Avi Butz and Goldshtein
(128081688)
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%)  +4.7%  +10.0% 
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.
Started  $50,000  
Buy Power  $180,956  
Cash  $1  
Equity  $1  
Cumulative $  $130,956  
Total System Equity  $180,956  
Margined  $1  
Open P/L  ($2,333)  
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)550.4

Age18 months ago

What it tradesStocks, Futures

# Trades793

# Profitable759

% Profitable95.70%

Avg trade duration17.9 hours

Max peaktovalley drawdown25.98%

drawdown periodApril 01, 2021  April 26, 2021

Annual Return (Compounded)114.6%

Avg win$309.56

Avg loss$3,058
 Model Account Values (Raw)

Cash$180,956

Margin Used$0

Buying Power$180,956
 Ratios

W:L ratio2.26:1

Sharpe Ratio1.68

Sortino Ratio3.33

Calmar Ratio7.092
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)143.17%

Correlation to SP5000.02910

Return Percent SP500 (cumu) during strategy life75.27%
 Return Statistics

Ann Return (w trading costs)114.6%
 Slump

Current Slump as Pcnt Equity8.70%
 Instruments

Percent Trades Futures0.80%
 Slump

Current Slump, time of slump as pcnt of strategy life0.11%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.146%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.20%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)134.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss33.00%

Chance of 20% account loss10.50%

Chance of 30% account loss1.00%

Chance of 40% account loss0.50%

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)746

Popularity (Last 6 weeks)916
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score813

Popularity (7 days, Percentile 1000 scale)748
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percent100%
 Win / Loss

Avg Loss$3,059

Avg Win$310

Sum Trade PL (losers)$104,003.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table19
 Win / Loss

Sum Trade PL (winners)$234,959.000

# Winners759

Num Months Winners16
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)171285
 Win / Loss

# Losers34

% Winners95.7%
 Frequency

Avg Position Time (mins)1076.72

Avg Position Time (hrs)17.95

Avg Trade Length0.7 days

Last Trade Ago1
 Leverage

Daily leverage (average)3.87

Daily leverage (max)47.87
 Regression

Alpha0.23

Beta0.05

Treynor Index4.11
 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)2.62

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades6.428

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 trades2.199

Avg(MAE) / Avg(PL)  Losing trades1.659

HoldandHope Ratio0.156
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.98286

SD0.58300

Sharpe ratio (Glass type estimate)1.68586

Sharpe ratio (Hedges UMVUE)1.60537

df16.00000

t2.00658

p0.27581

Lowerbound of 95% confidence interval for Sharpe Ratio0.08306

Upperbound of 95% confidence interval for Sharpe Ratio3.40823

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.13273

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.34347
 Statistics related to Sortino ratio

Sortino ratio18.42600

Upside Potential Ratio20.04540

Upside part of mean1.06924

Downside part of mean0.08638

Upside SD0.63052

Downside SD0.05334

N nonnegative terms13.00000

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

N of observations17.00000

Mean of predictor0.39885

Mean of criterion0.98286

SD of predictor0.14631

SD of criterion0.58300

Covariance0.03043

r0.35679

b (slope, estimate of beta)1.42169

a (intercept, estimate of alpha)0.41582

Mean Square Error0.31640

DF error15.00000

t(b)1.47917

p(b)0.27778

t(a)0.68334

p(a)0.38994

Lowerbound of 95% confidence interval for beta0.62693

Upperbound of 95% confidence interval for beta3.47031

Lowerbound of 95% confidence interval for alpha0.88120

Upperbound of 95% confidence interval for alpha1.71285

Treynor index (mean / b)0.69133

Jensen alpha (a)0.41582
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.83219

SD0.46035

Sharpe ratio (Glass type estimate)1.80773

Sharpe ratio (Hedges UMVUE)1.72142

df16.00000

t2.15163

p0.26314

Lowerbound of 95% confidence interval for Sharpe Ratio0.02321

Upperbound of 95% confidence interval for Sharpe Ratio3.54317

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02997

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.47280
 Statistics related to Sortino ratio

Sortino ratio15.36830

Upside Potential Ratio16.98650

Upside part of mean0.91982

Downside part of mean0.08763

Upside SD0.50422

Downside SD0.05415

N nonnegative terms13.00000

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

N of observations17.00000

Mean of predictor0.38194

Mean of criterion0.83219

SD of predictor0.14275

SD of criterion0.46035

Covariance0.02190

r0.33329

b (slope, estimate of beta)1.07480

a (intercept, estimate of alpha)0.42168

Mean Square Error0.20094

DF error15.00000

t(b)1.36912

p(b)0.29182

t(a)0.87595

p(a)0.36071

Lowerbound of 95% confidence interval for beta0.59846

Upperbound of 95% confidence interval for beta2.74806

Lowerbound of 95% confidence interval for alpha0.60440

Upperbound of 95% confidence interval for alpha1.44775

Treynor index (mean / b)0.77427

Jensen alpha (a)0.42168
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13864

Expected Shortfall on VaR0.18419
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00955

Expected Shortfall on VaR0.02213
 ORDER STATISTICS
 Quartiles of return rates

Number of observations17.00000

Minimum0.96528

Quartile 11.01215

Median1.02849

Quartile 31.08989

Maximum1.66640

Mean of quarter 10.97982

Mean of quarter 21.02347

Mean of quarter 31.05919

Mean of quarter 41.30057

Inter Quartile Range0.07774

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.11765

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)0.05235

Expected Shortfall (regression method)0.05248
 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)1.68141

Compounded annual return (geometric extrapolation)1.36339

Calmar ratio (compounded annual return / max draw down)20.26770

Compounded annual return / average of 25% largest draw downs20.26770

Compounded annual return / Expected Shortfall lognormal7.40192

0.00000

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

Mean0.89780

SD0.36981

Sharpe ratio (Glass type estimate)2.42775

Sharpe ratio (Hedges UMVUE)2.42293

df378.00000

t2.91993

p0.00186

Lowerbound of 95% confidence interval for Sharpe Ratio0.78744

Upperbound of 95% confidence interval for Sharpe Ratio4.06491

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.78421

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.06165
 Statistics related to Sortino ratio

Sortino ratio5.42509

Upside Potential Ratio10.93760

Upside part of mean1.81007

Downside part of mean0.91227

Upside SD0.33479

Downside SD0.16549

N nonnegative terms230.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations379.00000

Mean of predictor0.38544

Mean of criterion0.89780

SD of predictor0.22535

SD of criterion0.36981

Covariance0.00231

r0.02775

b (slope, estimate of beta)0.04554

a (intercept, estimate of alpha)0.91500

Mean Square Error0.13701

DF error377.00000

t(b)0.53907

p(b)0.70492

t(a)2.95772

p(a)0.00165

Lowerbound of 95% confidence interval for beta0.21166

Upperbound of 95% confidence interval for beta0.12058

Lowerbound of 95% confidence interval for alpha0.30683

Upperbound of 95% confidence interval for alpha1.52387

Treynor index (mean / b)19.71340

Jensen alpha (a)0.91535
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.83263

SD0.35169

Sharpe ratio (Glass type estimate)2.36749

Sharpe ratio (Hedges UMVUE)2.36279

df378.00000

t2.84746

p0.00232

Lowerbound of 95% confidence interval for Sharpe Ratio0.72767

Upperbound of 95% confidence interval for Sharpe Ratio4.00429

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.72452

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.00106
 Statistics related to Sortino ratio

Sortino ratio4.90459

Upside Potential Ratio10.36110

Upside part of mean1.75897

Downside part of mean0.92634

Upside SD0.31175

Downside SD0.16977

N nonnegative terms230.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations379.00000

Mean of predictor0.36003

Mean of criterion0.83263

SD of predictor0.22396

SD of criterion0.35169

Covariance0.00235

r0.02986

b (slope, estimate of beta)0.04689

a (intercept, estimate of alpha)0.84952

Mean Square Error0.12391

DF error377.00000

t(b)0.58010

p(b)0.71890

t(a)2.88840

p(a)0.00205

Lowerbound of 95% confidence interval for beta0.20585

Upperbound of 95% confidence interval for beta0.11206

Lowerbound of 95% confidence interval for alpha0.27121

Upperbound of 95% confidence interval for alpha1.42782

Treynor index (mean / b)17.75520

Jensen alpha (a)0.84952
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03204

Expected Shortfall on VaR0.04075
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00657

Expected Shortfall on VaR0.01510
 ORDER STATISTICS
 Quartiles of return rates

Number of observations379.00000

Minimum0.91536

Quartile 10.99832

Median1.00099

Quartile 31.00591

Maximum1.27262

Mean of quarter 10.98642

Mean of quarter 21.00011

Mean of quarter 31.00307

Mean of quarter 41.02452

Inter Quartile Range0.00759

Number outliers low29.00000

Percentage of outliers low0.07652

Mean of outliers low0.96963

Number of outliers high36.00000

Percentage of outliers high0.09499

Mean of outliers high1.04825
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.56254

VaR(95%) (moments method)0.00899

Expected Shortfall (moments method)0.02474

Extreme Value Index (regression method)0.23262

VaR(95%) (regression method)0.01162

Expected Shortfall (regression method)0.02123
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations31.00000

Minimum0.00006

Quartile 10.00188

Median0.00476

Quartile 30.04534

Maximum0.19239

Mean of quarter 10.00083

Mean of quarter 20.00308

Mean of quarter 30.01382

Mean of quarter 40.09844

Inter Quartile Range0.04346

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.09677

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

Extreme Value Index (moments method)0.17785

VaR(95%) (moments method)0.10571

Expected Shortfall (moments method)0.15613

Extreme Value Index (regression method)0.28251

VaR(95%) (regression method)0.12061

Expected Shortfall (regression method)0.19576
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.70910

Compounded annual return (geometric extrapolation)1.36443

Calmar ratio (compounded annual return / max draw down)7.09204

Compounded annual return / average of 25% largest draw downs13.86100

Compounded annual return / Expected Shortfall lognormal33.47990

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

Mean0.20237

SD0.37873

Sharpe ratio (Glass type estimate)0.53434

Sharpe ratio (Hedges UMVUE)0.53125

df130.00000

t0.37783

p0.48344

Lowerbound of 95% confidence interval for Sharpe Ratio2.23920

Upperbound of 95% confidence interval for Sharpe Ratio3.30594

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.24131

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.30381
 Statistics related to Sortino ratio

Sortino ratio0.80370

Upside Potential Ratio8.01453

Upside part of mean2.01802

Downside part of mean1.81565

Upside SD0.28124

Downside SD0.25179

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.20237

SD of predictor0.10557

SD of criterion0.37873

Covariance0.00245

r0.06121

b (slope, estimate of beta)0.21958

a (intercept, estimate of alpha)0.25200

Mean Square Error0.14401

DF error129.00000

t(b)0.69647

p(b)0.53894

t(a)0.46548

p(a)0.47394

Lowerbound of 95% confidence interval for beta0.84335

Upperbound of 95% confidence interval for beta0.40420

Lowerbound of 95% confidence interval for alpha0.81913

Upperbound of 95% confidence interval for alpha1.32313

Treynor index (mean / b)0.92162

Jensen alpha (a)0.25200
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13150

SD0.37742

Sharpe ratio (Glass type estimate)0.34841

Sharpe ratio (Hedges UMVUE)0.34640

df130.00000

t0.24637

p0.48920

Lowerbound of 95% confidence interval for Sharpe Ratio2.42432

Upperbound of 95% confidence interval for Sharpe Ratio3.11994

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.42573

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.11852
 Statistics related to Sortino ratio

Sortino ratio0.50777

Upside Potential Ratio7.64518

Upside part of mean1.97986

Downside part of mean1.84836

Upside SD0.27268

Downside SD0.25897

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.13150

SD of predictor0.10552

SD of criterion0.37742

Covariance0.00243

r0.06113

b (slope, estimate of beta)0.21863

a (intercept, estimate of alpha)0.17968

Mean Square Error0.14301

DF error129.00000

t(b)0.69558

p(b)0.53889

t(a)0.33318

p(a)0.48134

VAR (95 Confidence Intrvl)0.03200

Lowerbound of 95% confidence interval for beta0.84050

Upperbound of 95% confidence interval for beta0.40325

Lowerbound of 95% confidence interval for alpha0.88729

Upperbound of 95% confidence interval for alpha1.24665

Treynor index (mean / b)0.60146

Jensen alpha (a)0.17968
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03714

Expected Shortfall on VaR0.04644
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01576

Expected Shortfall on VaR0.03219
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91536

Quartile 10.99092

Median1.00034

Quartile 31.00914

Maximum1.10080

Mean of quarter 10.97598

Mean of quarter 20.99674

Mean of quarter 31.00411

Mean of quarter 41.02679

Inter Quartile Range0.01822

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.94126

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.06033
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.54419

VaR(95%) (moments method)0.02667

Expected Shortfall (moments method)0.06271

Extreme Value Index (regression method)0.82406

VaR(95%) (regression method)0.01870

Expected Shortfall (regression method)0.07919
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00129

Quartile 10.00439

Median0.04622

Quartile 30.13416

Maximum0.19239

Mean of quarter 10.00228

Mean of quarter 20.00573

Mean of quarter 30.10801

Mean of quarter 40.16908

Inter Quartile Range0.12977

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

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?429073000

Max Equity Drawdown (num days)25
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.16593

Compounded annual return (geometric extrapolation)0.17281

Calmar ratio (compounded annual return / max draw down)0.89823

Compounded annual return / average of 25% largest draw downs1.02205

Compounded annual return / Expected Shortfall lognormal3.72088
Strategy Description
Hello and welcome to our strategy. A group of people manages this strategy, and the value of this portfolio is 1 Million USD, so we are trading accordingly.
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.