Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

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

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

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it
Listing Edit Subscribers Broadcast Share System 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 08/26/2022
Most recent certification approved 8/26/22 10:50 ET
Trades at broker Israel Interactive Trading (Server2)
Scaling percentage used 100%
# trading signals issued by system since certification 500
# trading signals executed in manager's Israel Interactive Trading (Server2) account 498
Percent signals followed since 08/26/2022 99.6%
This information was last updated 11/22/24 13:41 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 08/26/2022, 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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.

Tedeschi shomer shabbat

Created by: YoramTadeski YoramTadeski
Started: 08/2022
Stocks
Last trade: Yesterday

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 $32.00 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.

14.4%
Annual Return (Compounded)

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 Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(20.7%)
Max Drawdown
228
Num Trades
47.8%
Win Trades
1.7 : 1
Profit Factor
60.7%
Win Months
Hypothetical Monthly Returns (includes system fee and C2 Israel commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                                 (1.8%)(11.1%)+7.9%+0.5%(10%)(14.8%)
2023+7.2%(5.6%)(3%)+1.1%(4.2%)+1.7%+6.7%+0.8%(1.5%)+0.5%+9.0%+6.3%+19.4%
2024+1.1%+5.8%(2%)(9.4%)+3.6%+1.1%(2.6%)(0.2%)+7.3%+5.0%+22.4%      +33.4%

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

Show AutoTrade data Hide AutoTrade data
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/15/24 9:30 MEDP MEDPACE HOLDINGS INC. COMMON STOCK LONG 4 351.34 11/14 9:58 348.01 0.89%
Trade id #149661680
Max drawdown($197)
Time10/22/24 0:00
Quant open4
Worst price302.01
Drawdown as % of equity-0.89%
 ($13)
Includes Typical Broker Commissions trade costs of $0.10
11/12/24 12:46 LI LI AUTO INC SHORT 400 22.57 11/12 12:54 22.65 0.2%
Trade id #150067484
Max drawdown($50)
Time11/12/24 12:54
Quant open400
Worst price22.69
Drawdown as % of equity-0.20%
 ($44)
Includes Typical Broker Commissions trade costs of $10.20
9/20/24 9:30 HURN HURON CONSULTING GROUP LONG 15 109.97 11/7 9:38 126.26 0.49%
Trade id #149465921
Max drawdown($105)
Time10/25/24 0:00
Quant open15
Worst price102.94
Drawdown as % of equity-0.49%
 $244
Includes Typical Broker Commissions trade costs of $0.39
11/6/24 11:50 TSLA TESLA INC. LONG 48 285.27 11/6 12:11 286.27 0.08%
Trade id #150011396
Max drawdown($19)
Time11/6/24 11:53
Quant open48
Worst price284.87
Drawdown as % of equity-0.08%
 $46
Includes Typical Broker Commissions trade costs of $2.40
10/29/24 9:30 SPY SPDR S&P 500 LONG 28 579.91 10/29 10:22 580.54 0.19%
Trade id #149872991
Max drawdown($41)
Time10/29/24 9:38
Quant open28
Worst price578.43
Drawdown as % of equity-0.19%
 $17
Includes Typical Broker Commissions trade costs of $1.40
9/30/24 10:59 UHS UNIVERSAL HEALTH SERVICES LONG 6 222.62 10/24 9:42 228.83 0.41%
Trade id #149540798
Max drawdown($86)
Time10/9/24 0:00
Quant open6
Worst price208.24
Drawdown as % of equity-0.41%
 $37
Includes Typical Broker Commissions trade costs of $0.15
10/22/24 9:36 GM GENERAL MOTORS LONG 60 51.44 10/23 11:32 52.49 n/a $60
Includes Typical Broker Commissions trade costs of $3.01
10/18/24 9:35 TSM TAIWAN SEMICONDUCTOR SHORT 16 202.13 10/18 10:16 202.96 0.13%
Trade id #149694428
Max drawdown($28)
Time10/18/24 10:04
Quant open16
Worst price203.93
Drawdown as % of equity-0.13%
 ($13)
Includes Typical Broker Commissions trade costs of $0.41
10/15/24 10:38 SPY SPDR S&P 500 SHORT 18 581.98 10/18 9:33 583.04 0.34%
Trade id #149663275
Max drawdown($74)
Time10/17/24 0:00
Quant open18
Worst price586.12
Drawdown as % of equity-0.34%
 ($20)
Includes Typical Broker Commissions trade costs of $0.90
8/28/24 9:30 BMI BADGER METER LONG 6 205.23 10/17 9:41 204.93 0.51%
Trade id #149080198
Max drawdown($92)
Time9/9/24 0:00
Quant open6
Worst price189.87
Drawdown as % of equity-0.51%
 ($2)
Includes Typical Broker Commissions trade costs of $0.15
10/10/24 9:30 SPY SPDR S&P 500 LONG 18 575.87 10/10 12:18 577.40 0.11%
Trade id #149626670
Max drawdown($23)
Time10/10/24 9:49
Quant open18
Worst price574.56
Drawdown as % of equity-0.11%
 $27
Includes Typical Broker Commissions trade costs of $0.90
8/8/24 10:25 PLMR PALOMAR HOLDINGS INC. COMMON STOCK LONG 9 94.58 10/10 12:12 92.80 0.4%
Trade id #148866610
Max drawdown($71)
Time8/9/24 0:00
Quant open9
Worst price86.61
Drawdown as % of equity-0.40%
 ($16)
Includes Typical Broker Commissions trade costs of $0.23
10/9/24 12:18 KLC KINDER CARE LEARNING COMPANIES INC LONG 148 26.82 10/9 12:53 27.05 n/a $30
Includes Typical Broker Commissions trade costs of $3.77
10/2/24 9:30 SPY SPDR S&P 500 LONG 26 567.73 10/2 10:34 568.48 0.31%
Trade id #149558566
Max drawdown($63)
Time10/2/24 9:43
Quant open26
Worst price565.27
Drawdown as % of equity-0.31%
 $19
Includes Typical Broker Commissions trade costs of $1.30
6/13/24 11:35 UHS UNIVERSAL HEALTH SERVICES LONG 7 186.71 9/30 9:32 214.29 0.33%
Trade id #148400514
Max drawdown($65)
Time7/8/24 0:00
Quant open7
Worst price177.34
Drawdown as % of equity-0.33%
 $193
Includes Typical Broker Commissions trade costs of $0.36
9/20/24 9:37 CEG CONSTELLATION ENERGY CORPORATION LONG 4 243.00 9/20 10:06 234.99 0.16%
Trade id #149466259
Max drawdown($32)
Time9/20/24 10:06
Quant open4
Worst price234.80
Drawdown as % of equity-0.16%
 ($32)
Includes Typical Broker Commissions trade costs of $0.20
9/18/24 9:30 SPY SPDR S&P 500 SHORT 36 563.61 9/18 9:36 562.92 n/a $23
Includes Typical Broker Commissions trade costs of $1.80
9/13/24 9:51 UBER UBER TECHNOLOGIES INC LONG 24 72.19 9/13 11:01 71.44 0.1%
Trade id #149383011
Max drawdown($19)
Time9/13/24 11:01
Quant open24
Worst price71.36
Drawdown as % of equity-0.10%
 ($19)
Includes Typical Broker Commissions trade costs of $0.61
6/13/24 11:38 VEEV VEEVA SYSTEMS INC LONG 7 188.74 9/12 11:24 219.22 0.42%
Trade id #148400529
Max drawdown($86)
Time6/18/24 0:00
Quant open7
Worst price176.41
Drawdown as % of equity-0.42%
 $213
Includes Typical Broker Commissions trade costs of $0.18
9/4/24 9:49 SPY SPDR S&P 500 SHORT 92 552.02 9/4 9:51 551.97 n/a $0
Includes Typical Broker Commissions trade costs of $4.60
9/4/24 9:30 SPY SPDR S&P 500 LONG 16 550.22 9/4 9:46 551.91 n/a $26
Includes Typical Broker Commissions trade costs of $0.80
5/22/24 9:30 UBS UBS GROUP AG LONG 85 30.20 9/3 9:36 30.23 1.29%
Trade id #148224264
Max drawdown($240)
Time8/5/24 0:00
Quant open85
Worst price27.37
Drawdown as % of equity-1.29%
 $1
Includes Typical Broker Commissions trade costs of $2.16
6/20/24 9:30 MEDP MEDPACE HOLDINGS INC. COMMON STOCK LONG 3 400.29 8/30 10:57 349.00 0.84%
Trade id #148453825
Max drawdown($162)
Time8/30/24 10:55
Quant open3
Worst price346.21
Drawdown as % of equity-0.84%
 ($154)
Includes Typical Broker Commissions trade costs of $0.16
8/28/24 13:38 COIN COINBASE GLOBAL INC. CLASS A SHORT 26 189.82 8/28 14:08 189.19 n/a $15
Includes Typical Broker Commissions trade costs of $1.31
8/19/24 10:04 ZIM ZIM INTEGRATED SHIPPING SERVICES LTD LONG 120 22.99 8/19 10:21 23.32 0.1%
Trade id #148952266
Max drawdown($18)
Time8/19/24 10:07
Quant open120
Worst price22.84
Drawdown as % of equity-0.10%
 $36
Includes Typical Broker Commissions trade costs of $3.06
8/16/24 9:30 SPY SPDR S&P 500 LONG 12 551.29 8/16 10:34 552.96 n/a $19
Includes Typical Broker Commissions trade costs of $0.60
7/17/24 11:03 AZEK AZEK COMPANY INC LONG 56 44.96 8/7 9:36 35.60 2.89%
Trade id #148670924
Max drawdown($530)
Time8/7/24 9:35
Quant open56
Worst price35.48
Drawdown as % of equity-2.89%
 ($525)
Includes Typical Broker Commissions trade costs of $1.43
8/6/24 9:30 SPY SPDR S&P 500 SHORT 10 519.42 8/6 10:13 523.66 0.25%
Trade id #148840378
Max drawdown($45)
Time8/6/24 10:10
Quant open10
Worst price523.95
Drawdown as % of equity-0.25%
 ($43)
Includes Typical Broker Commissions trade costs of $0.50
5/7/24 12:49 FSLR FIRST SOLAR INC LONG 6 196.78 8/5 9:33 196.40 0.43%
Trade id #148113318
Max drawdown($80)
Time5/14/24 0:00
Quant open6
Worst price183.35
Drawdown as % of equity-0.43%
 ($2)
Includes Typical Broker Commissions trade costs of $0.15
8/2/24 10:09 MCHP MICROCHIP TECHNOLOGY SHORT 100 76.63 8/2 10:19 76.39 0.14%
Trade id #148807145
Max drawdown($26)
Time8/2/24 10:17
Quant open50
Worst price77.17
Drawdown as % of equity-0.14%
 $21
Includes Typical Broker Commissions trade costs of $2.55
Next

Statistics

  • Strategy began
    8/17/2022
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    828.22
  • Age
    28 months ago
  • What it trades
    Stocks
  • # Trades
    228
  • # Profitable
    109
  • % Profitable
    47.80%
  • Avg trade duration
    41.3 days
  • Max peak-to-valley drawdown
    20.66%
  • drawdown period
    Aug 17, 2022 - April 09, 2023
  • Annual Return (Compounded)
    13.5%
  • Avg win
    $193.87
  • Avg loss
    $105.63
  • Model Account Values (Raw)
  • Cash
    $9,748
  • Margin Used
    $0
  • Buying Power
    $17,953
  • Ratios
  • W:L ratio
    1.70:1
  • Sharpe Ratio
    0.58
  • Sortino Ratio
    0.85
  • Calmar Ratio
    2.351
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -5.73%
  • Correlation to SP500
    0.59490
  • Return Percent SP500 (cumu) during strategy life
    39.66%
  • Return Statistics
  • Ann Return (w trading costs)
    13.5%
  • Slump
  • Current Slump as Pcnt Equity
    0.40%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.135%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    17.4%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    552
  • Popularity (Last 6 weeks)
    751
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • Performance-weighted percentile
    429
  • Popularity (7 days, Percentile 1000 scale)
    633
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $106
  • Avg Win
    $194
  • Sum Trade PL (losers)
    $12,570.000
  • Age
  • Num Months filled monthly returns table
    28
  • Win / Loss
  • Sum Trade PL (winners)
    $21,132.000
  • # Winners
    109
  • Num Months Winners
    17
  • Dividends
  • Dividends Received in Model Acct
    252
  • AUM
  • AUM (AutoTrader live capital)
    28682
  • Win / Loss
  • # Losers
    119
  • % Winners
    47.8%
  • Frequency
  • Avg Position Time (mins)
    59414.00
  • Avg Position Time (hrs)
    990.23
  • Avg Trade Length
    41.3 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.85
  • Daily leverage (max)
    3.47
  • Regression
  • Alpha
    0.01
  • Beta
    0.76
  • Treynor Index
    0.05
  • 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)
    -0.69
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    3.116
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.285
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.208
  • Hold-and-Hope Ratio
    -0.036
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.30427
  • SD
    0.30960
  • Sharpe ratio (Glass type estimate)
    0.98279
  • Sharpe ratio (Hedges UMVUE)
    0.91983
  • df
    12.00000
  • t
    1.02292
  • p
    0.35840
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.95944
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.88620
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.99886
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.83852
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.90501
  • Upside Potential Ratio
    3.72502
  • Upside part of mean
    0.59496
  • Downside part of mean
    -0.29069
  • Upside SD
    0.26586
  • Downside SD
    0.15972
  • N nonnegative terms
    9.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    13.00000
  • Mean of predictor
    0.30785
  • Mean of criterion
    0.30427
  • SD of predictor
    0.20719
  • SD of criterion
    0.30960
  • Covariance
    0.03748
  • r
    0.58425
  • b (slope, estimate of beta)
    0.87301
  • a (intercept, estimate of alpha)
    0.03552
  • Mean Square Error
    0.06887
  • DF error
    11.00000
  • t(b)
    2.38761
  • p(b)
    0.01801
  • t(a)
    0.12862
  • p(a)
    0.44999
  • Lowerbound of 95% confidence interval for beta
    0.06824
  • Upperbound of 95% confidence interval for beta
    1.67779
  • Lowerbound of 95% confidence interval for alpha
    -0.57223
  • Upperbound of 95% confidence interval for alpha
    0.64326
  • Treynor index (mean / b)
    0.34853
  • Jensen alpha (a)
    0.03552
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.25782
  • SD
    0.30179
  • Sharpe ratio (Glass type estimate)
    0.85428
  • Sharpe ratio (Hedges UMVUE)
    0.79956
  • df
    12.00000
  • t
    0.88916
  • p
    0.37569
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.07589
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.75046
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.11049
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.70960
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.54021
  • Upside Potential Ratio
    3.35379
  • Upside part of mean
    0.56139
  • Downside part of mean
    -0.30358
  • Upside SD
    0.24818
  • Downside SD
    0.16739
  • N nonnegative terms
    9.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    13.00000
  • Mean of predictor
    0.28451
  • Mean of criterion
    0.25782
  • SD of predictor
    0.20171
  • SD of criterion
    0.30179
  • Covariance
    0.03816
  • r
    0.62689
  • b (slope, estimate of beta)
    0.93793
  • a (intercept, estimate of alpha)
    -0.00904
  • Mean Square Error
    0.06031
  • DF error
    11.00000
  • t(b)
    2.66862
  • p(b)
    0.01092
  • t(a)
    -0.03527
  • p(a)
    0.51375
  • Lowerbound of 95% confidence interval for beta
    0.16436
  • Upperbound of 95% confidence interval for beta
    1.71151
  • Lowerbound of 95% confidence interval for alpha
    -0.57308
  • Upperbound of 95% confidence interval for alpha
    0.55500
  • Treynor index (mean / b)
    0.27488
  • Jensen alpha (a)
    -0.00904
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11469
  • Expected Shortfall on VaR
    0.14590
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04080
  • Expected Shortfall on VaR
    0.08330
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    13.00000
  • Minimum
    0.89025
  • Quartile 1
    0.96187
  • Median
    1.02773
  • Quartile 3
    1.06758
  • Maximum
    1.16646
  • Mean of quarter 1
    0.92360
  • Mean of quarter 2
    1.02129
  • Mean of quarter 3
    1.04715
  • Mean of quarter 4
    1.15339
  • Inter Quartile Range
    0.10571
  • 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 for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -7.35829
  • VaR(95%) (moments method)
    0.07408
  • Expected Shortfall (moments method)
    0.07408
  • Extreme Value Index (regression method)
    -1.35209
  • VaR(95%) (regression method)
    0.12133
  • Expected Shortfall (regression method)
    0.12633
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.10975
  • Quartile 1
    0.11646
  • Median
    0.12316
  • Quartile 3
    0.12986
  • Maximum
    0.13657
  • Mean of quarter 1
    0.10975
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.13657
  • Inter Quartile Range
    0.01341
  • 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)
    0.33488
  • Compounded annual return (geometric extrapolation)
    0.33072
  • Calmar ratio (compounded annual return / max draw down)
    2.42167
  • Compounded annual return / average of 25% largest draw downs
    2.42167
  • Compounded annual return / Expected Shortfall lognormal
    2.26683
  • 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
    0.32203
  • SD
    0.23581
  • Sharpe ratio (Glass type estimate)
    1.36565
  • Sharpe ratio (Hedges UMVUE)
    1.36215
  • df
    293.00000
  • t
    1.44664
  • p
    0.07453
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.48901
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.21804
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.49136
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.21566
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.12600
  • Upside Potential Ratio
    8.85015
  • Upside part of mean
    1.34056
  • Downside part of mean
    -1.01853
  • Upside SD
    0.18130
  • Downside SD
    0.15147
  • N nonnegative terms
    161.00000
  • N negative terms
    133.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    294.00000
  • Mean of predictor
    0.28845
  • Mean of criterion
    0.32203
  • SD of predictor
    0.20793
  • SD of criterion
    0.23581
  • Covariance
    0.02933
  • r
    0.59819
  • b (slope, estimate of beta)
    0.67840
  • a (intercept, estimate of alpha)
    0.12600
  • Mean Square Error
    0.03583
  • DF error
    292.00000
  • t(b)
    12.75580
  • p(b)
    0.00000
  • t(a)
    0.70448
  • p(a)
    0.24085
  • Lowerbound of 95% confidence interval for beta
    0.57373
  • Upperbound of 95% confidence interval for beta
    0.78307
  • Lowerbound of 95% confidence interval for alpha
    -0.22663
  • Upperbound of 95% confidence interval for alpha
    0.47933
  • Treynor index (mean / b)
    0.47469
  • Jensen alpha (a)
    0.12635
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.29420
  • SD
    0.23533
  • Sharpe ratio (Glass type estimate)
    1.25014
  • Sharpe ratio (Hedges UMVUE)
    1.24694
  • df
    293.00000
  • t
    1.32429
  • p
    0.09322
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.60388
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.10211
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.60604
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.09992
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.90260
  • Upside Potential Ratio
    8.56508
  • Upside part of mean
    1.32440
  • Downside part of mean
    -1.03021
  • Upside SD
    0.17780
  • Downside SD
    0.15463
  • N nonnegative terms
    161.00000
  • N negative terms
    133.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    294.00000
  • Mean of predictor
    0.26672
  • Mean of criterion
    0.29420
  • SD of predictor
    0.20803
  • SD of criterion
    0.23533
  • Covariance
    0.02956
  • r
    0.60391
  • b (slope, estimate of beta)
    0.68316
  • a (intercept, estimate of alpha)
    0.11198
  • Mean Square Error
    0.03530
  • DF error
    292.00000
  • t(b)
    12.94710
  • p(b)
    0.00000
  • t(a)
    0.62937
  • p(a)
    0.26480
  • Lowerbound of 95% confidence interval for beta
    0.57931
  • Upperbound of 95% confidence interval for beta
    0.78700
  • Lowerbound of 95% confidence interval for alpha
    -0.23820
  • Upperbound of 95% confidence interval for alpha
    0.46217
  • Treynor index (mean / b)
    0.43064
  • Jensen alpha (a)
    0.11198
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02253
  • Expected Shortfall on VaR
    0.02844
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00826
  • Expected Shortfall on VaR
    0.01755
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    294.00000
  • Minimum
    0.92422
  • Quartile 1
    0.99526
  • Median
    1.00095
  • Quartile 3
    1.00570
  • Maximum
    1.07020
  • Mean of quarter 1
    0.98600
  • Mean of quarter 2
    0.99884
  • Mean of quarter 3
    1.00321
  • Mean of quarter 4
    1.01729
  • Inter Quartile Range
    0.01044
  • Number outliers low
    10.00000
  • Percentage of outliers low
    0.03401
  • Mean of outliers low
    0.96106
  • Number of outliers high
    20.00000
  • Percentage of outliers high
    0.06803
  • Mean of outliers high
    1.03650
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.37909
  • VaR(95%) (moments method)
    0.01388
  • Expected Shortfall (moments method)
    0.02604
  • Extreme Value Index (regression method)
    0.46691
  • VaR(95%) (regression method)
    0.01331
  • Expected Shortfall (regression method)
    0.02738
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    12.00000
  • Minimum
    0.00175
  • Quartile 1
    0.01160
  • Median
    0.01945
  • Quartile 3
    0.02834
  • Maximum
    0.16165
  • Mean of quarter 1
    0.00634
  • Mean of quarter 2
    0.01453
  • Mean of quarter 3
    0.02354
  • Mean of quarter 4
    0.11610
  • Inter Quartile Range
    0.01674
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.15901
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -4969.59000
  • VaR(95%) (moments method)
    0.08052
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -5.57567
  • VaR(95%) (regression method)
    0.46389
  • Expected Shortfall (regression method)
    0.46397
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.38801
  • Compounded annual return (geometric extrapolation)
    0.38003
  • Calmar ratio (compounded annual return / max draw down)
    2.35092
  • Compounded annual return / average of 25% largest draw downs
    3.27322
  • Compounded annual return / Expected Shortfall lognormal
    13.36260
  • 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
    0.60560
  • SD
    0.17325
  • Sharpe ratio (Glass type estimate)
    3.49562
  • Sharpe ratio (Hedges UMVUE)
    3.47541
  • df
    130.00000
  • t
    2.47178
  • p
    0.39407
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.68496
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.29321
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.67160
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.27923
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.72219
  • Upside Potential Ratio
    14.32380
  • Upside part of mean
    1.29042
  • Downside part of mean
    -0.68483
  • Upside SD
    0.15188
  • Downside SD
    0.09009
  • N nonnegative terms
    82.00000
  • N negative terms
    49.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.22439
  • Mean of criterion
    0.60560
  • SD of predictor
    0.13514
  • SD of criterion
    0.17325
  • Covariance
    0.01410
  • r
    0.60203
  • b (slope, estimate of beta)
    0.77175
  • a (intercept, estimate of alpha)
    0.43242
  • Mean Square Error
    0.01928
  • DF error
    129.00000
  • t(b)
    8.56346
  • p(b)
    0.14135
  • t(a)
    2.19030
  • p(a)
    0.38018
  • Lowerbound of 95% confidence interval for beta
    0.59345
  • Upperbound of 95% confidence interval for beta
    0.95006
  • Lowerbound of 95% confidence interval for alpha
    0.04181
  • Upperbound of 95% confidence interval for alpha
    0.82303
  • Treynor index (mean / b)
    0.78470
  • Jensen alpha (a)
    0.43242
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.59014
  • SD
    0.17177
  • Sharpe ratio (Glass type estimate)
    3.43571
  • Sharpe ratio (Hedges UMVUE)
    3.41586
  • df
    130.00000
  • t
    2.42942
  • p
    0.39580
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.62628
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.23234
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.61312
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.21859
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.50200
  • Upside Potential Ratio
    14.09160
  • Upside part of mean
    1.27899
  • Downside part of mean
    -0.68885
  • Upside SD
    0.14957
  • Downside SD
    0.09076
  • N nonnegative terms
    82.00000
  • N negative terms
    49.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.21520
  • Mean of criterion
    0.59014
  • SD of predictor
    0.13533
  • SD of criterion
    0.17177
  • Covariance
    0.01408
  • r
    0.60592
  • b (slope, estimate of beta)
    0.76909
  • a (intercept, estimate of alpha)
    0.42463
  • Mean Square Error
    0.01882
  • DF error
    129.00000
  • t(b)
    8.65082
  • p(b)
    0.13937
  • t(a)
    2.17834
  • p(a)
    0.38080
  • VAR (95 Confidence Intrvl)
    0.02300
  • Lowerbound of 95% confidence interval for beta
    0.59319
  • Upperbound of 95% confidence interval for beta
    0.94498
  • Lowerbound of 95% confidence interval for alpha
    0.03895
  • Upperbound of 95% confidence interval for alpha
    0.81031
  • Treynor index (mean / b)
    0.76732
  • Jensen alpha (a)
    0.42463
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01509
  • Expected Shortfall on VaR
    0.01944
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00495
  • Expected Shortfall on VaR
    0.01032
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.97563
  • Quartile 1
    0.99773
  • Median
    1.00207
  • Quartile 3
    1.00705
  • Maximum
    1.05444
  • Mean of quarter 1
    0.99046
  • Mean of quarter 2
    1.00002
  • Mean of quarter 3
    1.00451
  • Mean of quarter 4
    1.01474
  • Inter Quartile Range
    0.00932
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.03053
  • Mean of outliers low
    0.98052
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.03490
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.69495
  • VaR(95%) (moments method)
    0.00718
  • Expected Shortfall (moments method)
    0.00817
  • Extreme Value Index (regression method)
    -0.13906
  • VaR(95%) (regression method)
    0.00885
  • Expected Shortfall (regression method)
    0.01203
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.00591
  • Quartile 1
    0.00968
  • Median
    0.02087
  • Quartile 3
    0.02419
  • Maximum
    0.10593
  • Mean of quarter 1
    0.00720
  • Mean of quarter 2
    0.01543
  • Mean of quarter 3
    0.02155
  • Mean of quarter 4
    0.06811
  • Inter Quartile Range
    0.01451
  • 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
    0.12500
  • Mean of outliers high
    0.10593
  • 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
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -341985000
  • Max Equity Drawdown (num days)
    235
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.72418
  • Compounded annual return (geometric extrapolation)
    0.85530
  • Calmar ratio (compounded annual return / max draw down)
    8.07400
  • Compounded annual return / average of 25% largest draw downs
    12.55720
  • Compounded annual return / Expected Shortfall lognormal
    44.00280

Strategy Description

Many Jews prefer that no work be done for them on Shabbat, In this strategy, there is no trade on Shabbat and on Jewish holidays. There are Jews (and Muslims) who avoid receiving interest, so with in this strategy there is no trade in bonds. I have made a moral decision not to participate in a deal, which is not worthwhile for all participants in it. So I never trade options. "Collective2" does not allow trading in options. And it's not difficult for me, because even before I joined Collective2" I had become familiar in trading stocks only (rarely etfs)". I use more than one strategy. Short-term (day trading and swing) I use technical analysis - mainly Japanese candles. Longer term I use fundamental analysis.

Summary Statistics

Includes fees & commissions C2 Israel
Strategy began
2022-08-17
Risk Score
Extreme
Suggested Minimum Capital
$5,000
# Trades
228
# Profitable
109
% Profitable
47.8%
Net Dividends
$252
Correlation S&P500
0.595
Sharpe Ratio
0.58
Sortino Ratio
0.85
Beta
0.76
Alpha
0.01
Leverage
0.85 Average
3.47 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# from #FROMWHERE#
started following started following #SUBSCRIBEDDATE#

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

Okay, gotcha.

Not available

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

Want to see available plans and features?

Please hold...

Strategy is now visible

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

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

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

Continue to designate your strategy as Private?

Mark as Private Keep Public

Strategy is no longer visible

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

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

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

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

You can restore public visibility at any time.

Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.

The risk profile is set by the investment/trading style, types of assets and level of leverage. These factors place strategies into five risk levels: Low, Moderate, Medium, High, and Extreme.