This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
07/19/2021
Most recent certification approved
9/29/21 13:57 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
762
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
739
Percent signals followed since 07/19/2021
97%
This information was last updated
10/17/21 22:35 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife 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 07/19/2021,
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 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
underor overcompensated 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Avi Butz and Goldshtein
(128081688)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  07/19/2021 
Most recent certification approved  9/29/21 13:57 ET 
Trades at broker  Interactive Brokers (Stocks, Options, Futures) 
Scaling percentage used  100% 
# trading signals issued by system since certification  762 
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account  739 
Percent signals followed since 07/19/2021  97% 
This information was last updated  10/17/21 22:35 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife 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 07/19/2021, 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 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 underor overcompensated 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $595.00 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.
Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  +24.4%  +5.2%  +0.7%  +10.0%  +6.5%  +66.4%  +7.9%  +3.0%  +1.3%  +0.1%  +189.6%  
2021  +3.2%  +0.3%  +2.8%  (11.4%)  +17.2%  +3.5%  (0.5%)  (7.6%)  +9.3%  +5.1%  +20.8% 
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.
Started  $50,000  
Buy Power  $170,387  
Cash  $1  
Equity  $1  
Cumulative $  $147,969  
Total System Equity  $197,969  
Margined  $1  
Open P/L  ($148)  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began3/17/2020

Suggested Minimum Cap$50,000

Strategy Age (days)579.69

Age19 months ago

What it tradesStocks, Futures

# Trades863

# Profitable823

% Profitable95.40%

Avg trade duration17.1 hours

Max peaktovalley drawdown25.98%

drawdown periodApril 01, 2021  April 26, 2021

Annual Return (Compounded)119.1%

Avg win$307.81

Avg loss$2,631
 Model Account Values (Raw)

Cash$188,524

Margin Used$17,910

Buying Power$170,387
 Ratios

W:L ratio2.41:1

Sharpe Ratio1.8

Sortino Ratio3.62

Calmar Ratio7.29
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)172.97%

Correlation to SP5000.03440

Return Percent SP500 (cumu) during strategy life76.79%
 Return Statistics

Ann Return (w trading costs)119.1%
 Slump

Current Slump as Pcnt Equity0.50%
 Instruments

Percent Trades Futures0.78%
 Slump

Current Slump, time of slump as pcnt of strategy life0.00%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.191%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.22%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)137.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss28.50%

Chance of 20% account loss5.50%

Chance of 30% account loss1.00%

Chance of 40% account lossn/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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)888

Popularity (Last 6 weeks)962
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score848

Popularity (7 days, Percentile 1000 scale)969
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$2,634

Avg Win$308

Sum Trade PL (losers)$105,360.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table20
 Win / Loss

Sum Trade PL (winners)$253,329.000

# Winners823

Num Months Winners17
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)187534
 Win / Loss

# Losers40

% Winners95.4%
 Frequency

Avg Position Time (mins)1027.70

Avg Position Time (hrs)17.13

Avg Trade Length0.7 days

Last Trade Ago0
 Leverage

Daily leverage (average)3.75

Daily leverage (max)47.87
 Regression

Alpha0.23

Beta0.06

Treynor Index3.67
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.44

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades6.114

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades2.175

Avg(MAE) / Avg(PL)  Losing trades1.746

HoldandHope Ratio0.165
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.99156

SD0.56569

Sharpe ratio (Glass type estimate)1.75282

Sharpe ratio (Hedges UMVUE)1.67414

df17.00000

t2.14676

p0.21681

Lowerbound of 95% confidence interval for Sharpe Ratio0.02647

Upperbound of 95% confidence interval for Sharpe Ratio3.43400

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02222

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.37050
 Statistics related to Sortino ratio

Sortino ratio19.12810

Upside Potential Ratio20.70180

Upside part of mean1.07314

Downside part of mean0.08158

Upside SD0.61764

Downside SD0.05184

N nonnegative terms14.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations18.00000

Mean of predictor0.35740

Mean of criterion0.99156

SD of predictor0.15074

SD of criterion0.56569

Covariance0.02810

r0.32954

b (slope, estimate of beta)1.23665

a (intercept, estimate of alpha)0.54958

Mean Square Error0.30309

DF error16.00000

t(b)1.39615

p(b)0.33523

t(a)0.99962

p(a)0.37877

Lowerbound of 95% confidence interval for beta0.64107

Upperbound of 95% confidence interval for beta3.11438

Lowerbound of 95% confidence interval for alpha0.61592

Upperbound of 95% confidence interval for alpha1.71509

Treynor index (mean / b)0.80181

Jensen alpha (a)0.54958
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.84630

SD0.44694

Sharpe ratio (Glass type estimate)1.89354

Sharpe ratio (Hedges UMVUE)1.80854

df17.00000

t2.31910

p0.20090

Lowerbound of 95% confidence interval for Sharpe Ratio0.14916

Upperbound of 95% confidence interval for Sharpe Ratio3.59003

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09667

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.52042
 Statistics related to Sortino ratio

Sortino ratio16.08200

Upside Potential Ratio17.65460

Upside part of mean0.92906

Downside part of mean0.08276

Upside SD0.49555

Downside SD0.05262

N nonnegative terms14.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations18.00000

Mean of predictor0.34119

Mean of criterion0.84630

SD of predictor0.14721

SD of criterion0.44694

Covariance0.01975

r0.30021

b (slope, estimate of beta)0.91147

a (intercept, estimate of alpha)0.53531

Mean Square Error0.19311

DF error16.00000

t(b)1.25892

p(b)0.34989

t(a)1.22885

p(a)0.35317

Lowerbound of 95% confidence interval for beta0.62337

Upperbound of 95% confidence interval for beta2.44631

Lowerbound of 95% confidence interval for alpha0.38816

Upperbound of 95% confidence interval for alpha1.45878

Treynor index (mean / b)0.92850

Jensen alpha (a)0.53531
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13211

Expected Shortfall on VaR0.17674
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00853

Expected Shortfall on VaR0.02033
 ORDER STATISTICS
 Quartiles of return rates

Number of observations18.00000

Minimum0.96528

Quartile 11.01369

Median1.02924

Quartile 31.09544

Maximum1.66640

Mean of quarter 10.97982

Mean of quarter 21.02347

Mean of quarter 31.05919

Mean of quarter 41.25991

Inter Quartile Range0.08175

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.11111

Mean of outliers high1.46412
 Risk estimates for a oneperiod 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)3.47547

VaR(95%) (regression method)0.05231

Expected Shortfall (regression method)0.05247
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.04419

Quartile 10.04996

Median0.05573

Quartile 30.06150

Maximum0.06727

Mean of quarter 10.04419

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.06727

Inter Quartile Range0.01154

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)1.80735

Compounded annual return (geometric extrapolation)1.39697

Calmar ratio (compounded annual return / max draw down)20.76690

Compounded annual return / average of 25% largest draw downs20.76690

Compounded annual return / Expected Shortfall lognormal7.90406

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.90755

SD0.35145

Sharpe ratio (Glass type estimate)2.58230

Sharpe ratio (Hedges UMVUE)2.57744

df398.00000

t3.18672

p0.00078

Lowerbound of 95% confidence interval for Sharpe Ratio0.98238

Upperbound of 95% confidence interval for Sharpe Ratio4.17904

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97915

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.17572
 Statistics related to Sortino ratio

Sortino ratio5.93829

Upside Potential Ratio11.54630

Upside part of mean1.76462

Downside part of mean0.85707

Upside SD0.32093

Downside SD0.15283

N nonnegative terms246.00000

N negative terms153.00000
 Statistics related to linear regression on benchmark

N of observations399.00000

Mean of predictor0.37104

Mean of criterion0.90755

SD of predictor0.22263

SD of criterion0.35145

Covariance0.00264

r0.03377

b (slope, estimate of beta)0.05331

a (intercept, estimate of alpha)0.92700

Mean Square Error0.12369

DF error397.00000

t(b)0.67328

p(b)0.74942

t(a)3.23678

p(a)0.00066

Lowerbound of 95% confidence interval for beta0.20898

Upperbound of 95% confidence interval for beta0.10236

Lowerbound of 95% confidence interval for alpha0.36409

Upperbound of 95% confidence interval for alpha1.49058

Treynor index (mean / b)17.02320

Jensen alpha (a)0.92733
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.84864

SD0.33359

Sharpe ratio (Glass type estimate)2.54397

Sharpe ratio (Hedges UMVUE)2.53917

df398.00000

t3.13940

p0.00091

Lowerbound of 95% confidence interval for Sharpe Ratio0.94442

Upperbound of 95% confidence interval for Sharpe Ratio4.14044

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.94118

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.13716
 Statistics related to Sortino ratio

Sortino ratio5.42823

Upside Potential Ratio10.98670

Upside part of mean1.71765

Downside part of mean0.86901

Upside SD0.29885

Downside SD0.15634

N nonnegative terms246.00000

N negative terms153.00000
 Statistics related to linear regression on benchmark

N of observations399.00000

Mean of predictor0.34625

Mean of criterion0.84864

SD of predictor0.22130

SD of criterion0.33359

Covariance0.00267

r0.03613

b (slope, estimate of beta)0.05447

a (intercept, estimate of alpha)0.86750

Mean Square Error0.11142

DF error397.00000

t(b)0.72044

p(b)0.76416

t(a)3.19231

p(a)0.00076

Lowerbound of 95% confidence interval for beta0.20311

Upperbound of 95% confidence interval for beta0.09417

Lowerbound of 95% confidence interval for alpha0.33326

Upperbound of 95% confidence interval for alpha1.40175

Treynor index (mean / b)15.58040

Jensen alpha (a)0.86750
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03019

Expected Shortfall on VaR0.03848
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00607

Expected Shortfall on VaR0.01395
 ORDER STATISTICS
 Quartiles of return rates

Number of observations399.00000

Minimum0.91536

Quartile 10.99850

Median1.00112

Quartile 31.00604

Maximum1.27262

Mean of quarter 10.98722

Mean of quarter 21.00019

Mean of quarter 31.00325

Mean of quarter 41.02361

Inter Quartile Range0.00754

Number outliers low29.00000

Percentage of outliers low0.07268

Mean of outliers low0.97085

Number of outliers high37.00000

Percentage of outliers high0.09273

Mean of outliers high1.04640
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.53586

VaR(95%) (moments method)0.00814

Expected Shortfall (moments method)0.02136

Extreme Value Index (regression method)0.18763

VaR(95%) (regression method)0.01113

Expected Shortfall (regression method)0.01962
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations32.00000

Minimum0.00006

Quartile 10.00160

Median0.00423

Quartile 30.04253

Maximum0.19239

Mean of quarter 10.00064

Mean of quarter 20.00269

Mean of quarter 30.01269

Mean of quarter 40.09406

Inter Quartile Range0.04093

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.09375

Mean of outliers high0.15615
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.45198

VaR(95%) (moments method)0.10946

Expected Shortfall (moments method)0.20897

Extreme Value Index (regression method)1.25926

VaR(95%) (regression method)0.09091

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.83834

Compounded annual return (geometric extrapolation)1.40260

Calmar ratio (compounded annual return / max draw down)7.29041

Compounded annual return / average of 25% largest draw downs14.91170

Compounded annual return / Expected Shortfall lognormal36.44740

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.76324

SD0.33361

Sharpe ratio (Glass type estimate)2.28784

Sharpe ratio (Hedges UMVUE)2.27461

df130.00000

t1.61774

p0.42976

Lowerbound of 95% confidence interval for Sharpe Ratio0.50213

Upperbound of 95% confidence interval for Sharpe Ratio5.06919

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51095

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.06017
 Statistics related to Sortino ratio

Sortino ratio3.62229

Upside Potential Ratio10.10480

Upside part of mean2.12914

Downside part of mean1.36590

Upside SD0.26129

Downside SD0.21071

N nonnegative terms80.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11807

Mean of criterion0.76324

SD of predictor0.11509

SD of criterion0.33361

Covariance0.00223

r0.05802

b (slope, estimate of beta)0.16819

a (intercept, estimate of alpha)0.78310

Mean Square Error0.11178

DF error129.00000

t(b)0.66012

p(b)0.53692

t(a)1.65289

p(a)0.40864

Lowerbound of 95% confidence interval for beta0.67229

Upperbound of 95% confidence interval for beta0.33591

Lowerbound of 95% confidence interval for alpha0.15428

Upperbound of 95% confidence interval for alpha1.72047

Treynor index (mean / b)4.53798

Jensen alpha (a)0.78310
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70713

SD0.33278

Sharpe ratio (Glass type estimate)2.12490

Sharpe ratio (Hedges UMVUE)2.11262

df130.00000

t1.50253

p0.43467

Lowerbound of 95% confidence interval for Sharpe Ratio0.66292

Upperbound of 95% confidence interval for Sharpe Ratio4.90472

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.67106

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.89629
 Statistics related to Sortino ratio

Sortino ratio3.26697

Upside Potential Ratio9.68305

Upside part of mean2.09590

Downside part of mean1.38876

Upside SD0.25487

Downside SD0.21645

N nonnegative terms80.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11145

Mean of criterion0.70713

SD of predictor0.11519

SD of criterion0.33278

Covariance0.00219

r0.05710

b (slope, estimate of beta)0.16497

a (intercept, estimate of alpha)0.72552

Mean Square Error0.11124

DF error129.00000

t(b)0.64959

p(b)0.53633

t(a)1.53540

p(a)0.41497

VAR (95 Confidence Intrvl)0.03000

Lowerbound of 95% confidence interval for beta0.66743

Upperbound of 95% confidence interval for beta0.33749

Lowerbound of 95% confidence interval for alpha0.20939

Upperbound of 95% confidence interval for alpha1.66043

Treynor index (mean / b)4.28651

Jensen alpha (a)0.72552
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03064

Expected Shortfall on VaR0.03890
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00993

Expected Shortfall on VaR0.02189
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91536

Quartile 10.99519

Median1.00256

Quartile 31.00979

Maximum1.09011

Mean of quarter 10.98080

Mean of quarter 20.99941

Mean of quarter 31.00573

Mean of quarter 41.02622

Inter Quartile Range0.01460

Number outliers low7.00000

Percentage of outliers low0.05344

Mean of outliers low0.95247

Number of outliers high9.00000

Percentage of outliers high0.06870

Mean of outliers high1.04983
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20905

VaR(95%) (moments method)0.01542

Expected Shortfall (moments method)0.02517

Extreme Value Index (regression method)0.67117

VaR(95%) (regression method)0.01272

Expected Shortfall (regression method)0.03657
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00015

Quartile 10.00364

Median0.03122

Quartile 30.07238

Maximum0.14578

Mean of quarter 10.00157

Mean of quarter 20.00824

Mean of quarter 30.05536

Mean of quarter 40.11752

Inter Quartile Range0.06874

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)53.78440

VaR(95%) (moments method)0.12237

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.79545

VaR(95%) (regression method)0.19498

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.19575

Strat Max DD how much worse than SP500 max DD during strat life?319829000

Max Equity Drawdown (num days)25
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.88830

Compounded annual return (geometric extrapolation)1.08557

Calmar ratio (compounded annual return / max draw down)7.44685

Compounded annual return / average of 25% largest draw downs9.23719

Compounded annual return / Expected Shortfall lognormal27.90420
Strategy Description
At Collective2, we are a signal provider, meaning we don't take any responsibility for client order execution nor any technical problem that may occur.
This strategy is managed in a real portfolio (TOS). All trades that seen on Collective2 are fully executed on our side. We are trading our own developed models. We will take shortterm & swing positions depending on the market's environment.
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Please be advised; It is a highrisk business! We will try to minimize the risk as much as possible. We believe the bigger the account, the lower the risk because we prefer not to use leverage and try to avoid it. One must understand what is involved in trading.
We were there in 1987 / 1997 / 2000 / 2008 and saw how the market crashed many people.
Therefore, we must emphasize that those who cannot afford to lose should not participate in this game.
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PLEASE NOTE:
We don't replay here nor visiting the platform that often. If you have any urgent questions or inquiries, please send an email to: Daniel@goldshteinandco.com
In addition, Collective2 doesnâ€™t support pre and after market trades execution. Nonetheless, sometimes WE WILL trade pre and after market on our account, especially when there is earning season, so please consider this factor when you choose to subscribe to the strategy; you can modify which product to execute from your side when subscribing to the strategy.
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************************************************************FAQ**************************************************************
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Q: How much should I allocate to this strategy?
A: As we mentioned before, we are managing a portfolio of 1MM; based on your risk tolerance and capital available, you should allocate as you see right (Scaling).
Q: Can I get a discount?
A: No, we don't provide any discounts.
Q: Why is the strategy so expensive?
A: Our strategy trades Futures; one of the limitations we have in Collective2 is the higher we go in AUM, the more effect it has on our buying quantity, know as " Position Limits" (Weird, right?).
So, after working in Collective2 for some time, we saw that the more clients we have, the less we have buying quantity ( There are situations that we can buy at all... and that's unfair towards the current clients)
that said, we decided to try to avoid this problem by having a higher fee so it will have a more negligible effect on the quantity we can buy (This position limits mainly for Futures contracts and not stocks).
Q: Why the Leverage is so high, and how come you have all this buying power?
A: Our portfolio size is 1 Million USD, and Collective2 doesn't adjust the strategy starting capital. Once a strategy opens with starting capital, it is unchangeable.
Q: One of the orders didn't fill what I need to do?
A: Please get in touch with Collective2; We can't do anything regarding that from our side.
Q: Is it an Algo Strategy?
A: No, the strategy is managed by a group of people and manually executed.
Q: I see a different fill price and P&L from the trade on my side.
A: Often, system vendors at C2 will submit a limit order at a price that is not "market clearing".
Q: Are you double down or doing martingale?
A: No, by our strategy, we have a price range which we will accumulate the asset
Q: Do you have a take profit & stop loss?
A: Each trade has a strategic plan prepared in advance.
Q: The returns of the strategy doesn't add up why there are different numbers
A: Collective2 has to calculate by the requirements of the regulations. If you do due diligence, you will see different numbers that, in the end, are much higher.
Q: What do you trade?
A: We will trade Futures, Stocks, and maybe option depends on market conditions.
Q: I don't want to trade one of those products.
A: You can choose which trades to follow; you don't have to trade them all.
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.