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

Commodity scalp
(135997676)

Created by: LAAX LAAX
Started: 06/2021
Futures
Last trade: 45 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 $195.00 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.
37.6%
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.

(72.3%)
Max Drawdown
59
Num Trades
64.4%
Win Trades
2.0 : 1
Profit Factor
75.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2021                                   +8.0%+25.9%+1.2%  -                    +37.6%

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.

System developer has asked us to delay this information by 168 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
7/21/21 6:46 @KCU1 COFFEE SHORT 3 176.25 8/4 8:56 176.95 119.95%
Trade id #136604491
Max drawdown($29,212)
Time7/26/21 0:00
Quant open2
Worst price215.20
Drawdown as % of equity-119.95%
($812)
Includes Typical Broker Commissions trade costs of $24.00
7/20/21 8:06 @KCU1 COFFEE SHORT 2 164.68 7/20 13:06 163.95 8.6%
Trade id #136577372
Max drawdown($2,831)
Time7/20/21 10:57
Quant open2
Worst price168.45
Drawdown as % of equity-8.60%
$528
Includes Typical Broker Commissions trade costs of $16.00
7/20/21 10:11 @WU1 WHEAT SHORT 2 711 1/4 7/20 12:19 705 1/4 0.34%
Trade id #136588750
Max drawdown($112)
Time7/20/21 11:05
Quant open2
Worst price712 1/4
Drawdown as % of equity-0.34%
$572
Includes Typical Broker Commissions trade costs of $16.00
7/20/21 7:37 QGCQ1 Gold 100 oz SHORT 2 1820.6 7/20 10:44 1816.8 2.95%
Trade id #136576675
Max drawdown($1,010)
Time7/20/21 9:48
Quant open1
Worst price1825.9
Drawdown as % of equity-2.95%
$734
Includes Typical Broker Commissions trade costs of $16.00
7/20/21 9:02 @QMU1 MINY CRUDE OIL LONG 1 65.950 7/20 9:43 65.675 1.31%
Trade id #136584748
Max drawdown($450)
Time7/20/21 9:33
Quant open1
Worst price65.050
Drawdown as % of equity-1.31%
($146)
Includes Typical Broker Commissions trade costs of $8.00
7/19/21 13:15 QCLU1 CRUDE OIL LONG 1 65.96 7/19 16:55 66.61 1.21%
Trade id #136561900
Max drawdown($400)
Time7/19/21 15:28
Quant open1
Worst price65.56
Drawdown as % of equity-1.21%
$642
Includes Typical Broker Commissions trade costs of $8.00
7/19/21 7:01 @KCU1 COFFEE SHORT 1 157.65 7/19 12:31 155.90 2.15%
Trade id #136549840
Max drawdown($712)
Time7/19/21 10:47
Quant open1
Worst price159.55
Drawdown as % of equity-2.15%
$648
Includes Typical Broker Commissions trade costs of $8.00
7/19/21 11:15 QCLU1 CRUDE OIL LONG 1 67.09 7/19 11:50 67.00 1.39%
Trade id #136558609
Max drawdown($460)
Time7/19/21 11:30
Quant open1
Worst price66.63
Drawdown as % of equity-1.39%
($98)
Includes Typical Broker Commissions trade costs of $8.00
7/19/21 7:28 QGCU1 Gold 100 oz LONG 1 1807.3 7/19 7:43 1803.2 0.78%
Trade id #136550028
Max drawdown($260)
Time7/19/21 7:40
Quant open1
Worst price1804.7
Drawdown as % of equity-0.78%
($418)
Includes Typical Broker Commissions trade costs of $8.00
7/14/21 8:19 QGCQ1 Gold 100 oz SHORT 2 1825.8 7/16 10:53 1813.9 5.89%
Trade id #136484061
Max drawdown($1,840)
Time7/15/21 0:00
Quant open2
Worst price1835.0
Drawdown as % of equity-5.89%
$2,364
Includes Typical Broker Commissions trade costs of $16.00
7/8/21 13:56 @QMQ1 MINY CRUDE OIL SHORT 9 74.447 7/14 11:40 74.047 13.42%
Trade id #136387208
Max drawdown($3,911)
Time7/14/21 8:54
Quant open8
Worst price75.425
Drawdown as % of equity-13.42%
$1,728
Includes Typical Broker Commissions trade costs of $72.00
7/13/21 9:11 QGCQ1 Gold 100 oz SHORT 1 1807.2 7/14 7:24 1818.0 4.05%
Trade id #136465404
Max drawdown($1,180)
Time7/14/21 6:35
Quant open1
Worst price1819.0
Drawdown as % of equity-4.05%
($1,088)
Includes Typical Broker Commissions trade costs of $8.00
7/9/21 10:17 QGCQ1 Gold 100 oz SHORT 1 1807.3 7/12 10:02 1793.5 2.08%
Trade id #136400798
Max drawdown($570)
Time7/9/21 14:08
Quant open1
Worst price1813.0
Drawdown as % of equity-2.08%
$1,372
Includes Typical Broker Commissions trade costs of $8.00
7/9/21 8:09 QGCQ1 Gold 100 oz LONG 2 1802.7 7/9 8:45 1799.0 2.58%
Trade id #136396578
Max drawdown($770)
Time7/9/21 8:45
Quant open2
Worst price1798.8
Drawdown as % of equity-2.58%
($746)
Includes Typical Broker Commissions trade costs of $16.00
7/9/21 7:24 QGCQ1 Gold 100 oz SHORT 1 1799.3 7/9 8:09 1801.8 1.07%
Trade id #136395517
Max drawdown($320)
Time7/9/21 8:09
Quant open1
Worst price1802.5
Drawdown as % of equity-1.07%
($258)
Includes Typical Broker Commissions trade costs of $8.00
7/8/21 3:20 QGCQ1 Gold 100 oz SHORT 1 1801.9 7/8 10:07 1807.1 5.9%
Trade id #136372399
Max drawdown($1,760)
Time7/8/21 8:45
Quant open1
Worst price1819.5
Drawdown as % of equity-5.90%
($528)
Includes Typical Broker Commissions trade costs of $8.00
7/7/21 8:59 @CCU1 COCOA LONG 1 2281 7/8 9:17 2283 0.44%
Trade id #136357646
Max drawdown($130)
Time7/8/21 0:00
Quant open1
Worst price2268
Drawdown as % of equity-0.44%
$12
Includes Typical Broker Commissions trade costs of $8.00
7/7/21 9:03 @QMQ1 MINY CRUDE OIL SHORT 1 74.025 7/7 12:14 71.925 0.13%
Trade id #136357669
Max drawdown($37)
Time7/7/21 9:06
Quant open1
Worst price74.100
Drawdown as % of equity-0.13%
$1,042
Includes Typical Broker Commissions trade costs of $8.00
7/6/21 3:01 @QMQ1 MINY CRUDE OIL SHORT 1 76.675 7/6 9:21 74.650 0.52%
Trade id #136335480
Max drawdown($150)
Time7/6/21 3:51
Quant open1
Worst price76.975
Drawdown as % of equity-0.52%
$1,005
Includes Typical Broker Commissions trade costs of $8.00
7/1/21 13:37 @SX1 SOYBEANS SHORT 0.500000000 1400 2/4 7/2 12:47 1387 2/4 0.63%
Trade id #136291814
Max drawdown($178)
Time7/2/21 4:50
Quant open0
Worst price1414 3/4
Drawdown as % of equity-0.63%
$321
Includes Typical Broker Commissions trade costs of $4.00
7/1/21 8:40 QCLQ1 CRUDE OIL SHORT 0.500000000 75.37 7/2 10:06 74.77 0.79%
Trade id #136282509
Max drawdown($212)
Time7/1/21 9:40
Quant open0
Worst price76.22
Drawdown as % of equity-0.79%
$296
Includes Typical Broker Commissions trade costs of $4.00
7/1/21 9:25 @KCU1 COFFEE SHORT 1 159.40 7/1 11:26 156.22 0.57%
Trade id #136283669
Max drawdown($150)
Time7/1/21 9:31
Quant open0
Worst price160.20
Drawdown as % of equity-0.57%
$1,183
Includes Typical Broker Commissions trade costs of $8.00
6/29/21 10:26 @CCU1 COCOA LONG 1.500000000 2384 6/30 11:15 2392 0.34%
Trade id #136250399
Max drawdown($90)
Time6/30/21 0:00
Quant open0
Worst price2366
Drawdown as % of equity-0.34%
$108
Includes Typical Broker Commissions trade costs of $12.00
6/29/21 23:53 QGCQ1 Gold 100 oz LONG 1 1761.7 6/30 11:15 1765.9 0.78%
Trade id #136259732
Max drawdown($207)
Time6/30/21 4:13
Quant open0
Worst price1753.2
Drawdown as % of equity-0.78%
$417
Includes Typical Broker Commissions trade costs of $8.00
6/30/21 7:53 QCLQ1 CRUDE OIL SHORT 0.500000000 73.78 6/30 11:15 73.28 0.34%
Trade id #136262514
Max drawdown($90)
Time6/30/21 10:37
Quant open0
Worst price74.14
Drawdown as % of equity-0.34%
$246
Includes Typical Broker Commissions trade costs of $4.00
6/30/21 7:11 @KCU1 COFFEE SHORT 0.500000000 158.70 6/30 8:24 159.55 0.39%
Trade id #136261942
Max drawdown($103)
Time6/30/21 8:24
Quant open0
Worst price159.80
Drawdown as % of equity-0.39%
($163)
Includes Typical Broker Commissions trade costs of $4.00
6/28/21 13:43 QGCQ1 Gold 100 oz LONG 2 1769.7 6/29 11:55 1764.8 5.51%
Trade id #136236190
Max drawdown($1,470)
Time6/29/21 0:00
Quant open0
Worst price1750.1
Drawdown as % of equity-5.51%
($996)
Includes Typical Broker Commissions trade costs of $16.00
6/29/21 9:36 QCLQ1 CRUDE OIL SHORT 0.500000000 73.71 6/29 10:18 73.34 0.04%
Trade id #136248896
Max drawdown($10)
Time6/29/21 9:39
Quant open0
Worst price73.75
Drawdown as % of equity-0.04%
$181
Includes Typical Broker Commissions trade costs of $4.00
6/28/21 9:53 @KCU1 COFFEE SHORT 0.500000000 159.25 6/29 9:56 159.55 1.67%
Trade id #136230280
Max drawdown($445)
Time6/29/21 0:00
Quant open0
Worst price164.00
Drawdown as % of equity-1.67%
($60)
Includes Typical Broker Commissions trade costs of $4.00
6/24/21 6:59 QCLQ1 CRUDE OIL SHORT 1.500000000 73.08 6/28 23:23 73.15 2.97%
Trade id #136187836
Max drawdown($757)
Time6/25/21 0:00
Quant open0
Worst price74.18
Drawdown as % of equity-2.97%
($117)
Includes Typical Broker Commissions trade costs of $12.00

Statistics

  • Strategy began
    6/10/2021
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    95.51
  • Age
    101 days ago
  • What it trades
    Futures
  • # Trades
    59
  • # Profitable
    38
  • % Profitable
    64.40%
  • Avg trade duration
    1.9 days
  • Max peak-to-valley drawdown
    72.3%
  • drawdown period
    July 21, 2021 - July 26, 2021
  • Cumul. Return
    37.6%
  • Avg win
    $581.89
  • Avg loss
    $538.81
  • Model Account Values (Raw)
  • Cash
    $36,147
  • Margin Used
    $7,900
  • Buying Power
    $27,897
  • Ratios
  • W:L ratio
    1.95:1
  • Sharpe Ratio
    1.39
  • Sortino Ratio
    2.45
  • Calmar Ratio
    8.819
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    32.21%
  • Correlation to SP500
    -0.05430
  • Return Percent SP500 (cumu) during strategy life
    4.57%
  • Return Statistics
  • Ann Return (w trading costs)
    225.9%
  • Slump
  • Current Slump as Pcnt Equity
    16.30%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.376%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.40%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    251.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    97.00%
  • Chance of 30% account loss
    88.00%
  • Chance of 40% account loss
    71.50%
  • Chance of 60% account loss (Monte Carlo)
    29.00%
  • Chance of 70% account loss (Monte Carlo)
    14.00%
  • Chance of 80% account loss (Monte Carlo)
    1.50%
  • 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
    53.50%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • 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
    $582
  • Avg Loss
    $555
  • Sum Trade PL (losers)
    $11,665.000
  • # Winners
    38
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $22,112.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    21
  • % Winners
    64.4%
  • Frequency
  • Avg Position Time (mins)
    2804.55
  • Avg Position Time (hrs)
    46.74
  • Avg Trade Length
    1.9 days
  • Last Trade Ago
    40
  • Leverage
  • Daily leverage (average)
    11.60
  • Daily leverage (max)
    48.67
  • Regression
  • Alpha
    1.12
  • Beta
    -1.38
  • Treynor Index
    -0.74
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.06
  • 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)
    -2.00
  • Avg(MAE) / Avg(PL) - All trades
    7.506
  • MAE:Equity, 95th Percentile Value for this strat
    1.20
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.13
  • Avg(MAE) / Avg(PL) - Winning trades
    0.733
  • Avg(MAE) / Avg(PL) - Losing trades
    -5.766
  • Hold-and-Hope Ratio
    0.129
  • 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)
    4.93900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.20400
  • 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?
    -367768000
  • Max Equity Drawdown (num days)
    5
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Summary Statistics

Strategy began
2021-06-10
Suggested Minimum Capital
$35,000
# Trades
59
# Profitable
38
% Profitable
64.4%
Correlation S&P500
-0.054
Sharpe Ratio
1.39
Sortino Ratio
2.45
Beta
-1.38
Alpha
1.12
Leverage
11.60 Average
48.67 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.