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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 06/10/2024
Most recent certification approved 6/10/24 10:42 ET
Trades at broker Israel Interactive Trading
Scaling percentage used 100%
# trading signals issued by system since certification 53
# trading signals executed in manager's Israel Interactive Trading account 53
Percent signals followed since 06/10/2024 100%
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 06/10/2024, 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.

PI Algorithm

Created by: GND GND
Started: 06/2024
Stocks
Last trade: 9 days ago
Trading style: Equity Trend-following Short-term Reversal

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 $50.00 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.
Short-term Reversal
Category: Equity

Short-term Reversal

Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).
8.7%
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.

(26.5%)
Max Drawdown
14
Num Trades
71.4%
Win Trades
1.4 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and C2 Israel commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                   +12.8%(15.9%)+4.1%+4.8%(1.4%)+6.4%      +8.7%

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 100 hours.

Trading Record

This strategy has placed 53 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
8/9/24 15:48 QQQ POWERSHARES QQQ LONG 17 463.86 11/12 15:50 496.52 0.62%
Trade id #148881322
Max drawdown($60)
Time9/6/24 0:00
Quant open11
Worst price448.19
Drawdown as % of equity-0.62%
 $554
Includes Typical Broker Commissions trade costs of $0.86
8/5/24 15:46 TQQQ PROSHARES ULTRAPRO QQQ LONG 178 52.76 8/9 15:45 57.04 0.19%
Trade id #148835455
Max drawdown($17)
Time8/5/24 15:50
Quant open178
Worst price52.66
Drawdown as % of equity-0.19%
 $753
Includes Typical Broker Commissions trade costs of $8.91
8/8/24 15:46 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 172 37.70 8/9 15:45 32.02 10.53%
Trade id #148870862
Max drawdown($997)
Time8/9/24 15:43
Quant open172
Worst price31.90
Drawdown as % of equity-10.53%
 ($987)
Includes Typical Broker Commissions trade costs of $8.60
8/6/24 15:48 QQQ POWERSHARES QQQ LONG 14 442.05 8/8 15:45 447.70 1.13%
Trade id #148849110
Max drawdown($107)
Time8/7/24 0:00
Quant open14
Worst price434.37
Drawdown as % of equity-1.13%
 $78
Includes Typical Broker Commissions trade costs of $0.70
7/11/24 15:44 QQQ POWERSHARES QQQ LONG 21 477.73 8/5 15:44 449.28 6.88%
Trade id #148626736
Max drawdown($651)
Time8/5/24 9:30
Quant open12
Worst price423.45
Drawdown as % of equity-6.88%
 ($599)
Includes Typical Broker Commissions trade costs of $1.06
7/11/24 15:43 TQQQ PROSHARES ULTRAPRO QQQ LONG 219 72.92 8/2 15:45 64.73 12.87%
Trade id #148626727
Max drawdown($1,396)
Time7/25/24 0:00
Quant open80
Worst price62.13
Drawdown as % of equity-12.87%
 ($1,806)
Includes Typical Broker Commissions trade costs of $10.95
7/9/24 15:50 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 540 21.47 7/11 15:41 21.78 2%
Trade id #148604941
Max drawdown($231)
Time7/10/24 0:00
Quant open540
Worst price21.04
Drawdown as % of equity-2.00%
 $141
Includes Typical Broker Commissions trade costs of $27.00
6/28/24 15:21 QQQ POWERSHARES QQQ LONG 4 480.75 7/9 15:49 497.64 0.16%
Trade id #148533934
Max drawdown($17)
Time7/1/24 0:00
Quant open4
Worst price476.25
Drawdown as % of equity-0.16%
 $68
Includes Typical Broker Commissions trade costs of $0.20
6/20/24 15:35 TQQQ PROSHARES ULTRAPRO QQQ LONG 147 74.61 7/9 15:49 78.56 3.44%
Trade id #148459412
Max drawdown($372)
Time6/24/24 0:00
Quant open110
Worst price71.80
Drawdown as % of equity-3.44%
 $573
Includes Typical Broker Commissions trade costs of $7.36
6/20/24 15:37 QQQ POWERSHARES QQQ LONG 5 481.09 6/24 15:15 476.20 0.31%
Trade id #148459424
Max drawdown($32)
Time6/24/24 14:35
Quant open5
Worst price474.51
Drawdown as % of equity-0.31%
 ($24)
Includes Typical Broker Commissions trade costs of $0.24
6/12/24 15:28 UVXY PROSHARES ULTRA VIX SHORT-TERM LONG 438 23.58 6/20 15:34 25.12 1.3%
Trade id #148393464
Max drawdown($133)
Time6/12/24 15:49
Quant open438
Worst price23.27
Drawdown as % of equity-1.30%
 $653
Includes Typical Broker Commissions trade costs of $21.91
6/10/24 10:42 TQQQ PROSHARES ULTRAPRO QQQ LONG 71 68.39 6/12 15:26 71.97 0.27%
Trade id #148370841
Max drawdown($26)
Time6/11/24 0:00
Quant open25
Worst price66.66
Drawdown as % of equity-0.27%
 $250
Includes Typical Broker Commissions trade costs of $3.56
6/10/24 15:48 QQQ POWERSHARES QQQ LONG 11 464.44 6/12 15:25 474.29 0.27%
Trade id #148374987
Max drawdown($26)
Time6/11/24 0:00
Quant open11
Worst price462.03
Drawdown as % of equity-0.27%
 $107
Includes Typical Broker Commissions trade costs of $0.56
Next

Statistics

  • Strategy began
    6/5/2024
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    168.87
  • Age
    170 days ago
  • What it trades
    Stocks
  • # Trades
    14
  • # Profitable
    10
  • % Profitable
    71.40%
  • Avg trade duration
    21.3 days
  • Max peak-to-valley drawdown
    26.47%
  • drawdown period
    July 13, 2024 - Sept 06, 2024
  • Cumul. Return
    7.3%
  • Avg win
    $459.60
  • Avg loss
    $848.75
  • Model Account Values (Raw)
  • Cash
    $6,932
  • Margin Used
    $0
  • Buying Power
    $8,279
  • Ratios
  • W:L ratio
    1.37:1
  • Sharpe Ratio
    0.49
  • Sortino Ratio
    0.65
  • Calmar Ratio
    5.402
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -3.19%
  • Correlation to SP500
    0.65060
  • Return Percent SP500 (cumu) during strategy life
    11.49%
  • Return Statistics
  • Ann Return (w trading costs)
    16.2%
  • Slump
  • Current Slump as Pcnt Equity
    10.10%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.073%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.75%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    28.9%
  • 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)
    374
  • Popularity (Last 6 weeks)
    733
  • Popularity (7 days, Percentile 1000 scale)
    651
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Performance-weighted percentile
    941
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Win
    $460
  • Avg Loss
    $849
  • Sum Trade PL (losers)
    $3,395.000
  • # Winners
    10
  • Num Months Winners
    4
  • Age
  • Num Months filled monthly returns table
    6
  • Win / Loss
  • Sum Trade PL (winners)
    $4,596.000
  • Dividends
  • Dividends Received in Model Acct
    63
  • AUM
  • AUM (AutoTrader live capital)
    11296
  • Win / Loss
  • # Losers
    4
  • % Winners
    71.4%
  • Frequency
  • Avg Position Time (mins)
    30623.80
  • Avg Position Time (hrs)
    510.40
  • Avg Trade Length
    21.3 days
  • Last Trade Ago
    8
  • Leverage
  • Daily leverage (average)
    1.78
  • Daily leverage (max)
    3.33
  • Regression
  • Alpha
    -0.03
  • Beta
    1.59
  • Treynor Index
    0.04
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • 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)
    0.07
  • Avg(MAE) / Avg(PL) - All trades
    32.137
  • MAE:Equity, 95th Percentile Value for this strat
    0.11
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.08
  • Avg(MAE) / Avg(PL) - Winning trades
    0.355
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.907
  • Hold-and-Hope Ratio
    -0.036
  • 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)
    -0.14500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.06500
  • 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?
    -358996000
  • Max Equity Drawdown (num days)
    55
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Our algorithmic strategy aims to deliver significantly higher returns than the Nasdaq 100 while maintaining comparable drawdown levels. By leveraging advanced machine learning models and dynamic exposure, it adapts to changing market conditions and captures higher-risk periods. The strategy comprises an ensemble of over 100 independent neural networks, analyzing the market from diverse perspectives to ensure high confidence in both short- and long-term conditions.

The strategy trades only Nasdaq 100 tracking instruments and VIX (volatility index) futures ETFS, averaging just 1.5 trades per year. This disciplined approach minimizes trading frequency while maximizing returns, making it ideal for long-term investors seeking enhanced performance without a proportionate increase in risk. With rigorous 25-year backtesting (including out-of-sample period of a decade) and real-time validation, the strategy has demonstrated consistent outperformance and robustness across various market scenarios.

As a newly added offering, it is available at a low subscription price, providing an excellent opportunity to benefit from our cutting-edge, risk-managed investment strategy.

Summary Statistics

Includes fees & commissions C2 Israel
Strategy began
2024-06-05
Risk Score
Extreme
Suggested Minimum Capital
$15,000
# Trades
14
# Profitable
10
% Profitable
71.4%
Net Dividends
$63
Correlation S&P500
0.651
Sharpe Ratio
0.49
Sortino Ratio
0.65
Beta
1.59
Alpha
-0.03
Leverage
1.78 Average
3.33 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.

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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.

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.