERY DENNISON LONG 100 187.00 9/13 9:33 188.92 0.83%
Trade id #141635049
Max drawdown($441)
Time9/7/22 0:00
Quant open100
Worst price182.59
Drawdown as % of equity-0.83%
$190
Includes Typical Broker Commissions trade costs of $2.00
8/31/22 15:57 ALLY ALLY FINANCIAL INC SHORT 100 33.22 9/12 10:10 34.04 0.15%
Trade id #141613310
Max drawdown($82)
Time9/9/22 0:00
Quant open100
Worst price34.04
Drawdown as % of equity-0.15%
($84)
Includes Typical Broker Commissions trade costs of $2.00
9/6/22 10:08 BAC BANK OF AMERICA CORPORATION SHORT 100 32.79 9/12 9:59 35.04 0.35%
Trade id #141669529
Max drawdown($194)
Time9/8/22 0:00
Quant open100
Worst price34.73
Drawdown as % of equity-0.35%
($227)
Includes Typical Broker Commissions trade costs of $2.00
8/29/22 11:00 WFC WELLS FARGO SHORT 100 43.76 9/12 9:59 45.59 0.27%
Trade id #141577643
Max drawdown($150)
Time9/8/22 0:00
Quant open100
Worst price45.26
Drawdown as % of equity-0.27%
($186)
Includes Typical Broker Commissions trade costs of $2.00
8/24/22 11:47 KBH KB HOME SHORT 50 30.81 9/7 14:42 28.34 0.03%
Trade id #141523119
Max drawdown($18)
Time8/26/22 0:00
Quant open50
Worst price31.18
Drawdown as % of equity-0.03%
$123
Includes Typical Broker Commissions trade costs of $1.00
8/24/22 11:29 KHC THE KRAFT HEINZ COMPANY COMMON STOCK LONG 400 38.73 9/7 9:56 36.62 1.49%
Trade id #141522162
Max drawdown($796)
Time9/6/22 0:00
Quant open400
Worst price36.73
Drawdown as % of equity-1.49%
($849)
Includes Typical Broker Commissions trade costs of $8.00
8/24/22 9:39 CTVA CORTEVA INC LONG 200 62.08 9/2 11:04 61.93 0.77%
Trade id #141519943
Max drawdown($425)
Time9/1/22 0:00
Quant open200
Worst price59.95
Drawdown as % of equity-0.77%
($33)
Includes Typical Broker Commissions trade costs of $4.00
8/30/22 9:37 VUZI VUZIX CORP LONG 500 7.80 9/2 11:04 7.59 0.68%
Trade id #141588483
Max drawdown($373)
Time9/1/22 0:00
Quant open500
Worst price7.05
Drawdown as % of equity-0.68%
($114)
Includes Typical Broker Commissions trade costs of $10.00
8/23/22 11:26 CFVI CF ACQUISITION CORP. VI CLASS A LONG 700 10.67 9/2 11:04 11.53 0.01%
Trade id #141509213
Max drawdown($8)
Time8/26/22 0:00
Quant open200
Worst price10.06
Drawdown as % of equity-0.01%
$592
Includes Typical Broker Commissions trade costs of $9.50
8/29/22 11:00 SOFI SOFI TECHNOLOGIES INC SHORT 500 6.00 9/2 9:32 5.93 0.19%
Trade id #141577628
Max drawdown($107)
Time8/29/22 12:06
Quant open500
Worst price6.22
Drawdown as % of equity-0.19%
$28
Includes Typical Broker Commissions trade costs of $10.00

Statistics

  • Strategy began
    7/29/2022
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    67.04
  • Age
    67 days ago
  • What it trades
    Stocks
  • # Trades
    100
  • # Profitable
    47
  • % Profitable
    47.00%
  • Avg trade duration
    11.1 days
  • Max peak-to-valley drawdown
    25.05%
  • drawdown period
    Aug 15, 2022 - Sept 26, 2022
  • Cumul. Return
    -2.4%
  • Avg win
    $426.34
  • Avg loss
    $312.68
  • Model Account Values (Raw)
  • Cash
    $41,958
  • Margin Used
    $29,292
  • Buying Power
    $6,374
  • Ratios
  • W:L ratio
    1.24:1
  • Sharpe Ratio
    -0.28
  • Sortino Ratio
    -0.4
  • Calmar Ratio
    -0.171
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    6.22%
  • Correlation to SP500
    0.62950
  • Return Percent SP500 (cumu) during strategy life
    -8.61%
  • Return Statistics
  • Ann Return (w trading costs)
    -11.8%
  • Slump
  • Current Slump as Pcnt Equity
    25.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.024%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.74%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    65.50%
  • Chance of 20% account loss
    24.50%
  • Chance of 30% account loss
    0.50%
  • 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)
    900
  • Popularity (7 days, Percentile 1000 scale)
    302
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    732
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $430
  • Avg Loss
    $384
  • Sum Trade PL (losers)
    $20,374.000
  • # Winners
    47
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $20,199.000
  • Dividends
  • Dividends Received in Model Acct
    200
  • Win / Loss
  • # Losers
    53
  • % Winners
    47.0%
  • Frequency
  • Avg Position Time (mins)
    15869.30
  • Avg Position Time (hrs)
    264.49
  • Avg Trade Length
    11.0 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    1.59
  • Daily leverage (max)
    2.22
  • Regression
  • Alpha
    0.09
  • Beta
    0.93
  • Treynor Index
    -0.03
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • 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)
    -0.80
  • Avg(MAE) / Avg(PL) - All trades
    11.277
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.347
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.593
  • Hold-and-Hope Ratio
    -0.005
  • 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)
    0.48800
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03500
  • 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?
    -348899000
  • Max Equity Drawdown (num days)
    42
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Focus on all equity sectors long/short directionally strategy. System has been proven to work over 20 years as a money manager

Summary Statistics

Strategy began
2022-07-29
Suggested Minimum Capital
$5,000
# Trades
100
# Profitable
47
% Profitable
47.0%
Net Dividends
Correlation S&P500
0.629
Sharpe Ratio
-0.28
Sortino Ratio
-0.40
Beta
0.93
Alpha
0.09
Leverage
1.59 Average
2.22 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.