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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 08/27/2024
Most recent certification approved 8/27/24 9:32 ET
Trades at broker Israel Interactive READ-ONLY
Scaling percentage used 100%
# trading signals issued by system since certification 74
# trading signals executed in manager's Israel Interactive READ-ONLY account 74
Percent signals followed since 08/27/2024 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 08/27/2024, 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.

Value invest

Created by: Valueinvest Valueinvest
Started: 08/2024
Stocks
Last trade: Today
Trading style: Equity Non-hedged Equity

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $20.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

Trading Category: Equity
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
7.5%
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.

(9.8%)
Max Drawdown
25
Num Trades
68.0%
Win Trades
2.1 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and C2 Israel commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                 (0.5%)(1.5%)+3.2%+6.3%      +7.5%

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 74 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
8/27/24 9:50 CRESY CRESUD LONG 365 7.70 11/21 15:52 11.25 n/a $1,287
Includes Typical Broker Commissions trade costs of $9.30
8/27/24 9:45 IWM ISHARES RUSSELL 2000 INDEX LONG 1 218.26 11/21 15:25 235.40 0.03%
Trade id #149069894
Max drawdown($14)
Time9/11/24 0:00
Quant open1
Worst price204.21
Drawdown as % of equity-0.03%
 $17
Includes Typical Broker Commissions trade costs of $0.03
8/27/24 9:38 QUAD QUAD/GRAPHICS LONG 520 4.76 11/21 15:24 6.85 0.65%
Trade id #149069754
Max drawdown($326)
Time9/11/24 0:00
Quant open480
Worst price4.13
Drawdown as % of equity-0.65%
 $1,072
Includes Typical Broker Commissions trade costs of $14.24
8/27/24 9:47 JXN JACKSON FINANCIAL INC LONG 5 85.41 11/21 15:23 99.25 0.08%
Trade id #149069928
Max drawdown($39)
Time9/11/24 0:00
Quant open5
Worst price77.42
Drawdown as % of equity-0.08%
 $69
Includes Typical Broker Commissions trade costs of $0.12
8/27/24 9:47 SQ BLOCK INC LONG 5 65.19 11/11 10:05 80.75 0.06%
Trade id #149069924
Max drawdown($29)
Time9/10/24 0:00
Quant open5
Worst price59.20
Drawdown as % of equity-0.06%
 $78
Includes Typical Broker Commissions trade costs of $0.12
8/27/24 9:43 HRI HERC HOLDINGS INC LONG 8 146.05 11/6 11:07 236.40 0.28%
Trade id #149069876
Max drawdown($142)
Time9/11/24 0:00
Quant open8
Worst price128.23
Drawdown as % of equity-0.28%
 $723
Includes Typical Broker Commissions trade costs of $0.20
8/27/24 9:40 DAL DELTA AIR LINES LONG 20 40.73 11/6 10:46 61.97 0.02%
Trade id #149069813
Max drawdown($11)
Time8/28/24 0:00
Quant open20
Worst price40.13
Drawdown as % of equity-0.02%
 $424
Includes Typical Broker Commissions trade costs of $1.00
8/27/24 9:32 BFH BREAD FINANCIAL HOLDINGS INC LONG 50 56.26 8/27 15:43 57.08 0.02%
Trade id #149069601
Max drawdown($10)
Time8/27/24 10:18
Quant open50
Worst price56.05
Drawdown as % of equity-0.02%
 $40
Includes Typical Broker Commissions trade costs of $1.28
Next

Statistics

  • Strategy began
    8/27/2024
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    87.17
  • Age
    87 days ago
  • What it trades
    Stocks
  • # Trades
    25
  • # Profitable
    17
  • % Profitable
    68.00%
  • Avg trade duration
    78.1 days
  • Max peak-to-valley drawdown
    9.76%
  • drawdown period
    Aug 29, 2024 - Sept 10, 2024
  • Cumul. Return
    7.3%
  • Avg win
    $465.47
  • Avg loss
    $467.38
  • Model Account Values (Raw)
  • Cash
    $32,223
  • Margin Used
    ($25,608)
  • Buying Power
    $58,309
  • Ratios
  • W:L ratio
    2.12:1
  • Sharpe Ratio
    0.9
  • Sortino Ratio
    1.55
  • Calmar Ratio
    3.485
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.62930
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    1.54%
  • Return Percent SP500 (cumu) during strategy life
    6.10%
  • Return Statistics
  • Ann Return (w trading costs)
    32.7%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.12%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    3.90%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.073%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    35.6%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    552
  • Popularity (Last 6 weeks)
    815
  • Popularity (7 days, Percentile 1000 scale)
    718
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Win
    $465
  • Avg Loss
    $467
  • Sum Trade PL (losers)
    $3,739.000
  • Sum Trade PL (winners)
    $7,913.000
  • # Winners
    17
  • Dividends
  • Dividends Received in Model Acct
    32
  • AUM
  • AUM (AutoTrader live capital)
    59429
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • # Losers
    8
  • % Winners
    68.0%
  • Frequency
  • Avg Position Time (mins)
    112510.00
  • Avg Position Time (hrs)
    1875.17
  • Avg Trade Length
    78.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.04
  • Daily leverage (max)
    1.11
  • Regression
  • Alpha
    -0.00
  • Beta
    1.14
  • Treynor Index
    0.06
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.13
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    5.885
  • 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
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.329
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.460
  • Hold-and-Hope Ratio
    6.179
  • 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)
    -0.01400
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02200
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    12
  • Last 4 Months - Pcnt Negative
    0.50%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -333805000

Strategy Description

Value investing is a powerful strategy that allows you, the discerning investor, to identify and capitalize on undervalued stocks—those hidden gems trading for less than their actual worth. By focusing on stocks the market has overlooked, you can strategically position your portfolio for substantial long-term growth. This isn't about quick wins or daily trading; it's about playing the long game, steadily building wealth by making informed investments that pay off over time. With value investing, you're not just following the market trends—you're anticipating them, securing potential profit from investments poised to rise in value as their true potential is recognized. Moreover, unlike the often volatile arenas of day trading and options, value investing presents a relatively lower risk, offering a safer path to achieving your financial goals. Join us in embracing a strategy that looks beyond the surface, aiming for enduring success and profitability in the dynamic investing world.

Summary Statistics

Includes fees & commissions C2 Israel
Strategy began
2024-08-27
Risk Score
High
Suggested Minimum Capital
$15,000
# Trades
25
# Profitable
17
% Profitable
68.0%
Net Dividends
$31
Correlation S&P500
0.629
Sharpe Ratio
0.90
Sortino Ratio
1.55
Beta
1.14
Alpha
-0.00
Leverage
1.04 Average
1.11 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.