Commodity scalp
(135997676)
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.
Commodities
Focuses on nonfinancial futures such as "softs" and grains, or metals and energy.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

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.
Started  $25,000  
Buy Power  $27,897  
Cash  $1  
Equity  $1  
Cumulative $  $10,447  
Total System Equity  $35,447  
Margined  $1  
Open P/L  ($700)  
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 began6/10/2021

Suggested Minimum Cap$35,000

Strategy Age (days)95.51

Age101 days ago

What it tradesFutures

# Trades59

# Profitable38

% Profitable64.40%

Avg trade duration1.9 days

Max peaktovalley drawdown72.3%

drawdown periodJuly 21, 2021  July 26, 2021

Cumul. Return37.6%

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 ratio1.95:1

Sharpe Ratio1.39

Sortino Ratio2.45

Calmar Ratio8.819
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)32.21%

Correlation to SP5000.05430

Return Percent SP500 (cumu) during strategy life4.57%
 Return Statistics

Ann Return (w trading costs)225.9%
 Slump

Current Slump as Pcnt Equity16.30%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.376%
 Instruments

Percent Trades Optionsn/a

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.40%
 Instruments

Percent Trades Stocksn/a

Short Options  Percent Covered100.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)251.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss97.00%

Chance of 30% account loss88.00%

Chance of 40% account loss71.50%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss53.50%
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0

Popularity (7 days, Percentile 1000 scale)0
 Trading Style

Any stock shorts? 0/10
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Win$582

Avg Loss$555

Sum Trade PL (losers)$11,665.000

# Winners38

Num Months Winners3
 Age

Num Months filled monthly returns table4
 Win / Loss

Sum Trade PL (winners)$22,112.000
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers21

% Winners64.4%
 Frequency

Avg Position Time (mins)2804.55

Avg Position Time (hrs)46.74

Avg Trade Length1.9 days

Last Trade Ago40
 Leverage

Daily leverage (average)11.60

Daily leverage (max)48.67
 Regression

Alpha1.12

Beta1.38

Treynor Index0.74
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.06

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 trades7.506

MAE:Equity, 95th Percentile Value for this strat1.20

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.13

Avg(MAE) / Avg(PL)  Winning trades0.733

Avg(MAE) / Avg(PL)  Losing trades5.766

HoldandHope Ratio0.129
 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 Negativen/a
Strategy Description
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.