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This is an archived track record. This track record was archived on 11/13/20 10:47 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

Elvis2
(131228419)

Created by: LAAX LAAX
Started: 09/2020
Futures
Last trade: 19 days ago
Trading style: Futures Commodities

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.

Trading Category: Futures
Commodities
Category: Equity

Commodities

Focuses on non-financial futures such as "softs" and grains, or metals and energy.
2.8%
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.

(7.7%)
Max Drawdown
46
Num Trades
50.0%
Win Trades
1.2 : 1
Profit Factor
25.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                        (1.7%)+5.1%(0.6%)  -  +2.8%

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.

System developer has asked us to delay this information by 100 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/10/20 14:16 QCLZ0 CRUDE OIL SHORT 1 41.19 11/13 10:47 40.31 3.74%
Trade id #132183323
Max drawdown($1,870)
Time11/11/20 0:00
Quant open1
Worst price43.06
Drawdown as % of equity-3.74%
$872
Includes Typical Broker Commissions trade costs of $8.00
11/10/20 10:44 @QMZ0 MINY CRUDE OIL SHORT 1 40.775 11/10 12:10 41.200 0.51%
Trade id #132177703
Max drawdown($262)
Time11/10/20 11:56
Quant open1
Worst price41.300
Drawdown as % of equity-0.51%
($221)
Includes Typical Broker Commissions trade costs of $8.00
11/9/20 11:02 @SF1 SOYBEANS SHORT 1 1110 1/4 11/10 12:10 1139 1/4 3.18%
Trade id #132153321
Max drawdown($1,650)
Time11/10/20 12:00
Quant open1
Worst price1143 1/4
Drawdown as % of equity-3.18%
($1,458)
Includes Typical Broker Commissions trade costs of $8.00
11/9/20 8:24 @QMZ0 MINY CRUDE OIL SHORT 1 41.175 11/10 2:45 40.325 n/a $417
Includes Typical Broker Commissions trade costs of $8.00
11/9/20 8:07 @QMZ0 MINY CRUDE OIL SHORT 1 40.675 11/9 8:16 41.075 0.62%
Trade id #132146817
Max drawdown($325)
Time11/9/20 8:16
Quant open1
Worst price41.325
Drawdown as % of equity-0.62%
($208)
Includes Typical Broker Commissions trade costs of $8.00
11/8/20 20:23 @SF1 SOYBEANS SHORT 1 1107 3/4 11/9 6:58 1110 3/4 0.29%
Trade id #132138309
Max drawdown($150)
Time11/9/20 6:58
Quant open1
Worst price1110 3/4
Drawdown as % of equity-0.29%
($158)
Includes Typical Broker Commissions trade costs of $8.00
11/8/20 19:11 QGCZ0 Gold 100 oz SHORT 1 1955.9 11/8 20:20 1958.2 0.46%
Trade id #132137502
Max drawdown($240)
Time11/8/20 20:20
Quant open1
Worst price1958.3
Drawdown as % of equity-0.46%
($238)
Includes Typical Broker Commissions trade costs of $8.00
11/8/20 18:20 @ESZ0 E-MINI S&P 500 SHORT 1 3531.50 11/8 18:42 3541.50 1.15%
Trade id #132137067
Max drawdown($612)
Time11/8/20 18:42
Quant open1
Worst price3543.75
Drawdown as % of equity-1.15%
($508)
Includes Typical Broker Commissions trade costs of $8.00
11/3/20 5:26 @KCZ0 COFFEE LONG 1 103.30 11/6 11:07 107.00 0.83%
Trade id #132039125
Max drawdown($431)
Time11/4/20 0:00
Quant open1
Worst price102.15
Drawdown as % of equity-0.83%
$1,380
Includes Typical Broker Commissions trade costs of $8.00
11/4/20 20:00 @SF1 SOYBEANS SHORT 1 1086 11/4 22:15 1095 1/4 0.92%
Trade id #132082961
Max drawdown($475)
Time11/4/20 22:15
Quant open1
Worst price1095 2/4
Drawdown as % of equity-0.92%
($471)
Includes Typical Broker Commissions trade costs of $8.00
11/1/20 18:07 QNGZ0 Natural Gas SHORT 1 3.371 11/2 7:30 3.274 0.43%
Trade id #132006415
Max drawdown($220)
Time11/2/20 0:00
Quant open1
Worst price3.393
Drawdown as % of equity-0.43%
$962
Includes Typical Broker Commissions trade costs of $8.00
10/30/20 16:44 @QMZ0 MINY CRUDE OIL LONG 1 35.750 11/1 18:04 34.675 1.21%
Trade id #131998051
Max drawdown($625)
Time11/1/20 18:01
Quant open1
Worst price34.500
Drawdown as % of equity-1.21%
($546)
Includes Typical Broker Commissions trade costs of $8.00
10/30/20 10:58 QNGZ0 Natural Gas SHORT 1 3.289 10/30 15:19 3.351 1.52%
Trade id #131990018
Max drawdown($790)
Time10/30/20 14:10
Quant open1
Worst price3.368
Drawdown as % of equity-1.52%
($628)
Includes Typical Broker Commissions trade costs of $8.00
10/26/20 12:25 @CTZ0 COTTON - #2 SHORT 1 7218 10/28 9:27 7104 0.41%
Trade id #131899815
Max drawdown($210)
Time10/28/20 2:46
Quant open1
Worst price7260
Drawdown as % of equity-0.41%
$562
Includes Typical Broker Commissions trade costs of $8.00
10/27/20 10:00 @WZ0 WHEAT SHORT 1 623 3/4 10/28 4:00 608 3/4 0.1%
Trade id #131918830
Max drawdown($50)
Time10/27/20 11:52
Quant open1
Worst price624 3/4
Drawdown as % of equity-0.10%
$742
Includes Typical Broker Commissions trade costs of $8.00
10/23/20 13:58 @SX0 SOYBEANS SHORT 1 1080 10/27 9:43 1093 1.27%
Trade id #131871903
Max drawdown($650)
Time10/27/20 9:42
Quant open1
Worst price1093
Drawdown as % of equity-1.27%
($658)
Includes Typical Broker Commissions trade costs of $8.00
10/26/20 8:46 @CCZ0 COCOA SHORT 1 2500 10/26 12:18 2494 0.39%
Trade id #131892121
Max drawdown($200)
Time10/26/20 11:49
Quant open1
Worst price2520
Drawdown as % of equity-0.39%
$52
Includes Typical Broker Commissions trade costs of $8.00
10/23/20 9:16 @CCZ0 COCOA SHORT 1 2498 10/23 9:47 2490 n/a $72
Includes Typical Broker Commissions trade costs of $8.00
10/21/20 11:46 @KCZ0 COFFEE LONG 1 104.25 10/22 11:31 107.00 0.78%
Trade id #131821554
Max drawdown($393)
Time10/22/20 8:24
Quant open1
Worst price103.20
Drawdown as % of equity-0.78%
$1,023
Includes Typical Broker Commissions trade costs of $8.00
10/19/20 3:04 @SX0 SOYBEANS SHORT 1 1054 10/22 10:06 1077 1/4 2.33%
Trade id #131760584
Max drawdown($1,175)
Time10/22/20 10:06
Quant open1
Worst price1077 2/4
Drawdown as % of equity-2.33%
($1,171)
Includes Typical Broker Commissions trade costs of $8.00
10/20/20 5:15 @CCZ0 COCOA LONG 1 2405 10/22 5:45 2443 0.66%
Trade id #131787284
Max drawdown($330)
Time10/20/20 9:35
Quant open1
Worst price2372
Drawdown as % of equity-0.66%
$372
Includes Typical Broker Commissions trade costs of $8.00
10/20/20 14:35 QNGX0 Natural Gas SHORT 1 2.893 10/20 15:19 2.892 0.12%
Trade id #131800815
Max drawdown($60)
Time10/20/20 14:39
Quant open1
Worst price2.899
Drawdown as % of equity-0.12%
$2
Includes Typical Broker Commissions trade costs of $8.00
10/20/20 10:55 @WZ0 WHEAT SHORT 1 632 3/4 10/20 12:22 628 2/4 0.02%
Trade id #131794576
Max drawdown($12)
Time10/20/20 10:59
Quant open1
Worst price633
Drawdown as % of equity-0.02%
$205
Includes Typical Broker Commissions trade costs of $8.00
10/20/20 8:38 @WZ0 WHEAT SHORT 1 633 10/20 10:12 627 1/4 0.52%
Trade id #131789818
Max drawdown($262)
Time10/20/20 9:40
Quant open1
Worst price638 1/4
Drawdown as % of equity-0.52%
$280
Includes Typical Broker Commissions trade costs of $8.00
10/19/20 10:42 QHGZ0 Copper SHORT 1 309.75 10/20 3:46 309.70 0.12%
Trade id #131768682
Max drawdown($62)
Time10/19/20 11:00
Quant open1
Worst price310.00
Drawdown as % of equity-0.12%
$5
Includes Typical Broker Commissions trade costs of $8.00
10/19/20 8:51 @KCZ0 COFFEE LONG 1 107.60 10/19 10:39 106.70 0.99%
Trade id #131763850
Max drawdown($506)
Time10/19/20 10:04
Quant open1
Worst price106.25
Drawdown as % of equity-0.99%
($346)
Includes Typical Broker Commissions trade costs of $8.00
10/15/20 10:18 @SX0 SOYBEANS SHORT 1 1054 1/4 10/16 10:37 1056 1/4 1.62%
Trade id #131714573
Max drawdown($825)
Time10/16/20 9:30
Quant open1
Worst price1070 3/4
Drawdown as % of equity-1.62%
($108)
Includes Typical Broker Commissions trade costs of $8.00
10/15/20 11:42 @CCZ0 COCOA LONG 1 2346 10/16 9:39 2332 0.29%
Trade id #131717701
Max drawdown($150)
Time10/15/20 13:29
Quant open1
Worst price2331
Drawdown as % of equity-0.29%
($148)
Includes Typical Broker Commissions trade costs of $8.00
10/14/20 9:37 @SX0 SOYBEANS SHORT 1 1051 2/4 10/15 9:30 1042 2/4 0.99%
Trade id #131689044
Max drawdown($500)
Time10/14/20 21:03
Quant open1
Worst price1061 2/4
Drawdown as % of equity-0.99%
$442
Includes Typical Broker Commissions trade costs of $8.00
10/14/20 11:03 @KCZ0 COFFEE LONG 1 110.35 10/14 12:40 109.55 0.66%
Trade id #131692717
Max drawdown($337)
Time10/14/20 12:04
Quant open1
Worst price109.45
Drawdown as % of equity-0.66%
($308)
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    9/17/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    76.35
  • Age
    76 days ago
  • What it trades
    Futures
  • # Trades
    46
  • # Profitable
    23
  • % Profitable
    50.00%
  • Avg trade duration
    1.2 days
  • Max peak-to-valley drawdown
    7.71%
  • drawdown period
    Nov 03, 2020 - Nov 11, 2020
  • Cumul. Return
    2.8%
  • Avg win
    $552.74
  • Avg loss
    $454.96
  • Model Account Values (Raw)
  • Cash
    $52,249
  • Margin Used
    $0
  • Buying Power
    $52,249
  • Ratios
  • W:L ratio
    1.21:1
  • Sharpe Ratio
    0.93
  • Sortino Ratio
    1.39
  • Calmar Ratio
    4.851
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.01510
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -6.53%
  • Return Percent SP500 (cumu) during strategy life
    9.29%
  • Verified
  • C2Star
    0
  • Return Statistics
  • Ann Return (w trading costs)
    13.3%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.37%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    3.30%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.028%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    23.1%
  • Automation
  • Percentage Signals Automated
    72.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    656
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $553
  • Avg Loss
    $455
  • Sum Trade PL (losers)
    $10,464.000
  • Sum Trade PL (winners)
    $12,713.000
  • # Winners
    23
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • # Losers
    23
  • % Winners
    50.0%
  • Frequency
  • Avg Position Time (mins)
    1753.65
  • Avg Position Time (hrs)
    29.23
  • Avg Trade Length
    1.2 days
  • Last Trade Ago
    20
  • Leverage
  • Daily leverage (average)
    1.42
  • Daily leverage (max)
    3.72
  • Regression
  • Alpha
    0.05
  • Beta
    0.01
  • Treynor Index
    3.94
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.20
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    12.007
  • 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
    0.03
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.534
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.368
  • Hold-and-Hope Ratio
    0.083
  • 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)
    0.23700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01400
  • 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)
    8
  • Last 4 Months - Pcnt Negative
    0.50%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -285082000

Strategy Description

Summary Statistics

Strategy began
2020-09-17
Suggested Minimum Capital
$50,000
# Trades
46
# Profitable
23
% Profitable
50.0%
Correlation S&P500
0.015
Sharpe Ratio
0.93
Sortino Ratio
1.39
Beta
0.01
Alpha
0.05
Leverage
1.42 Average
3.72 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.