Collective2 Collective2
Featured Strategy Income Trades +12.2% Cumul. Return since Feb 16, 2024 Hypothetical

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Steadily Growing
(148164805)

Created by: DisciplinedTrader DisciplinedTrader
Started: 05/2024
Stocks
Last trade: 9 days ago

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 $150.00 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.

2.1%
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.

(5.4%)
Max Drawdown
55
Num Trades
70.9%
Win Trades
1.3 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                            (0.8%)+2.9%                                    +2.1%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

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Long
Short
Both
Win
Loss
Both
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Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/13/24 15:17 TSLZ T-REX -2X TESLA DAILY TARGET ETF LONG 200 29.17 6/14 12:19 30.68 0.39%
Trade id #148403183
Max drawdown($197)
Time6/14/24 9:30
Quant open200
Worst price28.18
Drawdown as % of equity-0.39%
 $298
Includes Typical Broker Commissions trade costs of $4.00
5/21/24 11:50 PANW PALO ALTO NETWORKS LONG 10 313.93 6/12 11:32 316.16 0.56%
Trade id #148217904
Max drawdown($273)
Time5/31/24 0:00
Quant open10
Worst price286.58
Drawdown as % of equity-0.56%
 $22
Includes Typical Broker Commissions trade costs of $0.20
5/14/24 12:06 RDDT REDDIT INC LONG 30 63.15 6/12 11:32 67.36 0.6%
Trade id #148164828
Max drawdown($301)
Time5/23/24 0:00
Quant open30
Worst price53.11
Drawdown as % of equity-0.60%
 $125
Includes Typical Broker Commissions trade costs of $0.60
6/6/24 14:16 BASE COUCHBASE INC. COMMON STOCK LONG 200 18.18 6/12 9:52 19.18 0.25%
Trade id #148351191
Max drawdown($128)
Time6/11/24 0:00
Quant open200
Worst price17.54
Drawdown as % of equity-0.25%
 $196
Includes Typical Broker Commissions trade costs of $4.00
6/11/24 11:44 SPXS DIREXION DAILY S&P500 BEAR 3X LONG 1,000 8.44 6/12 9:38 8.08 0.73%
Trade id #148381052
Max drawdown($370)
Time6/12/24 9:30
Quant open1,000
Worst price8.07
Drawdown as % of equity-0.73%
 ($365)
Includes Typical Broker Commissions trade costs of $5.00
5/31/24 15:08 GTLB GITLAB INC. CLASS A COMMON STOCK LONG 40 45.95 6/12 9:37 46.18 0.22%
Trade id #148304192
Max drawdown($111)
Time6/7/24 0:00
Quant open40
Worst price43.16
Drawdown as % of equity-0.22%
 $8
Includes Typical Broker Commissions trade costs of $0.80
5/21/24 11:49 LC LENDINGCLUB CORP LONG 300 9.34 6/11 15:44 8.16 0.76%
Trade id #148217902
Max drawdown($390)
Time6/11/24 9:38
Quant open300
Worst price8.04
Drawdown as % of equity-0.76%
 ($360)
Includes Typical Broker Commissions trade costs of $6.00
5/29/24 10:08 SMCI SUPER MICRO COMPUTER LONG 20 821.21 6/11 15:44 770.87 2.55%
Trade id #148278745
Max drawdown($1,313)
Time6/6/24 0:00
Quant open20
Worst price755.55
Drawdown as % of equity-2.55%
 ($1,007)
Includes Typical Broker Commissions trade costs of $0.40
5/15/24 10:57 ZS ZSCALER INC. COMMON STOCK LONG 150 171.70 6/11 11:43 168.79 2.58%
Trade id #148173960
Max drawdown($1,280)
Time5/30/24 0:00
Quant open50
Worst price155.25
Drawdown as % of equity-2.58%
 ($440)
Includes Typical Broker Commissions trade costs of $3.00
5/15/24 12:49 NCLH NORWEGIAN CRUISE LINE HOLDINGS LONG 100 15.72 6/7 15:18 17.76 0.04%
Trade id #148176495
Max drawdown($19)
Time5/23/24 0:00
Quant open100
Worst price15.53
Drawdown as % of equity-0.04%
 $202
Includes Typical Broker Commissions trade costs of $2.00
6/3/24 11:17 BA BOEING LONG 10 183.86 6/5 14:28 189.65 0.1%
Trade id #148315998
Max drawdown($47)
Time6/3/24 13:16
Quant open10
Worst price179.07
Drawdown as % of equity-0.10%
 $58
Includes Typical Broker Commissions trade costs of $0.20
6/3/24 11:58 SPOT SPOTIFY TECHNOLOGY SA LONG 10 313.01 6/5 14:28 325.19 0.11%
Trade id #148317104
Max drawdown($56)
Time6/3/24 13:12
Quant open10
Worst price307.36
Drawdown as % of equity-0.11%
 $122
Includes Typical Broker Commissions trade costs of $0.20
5/16/24 9:41 COR CENCORA INC LONG 20 222.82 6/5 14:28 231.61 0.32%
Trade id #148183350
Max drawdown($161)
Time5/29/24 0:00
Quant open20
Worst price214.77
Drawdown as % of equity-0.32%
 $176
Includes Typical Broker Commissions trade costs of $0.40
6/4/24 14:55 NVDA NVIDIA LONG 10 1165.05 6/5 14:28 1214.05 0.2%
Trade id #148328790
Max drawdown($97)
Time6/4/24 15:39
Quant open10
Worst price1155.32
Drawdown as % of equity-0.20%
 $490
Includes Typical Broker Commissions trade costs of $0.20
6/5/24 12:06 SPXS DIREXION DAILY S&P500 BEAR 3X LONG 1,000 8.51 6/5 13:03 8.46 0.1%
Trade id #148337347
Max drawdown($50)
Time6/5/24 12:51
Quant open1,000
Worst price8.46
Drawdown as % of equity-0.10%
 ($55)
Includes Typical Broker Commissions trade costs of $5.00
5/31/24 13:19 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 200 58.41 6/5 12:06 60.00 0%
Trade id #148303284
Max drawdown($2)
Time5/31/24 13:22
Quant open200
Worst price58.40
Drawdown as % of equity-0.00%
 $314
Includes Typical Broker Commissions trade costs of $4.00
6/5/24 10:43 GLD SPDR GOLD SHARES LONG 50 217.32 6/5 12:04 217.77 0.03%
Trade id #148335691
Max drawdown($16)
Time6/5/24 10:51
Quant open50
Worst price217.00
Drawdown as % of equity-0.03%
 $22
Includes Typical Broker Commissions trade costs of $1.00
6/5/24 10:34 SPYU MAX S&P 500 4X LEVERAGED ETNS 10/30/43 LONG 400 38.63 6/5 12:03 38.95 0.1%
Trade id #148335492
Max drawdown($52)
Time6/5/24 10:44
Quant open400
Worst price38.50
Drawdown as % of equity-0.10%
 $120
Includes Typical Broker Commissions trade costs of $8.00
6/4/24 12:41 SPYU MAX S&P 500 4X LEVERAGED ETNS 10/30/43 LONG 400 37.66 6/5 10:19 38.19 0.06%
Trade id #148327218
Max drawdown($28)
Time6/4/24 13:07
Quant open200
Worst price37.16
Drawdown as % of equity-0.06%
 $204
Includes Typical Broker Commissions trade costs of $8.00
6/3/24 13:51 EWW ISHARES MSCI MEXICO ETF LONG 50 57.80 6/4 14:38 59.20 0.03%
Trade id #148318620
Max drawdown($14)
Time6/3/24 13:56
Quant open50
Worst price57.51
Drawdown as % of equity-0.03%
 $69
Includes Typical Broker Commissions trade costs of $1.00
6/3/24 14:07 MEXX DIREXION DAILY MSCI MEXICO BULL 3X LONG 50 19.34 6/4 14:38 20.11 0.1%
Trade id #148318778
Max drawdown($49)
Time6/3/24 15:07
Quant open50
Worst price18.36
Drawdown as % of equity-0.10%
 $38
Includes Typical Broker Commissions trade costs of $1.00
5/22/24 9:46 GCT GIGACLOUD TECHNOLOGY INC CLASS A LONG 40 26.00 6/4 12:31 31.76 n/a $229
Includes Typical Broker Commissions trade costs of $0.80
5/23/24 15:35 GLD SPDR GOLD SHARES LONG 50 215.87 6/3 13:52 217.08 0.12%
Trade id #148239236
Max drawdown($61)
Time5/31/24 0:00
Quant open50
Worst price214.65
Drawdown as % of equity-0.12%
 $60
Includes Typical Broker Commissions trade costs of $1.00
5/31/24 13:25 SPYU MAX S&P 500 4X LEVERAGED ETNS 10/30/43 LONG 100 35.84 6/3 9:56 37.78 0.01%
Trade id #148303330
Max drawdown($7)
Time5/31/24 13:54
Quant open100
Worst price35.77
Drawdown as % of equity-0.01%
 $192
Includes Typical Broker Commissions trade costs of $2.00
5/31/24 15:03 FNGU MICROSECTORS FANG+ 3X LEVERAGED ETN LONG 10 330.49 6/3 9:56 351.82 n/a $213
Includes Typical Broker Commissions trade costs of $0.20
5/15/24 10:57 TOST TOAST INC LONG 100 27.74 5/29 9:30 24.86 0.63%
Trade id #148173971
Max drawdown($313)
Time5/29/24 9:30
Quant open100
Worst price24.61
Drawdown as % of equity-0.63%
 ($290)
Includes Typical Broker Commissions trade costs of $2.00
5/15/24 10:57 UAL UNITED AIRLINES HOLDINGS INC LONG 60 54.89 5/29 9:30 49.17 0.72%
Trade id #148173968
Max drawdown($356)
Time5/29/24 9:30
Quant open60
Worst price48.95
Drawdown as % of equity-0.72%
 ($344)
Includes Typical Broker Commissions trade costs of $1.20
5/22/24 14:25 SNPS SYNOPSYS LONG 35 572.18 5/23 9:51 573.42 0.04%
Trade id #148228275
Max drawdown($18)
Time5/23/24 9:38
Quant open5
Worst price568.46
Drawdown as % of equity-0.04%
 $43
Includes Typical Broker Commissions trade costs of $0.70
5/21/24 15:35 QQQ POWERSHARES QQQ LONG 40 455.62 5/23 9:51 458.08 0.2%
Trade id #148219760
Max drawdown($101)
Time5/22/24 0:00
Quant open40
Worst price453.08
Drawdown as % of equity-0.20%
 $97
Includes Typical Broker Commissions trade costs of $0.80
5/22/24 14:06 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 100 59.85 5/23 9:50 60.08 0.07%
Trade id #148228070
Max drawdown($36)
Time5/22/24 14:41
Quant open100
Worst price59.49
Drawdown as % of equity-0.07%
 $21
Includes Typical Broker Commissions trade costs of $2.00
Next

Statistics

  • Strategy began
    5/14/2024
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    40.06
  • Age
    40 days ago
  • What it trades
    Stocks
  • # Trades
    55
  • # Profitable
    39
  • % Profitable
    70.90%
  • Avg trade duration
    6.5 days
  • Max peak-to-valley drawdown
    5.44%
  • drawdown period
    May 20, 2024 - May 31, 2024
  • Cumul. Return
    2.1%
  • Avg win
    $168.31
  • Avg loss
    $315.69
  • Model Account Values (Raw)
  • Cash
    $13,655
  • Margin Used
    ($32,441)
  • Buying Power
    $45,308
  • Ratios
  • W:L ratio
    1.31:1
  • Sharpe Ratio
    1.06
  • Sortino Ratio
    1.85
  • Calmar Ratio
    7.213
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -2.04%
  • Correlation to SP500
    0.14690
  • Return Percent SP500 (cumu) during strategy life
    4.15%
  • Verified
  • C2Star
    1
  • Return Statistics
  • Ann Return (w trading costs)
    19.1%
  • Slump
  • Current Slump as Pcnt Equity
    0.90%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.021%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.23%
  • 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)
    31.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • 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)
    815
  • Popularity (7 days, Percentile 1000 scale)
    390
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    941
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $168
  • Avg Loss
    $316
  • Sum Trade PL (losers)
    $5,051.000
  • # Winners
    39
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    2
  • Win / Loss
  • Sum Trade PL (winners)
    $6,564.000
  • Dividends
  • Dividends Received in Model Acct
    43
  • Win / Loss
  • # Losers
    16
  • % Winners
    70.9%
  • Frequency
  • Avg Position Time (mins)
    9336.80
  • Avg Position Time (hrs)
    155.61
  • Avg Trade Length
    6.5 days
  • Last Trade Ago
    2
  • Leverage
  • Daily leverage (average)
    1.04
  • Daily leverage (max)
    2.45
  • Regression
  • Alpha
    0.03
  • Beta
    0.30
  • Treynor Index
    0.19
  • 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)
    0.36
  • Avg(MAE) / Avg(PL) - All trades
    29.545
  • 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
    0.600
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.287
  • Hold-and-Hope Ratio
    0.098
  • 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)
    0.11300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01500
  • 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?
    -415149000
  • Max Equity Drawdown (num days)
    11
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2024-05-14
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 5.9%
Rank # 
#341
# Trades
55
# Profitable
39
% Profitable
70.9%
Net Dividends
$43
Correlation S&P500
0.147
Sharpe Ratio
1.06
Sortino Ratio
1.85
Beta
0.30
Alpha
0.03
Leverage
1.04 Average
2.45 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.