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These are hypothetical performance results that have certain inherent limitations. Learn more

Star Patience
(131741853)

Created by: InteractiveAssets InteractiveAssets
Started: 10/2020
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 $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.

1.6%
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.

(3.0%)
Max Drawdown
30
Num Trades
43.3%
Win Trades
1.5 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                               (3.3%)+4.7%+0.3%+1.6%

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
11/6/20 9:31 VTI VANGUARD TOTAL STOCK MARKET ET LONG 10 179.18 11/30 14:48 186.83 0.02%
Trade id #132114175
Max drawdown($11)
Time11/6/20 9:57
Quant open10
Worst price178.08
Drawdown as % of equity-0.02%
$77
Includes Typical Broker Commissions trade costs of $0.20
11/19/20 14:45 SPY SPDR S&P 500 LONG 38 357.90 11/30 14:48 361.20 0.23%
Trade id #132353500
Max drawdown($115)
Time11/23/20 0:00
Quant open38
Worst price354.87
Drawdown as % of equity-0.23%
$124
Includes Typical Broker Commissions trade costs of $0.76
11/24/20 14:46 VGLT VANGUARD LONG-TERM TREASURY LONG 103 97.13 11/27 15:00 94.42 0.07%
Trade id #132434966
Max drawdown($35)
Time11/25/20 0:00
Quant open103
Worst price96.79
Drawdown as % of equity-0.07%
($281)
Includes Typical Broker Commissions trade costs of $2.06
11/23/20 14:50 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 412 40.09 11/27 15:00 40.50 0.08%
Trade id #132409151
Max drawdown($41)
Time11/23/20 15:58
Quant open412
Worst price39.99
Drawdown as % of equity-0.08%
$161
Includes Typical Broker Commissions trade costs of $8.24
11/23/20 14:50 VGLT VANGUARD LONG-TERM TREASURY LONG 102 97.99 11/24 11:54 97.25 0.15%
Trade id #132409152
Max drawdown($76)
Time11/24/20 11:54
Quant open102
Worst price97.24
Drawdown as % of equity-0.15%
($77)
Includes Typical Broker Commissions trade costs of $2.04
11/19/20 14:45 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 416 40.06 11/23 11:34 39.70 0.3%
Trade id #132353501
Max drawdown($154)
Time11/19/20 15:56
Quant open416
Worst price39.69
Drawdown as % of equity-0.30%
($158)
Includes Typical Broker Commissions trade costs of $8.32
11/9/20 14:50 VGLT VANGUARD LONG-TERM TREASURY LONG 105 94.65 11/23 10:59 97.73 0.03%
Trade id #132159074
Max drawdown($15)
Time11/10/20 0:00
Quant open105
Worst price94.50
Drawdown as % of equity-0.03%
$321
Includes Typical Broker Commissions trade costs of $2.10
11/12/20 14:45 SPY SPDR S&P 500 LONG 38 352.04 11/19 9:30 355.68 0.06%
Trade id #132230806
Max drawdown($29)
Time11/12/20 15:08
Quant open38
Worst price351.26
Drawdown as % of equity-0.06%
$137
Includes Typical Broker Commissions trade costs of $0.76
11/16/20 14:50 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 422 39.56 11/18 15:31 39.85 0.21%
Trade id #132284661
Max drawdown($105)
Time11/17/20 0:00
Quant open422
Worst price39.31
Drawdown as % of equity-0.21%
$114
Includes Typical Broker Commissions trade costs of $8.44
11/12/20 14:45 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 420 38.93 11/16 13:28 39.25 0.02%
Trade id #132230805
Max drawdown($11)
Time11/12/20 14:48
Quant open158
Worst price37.73
Drawdown as % of equity-0.02%
$127
Includes Typical Broker Commissions trade costs of $8.40
11/10/20 14:46 SPY SPDR S&P 500 LONG 38 353.63 11/12 13:13 352.21 0.11%
Trade id #132183958
Max drawdown($57)
Time11/12/20 13:13
Quant open38
Worst price352.11
Drawdown as % of equity-0.11%
($55)
Includes Typical Broker Commissions trade costs of $0.76
11/10/20 14:46 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 153 38.91 11/12 12:41 38.93 0.08%
Trade id #132183957
Max drawdown($39)
Time11/10/20 15:15
Quant open153
Worst price38.65
Drawdown as % of equity-0.08%
$0
Includes Typical Broker Commissions trade costs of $3.06
10/30/20 15:58 IWM ISHARES RUSSELL 2000 INDEX LONG 167 154.79 11/9 15:50 165.22 0.11%
Trade id #131997544
Max drawdown($54)
Time11/2/20 0:00
Quant open83
Worst price153.66
Drawdown as % of equity-0.11%
$1,739
Includes Typical Broker Commissions trade costs of $3.34
11/4/20 15:00 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 161 36.38 11/9 15:46 39.31 0.03%
Trade id #132079597
Max drawdown($14)
Time11/4/20 15:03
Quant open161
Worst price36.29
Drawdown as % of equity-0.03%
$469
Includes Typical Broker Commissions trade costs of $3.22
11/6/20 15:00 VGLT VANGUARD LONG-TERM TREASURY LONG 101 97.39 11/9 9:30 95.20 0.45%
Trade id #132124789
Max drawdown($227)
Time11/9/20 9:30
Quant open101
Worst price95.14
Drawdown as % of equity-0.45%
($223)
Includes Typical Broker Commissions trade costs of $2.02
10/16/20 12:49 GLD SPDR GOLD SHARES LONG 54 178.91 11/9 9:30 176.42 0.45%
Trade id #131742597
Max drawdown($220)
Time10/29/20 0:00
Quant open54
Worst price174.83
Drawdown as % of equity-0.45%
($135)
Includes Typical Broker Commissions trade costs of $1.08
10/16/20 12:49 VGLT VANGUARD LONG-TERM TREASURY LONG 100 98.12 11/6 9:30 97.34 0.47%
Trade id #131742594
Max drawdown($233)
Time10/23/20 0:00
Quant open100
Worst price95.78
Drawdown as % of equity-0.47%
($80)
Includes Typical Broker Commissions trade costs of $2.00
10/22/20 15:49 EDV VANGUARD EXTENDED DUR TRS IDX LONG 6 158.60 10/30 9:31 159.55 0%
Trade id #131851491
Max drawdown($1)
Time10/23/20 0:00
Quant open3
Worst price156.47
Drawdown as % of equity-0.00%
$6
Includes Typical Broker Commissions trade costs of $0.12
10/22/20 15:49 IAU ISHARES GOLD TRUST LONG 53 18.16 10/30 9:31 18.00 0.04%
Trade id #131851492
Max drawdown($20)
Time10/29/20 0:00
Quant open53
Worst price17.77
Drawdown as % of equity-0.04%
($9)
Includes Typical Broker Commissions trade costs of $1.06
10/22/20 15:45 VXUS VANGUARD TOTAL INTL STOCK IDX LONG 22 53.42 10/30 9:31 52.48 0.05%
Trade id #131851393
Max drawdown($22)
Time10/29/20 0:00
Quant open9
Worst price50.92
Drawdown as % of equity-0.05%
($21)
Includes Typical Broker Commissions trade costs of $0.44
10/16/20 12:49 SPY SPDR S&P 500 LONG 39 346.73 10/30 9:31 328.28 1.74%
Trade id #131742596
Max drawdown($843)
Time10/29/20 0:00
Quant open39
Worst price325.09
Drawdown as % of equity-1.74%
($720)
Includes Typical Broker Commissions trade costs of $0.78
10/22/20 15:45 VTI VANGUARD TOTAL STOCK MARKET ET LONG 6 176.35 10/30 9:31 173.54 0.04%
Trade id #131851394
Max drawdown($19)
Time10/29/20 0:00
Quant open2
Worst price166.50
Drawdown as % of equity-0.04%
($17)
Includes Typical Broker Commissions trade costs of $0.12
10/16/20 12:49 SVXY PROSHARES SHORT VIX SHORT-TERM LONG 157 37.31 10/26 15:48 35.54 0.62%
Trade id #131742595
Max drawdown($304)
Time10/26/20 15:14
Quant open157
Worst price35.37
Drawdown as % of equity-0.62%
($281)
Includes Typical Broker Commissions trade costs of $3.14
10/21/20 15:52 BSV VANGUARD SHORT-TERM BOND ETF LONG 25 82.90 10/22 15:34 82.88 0%
Trade id #131827782
Max drawdown($0)
Time10/22/20 15:33
Quant open25
Worst price82.88
Drawdown as % of equity-0.00%
($2)
Includes Typical Broker Commissions trade costs of $0.50
10/21/20 12:30 BSV VANGUARD SHORT-TERM BOND ETF LONG 19 82.90 10/21 15:44 82.89 0%
Trade id #131822801
Max drawdown($0)
Time10/21/20 12:34
Quant open19
Worst price82.89
Drawdown as % of equity-0.00%
$0
Includes Typical Broker Commissions trade costs of $0.38
10/21/20 11:03 VTI VANGUARD TOTAL STOCK MARKET ET LONG 3 175.87 10/21 12:20 175.91 0.01%
Trade id #131819582
Max drawdown($2)
Time10/21/20 11:22
Quant open3
Worst price175.02
Drawdown as % of equity-0.01%
$0
Includes Typical Broker Commissions trade costs of $0.06

Statistics

  • Strategy began
    10/16/2020
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    47.41
  • Age
    47 days ago
  • What it trades
    Stocks
  • # Trades
    30
  • # Profitable
    13
  • % Profitable
    43.30%
  • Avg trade duration
    7.5 days
  • Max peak-to-valley drawdown
    3.04%
  • drawdown period
    Oct 16, 2020 - Oct 30, 2020
  • Cumul. Return
    1.6%
  • Avg win
    $275.00
  • Avg loss
    $140.71
  • Model Account Values (Raw)
  • Cash
    $18,231
  • Margin Used
    $0
  • Buying Power
    $18,140
  • Ratios
  • W:L ratio
    1.51:1
  • Sharpe Ratio
    1.21
  • Sortino Ratio
    1.98
  • Calmar Ratio
    7.5
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.63310
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -3.71%
  • Return Percent SP500 (cumu) during strategy life
    5.32%
  • Verified
  • C2Star
    1
  • Return Statistics
  • Ann Return (w trading costs)
    12.2%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.28%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    1.10%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.016%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    19.6%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    749
  • Popularity (Last 6 weeks)
    855
  • Popularity (7 days, Percentile 1000 scale)
    818
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    708
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $288
  • Avg Loss
    $150
  • Sum Trade PL (losers)
    $2,552.000
  • Sum Trade PL (winners)
    $3,738.000
  • # Winners
    13
  • Dividends
  • Dividends Received in Model Acct
    14
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • # Losers
    17
  • % Winners
    43.3%
  • Frequency
  • Avg Position Time (mins)
    10860.80
  • Avg Position Time (hrs)
    181.01
  • Avg Trade Length
    7.5 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    0.81
  • Daily leverage (max)
    1.51
  • Regression
  • Alpha
    0.01
  • Beta
    0.28
  • Treynor Index
    0.12
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.20
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    4.626
  • 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
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.131
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.250
  • Hold-and-Hope Ratio
    0.237
  • 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)
    0.04500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00800
  • 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)
    14
  • Last 4 Months - Pcnt Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -268655000

Strategy Description

Products traded at this time include but not limited to: SPY, QQQ, MDY, IWM, TLT, VGLT, GLD, SVXY, VXX.

I recommend joining all trades in progress.

Backtest Results from 2004 to 2020: CAGR of 15%, Max 24 hour drawdown 5%, Max drawdown 8%

If you want higher targeted returns look at my other strategies such as Patience is a Virtue.
Neither C2 nor myself can guarantee the results of the backtests or that the future will be similar.

To trade VXX and SVXY you may need to enable “Complex and Leveraged Exchange Traded Products” if you are using Interactive Brokers. This post shows how I do it.
https://forums.collective2.com/t/enable-gbtc-leveraged-etfs-and-option-trades/14491

Summary Statistics

Strategy began
2020-10-16
Suggested Minimum Capital
$15,000
# Trades
30
# Profitable
13
% Profitable
43.3%
Net Dividends
Correlation S&P500
0.633
Sharpe Ratio
1.21
Sortino Ratio
1.98
Beta
0.28
Alpha
0.01
Leverage
0.81 Average
1.51 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.