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

Risk Reward Trades
(135643435)

Created by: Tony_Irish Tony_Irish
Started: 05/2021
Stocks
Last trade: 5 days ago
Trading style: Equity Momentum

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 $199.00 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: Equity
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
20.4%
Cumul. Return

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(16.0%)
Max Drawdown
25
Num Trades
56.0%
Win Trades
2.2 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021                            +9.8%+21.9%(10.1%)                              +20.4%

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 12 hours.

Trading Record

This strategy has placed 18 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/27/21 15:54 FLGT FULGENT GENETICS INC. COMMON STOCK LONG 130 77.17 7/7 9:51 89.70 2%
Trade id #135809866
Max drawdown($1,140)
Time6/2/21 0:00
Quant open130
Worst price68.40
Drawdown as % of equity-2.00%
$1,626
Includes Typical Broker Commissions trade costs of $2.60
6/10/21 11:38 IONS IONIS PHARMACEUTICALS INC. COMMON STOCK LONG 270 37.81 7/2 11:00 39.64 0.66%
Trade id #136005317
Max drawdown($402)
Time6/16/21 0:00
Quant open270
Worst price36.32
Drawdown as % of equity-0.66%
$489
Includes Typical Broker Commissions trade costs of $5.40
6/24/21 10:44 VRTX VERTEX LONG 52 192.48 7/2 10:59 200.95 0.12%
Trade id #136193980
Max drawdown($75)
Time6/25/21 0:00
Quant open52
Worst price191.02
Drawdown as % of equity-0.12%
$439
Includes Typical Broker Commissions trade costs of $1.04
6/25/21 10:47 VIPS VIPSHOP HOLDINGS LONG 500 19.44 7/1 11:12 19.07 0.52%
Trade id #136210591
Max drawdown($323)
Time6/28/21 0:00
Quant open500
Worst price18.79
Drawdown as % of equity-0.52%
($192)
Includes Typical Broker Commissions trade costs of $10.00
6/29/21 11:00 MGTA MAGENTA THERAPEUTICS INC. COMMON STOCK LONG 970 10.37 7/1 11:11 9.61 1.16%
Trade id #136251668
Max drawdown($776)
Time7/1/21 11:11
Quant open970
Worst price9.57
Drawdown as % of equity-1.16%
($747)
Includes Typical Broker Commissions trade costs of $5.00
6/21/21 11:30 WISH CONTEXTLOGIC INC. CLASS A COMMON STOCK LONG 760 12.94 6/28 13:03 14.92 0.41%
Trade id #136144235
Max drawdown($250)
Time6/24/21 0:00
Quant open760
Worst price12.61
Drawdown as % of equity-0.41%
$1,500
Includes Typical Broker Commissions trade costs of $5.00
6/22/21 13:05 RIOT RIOT BLOCKCHAIN INC. COMMON STOCK LONG 315 31.50 6/24 9:51 33.21 0.24%
Trade id #136163762
Max drawdown($140)
Time6/22/21 13:22
Quant open315
Worst price31.06
Drawdown as % of equity-0.24%
$531
Includes Typical Broker Commissions trade costs of $6.30
6/4/21 10:23 DNB DUN AND BRADSTREET HOLDINGS INC LONG 475 21.45 6/24 9:48 22.26 0.71%
Trade id #135911641
Max drawdown($427)
Time6/18/21 0:00
Quant open475
Worst price20.55
Drawdown as % of equity-0.71%
$376
Includes Typical Broker Commissions trade costs of $9.50
6/7/21 11:17 XERS XERIS PHARMACEUTICALS INC. COMMON STOCK LONG 2,500 4.05 6/22 13:02 3.82 1.52%
Trade id #135941524
Max drawdown($850)
Time6/7/21 15:48
Quant open2,500
Worst price3.71
Drawdown as % of equity-1.52%
($580)
Includes Typical Broker Commissions trade costs of $5.00
5/18/21 9:34 ASLN ASLAN PHARMACEUTICALS LIMITED AMERICAN DEPOSITARY LONG 5,800 2.77 6/16 13:27 3.45 0.92%
Trade id #135663223
Max drawdown($462)
Time5/19/21 0:00
Quant open3,300
Worst price2.61
Drawdown as % of equity-0.92%
$3,929
Includes Typical Broker Commissions trade costs of $7.50
5/17/21 10:38 BXC BLUELINX HOLDINGS LONG 200 53.80 6/16 10:11 40.50 4.29%
Trade id #135647089
Max drawdown($2,686)
Time6/16/21 10:08
Quant open200
Worst price40.37
Drawdown as % of equity-4.29%
($2,664)
Includes Typical Broker Commissions trade costs of $4.00
6/4/21 9:53 GEO GEO GROUP LONG 1,500 5.99 6/9 9:34 8.16 0.43%
Trade id #135910570
Max drawdown($240)
Time6/4/21 10:04
Quant open1,500
Worst price5.83
Drawdown as % of equity-0.43%
$3,250
Includes Typical Broker Commissions trade costs of $5.00
5/19/21 10:09 PLTR PALANTIR TECHNOLOGIES INC LONG 500 20.84 6/7 15:22 24.41 0.56%
Trade id #135680899
Max drawdown($280)
Time5/20/21 0:00
Quant open500
Worst price20.28
Drawdown as % of equity-0.56%
$1,775
Includes Typical Broker Commissions trade costs of $10.00
5/24/21 15:51 EBON EBANG INTERNATIONAL HOLDINGS IN LONG 4,000 2.58 6/4 9:55 3.35 0.75%
Trade id #135754346
Max drawdown($400)
Time5/25/21 0:00
Quant open4,000
Worst price2.48
Drawdown as % of equity-0.75%
$3,075
Includes Typical Broker Commissions trade costs of $5.00
5/24/21 10:16 COIN COINBASE GLOBAL INC. CLASS A COMMON STOCK LONG 85 234.02 6/4 9:37 230.09 0.69%
Trade id #135746995
Max drawdown($388)
Time6/4/21 9:37
Quant open85
Worst price229.45
Drawdown as % of equity-0.69%
($336)
Includes Typical Broker Commissions trade costs of $1.70
5/17/21 9:32 SCU SCULPTOR CAPITAL MANAGEMENT INC LONG 400 25.10 5/27 15:40 25.85 1.23%
Trade id #135644433
Max drawdown($620)
Time5/19/21 0:00
Quant open400
Worst price23.55
Drawdown as % of equity-1.23%
$292
Includes Typical Broker Commissions trade costs of $8.00
5/18/21 9:37 UCTT ULTRA CLEAN HOLDINGS LONG 210 48.71 5/24 10:24 53.33 1.09%
Trade id #135663548
Max drawdown($548)
Time5/19/21 0:00
Quant open210
Worst price46.10
Drawdown as % of equity-1.09%
$966
Includes Typical Broker Commissions trade costs of $4.20
5/17/21 9:34 FINV FINVOLUTION GROUP LONG 1,700 6.92 5/24 10:23 7.70 0.14%
Trade id #135644559
Max drawdown($68)
Time5/17/21 10:03
Quant open1,700
Worst price6.88
Drawdown as % of equity-0.14%
$1,321
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    5/17/2021
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    70.4
  • Age
    70 days ago
  • What it trades
    Stocks
  • # Trades
    25
  • # Profitable
    14
  • % Profitable
    56.00%
  • Avg trade duration
    15.8 days
  • Max peak-to-valley drawdown
    15.96%
  • drawdown period
    June 29, 2021 - July 23, 2021
  • Cumul. Return
    20.4%
  • Avg win
    $1,439
  • Avg loss
    $832.18
  • Model Account Values (Raw)
  • Cash
    $20,467
  • Margin Used
    $0
  • Buying Power
    $16,321
  • Ratios
  • W:L ratio
    2.20:1
  • Sharpe Ratio
    2.02
  • Sortino Ratio
    4.06
  • Calmar Ratio
    10.525
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    14.16%
  • Correlation to SP500
    -0.01460
  • Return Percent SP500 (cumu) during strategy life
    6.03%
  • Return Statistics
  • Ann Return (w trading costs)
    150.7%
  • Slump
  • Current Slump as Pcnt Equity
    14.40%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.204%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.39%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    176.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    9.00%
  • Chance of 20% account loss
    0.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    785
  • Popularity (Last 6 weeks)
    990
  • Popularity (7 days, Percentile 1000 scale)
    938
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    689
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,440
  • Avg Loss
    $832
  • Sum Trade PL (losers)
    $9,154.000
  • # Winners
    14
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    3
  • AUM
  • AUM (AutoTrader num accounts)
    2
  • Win / Loss
  • Sum Trade PL (winners)
    $20,157.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    83386
  • Win / Loss
  • # Losers
    11
  • % Winners
    56.0%
  • Frequency
  • Avg Position Time (mins)
    22714.20
  • Avg Position Time (hrs)
    378.57
  • Avg Trade Length
    15.8 days
  • Last Trade Ago
    5
  • Leverage
  • Daily leverage (average)
    1.11
  • Daily leverage (max)
    1.52
  • Regression
  • Alpha
    0.24
  • Beta
    -0.05
  • Treynor Index
    -4.54
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.27
  • Avg(MAE) / Avg(PL) - All trades
    2.082
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.302
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.405
  • Hold-and-Hope Ratio
    0.548
  • 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)
    0.93500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03100
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -341204000
  • Max Equity Drawdown (num days)
    24
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

This system is based on Fundamental analysis and price action to enter and exit the market.

I use daily and weekly candles to enter and exit trades.

Stops and limits are mental, which mean they are not always set. However, I constantly monitor the markets and positions and make changes as necessary.

If a position I have takes a hit, I would often view this as an opportunity to add.

Losing weeks are months are a certainty, but over all the risk/reward is well in our favor.

If you choose to subscribe to this service, I suggest you commit for at least 4 months to give you an good insight to my trading style.

Enjoy.

Summary Statistics

Strategy began
2021-05-17
Suggested Minimum Capital
$15,000
# Trades
25
# Profitable
14
% Profitable
56.0%
Correlation S&P500
-0.015
Sharpe Ratio
2.02
Sortino Ratio
4.06
Beta
-0.05
Alpha
0.24
Leverage
1.11 Average
1.52 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.