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For your consideration Adaptive Investments Rank on Leaderboard #3 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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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 05/14/2025
Most recent certification approved 5/14/25 9:33 ET
Trades at broker Interactive Brokers (Europe)
Scaling percentage used 100%
# trading signals issued by system since certification 4,674
# trading signals executed in manager's Interactive Brokers (Europe) account 4,610
Percent signals followed since 05/14/2025 98.6%
This information was last updated 8/9/25 16:26 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 05/14/2025, 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.

US Long Short Equity
(151643147)

Powered by BrokerTransmit.
Read important disclosures.

Created by: MjoelnerCapital MjoelnerCapital
Started: 05/2025
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 $100.00 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.

11.7%
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.

(2.8%)
Max Drawdown
846
Num Trades
55.3%
Win Trades
1.7 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025                            +4.0%+4.1%+3.4%(0.3%)                        +11.7%

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.

Trading Record

This strategy has placed 4,634 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
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/25/25 4:50 IBM INTERNATIONAL BUSINESS MACHINES LONG 2 260.61 8/8 15:49 242.19 0.03%
Trade id #152416332
Max drawdown($37)
Time8/8/25 15:46
Quant open2
Worst price241.99
Drawdown as % of equity-0.03%
 ($37)
Includes Typical Broker Commissions trade costs of $0.04
6/24/25 11:43 CF CF INDUSTRIES HOLDINGS LONG 10 90.83 8/8 15:38 83.86 0.08%
Trade id #152135075
Max drawdown($84)
Time8/8/25 10:13
Quant open8
Worst price80.31
Drawdown as % of equity-0.08%
 ($70)
Includes Typical Broker Commissions trade costs of $0.20
7/2/25 12:42 TSN TYSON FOODS LONG 9 57.21 8/8 15:36 56.99 0.04%
Trade id #152213058
Max drawdown($48)
Time8/1/25 0:00
Quant open9
Worst price51.85
Drawdown as % of equity-0.04%
 ($2)
Includes Typical Broker Commissions trade costs of $0.18
8/7/25 16:04 TRON TRON INC. LONG 40 7.08 8/8 12:54 6.68 0.02%
Trade id #152552501
Max drawdown($18)
Time8/8/25 11:11
Quant open40
Worst price6.62
Drawdown as % of equity-0.02%
 ($17)
Includes Typical Broker Commissions trade costs of $0.80
8/4/25 11:12 PYPL PAYPAL HOLDINGS CORP LONG 6 67.60 8/8 12:49 67.65 0%
Trade id #152510791
Max drawdown($1)
Time8/4/25 11:47
Quant open6
Worst price67.32
Drawdown as % of equity-0.00%
 $0
Includes Typical Broker Commissions trade costs of $0.12
7/30/25 11:47 CORZ CORE SCIENTIFIC INC. LONG 10 13.18 8/8 12:47 14.20 0.01%
Trade id #152472730
Max drawdown($5)
Time8/1/25 0:00
Quant open10
Worst price12.60
Drawdown as % of equity-0.01%
 $10
Includes Typical Broker Commissions trade costs of $0.20
7/28/25 10:12 BYON BEYOND INC LONG 65 9.89 8/8 12:46 8.08 0.12%
Trade id #152441270
Max drawdown($130)
Time8/1/25 0:00
Quant open65
Worst price7.88
Drawdown as % of equity-0.12%
 ($119)
Includes Typical Broker Commissions trade costs of $1.30
6/6/25 10:40 BF.B BROWN-FORMAN INC CLASS B SHORT 35 28.82 8/8 10:58 28.73 0.03%
Trade id #151944143
Max drawdown($38)
Time7/24/25 0:00
Quant open12
Worst price31.33
Drawdown as % of equity-0.03%
 $2
Includes Typical Broker Commissions trade costs of $0.70
8/4/25 10:40 CLSK CLEANSPARK INC. COMMON STOCK SHORT 20 10.52 8/7 16:04 10.93 0.02%
Trade id #152510227
Max drawdown($18)
Time8/7/25 9:33
Quant open20
Worst price11.44
Drawdown as % of equity-0.02%
 ($8)
Includes Typical Broker Commissions trade costs of $0.40
8/1/25 14:13 TSLA TESLA INC. SHORT 2 309.29 8/7 16:00 321.72 0.02%
Trade id #152496927
Max drawdown($26)
Time8/7/25 10:04
Quant open2
Worst price322.40
Drawdown as % of equity-0.02%
 ($25)
Includes Typical Broker Commissions trade costs of $0.04
7/24/25 11:40 LCID LUCID GROUP INC LONG 300 2.58 8/7 14:47 2.30 0.08%
Trade id #152408761
Max drawdown($87)
Time8/1/25 0:00
Quant open200
Worst price2.32
Drawdown as % of equity-0.08%
 ($90)
Includes Typical Broker Commissions trade costs of $6.00
8/5/25 15:57 SBET SHARPLINK GAMING LTD LONG 20 20.23 8/7 13:41 23.30 0.03%
Trade id #152528083
Max drawdown($31)
Time8/6/25 0:00
Quant open20
Worst price18.64
Drawdown as % of equity-0.03%
 $61
Includes Typical Broker Commissions trade costs of $0.40
8/6/25 9:30 HIVE DIGITAL TECHNOLOGIES LTD LONG 150 2.08 8/7 11:14 2.12 0%
Trade id #152533173
Max drawdown($3)
Time8/6/25 9:37
Quant open150
Worst price2.05
Drawdown as % of equity-0.00%
 $4
Includes Typical Broker Commissions trade costs of $3.00
8/6/25 10:05 DNUT KRISPY KREME INC. COMMON STOCK LONG 135 3.44 8/7 11:13 3.11 0.05%
Trade id #152534145
Max drawdown($59)
Time8/7/25 9:30
Quant open85
Worst price2.90
Drawdown as % of equity-0.05%
 ($48)
Includes Typical Broker Commissions trade costs of $2.70
8/7/25 6:35 MARA MARATHON DIGITAL HOLDINGS INC LONG 30 16.16 8/7 11:12 15.86 0.01%
Trade id #152544376
Max drawdown($9)
Time8/7/25 11:04
Quant open30
Worst price15.83
Drawdown as % of equity-0.01%
 ($10)
Includes Typical Broker Commissions trade costs of $0.60
8/6/25 10:56 MSTR MICROSTRATEGY LONG 1 376.56 8/7 11:12 395.73 0%
Trade id #152535135
Max drawdown($1)
Time8/6/25 11:13
Quant open1
Worst price375.10
Drawdown as % of equity-0.00%
 $19
Includes Typical Broker Commissions trade costs of $0.02
8/7/25 10:46 CRWV COREWEAVE INC. CLASS A LONG 398 119.27 8/7 11:12 119.44 0.24%
Trade id #152547773
Max drawdown($265)
Time8/7/25 10:55
Quant open398
Worst price118.60
Drawdown as % of equity-0.24%
 $61
Includes Typical Broker Commissions trade costs of $7.96
7/23/25 15:24 PAM PAMPA ENERGIA SHORT 9 73.28 8/7 10:57 78.79 0.06%
Trade id #152399853
Max drawdown($68)
Time8/6/25 0:00
Quant open7
Worst price83.10
Drawdown as % of equity-0.06%
 ($50)
Includes Typical Broker Commissions trade costs of $0.18
7/23/25 15:23 VIST VISTA ENERGY SAB DE CV SHORT 12 44.15 8/7 10:57 45.22 0.03%
Trade id #152399850
Max drawdown($30)
Time8/7/25 9:36
Quant open12
Worst price46.70
Drawdown as % of equity-0.03%
 ($13)
Includes Typical Broker Commissions trade costs of $0.24
7/23/25 15:22 GGAL GRUPO FINANCIERO GALICIA SHORT 10 49.79 8/7 10:57 52.43 0.04%
Trade id #152399839
Max drawdown($41)
Time8/7/25 9:30
Quant open10
Worst price53.89
Drawdown as % of equity-0.04%
 ($26)
Includes Typical Broker Commissions trade costs of $0.20
8/1/25 10:36 DE DEERE SHORT 1 515.65 8/7 10:54 507.32 0%
Trade id #152493788
Max drawdown($0)
Time8/1/25 10:47
Quant open1
Worst price516.12
Drawdown as % of equity-0.00%
 $8
Includes Typical Broker Commissions trade costs of $0.02
6/12/25 14:52 CRWV COREWEAVE INC. CLASS A SHORT 108 121.27 8/7 10:46 120.57 0.11%
Trade id #152025821
Max drawdown($120)
Time6/20/25 0:00
Quant open3
Worst price187.00
Drawdown as % of equity-0.11%
 $73
Includes Typical Broker Commissions trade costs of $2.16
7/23/25 15:21 YPF YPF SOCIEDAD ANONIMA SHORT 20 32.46 8/7 9:30 35.03 0.05%
Trade id #152399827
Max drawdown($60)
Time8/6/25 0:00
Quant open15
Worst price36.46
Drawdown as % of equity-0.05%
 ($51)
Includes Typical Broker Commissions trade costs of $0.40
7/17/25 14:10 TGS TRANSPORTADORA DE GAS SHORT 22 26.51 8/7 9:30 28.91 0.05%
Trade id #152349327
Max drawdown($59)
Time8/6/25 0:00
Quant open15
Worst price30.50
Drawdown as % of equity-0.05%
 ($53)
Includes Typical Broker Commissions trade costs of $0.44
6/10/25 11:31 MNST MONSTER BEVERAGE LONG 14 62.67 8/6 13:57 62.33 0.01%
Trade id #151980246
Max drawdown($13)
Time6/27/25 0:00
Quant open10
Worst price61.27
Drawdown as % of equity-0.01%
 ($5)
Includes Typical Broker Commissions trade costs of $0.28
6/12/25 15:36 MLGO MICROALGO INC. LONG 10 33.00 8/6 13:54 15.16 0.3%
Trade id #152038286
Max drawdown($319)
Time6/12/25 15:39
Quant open10
Worst price1.09
Drawdown as % of equity-0.30%
 ($178)
Includes Typical Broker Commissions trade costs of $0.20
6/12/25 14:15 BRBR BELLRING BRANDS INC LONG 33 59.45 8/6 13:48 51.95 0.29%
Trade id #152012229
Max drawdown($330)
Time8/5/25 0:00
Quant open13
Worst price34.02
Drawdown as % of equity-0.29%
 ($249)
Includes Typical Broker Commissions trade costs of $0.66
7/11/25 15:39 DLR DIGITAL REALTY TRUST SHORT 3 169.34 8/6 13:41 171.21 0.03%
Trade id #152296749
Max drawdown($37)
Time7/25/25 0:00
Quant open3
Worst price182.00
Drawdown as % of equity-0.03%
 ($6)
Includes Typical Broker Commissions trade costs of $0.06
7/16/25 15:42 PKX POSCO HOLDINGS INC LONG 8 55.26 8/6 13:30 53.99 0.03%
Trade id #152339361
Max drawdown($32)
Time8/1/25 0:00
Quant open8
Worst price51.16
Drawdown as % of equity-0.03%
 ($10)
Includes Typical Broker Commissions trade costs of $0.16
7/15/25 11:48 STLD STEEL DYNAMICS LONG 3 131.09 8/6 13:29 122.68 0.03%
Trade id #152324641
Max drawdown($30)
Time8/4/25 0:00
Quant open3
Worst price120.87
Drawdown as % of equity-0.03%
 ($25)
Includes Typical Broker Commissions trade costs of $0.06
Next

Statistics

  • Strategy began
    5/7/2025
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    94.4
  • Age
    94 days ago
  • What it trades
    Stocks
  • # Trades
    846
  • # Profitable
    468
  • % Profitable
    55.30%
  • Avg trade duration
    25.4 days
  • Max peak-to-valley drawdown
    2.76%
  • drawdown period
    July 25, 2025 - Aug 01, 2025
  • Cumul. Return
    11.7%
  • Avg win
    $64.56
  • Avg loss
    $46.13
  • Model Account Values (Raw)
  • Cash
    $102,958
  • Margin Used
    $32,795
  • Buying Power
    $79,103
  • Ratios
  • W:L ratio
    1.74:1
  • Sharpe Ratio
    3.97
  • Sortino Ratio
    8.26
  • Calmar Ratio
    38.282
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -1.79%
  • Correlation to SP500
    0.38290
  • Return Percent SP500 (cumu) during strategy life
    13.46%
  • Return Statistics
  • Ann Return (w trading costs)
    51.1%
  • Slump
  • Current Slump as Pcnt Equity
    1.50%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.16%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.117%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    59.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    696
  • Popularity (Last 6 weeks)
    973
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    916
  • Popularity (7 days, Percentile 1000 scale)
    954
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $46
  • Avg Win
    $65
  • Sum Trade PL (losers)
    $17,437.000
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $30,214.000
  • # Winners
    468
  • Num Months Winners
    3
  • Dividends
  • Dividends Received in Model Acct
    163
  • AUM
  • AUM (AutoTrader live capital)
    252481
  • Win / Loss
  • # Losers
    378
  • % Winners
    55.3%
  • Frequency
  • Avg Position Time (mins)
    36601.60
  • Avg Position Time (hrs)
    610.03
  • Avg Trade Length
    25.4 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    1.67
  • Daily leverage (max)
    1.98
  • Regression
  • Alpha
    0.08
  • Beta
    0.28
  • Treynor Index
    0.41
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -4.40
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    8.872
  • 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
    0.557
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.639
  • Hold-and-Hope Ratio
    0.288
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.47917
  • SD
    0.05685
  • Sharpe ratio (Glass type estimate)
    8.42834
  • Sharpe ratio (Hedges UMVUE)
    4.75518
  • df
    2.00000
  • t
    4.21417
  • p
    0.02598
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.04936
  • Upperbound of 95% confidence interval for Sharpe Ratio
    16.95120
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.33426
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    10.84460
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00000
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.47917
  • Downside part of mean
    0.00000
  • Upside SD
    0.14591
  • Downside SD
    0.00000
  • N nonnegative terms
    3.00000
  • N negative terms
    0.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.45788
  • Mean of criterion
    0.47917
  • SD of predictor
    0.08215
  • SD of criterion
    0.05685
  • Covariance
    0.00382
  • r
    0.81889
  • b (slope, estimate of beta)
    0.56670
  • a (intercept, estimate of alpha)
    0.21969
  • Mean Square Error
    0.00213
  • DF error
    1.00000
  • t(b)
    1.42677
  • p(b)
    0.19459
  • t(a)
    1.07719
  • p(a)
    0.23818
  • Lowerbound of 95% confidence interval for beta
    -4.48014
  • Upperbound of 95% confidence interval for beta
    5.61355
  • Lowerbound of 95% confidence interval for alpha
    -2.37167
  • Upperbound of 95% confidence interval for alpha
    2.81105
  • Treynor index (mean / b)
    0.84554
  • Jensen alpha (a)
    0.21969
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.46779
  • SD
    0.05435
  • Sharpe ratio (Glass type estimate)
    8.60776
  • Sharpe ratio (Hedges UMVUE)
    4.85641
  • df
    2.00000
  • t
    4.30388
  • p
    0.02499
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00055
  • Upperbound of 95% confidence interval for Sharpe Ratio
    17.28100
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.30928
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    11.02210
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00000
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.46779
  • Downside part of mean
    0.00000
  • Upside SD
    0.14214
  • Downside SD
    0.00000
  • N nonnegative terms
    3.00000
  • N negative terms
    0.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.44626
  • Mean of criterion
    0.46779
  • SD of predictor
    0.07880
  • SD of criterion
    0.05435
  • Covariance
    0.00349
  • r
    0.81382
  • b (slope, estimate of beta)
    0.56123
  • a (intercept, estimate of alpha)
    0.21734
  • Mean Square Error
    0.00199
  • DF error
    1.00000
  • t(b)
    1.40044
  • p(b)
    0.19738
  • t(a)
    1.08719
  • p(a)
    0.23671
  • Lowerbound of 95% confidence interval for beta
    -4.53081
  • Upperbound of 95% confidence interval for beta
    5.65326
  • Lowerbound of 95% confidence interval for alpha
    -2.32272
  • Upperbound of 95% confidence interval for alpha
    2.75739
  • Treynor index (mean / b)
    0.83351
  • Jensen alpha (a)
    0.21734
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    -0.01327
  • Expected Shortfall on VaR
    -0.00666
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00000
  • Expected Shortfall on VaR
    0.00000
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    3.00000
  • Minimum
    1.02977
  • Quartile 1
    1.03297
  • Median
    1.03616
  • Quartile 3
    1.04850
  • Maximum
    1.06085
  • Mean of quarter 1
    1.02977
  • Mean of quarter 2
    1.03616
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    1.06085
  • Inter Quartile Range
    0.01554
  • 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)
    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
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    0.00000
  • Minimum
    0.00000
  • Quartile 1
    0.00000
  • Median
    0.00000
  • Quartile 3
    0.00000
  • Maximum
    0.00000
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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)
    0.52772
  • Compounded annual return (geometric extrapolation)
    0.64164
  • Calmar ratio (compounded annual return / max draw down)
    0.00000
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    0.00000
  • 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
    0.45834
  • SD
    0.08170
  • Sharpe ratio (Glass type estimate)
    5.60968
  • Sharpe ratio (Hedges UMVUE)
    5.54569
  • df
    66.00000
  • t
    2.83677
  • p
    0.00302
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.59792
  • Upperbound of 95% confidence interval for Sharpe Ratio
    9.58146
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.55610
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    9.53528
  • Statistics related to Sortino ratio
  • Sortino ratio
    12.66500
  • Upside Potential Ratio
    20.30940
  • Upside part of mean
    0.73498
  • Downside part of mean
    -0.27664
  • Upside SD
    0.07790
  • Downside SD
    0.03619
  • N nonnegative terms
    38.00000
  • N negative terms
    29.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    67.00000
  • Mean of predictor
    0.47349
  • Mean of criterion
    0.45834
  • SD of predictor
    0.11954
  • SD of criterion
    0.08170
  • Covariance
    0.00357
  • r
    0.36587
  • b (slope, estimate of beta)
    0.25007
  • a (intercept, estimate of alpha)
    0.34000
  • Mean Square Error
    0.00587
  • DF error
    65.00000
  • t(b)
    3.16947
  • p(b)
    0.00116
  • t(a)
    2.17824
  • p(a)
    0.01651
  • Lowerbound of 95% confidence interval for beta
    0.09250
  • Upperbound of 95% confidence interval for beta
    0.40765
  • Lowerbound of 95% confidence interval for alpha
    0.02826
  • Upperbound of 95% confidence interval for alpha
    0.65160
  • Treynor index (mean / b)
    1.83281
  • Jensen alpha (a)
    0.33993
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45462
  • SD
    0.08142
  • Sharpe ratio (Glass type estimate)
    5.58353
  • Sharpe ratio (Hedges UMVUE)
    5.51984
  • df
    66.00000
  • t
    2.82355
  • p
    0.00314
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.57297
  • Upperbound of 95% confidence interval for Sharpe Ratio
    9.55437
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.53130
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    9.50839
  • Statistics related to Sortino ratio
  • Sortino ratio
    12.52500
  • Upside Potential Ratio
    20.16410
  • Upside part of mean
    0.73189
  • Downside part of mean
    -0.27727
  • Upside SD
    0.07747
  • Downside SD
    0.03630
  • N nonnegative terms
    38.00000
  • N negative terms
    29.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    67.00000
  • Mean of predictor
    0.46603
  • Mean of criterion
    0.45462
  • SD of predictor
    0.11896
  • SD of criterion
    0.08142
  • Covariance
    0.00356
  • r
    0.36732
  • b (slope, estimate of beta)
    0.25142
  • a (intercept, estimate of alpha)
    0.33745
  • Mean Square Error
    0.00582
  • DF error
    65.00000
  • t(b)
    3.18403
  • p(b)
    0.00112
  • t(a)
    2.17258
  • p(a)
    0.01673
  • Lowerbound of 95% confidence interval for beta
    0.09372
  • Upperbound of 95% confidence interval for beta
    0.40911
  • Lowerbound of 95% confidence interval for alpha
    0.02725
  • Upperbound of 95% confidence interval for alpha
    0.64765
  • Treynor index (mean / b)
    1.80823
  • Jensen alpha (a)
    0.33745
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00652
  • Expected Shortfall on VaR
    0.00860
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00221
  • Expected Shortfall on VaR
    0.00449
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    67.00000
  • Minimum
    0.99203
  • Quartile 1
    0.99872
  • Median
    1.00089
  • Quartile 3
    1.00492
  • Maximum
    1.01678
  • Mean of quarter 1
    0.99632
  • Mean of quarter 2
    0.99990
  • Mean of quarter 3
    1.00271
  • Mean of quarter 4
    1.00855
  • Inter Quartile Range
    0.00619
  • 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
    0.02985
  • Mean of outliers high
    1.01590
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.16412
  • VaR(95%) (moments method)
    0.00340
  • Expected Shortfall (moments method)
    0.00524
  • Extreme Value Index (regression method)
    -0.64034
  • VaR(95%) (regression method)
    0.00355
  • Expected Shortfall (regression method)
    0.00404
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    15.00000
  • Minimum
    0.00037
  • Quartile 1
    0.00134
  • Median
    0.00376
  • Quartile 3
    0.00584
  • Maximum
    0.01620
  • Mean of quarter 1
    0.00089
  • Mean of quarter 2
    0.00308
  • Mean of quarter 3
    0.00456
  • Mean of quarter 4
    0.00939
  • Inter Quartile Range
    0.00450
  • 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
    0.06667
  • Mean of outliers high
    0.01620
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.01345
  • VaR(95%) (moments method)
    0.01015
  • Expected Shortfall (moments method)
    0.01323
  • Extreme Value Index (regression method)
    0.85116
  • VaR(95%) (regression method)
    0.01219
  • Expected Shortfall (regression method)
    0.05971
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.51356
  • Compounded annual return (geometric extrapolation)
    0.62016
  • Calmar ratio (compounded annual return / max draw down)
    38.28220
  • Compounded annual return / average of 25% largest draw downs
    66.05720
  • Compounded annual return / Expected Shortfall lognormal
    72.09690
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess log return rates
  • Statistics related to linear regression on benchmark
  • VAR (95 Confidence Intrvl)
    0.00700
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Last 4 Months - Pcnt Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -388843000
  • Max Equity Drawdown (num days)
    7

Strategy Description

The strategy does not follow any benchmark, and can invest as widely and broadly across the US equity spectrum as necessary, in order to attain the optimal risk-adjusted return.
We use a proprietary Macro analysis to determine gross/net exposure, and the allocation to different sectors. Based on this framework, we select the individual stocks that reflect the Macro outlook. In addition, the companies we pick typically exhibit strong company fundamentals, such as improving revenue and earnings, or resilience.
Investors should expect the strategy to potentially underperform the markets (such as the S&P500 and Nasdaq) in strong Bull markets, however, we seek to significantly outperform during market corrections, and even prolonged Bear markets (during which, we aspire to still deliver positive returns).
Trade this strategy at Tradier

Summary Statistics

Strategy began
2025-05-07
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 8.4%
Rank # 
#212
# Trades
846
# Profitable
468
% Profitable
55.3%
Net Dividends
$162
Correlation S&P500
0.383
Sharpe Ratio
3.97
Sortino Ratio
8.26
Beta
0.28
Alpha
0.08
Leverage
1.67 Average
1.98 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

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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.