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

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 11/09/2020
Most recent certification approved 11/9/20 4:05 ET
Trades at broker Israel Interactive Trading
Scaling percentage used 100%
# trading signals issued by system since certification 176
# trading signals executed in manager's Israel Interactive Trading account 176
Percent signals followed since 11/09/2020 100%
This information was last updated 9/20/21 22:32 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 11/09/2020, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

TopStockSwing
(132092613)

Created by: Swinger Swinger
Started: 11/2020
Stocks
Last trade: Today
Trading style: Equity Trend-following Momentum

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 $49.00 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
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
18.8%
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.

(13.8%)
Max Drawdown
64
Num Trades
68.8%
Win Trades
1.7 : 1
Profit Factor
63.6%
Win Months
Hypothetical Monthly Returns (includes system fee and C2 Israel commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                                      +6.1%+3.2%+9.4%
2021+8.3%+11.0%(2.9%)+2.6%(1.2%)+3.9%(3.8%)+2.3%(10.2%)                  +8.6%

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 176 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/12/21 7:04 PLTR PALANTIR TECHNOLOGIES INC LONG 50 23.65 9/2 12:34 26.86 0.02%
Trade id #136932446
Max drawdown($3)
Time8/12/21 9:41
Quant open50
Worst price23.59
Drawdown as % of equity-0.02%
$155
Includes Typical Broker Commissions trade costs of $5.00
6/17/21 10:00 OPRA OPERA LIMITED AMERICAN DEPOSITARY SHARES LONG 100 10.15 9/2 12:30 10.18 0.69%
Trade id #136095266
Max drawdown($131)
Time8/13/21 0:00
Quant open100
Worst price8.84
Drawdown as % of equity-0.69%
($2)
Includes Typical Broker Commissions trade costs of $5.00
8/13/21 9:56 TTCF TATTOOED CHEF INC LONG 80 18.05 8/30 9:36 20.20 1%
Trade id #136954240
Max drawdown($181)
Time8/18/21 0:00
Quant open80
Worst price15.78
Drawdown as % of equity-1.00%
$167
Includes Typical Broker Commissions trade costs of $5.00
8/9/21 10:44 QYLD GLOBAL X NASDAQ 100 COVERED CALL ETF LONG 90 22.67 8/23 11:49 22.86 0.07%
Trade id #136884359
Max drawdown($13)
Time8/19/21 0:00
Quant open90
Worst price22.52
Drawdown as % of equity-0.07%
$12
Includes Typical Broker Commissions trade costs of $5.00
8/19/21 5:06 UPST UPSTART HOLDINGS INC. COMMON STOCK SHORT 5 206.17 8/19 15:02 197.01 0.22%
Trade id #137030134
Max drawdown($39)
Time8/19/21 9:31
Quant open5
Worst price213.99
Drawdown as % of equity-0.22%
$41
Includes Typical Broker Commissions trade costs of $5.00
5/5/21 9:54 MU MICRON TECHNOLOGY LONG 50 77.54 8/19 4:09 69.52 2.16%
Trade id #135459847
Max drawdown($415)
Time8/12/21 0:00
Quant open35
Worst price68.81
Drawdown as % of equity-2.16%
($411)
Includes Typical Broker Commissions trade costs of $10.00
7/26/21 12:11 TSLA TESLA INC. LONG 2 665.13 8/16 8:36 703.90 0.39%
Trade id #136680087
Max drawdown($75)
Time7/27/21 0:00
Quant open2
Worst price627.24
Drawdown as % of equity-0.39%
$73
Includes Typical Broker Commissions trade costs of $5.00
8/5/21 7:08 MRNA MODERNA INC. COMMON STOCK SHORT 2 406.01 8/5 9:32 419.95 0.16%
Trade id #136836428
Max drawdown($31)
Time8/5/21 9:32
Quant open2
Worst price421.90
Drawdown as % of equity-0.16%
($33)
Includes Typical Broker Commissions trade costs of $5.00
3/22/21 10:09 DIS WALT DISNEY LONG 30 182.90 7/15 14:01 183.22 2.63%
Trade id #134764008
Max drawdown($474)
Time5/19/21 0:00
Quant open30
Worst price167.09
Drawdown as % of equity-2.63%
($3)
Includes Typical Broker Commissions trade costs of $12.50
6/3/21 9:31 FROG JFROG LTD. ORDINARY SHARES LONG 40 43.90 7/8 9:45 47.26 0.32%
Trade id #135887908
Max drawdown($62)
Time6/3/21 9:51
Quant open40
Worst price42.34
Drawdown as % of equity-0.32%
$127
Includes Typical Broker Commissions trade costs of $7.50
6/14/21 9:33 UBER UBER TECHNOLOGIES INC LONG 20 49.99 7/6 9:30 51.04 0.24%
Trade id #136045079
Max drawdown($44)
Time6/22/21 0:00
Quant open20
Worst price47.75
Drawdown as % of equity-0.24%
$16
Includes Typical Broker Commissions trade costs of $5.00
6/10/21 11:57 IBKR INTERACTIVE BROKERS GROUP LONG 20 65.24 7/1 12:55 65.82 0.23%
Trade id #136006403
Max drawdown($43)
Time6/18/21 0:00
Quant open20
Worst price63.08
Drawdown as % of equity-0.23%
$7
Includes Typical Broker Commissions trade costs of $5.00
4/29/21 9:54 HFC HOLLYFRONTIER LONG 100 34.85 6/17 12:20 35.03 1.64%
Trade id #135372448
Max drawdown($314)
Time5/28/21 0:00
Quant open100
Worst price31.71
Drawdown as % of equity-1.64%
$8
Includes Typical Broker Commissions trade costs of $10.00
3/5/21 9:34 LPSN LIVEPERSON LONG 20 55.12 6/1 10:15 54.13 0.81%
Trade id #134443168
Max drawdown($150)
Time5/11/21 0:00
Quant open20
Worst price47.62
Drawdown as % of equity-0.81%
($28)
Includes Typical Broker Commissions trade costs of $7.50
3/31/21 12:43 BYND BEYOND MEAT INC. COMMON STOCK LONG 20 120.99 5/28 10:09 145.84 2.32%
Trade id #134951900
Max drawdown($422)
Time5/13/21 0:00
Quant open20
Worst price99.86
Drawdown as % of equity-2.32%
$487
Includes Typical Broker Commissions trade costs of $10.00
4/6/21 12:03 CRWD CROWDSTRIKE HOLDINGS INC. CLASS A COMMON STOCK LONG 12 191.12 5/26 9:33 215.64 0.51%
Trade id #135027291
Max drawdown($93)
Time5/13/21 0:00
Quant open8
Worst price179.41
Drawdown as % of equity-0.51%
$282
Includes Typical Broker Commissions trade costs of $12.50
3/25/21 10:04 TSLA TESLA INC. LONG 2 633.85 5/10 10:31 647.12 0.46%
Trade id #134858591
Max drawdown($85)
Time3/30/21 0:00
Quant open2
Worst price591.01
Drawdown as % of equity-0.46%
$22
Includes Typical Broker Commissions trade costs of $5.00
2/23/21 15:11 CHKP CHECK POINT SOFTWARE LONG 11 113.42 5/4 9:49 118.62 0.25%
Trade id #134236203
Max drawdown($47)
Time3/4/21 0:00
Quant open11
Worst price109.07
Drawdown as % of equity-0.25%
$52
Includes Typical Broker Commissions trade costs of $5.00
4/19/21 9:52 MOTS MOTUS GI HOLDINGS INC. COMMON STOCK LONG 500 0.97 4/30 9:36 1.46 0.21%
Trade id #135209913
Max drawdown($40)
Time4/20/21 0:00
Quant open500
Worst price0.89
Drawdown as % of equity-0.21%
$234
Includes Typical Broker Commissions trade costs of $10.00
3/1/21 10:30 PLTK PLAYTIKA HOLDING CORP. COMMON STOCK LONG 30 31.26 4/19 10:49 26.00 1.1%
Trade id #134339505
Max drawdown($205)
Time3/25/21 0:00
Quant open30
Worst price24.41
Drawdown as % of equity-1.10%
($163)
Includes Typical Broker Commissions trade costs of $5.00
3/8/21 9:40 SHOP SHOPIFY INC LONG 1 1125.50 4/19 10:48 1159.30 0.65%
Trade id #134481953
Max drawdown($120)
Time3/26/21 0:00
Quant open1
Worst price1005.14
Drawdown as % of equity-0.65%
$29
Includes Typical Broker Commissions trade costs of $5.00
3/30/21 9:49 MTW MANITOWOC LONG 50 20.03 4/14 11:30 21.59 0.07%
Trade id #134927945
Max drawdown($14)
Time4/8/21 0:00
Quant open50
Worst price19.75
Drawdown as % of equity-0.07%
$73
Includes Typical Broker Commissions trade costs of $5.00
3/9/21 13:39 TSEM TOWER SEMICONDUCTOR LONG 50 28.15 4/12 15:21 30.30 0.35%
Trade id #134518757
Max drawdown($65)
Time3/25/21 0:00
Quant open50
Worst price26.84
Drawdown as % of equity-0.35%
$103
Includes Typical Broker Commissions trade costs of $5.00
3/3/21 9:56 AI C3.AI INC LONG 23 88.69 3/24 10:13 67.38 2.65%
Trade id #134387674
Max drawdown($504)
Time3/24/21 9:52
Quant open23
Worst price66.75
Drawdown as % of equity-2.65%
($498)
Includes Typical Broker Commissions trade costs of $7.50
3/9/21 14:35 SSYS STRATASYS LONG 50 24.09 3/19 11:30 27.78 0.07%
Trade id #134520495
Max drawdown($14)
Time3/9/21 14:50
Quant open50
Worst price23.80
Drawdown as % of equity-0.07%
$180
Includes Typical Broker Commissions trade costs of $5.00
1/27/21 11:58 NOK NOKIA LONG 50 7.20 3/10 12:47 3.96 0.89%
Trade id #133634659
Max drawdown($172)
Time3/4/21 0:00
Quant open50
Worst price3.75
Drawdown as % of equity-0.89%
($167)
Includes Typical Broker Commissions trade costs of $5.00
1/27/21 15:32 AMC AMC ENTERTAINMENT HOLDINGS INC LONG 75 15.39 3/10 12:44 9.92 4.04%
Trade id #133643266
Max drawdown($759)
Time2/9/21 0:00
Quant open75
Worst price5.26
Drawdown as % of equity-4.04%
($418)
Includes Typical Broker Commissions trade costs of $7.50
3/5/21 9:26 TTCF TATTOOED CHEF INC LONG 80 19.39 3/10 12:42 20.67 0.83%
Trade id #134442577
Max drawdown($158)
Time3/5/21 11:28
Quant open80
Worst price17.41
Drawdown as % of equity-0.83%
$97
Includes Typical Broker Commissions trade costs of $5.00
2/17/21 11:43 DDD 3D SYSTEMS LONG 45 34.18 3/10 12:42 25.64 2.72%
Trade id #134112279
Max drawdown($515)
Time3/8/21 0:00
Quant open45
Worst price22.73
Drawdown as % of equity-2.72%
($394)
Includes Typical Broker Commissions trade costs of $10.00
2/24/21 11:02 NERD ROUNDHILL BITKRAFT ESPORTS & DIGITAL ENT ETF LONG 100 35.00 3/4 15:12 32.56 1.56%
Trade id #134255123
Max drawdown($307)
Time3/4/21 13:59
Quant open100
Worst price31.93
Drawdown as % of equity-1.56%
($249)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    11/5/2020
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    319.42
  • Age
    11 months ago
  • What it trades
    Stocks
  • # Trades
    64
  • # Profitable
    44
  • % Profitable
    68.80%
  • Avg trade duration
    47.8 days
  • Max peak-to-valley drawdown
    13.78%
  • drawdown period
    Feb 24, 2021 - Sept 20, 2021
  • Cumul. Return
    18.9%
  • Avg win
    $193.16
  • Avg loss
    $253.35
  • Model Account Values (Raw)
  • Cash
    $3,138
  • Margin Used
    $0
  • Buying Power
    $1,415
  • Ratios
  • W:L ratio
    1.71:1
  • Sharpe Ratio
    1.2
  • Sortino Ratio
    1.85
  • Calmar Ratio
    3.351
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -5.26%
  • Correlation to SP500
    0.30030
  • Return Percent SP500 (cumu) during strategy life
    24.14%
  • Return Statistics
  • Ann Return (w trading costs)
    21.6%
  • Slump
  • Current Slump as Pcnt Equity
    14.80%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.65%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.189%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    29.8%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    594
  • Popularity (Last 6 weeks)
    748
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    752
  • Popularity (7 days, Percentile 1000 scale)
    656
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $267
  • Avg Win
    $207
  • Sum Trade PL (losers)
    $5,349.000
  • Age
  • Num Months filled monthly returns table
    11
  • Win / Loss
  • Sum Trade PL (winners)
    $9,128.000
  • # Winners
    44
  • Num Months Winners
    7
  • Dividends
  • Dividends Received in Model Acct
    79
  • Win / Loss
  • # Losers
    20
  • % Winners
    68.8%
  • Frequency
  • Avg Position Time (mins)
    68869.50
  • Avg Position Time (hrs)
    1147.83
  • Avg Trade Length
    47.8 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.78
  • Daily leverage (max)
    1.57
  • Regression
  • Alpha
    0.04
  • Beta
    0.38
  • Treynor Index
    0.16
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.98
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    14.685
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.656
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.223
  • Hold-and-Hope Ratio
    0.498
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.37767
  • SD
    0.18995
  • Sharpe ratio (Glass type estimate)
    1.98828
  • Sharpe ratio (Hedges UMVUE)
    1.81704
  • df
    9.00000
  • t
    1.81504
  • p
    0.05145
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.38764
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.27221
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.48825
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.12233
  • Statistics related to Sortino ratio
  • Sortino ratio
    10.89410
  • Upside Potential Ratio
    12.48970
  • Upside part of mean
    0.43298
  • Downside part of mean
    -0.05531
  • Upside SD
    0.20774
  • Downside SD
    0.03467
  • N nonnegative terms
    7.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    10.00000
  • Mean of predictor
    0.27405
  • Mean of criterion
    0.37767
  • SD of predictor
    0.06924
  • SD of criterion
    0.18995
  • Covariance
    0.00225
  • r
    0.17072
  • b (slope, estimate of beta)
    0.46836
  • a (intercept, estimate of alpha)
    0.24931
  • Mean Square Error
    0.03941
  • DF error
    8.00000
  • t(b)
    0.49008
  • p(b)
    0.31862
  • t(a)
    0.73238
  • p(a)
    0.24242
  • Lowerbound of 95% confidence interval for beta
    -1.73547
  • Upperbound of 95% confidence interval for beta
    2.67220
  • Lowerbound of 95% confidence interval for alpha
    -0.53569
  • Upperbound of 95% confidence interval for alpha
    1.03432
  • Treynor index (mean / b)
    0.80636
  • Jensen alpha (a)
    0.24931
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.35645
  • SD
    0.17793
  • Sharpe ratio (Glass type estimate)
    2.00333
  • Sharpe ratio (Hedges UMVUE)
    1.83079
  • df
    9.00000
  • t
    1.82878
  • p
    0.05035
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.37556
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.28976
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.47682
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.13840
  • Statistics related to Sortino ratio
  • Sortino ratio
    10.18940
  • Upside Potential Ratio
    11.78430
  • Upside part of mean
    0.41224
  • Downside part of mean
    -0.05579
  • Upside SD
    0.19457
  • Downside SD
    0.03498
  • N nonnegative terms
    7.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    10.00000
  • Mean of predictor
    0.26830
  • Mean of criterion
    0.35645
  • SD of predictor
    0.06733
  • SD of criterion
    0.17793
  • Covariance
    0.00220
  • r
    0.18323
  • b (slope, estimate of beta)
    0.48419
  • a (intercept, estimate of alpha)
    0.22654
  • Mean Square Error
    0.03442
  • DF error
    8.00000
  • t(b)
    0.52718
  • p(b)
    0.30619
  • t(a)
    0.70923
  • p(a)
    0.24916
  • Lowerbound of 95% confidence interval for beta
    -1.63377
  • Upperbound of 95% confidence interval for beta
    2.60215
  • Lowerbound of 95% confidence interval for alpha
    -0.51004
  • Upperbound of 95% confidence interval for alpha
    0.96312
  • Treynor index (mean / b)
    0.73617
  • Jensen alpha (a)
    0.22654
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.05331
  • Expected Shortfall on VaR
    0.07324
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00740
  • Expected Shortfall on VaR
    0.01627
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    10.00000
  • Minimum
    0.97805
  • Quartile 1
    1.00267
  • Median
    1.01890
  • Quartile 3
    1.05263
  • Maximum
    1.16606
  • Mean of quarter 1
    0.98696
  • Mean of quarter 2
    1.01236
  • Mean of quarter 3
    1.03244
  • Mean of quarter 4
    1.09584
  • Inter Quartile Range
    0.04996
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    1.16606
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -3.20861
  • VaR(95%) (regression method)
    0.04179
  • Expected Shortfall (regression method)
    0.04193
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.01791
  • Quartile 1
    0.01892
  • Median
    0.01993
  • Quartile 3
    0.02094
  • Maximum
    0.02195
  • Mean of quarter 1
    0.01791
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.02195
  • Inter Quartile Range
    0.00202
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.45304
  • Compounded annual return (geometric extrapolation)
    0.46866
  • Calmar ratio (compounded annual return / max draw down)
    21.35270
  • Compounded annual return / average of 25% largest draw downs
    21.35270
  • Compounded annual return / Expected Shortfall lognormal
    6.39883
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.27079
  • SD
    0.15049
  • Sharpe ratio (Glass type estimate)
    1.79935
  • Sharpe ratio (Hedges UMVUE)
    1.79332
  • df
    224.00000
  • t
    1.66746
  • p
    0.04841
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.32416
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.91892
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.32817
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.91481
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.81463
  • Upside Potential Ratio
    10.93720
  • Upside part of mean
    1.05226
  • Downside part of mean
    -0.78147
  • Upside SD
    0.11650
  • Downside SD
    0.09621
  • N nonnegative terms
    125.00000
  • N negative terms
    100.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    225.00000
  • Mean of predictor
    0.23163
  • Mean of criterion
    0.27079
  • SD of predictor
    0.12399
  • SD of criterion
    0.15049
  • Covariance
    0.00539
  • r
    0.28907
  • b (slope, estimate of beta)
    0.35087
  • a (intercept, estimate of alpha)
    0.19000
  • Mean Square Error
    0.02085
  • DF error
    223.00000
  • t(b)
    4.50931
  • p(b)
    0.00001
  • t(a)
    1.20827
  • p(a)
    0.11411
  • Lowerbound of 95% confidence interval for beta
    0.19753
  • Upperbound of 95% confidence interval for beta
    0.50421
  • Lowerbound of 95% confidence interval for alpha
    -0.11958
  • Upperbound of 95% confidence interval for alpha
    0.49862
  • Treynor index (mean / b)
    0.77177
  • Jensen alpha (a)
    0.18952
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.25939
  • SD
    0.15019
  • Sharpe ratio (Glass type estimate)
    1.72707
  • Sharpe ratio (Hedges UMVUE)
    1.72128
  • df
    224.00000
  • t
    1.60048
  • p
    0.05545
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.39585
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.84619
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.39970
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.84227
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.67576
  • Upside Potential Ratio
    10.78440
  • Upside part of mean
    1.04545
  • Downside part of mean
    -0.78606
  • Upside SD
    0.11540
  • Downside SD
    0.09694
  • N nonnegative terms
    125.00000
  • N negative terms
    100.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    225.00000
  • Mean of predictor
    0.22385
  • Mean of criterion
    0.25939
  • SD of predictor
    0.12402
  • SD of criterion
    0.15019
  • Covariance
    0.00542
  • r
    0.29123
  • b (slope, estimate of beta)
    0.35270
  • a (intercept, estimate of alpha)
    0.18044
  • Mean Square Error
    0.02074
  • DF error
    223.00000
  • t(b)
    4.54605
  • p(b)
    0.00000
  • t(a)
    1.15399
  • p(a)
    0.12487
  • Lowerbound of 95% confidence interval for beta
    0.19981
  • Upperbound of 95% confidence interval for beta
    0.50559
  • Lowerbound of 95% confidence interval for alpha
    -0.12769
  • Upperbound of 95% confidence interval for alpha
    0.48857
  • Treynor index (mean / b)
    0.73545
  • Jensen alpha (a)
    0.18044
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01417
  • Expected Shortfall on VaR
    0.01798
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00639
  • Expected Shortfall on VaR
    0.01255
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    225.00000
  • Minimum
    0.97683
  • Quartile 1
    0.99647
  • Median
    1.00106
  • Quartile 3
    1.00677
  • Maximum
    1.03773
  • Mean of quarter 1
    0.98968
  • Mean of quarter 2
    0.99885
  • Mean of quarter 3
    1.00365
  • Mean of quarter 4
    1.01258
  • Inter Quartile Range
    0.01030
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.02667
  • Mean of outliers low
    0.97910
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.01333
  • Mean of outliers high
    1.03429
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.54470
  • VaR(95%) (moments method)
    0.00917
  • Expected Shortfall (moments method)
    0.01060
  • Extreme Value Index (regression method)
    -0.21490
  • VaR(95%) (regression method)
    0.01043
  • Expected Shortfall (regression method)
    0.01337
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    18.00000
  • Minimum
    0.00027
  • Quartile 1
    0.00171
  • Median
    0.00381
  • Quartile 3
    0.01080
  • Maximum
    0.09933
  • Mean of quarter 1
    0.00111
  • Mean of quarter 2
    0.00244
  • Mean of quarter 3
    0.00695
  • Mean of quarter 4
    0.06142
  • Inter Quartile Range
    0.00909
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.09374
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.03093
  • VaR(95%) (moments method)
    0.03886
  • Expected Shortfall (moments method)
    0.05655
  • Extreme Value Index (regression method)
    -1.44487
  • VaR(95%) (regression method)
    0.04040
  • Expected Shortfall (regression method)
    0.04213
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.32584
  • Compounded annual return (geometric extrapolation)
    0.33282
  • Calmar ratio (compounded annual return / max draw down)
    3.35066
  • Compounded annual return / average of 25% largest draw downs
    5.41865
  • Compounded annual return / Expected Shortfall lognormal
    18.51060
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.09685
  • SD
    0.15162
  • Sharpe ratio (Glass type estimate)
    -0.63879
  • Sharpe ratio (Hedges UMVUE)
    -0.63510
  • df
    130.00000
  • t
    -0.45169
  • p
    0.51979
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.41048
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.13531
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.40798
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.13778
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.87352
  • Upside Potential Ratio
    8.18247
  • Upside part of mean
    0.90725
  • Downside part of mean
    -1.00410
  • Upside SD
    0.10274
  • Downside SD
    0.11088
  • N nonnegative terms
    67.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.19327
  • Mean of criterion
    -0.09685
  • SD of predictor
    0.10856
  • SD of criterion
    0.15162
  • Covariance
    0.00672
  • r
    0.40810
  • b (slope, estimate of beta)
    0.56999
  • a (intercept, estimate of alpha)
    -0.20702
  • Mean Square Error
    0.01931
  • DF error
    129.00000
  • t(b)
    5.07715
  • p(b)
    0.24760
  • t(a)
    -1.04709
  • p(a)
    0.55836
  • Lowerbound of 95% confidence interval for beta
    0.34787
  • Upperbound of 95% confidence interval for beta
    0.79211
  • Lowerbound of 95% confidence interval for alpha
    -0.59818
  • Upperbound of 95% confidence interval for alpha
    0.18415
  • Treynor index (mean / b)
    -0.16992
  • Jensen alpha (a)
    -0.20702
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.10827
  • SD
    0.15164
  • Sharpe ratio (Glass type estimate)
    -0.71401
  • Sharpe ratio (Hedges UMVUE)
    -0.70989
  • df
    130.00000
  • t
    -0.50488
  • p
    0.52212
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.48585
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.06048
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.48304
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.06326
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.96913
  • Upside Potential Ratio
    8.07313
  • Upside part of mean
    0.90193
  • Downside part of mean
    -1.01020
  • Upside SD
    0.10189
  • Downside SD
    0.11172
  • N nonnegative terms
    67.00000
  • N negative terms
    64.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.18734
  • Mean of criterion
    -0.10827
  • SD of predictor
    0.10856
  • SD of criterion
    0.15164
  • Covariance
    0.00674
  • r
    0.40950
  • b (slope, estimate of beta)
    0.57202
  • a (intercept, estimate of alpha)
    -0.21543
  • Mean Square Error
    0.01929
  • DF error
    129.00000
  • t(b)
    5.09811
  • p(b)
    0.24678
  • t(a)
    -1.09067
  • p(a)
    0.56076
  • VAR (95 Confidence Intrvl)
    0.01400
  • Lowerbound of 95% confidence interval for beta
    0.35002
  • Upperbound of 95% confidence interval for beta
    0.79401
  • Lowerbound of 95% confidence interval for alpha
    -0.60623
  • Upperbound of 95% confidence interval for alpha
    0.17537
  • Treynor index (mean / b)
    -0.18928
  • Jensen alpha (a)
    -0.21543
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01570
  • Expected Shortfall on VaR
    0.01954
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00881
  • Expected Shortfall on VaR
    0.01594
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.97683
  • Quartile 1
    0.99364
  • Median
    1.00026
  • Quartile 3
    1.00598
  • Maximum
    1.03386
  • Mean of quarter 1
    0.98778
  • Mean of quarter 2
    0.99723
  • Mean of quarter 3
    1.00272
  • Mean of quarter 4
    1.01131
  • Inter Quartile Range
    0.01235
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.00763
  • Mean of outliers high
    1.03386
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.05256
  • VaR(95%) (moments method)
    0.01256
  • Expected Shortfall (moments method)
    0.01592
  • Extreme Value Index (regression method)
    -0.07340
  • VaR(95%) (regression method)
    0.01228
  • Expected Shortfall (regression method)
    0.01533
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00256
  • Quartile 1
    0.01677
  • Median
    0.03215
  • Quartile 3
    0.07658
  • Maximum
    0.09933
  • Mean of quarter 1
    0.00298
  • Mean of quarter 2
    0.02417
  • Mean of quarter 3
    0.05442
  • Mean of quarter 4
    0.09533
  • Inter Quartile Range
    0.05982
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -297749000
  • Max Equity Drawdown (num days)
    208
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.07877
  • Compounded annual return (geometric extrapolation)
    -0.07722
  • Calmar ratio (compounded annual return / max draw down)
    -0.77741
  • Compounded annual return / average of 25% largest draw downs
    -0.81001
  • Compounded annual return / Expected Shortfall lognormal
    -3.95235

Strategy Description

Stock picks for momentum/swing trade
mostly long mostly not leveraged

I Dont trade every day but try to be very active!
not recommended to joint trade in progress with under 25K
***COUPON FOR ONE MONTH FREE TRAIL - UGBD4684

Summary Statistics

Includes fees & commissions C2 Israel
Strategy began
2020-11-05
Suggested Minimum Capital
$35,000
# Trades
64
# Profitable
44
% Profitable
68.8%
Net Dividends
Correlation S&P500
0.300
Sharpe Ratio
1.20
Sortino Ratio
1.85
Beta
0.38
Alpha
0.04
Leverage
0.78 Average
1.57 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.

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.

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