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This is an archived track record. This track record was archived on 6/1/23 9:03 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more
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Test Strategy 420
(144178023)

Created by: TestStratC2 TestStratC2
Started: 04/2023
Stocks
Last trade: 332 days ago

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 $125.00 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.

-5.4%
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.

(2.7%)
Max Drawdown
32
Num Trades
81.2%
Win Trades
1.0 : 1
Profit Factor
7.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023                     +0.2%(1.1%)  -    -    -    -    -    -    -  (0.9%)
2024  -    -    -    -                                                  0.0

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

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/10/23 10:49 PYPL PAYPAL HOLDINGS CORP LONG 91 64.33 5/30 10:47 59.76 0.99%
Trade id #144577166
Max drawdown($489)
Time5/26/23 0:00
Quant open91
Worst price58.95
Drawdown as % of equity-0.99%
 ($418)
Includes Typical Broker Commissions trade costs of $1.82
5/8/23 9:34 TSN TYSON FOODS LONG 199 51.19 5/23 11:23 51.03 1.63%
Trade id #144555887
Max drawdown($811)
Time5/10/23 0:00
Quant open199
Worst price47.11
Drawdown as % of equity-1.63%
 ($35)
Includes Typical Broker Commissions trade costs of $3.98
5/12/23 9:39 FSLR FIRST SOLAR INC SHORT 38 219.96 5/16 9:31 219.43 0.74%
Trade id #144597628
Max drawdown($368)
Time5/12/23 10:07
Quant open35
Worst price229.79
Drawdown as % of equity-0.74%
 $19
Includes Typical Broker Commissions trade costs of $0.76
5/5/23 15:45 BNDW VANGUARD TOTAL WORLD BOND ETF LONG 37 68.96 5/11 9:43 69.34 0.02%
Trade id #144543477
Max drawdown($11)
Time5/9/23 0:00
Quant open37
Worst price68.64
Drawdown as % of equity-0.02%
 $13
Includes Typical Broker Commissions trade costs of $0.74
5/9/23 9:42 PYPL PAYPAL HOLDINGS CORP LONG 91 66.78 5/10 10:49 64.32 0.45%
Trade id #144566350
Max drawdown($224)
Time5/10/23 10:49
Quant open91
Worst price64.31
Drawdown as % of equity-0.45%
 ($226)
Includes Typical Broker Commissions trade costs of $1.82
5/9/23 9:30 PLTR PALANTIR TECHNOLOGIES INC LONG 135 8.94 5/9 9:38 8.80 0.08%
Trade id #144566012
Max drawdown($38)
Time5/9/23 9:37
Quant open135
Worst price8.65
Drawdown as % of equity-0.08%
 ($22)
Includes Typical Broker Commissions trade costs of $2.70
5/8/23 9:31 CTLT CATALENT INC LONG 60 35.12 5/8 9:50 35.83 0.09%
Trade id #144555534
Max drawdown($45)
Time5/8/23 9:40
Quant open60
Worst price34.37
Drawdown as % of equity-0.09%
 $41
Includes Typical Broker Commissions trade costs of $1.20
5/5/23 9:30 LYFT LYFT INC. CLASS A COMMON STOCK LONG 460 8.59 5/5 15:33 8.64 0.19%
Trade id #144536349
Max drawdown($93)
Time5/5/23 14:09
Quant open360
Worst price8.33
Drawdown as % of equity-0.19%
 $15
Includes Typical Broker Commissions trade costs of $9.20
5/4/23 9:37 SHOP SHOPIFY INC SHORT 100 57.72 5/4 13:15 57.68 0.38%
Trade id #144524465
Max drawdown($189)
Time5/4/23 11:07
Quant open90
Worst price59.82
Drawdown as % of equity-0.38%
 $1
Includes Typical Broker Commissions trade costs of $2.00
5/4/23 9:30 TRIP TRIPADVISOR LONG 110 14.50 5/4 9:32 15.20 n/a $75
Includes Typical Broker Commissions trade costs of $2.20
5/3/23 9:38 EL ESTEE LAUDER COS LONG 24 193.09 5/3 10:08 195.00 0.13%
Trade id #144511558
Max drawdown($65)
Time5/3/23 9:49
Quant open24
Worst price190.35
Drawdown as % of equity-0.13%
 $46
Includes Typical Broker Commissions trade costs of $0.48
5/2/23 9:30 CHGG CHEGG INC LONG 200 9.23 5/2 9:52 9.52 0.12%
Trade id #144499023
Max drawdown($60)
Time5/2/23 9:40
Quant open200
Worst price8.93
Drawdown as % of equity-0.12%
 $53
Includes Typical Broker Commissions trade costs of $4.00
5/1/23 9:32 PLRX PLIANT THERAPEUTICS INC. LONG 75 21.92 5/1 9:40 22.61 0.07%
Trade id #144484953
Max drawdown($33)
Time5/1/23 9:37
Quant open50
Worst price21.47
Drawdown as % of equity-0.07%
 $51
Includes Typical Broker Commissions trade costs of $1.50
4/26/23 9:32 ENPH ENPHASE ENERGY LONG 49 169.17 4/26 10:41 169.34 0.59%
Trade id #144427596
Max drawdown($295)
Time4/26/23 9:55
Quant open42
Worst price163.00
Drawdown as % of equity-0.59%
 $8
Includes Typical Broker Commissions trade costs of $0.98
4/25/23 10:30 UPS UNITED PARCEL SERVICE LONG 20 177.80 4/25 11:19 178.50 0.03%
Trade id #144416244
Max drawdown($13)
Time4/25/23 10:46
Quant open20
Worst price177.11
Drawdown as % of equity-0.03%
 $14
Includes Typical Broker Commissions trade costs of $0.40
4/25/23 9:47 UPS UNITED PARCEL SERVICE LONG 20 178.70 4/25 10:05 179.50 0.02%
Trade id #144415206
Max drawdown($9)
Time4/25/23 9:57
Quant open20
Worst price178.25
Drawdown as % of equity-0.02%
 $16
Includes Typical Broker Commissions trade costs of $0.40
4/25/23 9:30 TENB TENABLE HOLDINGS INC. COMMON STOCK LONG 22 35.13 4/25 9:39 36.44 0.02%
Trade id #144414495
Max drawdown($8)
Time4/25/23 9:33
Quant open22
Worst price34.75
Drawdown as % of equity-0.02%
 $29
Includes Typical Broker Commissions trade costs of $0.44
4/24/23 9:36 PERI PERION NETWORK LONG 70 34.84 4/24 9:40 35.41 0.01%
Trade id #144403012
Max drawdown($6)
Time4/24/23 9:39
Quant open70
Worst price34.74
Drawdown as % of equity-0.01%
 $39
Includes Typical Broker Commissions trade costs of $1.40
4/14/23 9:31 JPM JPMORGAN CHASE SHORT 217 138.61 4/21 10:27 138.93 1.07%
Trade id #144296995
Max drawdown($534)
Time4/18/23 0:00
Quant open157
Worst price141.78
Drawdown as % of equity-1.07%
 ($73)
Includes Typical Broker Commissions trade costs of $4.34
4/21/23 9:47 XPO XPO INC SHORT 50 44.15 4/21 10:01 43.70 0.02%
Trade id #144384823
Max drawdown($8)
Time4/21/23 9:59
Quant open50
Worst price44.32
Drawdown as % of equity-0.02%
 $22
Includes Typical Broker Commissions trade costs of $1.00
4/20/23 9:33 XPO XPO INC SHORT 42 39.50 4/20 9:45 38.70 0.05%
Trade id #144371874
Max drawdown($23)
Time4/20/23 9:37
Quant open42
Worst price40.05
Drawdown as % of equity-0.05%
 $33
Includes Typical Broker Commissions trade costs of $0.84
4/19/23 9:31 WAL WESTERN ALLIANCE BANCORP SHORT 32 39.00 4/19 9:58 38.04 n/a $30
Includes Typical Broker Commissions trade costs of $0.64
4/18/23 9:34 LZ LEGALZOOM.COM INC. COMMON STOCK SHORT 625 10.37 4/18 10:00 10.29 0.18%
Trade id #144348388
Max drawdown($88)
Time4/18/23 9:40
Quant open500
Worst price10.52
Drawdown as % of equity-0.18%
 $39
Includes Typical Broker Commissions trade costs of $12.50
4/14/23 12:39 SPY SPDR S&P 500 LONG 3 410.73 4/17 11:27 412.55 0%
Trade id #144303089
Max drawdown($2)
Time4/14/23 13:31
Quant open3
Worst price410.06
Drawdown as % of equity-0.00%
 $5
Includes Typical Broker Commissions trade costs of $0.06
4/17/23 9:32 RBLX ROBLOX CORP LONG 100 39.81 4/17 11:24 40.08 0.14%
Trade id #144322442
Max drawdown($71)
Time4/17/23 10:55
Quant open100
Worst price39.10
Drawdown as % of equity-0.14%
 $25
Includes Typical Broker Commissions trade costs of $2.00
4/14/23 9:32 CTLT CATALENT INC LONG 22 46.30 4/14 9:46 47.90 0.05%
Trade id #144297194
Max drawdown($23)
Time4/14/23 9:37
Quant open22
Worst price45.22
Drawdown as % of equity-0.05%
 $35
Includes Typical Broker Commissions trade costs of $0.44
4/4/23 12:45 SPY SPDR S&P 500 LONG 7 409.33 4/13 15:58 413.33 0.03%
Trade id #144184873
Max drawdown($13)
Time4/12/23 0:00
Quant open7
Worst price407.44
Drawdown as % of equity-0.03%
 $28
Includes Typical Broker Commissions trade costs of $0.14
4/13/23 9:32 PGR PROGRESSIVE LONG 75 136.98 4/13 9:59 137.78 0.15%
Trade id #144282262
Max drawdown($73)
Time4/13/23 9:46
Quant open45
Worst price135.95
Drawdown as % of equity-0.15%
 $59
Includes Typical Broker Commissions trade costs of $1.50
4/10/23 9:33 AUDC AUDIOCODES LONG 995 12.21 4/11 10:13 12.01 2.41%
Trade id #144236490
Max drawdown($1,185)
Time4/10/23 15:11
Quant open995
Worst price11.02
Drawdown as % of equity-2.41%
 ($219)
Includes Typical Broker Commissions trade costs of $19.90
4/11/23 9:31 ADTN ADTRAN LONG 300 10.97 4/11 9:42 11.30 0.05%
Trade id #144250451
Max drawdown($25)
Time4/11/23 9:34
Quant open300
Worst price10.89
Drawdown as % of equity-0.05%
 $92
Includes Typical Broker Commissions trade costs of $6.00
Next

Statistics

  • Strategy began
    4/4/2023
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    385.68
  • Age
    13 months ago
  • What it trades
    Stocks
  • # Trades
    32
  • # Profitable
    26
  • % Profitable
    81.20%
  • Avg trade duration
    2.1 days
  • Max peak-to-valley drawdown
    2.74%
  • drawdown period
    May 04, 2023 - May 12, 2023
  • Cumul. Return
    -0.9%
  • Avg win
    $35.04
  • Avg loss
    $159.67
  • Model Account Values (Raw)
  • Cash
    $49,951
  • Margin Used
    $0
  • Buying Power
    $49,951
  • Ratios
  • W:L ratio
    0.95:1
  • Sharpe Ratio
    -0.82
  • Sortino Ratio
    -0.99
  • Calmar Ratio
    -0.172
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -2.85%
  • Correlation to SP500
    -0.03370
  • Return Percent SP500 (cumu) during strategy life
    23.11%
  • Verified
  • C2Star
    1
  • Return Statistics
  • Ann Return (w trading costs)
    -5.4%
  • Slump
  • Current Slump as Pcnt Equity
    1.50%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.009%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.92%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -0.1%
  • 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)
    0
  • Popularity (Last 6 weeks)
    570
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $35
  • Avg Loss
    $160
  • Sum Trade PL (losers)
    $958.000
  • # Winners
    26
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    13
  • Win / Loss
  • Sum Trade PL (winners)
    $911.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    6
  • % Winners
    81.2%
  • Frequency
  • Avg Position Time (mins)
    3005.95
  • Avg Position Time (hrs)
    50.10
  • Avg Trade Length
    2.1 days
  • Last Trade Ago
    330
  • Leverage
  • Daily leverage (average)
    0.23
  • Daily leverage (max)
    0.56
  • Regression
  • Alpha
    -0.01
  • Beta
    -0.01
  • Treynor Index
    1.07
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • 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)
    3.18
  • Avg(MAE) / Avg(PL) - All trades
    -32.523
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    2.189
  • Avg(MAE) / Avg(PL) - Losing trades
    -3.428
  • Hold-and-Hope Ratio
    -0.031
  • 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)
    -0.02700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00500
  • 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?
    -317255000
  • Max Equity Drawdown (num days)
    8
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2023-04-04
Suggested Minimum Capital
$35,000
# Trades
32
# Profitable
26
% Profitable
81.2%
Correlation S&P500
-0.034
Sharpe Ratio
-0.82
Sortino Ratio
-0.99
Beta
-0.01
Alpha
-0.01
Leverage
0.23 Average
0.56 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#
subscribed on started simulation #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.