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

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 01/14/2022
Most recent certification approved 1/14/22 9:31 ET
Trades at broker Israel Interactive Trading
Scaling percentage used 100%
# trading signals issued by system since certification 1,204
# trading signals executed in manager's Israel Interactive Trading account 1,204
Percent signals followed since 01/14/2022 100%
This information was last updated 3/28/24 4:59 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 01/14/2022, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

Alpha Algo Trade ETF
(138839383)

Created by: AlgoTrade AlgoTrade
Started: 01/2022
Stocks
Last trade: Yesterday
Trading style: Equity Sector: Technology Short-term Reversal

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

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
Sector: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.
Short-term Reversal
Category: Equity

Short-term Reversal

Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).
29.4%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(66.0%)
Max Drawdown
541
Num Trades
65.8%
Win Trades
1.3 : 1
Profit Factor
55.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022(8.3%)(0.7%)(0.7%)(0.7%)+33.1%+29.3%+20.6%(9.1%)(8.9%)+11.6%+26.3%(20%)+74.0%
2023+4.2%+7.6%+9.6%+1.3%+2.9%+3.8%(5.2%)(19.5%)(20%)(4.5%)(22.2%)+2.5%(38.2%)
2024+5.5%+33.6%+17.3%                                                      +65.2%

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

This strategy has placed 1,204 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
3/25/24 11:31 EETH PROSHARES ETHER STRATEGY ETF LONG 11 80.85 3/26 9:31 82.12 0%
Trade id #147725972
Max drawdown($0)
Time3/25/24 12:10
Quant open11
Worst price80.84
Drawdown as % of equity-0.00%
$14
Includes Typical Broker Commissions trade costs of $0.22
3/25/24 10:30 BITO PROSHARES BITCOIN STRATEGY ETF LONG 28 31.64 3/26 9:31 32.30 0.05%
Trade id #147725362
Max drawdown($4)
Time3/25/24 10:42
Quant open28
Worst price31.49
Drawdown as % of equity-0.05%
$17
Includes Typical Broker Commissions trade costs of $0.56
3/25/24 11:30 BTF VALKYRIE BITCOIN STRATEGY ETF LONG 43 20.99 3/26 9:31 21.31 0.01%
Trade id #147725955
Max drawdown($1)
Time3/25/24 11:35
Quant open43
Worst price20.96
Drawdown as % of equity-0.01%
$13
Includes Typical Broker Commissions trade costs of $0.86
3/25/24 11:00 BITX VOLATILITY SHARES TRUST 2X BITCOIN STRATEGY ETF LONG 17 52.17 3/26 9:31 53.47 0.16%
Trade id #147725737
Max drawdown($13)
Time3/25/24 11:16
Quant open17
Worst price51.36
Drawdown as % of equity-0.16%
$22
Includes Typical Broker Commissions trade costs of $0.34
3/22/24 9:42 DISO YIELDMAX DIS OPTION INCOME STRATEGY ETF LONG 41 22.09 3/25 11:06 22.29 0.05%
Trade id #147711753
Max drawdown($3)
Time3/22/24 10:15
Quant open41
Worst price22.00
Drawdown as % of equity-0.05%
$7
Includes Typical Broker Commissions trade costs of $0.82
3/22/24 12:30 TSLZ T-REX -2X TESLA DAILY TARGET ETF LONG 21 42.84 3/25 10:52 42.54 0.67%
Trade id #147714373
Max drawdown($58)
Time3/25/24 9:40
Quant open21
Worst price40.06
Drawdown as % of equity-0.67%
($6)
Includes Typical Broker Commissions trade costs of $0.42
3/21/24 10:30 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 167 5.39 3/25 9:31 5.44 0.07%
Trade id #147703621
Max drawdown($5)
Time3/21/24 10:52
Quant open167
Worst price5.35
Drawdown as % of equity-0.07%
$6
Includes Typical Broker Commissions trade costs of $3.34
3/20/24 14:03 ROM PROSHARES ULTRA TECHNOLOGY LONG 14 60.71 3/21 9:32 62.60 0.05%
Trade id #147696339
Max drawdown($4)
Time3/20/24 14:35
Quant open14
Worst price60.42
Drawdown as % of equity-0.05%
$26
Includes Typical Broker Commissions trade costs of $0.28
3/20/24 14:05 UBOT DIREXION DAILY ROBOTICS AI AUTO BULL 2X LONG 33 25.42 3/21 9:32 25.86 0.12%
Trade id #147696422
Max drawdown($9)
Time3/20/24 14:18
Quant open33
Worst price25.13
Drawdown as % of equity-0.12%
$13
Includes Typical Broker Commissions trade costs of $0.66
3/19/24 14:30 NVDX OPPTY TRUST T-REX 2X LONG NVIDIA DAILY TARGET LONG 8 100.51 3/21 9:32 105.47 0.4%
Trade id #147687518
Max drawdown($32)
Time3/19/24 15:23
Quant open8
Worst price96.50
Drawdown as % of equity-0.40%
$40
Includes Typical Broker Commissions trade costs of $0.16
3/20/24 14:01 NVDU DIREXION DAILY NVDA BULL 1.5X SHARES LONG 13 64.99 3/21 9:32 68.05 0.07%
Trade id #147696225
Max drawdown($5)
Time3/20/24 14:35
Quant open13
Worst price64.55
Drawdown as % of equity-0.07%
$40
Includes Typical Broker Commissions trade costs of $0.26
3/14/24 14:09 IGV ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF LONG 10 86.16 3/21 9:32 86.64 0.36%
Trade id #147641797
Max drawdown($29)
Time3/15/24 0:00
Quant open10
Worst price83.26
Drawdown as % of equity-0.36%
$5
Includes Typical Broker Commissions trade costs of $0.20
3/20/24 14:02 HIBL DIREXION DAILY S&P 500 HIGH BETA BULL 3X SHARES LONG 19 44.30 3/21 9:32 47.48 0.14%
Trade id #147696308
Max drawdown($11)
Time3/20/24 14:34
Quant open19
Worst price43.70
Drawdown as % of equity-0.14%
$60
Includes Typical Broker Commissions trade costs of $0.38
3/18/24 15:30 BOTZ GLOBAL X ROBOTICS & ARTIFICIAL INTELLIGENCE ETF LONG 27 31.95 3/21 9:32 32.49 0.2%
Trade id #147676177
Max drawdown($15)
Time3/19/24 0:00
Quant open27
Worst price31.36
Drawdown as % of equity-0.20%
$14
Includes Typical Broker Commissions trade costs of $0.54
3/15/24 15:53 BITX VOLATILITY SHARES TRUST 2X BITCOIN STRATEGY ETF LONG 64 47.25 3/20 15:54 47.32 4.37%
Trade id #147652808
Max drawdown($347)
Time3/20/24 12:33
Quant open64
Worst price41.82
Drawdown as % of equity-4.37%
$3
Includes Typical Broker Commissions trade costs of $1.28
3/18/24 10:23 AMZU DIREXION DAILY AMZN BULL 1.5X SHARES LONG 26 33.17 3/20 15:54 33.48 0.29%
Trade id #147663013
Max drawdown($23)
Time3/19/24 0:00
Quant open26
Worst price32.27
Drawdown as % of equity-0.29%
$7
Includes Typical Broker Commissions trade costs of $0.52
3/19/24 12:23 DAPP VANECK DIGITAL TRANSFORMATION ETF LONG 86 9.91 3/20 15:54 11.26 0.07%
Trade id #147685892
Max drawdown($5)
Time3/19/24 14:12
Quant open86
Worst price9.84
Drawdown as % of equity-0.07%
$115
Includes Typical Broker Commissions trade costs of $1.72
3/19/24 15:05 FBL GRANITESHARES 1.5X LONG META DAILY ETF LONG 31 27.32 3/20 15:54 28.51 0.08%
Trade id #147688240
Max drawdown($6)
Time3/19/24 15:28
Quant open31
Worst price27.12
Drawdown as % of equity-0.08%
$36
Includes Typical Broker Commissions trade costs of $0.62
3/14/24 13:57 EETH PROSHARES ETHER STRATEGY ETF LONG 40 79.07 3/20 15:54 76.52 4.01%
Trade id #147641695
Max drawdown($318)
Time3/20/24 12:33
Quant open40
Worst price71.11
Drawdown as % of equity-4.01%
($103)
Includes Typical Broker Commissions trade costs of $0.80
3/14/24 12:02 CRPT FIRST TRUST SKYBRIDGE CRYPTO INDUSTRY AND DIGITAL LONG 68 12.64 3/20 15:54 13.67 1.16%
Trade id #147639902
Max drawdown($94)
Time3/19/24 0:00
Quant open68
Worst price11.25
Drawdown as % of equity-1.16%
$69
Includes Typical Broker Commissions trade costs of $1.36
3/18/24 15:46 FDN FIRST TRUST DOW JONES INTERNET LONG 4 202.63 3/20 8:02 202.67 0.15%
Trade id #147676271
Max drawdown($11)
Time3/19/24 0:00
Quant open4
Worst price199.65
Drawdown as % of equity-0.15%
$0
Includes Typical Broker Commissions trade costs of $0.08
3/18/24 11:46 NVDY YIELDMAX NVDA OPTION INCOME STRATEGY ETF LONG 30 28.28 3/19 14:11 28.66 0.35%
Trade id #147665062
Max drawdown($28)
Time3/19/24 9:44
Quant open30
Worst price27.34
Drawdown as % of equity-0.35%
$11
Includes Typical Broker Commissions trade costs of $0.60
3/18/24 15:14 IWF ISHARES RUSSELL 1000 GROWTH IN LONG 3 334.17 3/19 14:06 334.50 0.13%
Trade id #147676063
Max drawdown($10)
Time3/19/24 9:40
Quant open3
Worst price330.66
Drawdown as % of equity-0.13%
$1
Includes Typical Broker Commissions trade costs of $0.06
3/14/24 14:01 NVDU DIREXION DAILY NVDA BULL 1.5X SHARES LONG 13 64.33 3/19 14:06 65.13 0.64%
Trade id #147641732
Max drawdown($52)
Time3/19/24 9:43
Quant open13
Worst price60.32
Drawdown as % of equity-0.64%
$10
Includes Typical Broker Commissions trade costs of $0.26
3/14/24 13:55 NVDX OPPTY TRUST T-REX 2X LONG NVIDIA DAILY TARGET LONG 9 97.04 3/19 14:06 99.60 0.82%
Trade id #147641672
Max drawdown($66)
Time3/19/24 9:46
Quant open9
Worst price89.61
Drawdown as % of equity-0.82%
$23
Includes Typical Broker Commissions trade costs of $0.18
3/14/24 13:51 UDOW PROSHARES ULTRAPRO DOW30 LONG 22 80.11 3/19 10:45 80.36 0.23%
Trade id #147641618
Max drawdown($18)
Time3/15/24 0:00
Quant open11
Worst price78.48
Drawdown as % of equity-0.23%
$5
Includes Typical Broker Commissions trade costs of $0.44
3/18/24 9:34 JDST DIREXION DAILY JR GOLD BEAR 2X LONG 151 5.65 3/19 9:31 5.73 0.07%
Trade id #147661794
Max drawdown($5)
Time3/18/24 10:12
Quant open151
Worst price5.61
Drawdown as % of equity-0.07%
$9
Includes Typical Broker Commissions trade costs of $3.02
3/15/24 15:53 ARKW ARK NEXT GENERATION INTERNET ETF LONG 11 80.01 3/18 15:05 80.31 0.11%
Trade id #147652802
Max drawdown($9)
Time3/18/24 10:05
Quant open11
Worst price79.18
Drawdown as % of equity-0.11%
$3
Includes Typical Broker Commissions trade costs of $0.22
3/13/24 10:16 PSIL ADVISORSHARES PSYCHEDELICS ETF LONG 1,104 1.53 3/18 14:55 1.50 1.04%
Trade id #147626218
Max drawdown($84)
Time3/15/24 0:00
Quant open1,104
Worst price1.45
Drawdown as % of equity-1.04%
($34)
Includes Typical Broker Commissions trade costs of $7.50
3/15/24 15:53 TARK AXS 2X INNOVATION ETF LONG 11 75.64 3/18 11:21 76.19 0.22%
Trade id #147652811
Max drawdown($17)
Time3/18/24 10:01
Quant open11
Worst price74.02
Drawdown as % of equity-0.22%
$6
Includes Typical Broker Commissions trade costs of $0.22

Statistics

  • Strategy began
    1/6/2022
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    811.92
  • Age
    27 months ago
  • What it trades
    Stocks
  • # Trades
    541
  • # Profitable
    356
  • % Profitable
    65.80%
  • Avg trade duration
    2.5 days
  • Max peak-to-valley drawdown
    66.04%
  • drawdown period
    June 16, 2023 - Jan 10, 2024
  • Annual Return (Compounded)
    29.4%
  • Avg win
    $85.63
  • Avg loss
    $131.22
  • Model Account Values (Raw)
  • Cash
    $8,859
  • Margin Used
    $0
  • Buying Power
    $8,960
  • Ratios
  • W:L ratio
    1.26:1
  • Sharpe Ratio
    0.62
  • Sortino Ratio
    0.99
  • Calmar Ratio
    0.932
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    65.96%
  • Correlation to SP500
    0.04870
  • Return Percent SP500 (cumu) during strategy life
    11.76%
  • Return Statistics
  • Ann Return (w trading costs)
    29.4%
  • Slump
  • Current Slump as Pcnt Equity
    53.10%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.35%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.294%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    44.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • 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)
    843
  • Popularity (Last 6 weeks)
    937
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    383
  • Popularity (7 days, Percentile 1000 scale)
    889
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $131
  • Avg Win
    $86
  • Sum Trade PL (losers)
    $24,275.000
  • Age
  • Num Months filled monthly returns table
    27
  • Win / Loss
  • Sum Trade PL (winners)
    $30,485.000
  • # Winners
    356
  • Num Months Winners
    15
  • Dividends
  • Dividends Received in Model Acct
    204
  • AUM
  • AUM (AutoTrader live capital)
    134804
  • Win / Loss
  • # Losers
    185
  • % Winners
    65.8%
  • Frequency
  • Avg Position Time (mins)
    3628.22
  • Avg Position Time (hrs)
    60.47
  • Avg Trade Length
    2.5 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    2.33
  • Daily leverage (max)
    6.85
  • Regression
  • Alpha
    0.09
  • Beta
    0.12
  • Treynor Index
    0.78
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.34
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.04
  • Avg(MAE) / Avg(PL) - All trades
    90.169
  • 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
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.988
  • Avg(MAE) / Avg(PL) - Losing trades
    -2.060
  • Hold-and-Hope Ratio
    0.010
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.44995
  • SD
    0.53809
  • Sharpe ratio (Glass type estimate)
    0.83620
  • Sharpe ratio (Hedges UMVUE)
    0.81082
  • df
    25.00000
  • t
    1.23085
  • p
    0.11492
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.52321
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.17950
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.53955
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.16118
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.83067
  • Upside Potential Ratio
    3.66750
  • Upside part of mean
    0.90141
  • Downside part of mean
    -0.45146
  • Upside SD
    0.48463
  • Downside SD
    0.24578
  • N nonnegative terms
    12.00000
  • N negative terms
    14.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    26.00000
  • Mean of predictor
    0.02830
  • Mean of criterion
    0.44995
  • SD of predictor
    0.18326
  • SD of criterion
    0.53809
  • Covariance
    0.02169
  • r
    0.21993
  • b (slope, estimate of beta)
    0.64579
  • a (intercept, estimate of alpha)
    0.43167
  • Mean Square Error
    0.28701
  • DF error
    24.00000
  • t(b)
    1.10450
  • p(b)
    0.14016
  • t(a)
    1.18481
  • p(a)
    0.12385
  • Lowerbound of 95% confidence interval for beta
    -0.56095
  • Upperbound of 95% confidence interval for beta
    1.85253
  • Lowerbound of 95% confidence interval for alpha
    -0.32028
  • Upperbound of 95% confidence interval for alpha
    1.18363
  • Treynor index (mean / b)
    0.69674
  • Jensen alpha (a)
    0.43167
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.31858
  • SD
    0.49834
  • Sharpe ratio (Glass type estimate)
    0.63928
  • Sharpe ratio (Hedges UMVUE)
    0.61987
  • df
    25.00000
  • t
    0.94099
  • p
    0.17786
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.71010
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.97619
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.72270
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96245
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.19648
  • Upside Potential Ratio
    3.01406
  • Upside part of mean
    0.80254
  • Downside part of mean
    -0.48396
  • Upside SD
    0.41995
  • Downside SD
    0.26627
  • N nonnegative terms
    12.00000
  • N negative terms
    14.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    26.00000
  • Mean of predictor
    0.01172
  • Mean of criterion
    0.31858
  • SD of predictor
    0.18657
  • SD of criterion
    0.49834
  • Covariance
    0.02296
  • r
    0.24700
  • b (slope, estimate of beta)
    0.65979
  • a (intercept, estimate of alpha)
    0.31085
  • Mean Square Error
    0.24291
  • DF error
    24.00000
  • t(b)
    1.24876
  • p(b)
    0.11190
  • t(a)
    0.92821
  • p(a)
    0.18127
  • Lowerbound of 95% confidence interval for beta
    -0.43068
  • Upperbound of 95% confidence interval for beta
    1.75026
  • Lowerbound of 95% confidence interval for alpha
    -0.38033
  • Upperbound of 95% confidence interval for alpha
    1.00203
  • Treynor index (mean / b)
    0.48286
  • Jensen alpha (a)
    0.31085
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.18948
  • Expected Shortfall on VaR
    0.23570
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.09126
  • Expected Shortfall on VaR
    0.16883
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    26.00000
  • Minimum
    0.79581
  • Quartile 1
    0.93586
  • Median
    1.00095
  • Quartile 3
    1.10051
  • Maximum
    1.44271
  • Mean of quarter 1
    0.87241
  • Mean of quarter 2
    0.99094
  • Mean of quarter 3
    1.05012
  • Mean of quarter 4
    1.24032
  • Inter Quartile Range
    0.16464
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.03846
  • Mean of outliers high
    1.44271
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -1.56277
  • VaR(95%) (moments method)
    0.13807
  • Expected Shortfall (moments method)
    0.14199
  • Extreme Value Index (regression method)
    -0.86179
  • VaR(95%) (regression method)
    0.13572
  • Expected Shortfall (regression method)
    0.14479
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.07440
  • Quartile 1
    0.12783
  • Median
    0.17491
  • Quartile 3
    0.25952
  • Maximum
    0.42552
  • Mean of quarter 1
    0.07440
  • Mean of quarter 2
    0.14563
  • Mean of quarter 3
    0.20419
  • Mean of quarter 4
    0.42552
  • Inter Quartile Range
    0.13170
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.51625
  • Compounded annual return (geometric extrapolation)
    0.41409
  • Calmar ratio (compounded annual return / max draw down)
    0.97315
  • Compounded annual return / average of 25% largest draw downs
    0.97315
  • Compounded annual return / Expected Shortfall lognormal
    1.75683
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.42353
  • SD
    0.39415
  • Sharpe ratio (Glass type estimate)
    1.07454
  • Sharpe ratio (Hedges UMVUE)
    1.07314
  • df
    576.00000
  • t
    1.59463
  • p
    0.05567
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.24808
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.39628
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.24904
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.39531
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.68849
  • Upside Potential Ratio
    8.40017
  • Upside part of mean
    2.10704
  • Downside part of mean
    -1.68351
  • Upside SD
    0.30472
  • Downside SD
    0.25083
  • N nonnegative terms
    254.00000
  • N negative terms
    323.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    577.00000
  • Mean of predictor
    0.04026
  • Mean of criterion
    0.42353
  • SD of predictor
    0.18802
  • SD of criterion
    0.39415
  • Covariance
    0.00246
  • r
    0.03313
  • b (slope, estimate of beta)
    0.06945
  • a (intercept, estimate of alpha)
    0.42100
  • Mean Square Error
    0.15545
  • DF error
    575.00000
  • t(b)
    0.79491
  • p(b)
    0.21350
  • t(a)
    1.58345
  • p(a)
    0.05693
  • Lowerbound of 95% confidence interval for beta
    -0.10216
  • Upperbound of 95% confidence interval for beta
    0.24106
  • Lowerbound of 95% confidence interval for alpha
    -0.10114
  • Upperbound of 95% confidence interval for alpha
    0.94261
  • Treynor index (mean / b)
    6.09799
  • Jensen alpha (a)
    0.42073
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.34661
  • SD
    0.39078
  • Sharpe ratio (Glass type estimate)
    0.88695
  • Sharpe ratio (Hedges UMVUE)
    0.88580
  • df
    576.00000
  • t
    1.31625
  • p
    0.09431
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.43515
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.20828
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.43591
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.20751
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.34359
  • Upside Potential Ratio
    7.99544
  • Upside part of mean
    2.06259
  • Downside part of mean
    -1.71599
  • Upside SD
    0.29387
  • Downside SD
    0.25797
  • N nonnegative terms
    254.00000
  • N negative terms
    323.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    577.00000
  • Mean of predictor
    0.02259
  • Mean of criterion
    0.34661
  • SD of predictor
    0.18813
  • SD of criterion
    0.39078
  • Covariance
    0.00236
  • r
    0.03208
  • b (slope, estimate of beta)
    0.06664
  • a (intercept, estimate of alpha)
    0.34510
  • Mean Square Error
    0.15282
  • DF error
    575.00000
  • t(b)
    0.76968
  • p(b)
    0.22090
  • t(a)
    1.31003
  • p(a)
    0.09535
  • Lowerbound of 95% confidence interval for beta
    -0.10342
  • Upperbound of 95% confidence interval for beta
    0.23670
  • Lowerbound of 95% confidence interval for alpha
    -0.17230
  • Upperbound of 95% confidence interval for alpha
    0.86251
  • Treynor index (mean / b)
    5.20109
  • Jensen alpha (a)
    0.34510
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03766
  • Expected Shortfall on VaR
    0.04728
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01571
  • Expected Shortfall on VaR
    0.03244
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    577.00000
  • Minimum
    0.89497
  • Quartile 1
    0.99447
  • Median
    1.00000
  • Quartile 3
    1.00895
  • Maximum
    1.15306
  • Mean of quarter 1
    0.97578
  • Mean of quarter 2
    0.99888
  • Mean of quarter 3
    1.00334
  • Mean of quarter 4
    1.02907
  • Inter Quartile Range
    0.01448
  • Number outliers low
    46.00000
  • Percentage of outliers low
    0.07972
  • Mean of outliers low
    0.95339
  • Number of outliers high
    45.00000
  • Percentage of outliers high
    0.07799
  • Mean of outliers high
    1.05428
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.25317
  • VaR(95%) (moments method)
    0.01896
  • Expected Shortfall (moments method)
    0.03257
  • Extreme Value Index (regression method)
    0.09777
  • VaR(95%) (regression method)
    0.02234
  • Expected Shortfall (regression method)
    0.03483
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    21.00000
  • Minimum
    0.00126
  • Quartile 1
    0.00414
  • Median
    0.03337
  • Quartile 3
    0.10969
  • Maximum
    0.48731
  • Mean of quarter 1
    0.00244
  • Mean of quarter 2
    0.01879
  • Mean of quarter 3
    0.06236
  • Mean of quarter 4
    0.23781
  • Inter Quartile Range
    0.10555
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.04762
  • Mean of outliers high
    0.48731
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.24968
  • VaR(95%) (moments method)
    0.24490
  • Expected Shortfall (moments method)
    0.38433
  • Extreme Value Index (regression method)
    0.83954
  • VaR(95%) (regression method)
    0.30786
  • Expected Shortfall (regression method)
    1.67338
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.58185
  • Compounded annual return (geometric extrapolation)
    0.45428
  • Calmar ratio (compounded annual return / max draw down)
    0.93222
  • Compounded annual return / average of 25% largest draw downs
    1.91029
  • Compounded annual return / Expected Shortfall lognormal
    9.60793
  • 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
  • Mean
    0.52482
  • SD
    0.45915
  • Sharpe ratio (Glass type estimate)
    1.14301
  • Sharpe ratio (Hedges UMVUE)
    1.13641
  • df
    130.00000
  • t
    0.80823
  • p
    0.46464
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.63445
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.91613
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.63884
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.91165
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.95470
  • Upside Potential Ratio
    9.32646
  • Upside part of mean
    2.50408
  • Downside part of mean
    -1.97926
  • Upside SD
    0.37172
  • Downside SD
    0.26849
  • N nonnegative terms
    65.00000
  • N negative terms
    66.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.36048
  • Mean of criterion
    0.52482
  • SD of predictor
    0.11714
  • SD of criterion
    0.45915
  • Covariance
    0.00001
  • r
    0.00014
  • b (slope, estimate of beta)
    0.00053
  • a (intercept, estimate of alpha)
    0.52463
  • Mean Square Error
    0.21246
  • DF error
    129.00000
  • t(b)
    0.00153
  • p(b)
    0.49991
  • t(a)
    0.79056
  • p(a)
    0.45583
  • Lowerbound of 95% confidence interval for beta
    -0.68228
  • Upperbound of 95% confidence interval for beta
    0.68334
  • Lowerbound of 95% confidence interval for alpha
    -0.78836
  • Upperbound of 95% confidence interval for alpha
    1.83762
  • Treynor index (mean / b)
    991.68700
  • Jensen alpha (a)
    0.52463
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.42253
  • SD
    0.45026
  • Sharpe ratio (Glass type estimate)
    0.93842
  • Sharpe ratio (Hedges UMVUE)
    0.93300
  • df
    130.00000
  • t
    0.66357
  • p
    0.47095
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.83742
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.71089
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.84113
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.70712
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.53188
  • Upside Potential Ratio
    8.84226
  • Upside part of mean
    2.43894
  • Downside part of mean
    -2.01641
  • Upside SD
    0.35466
  • Downside SD
    0.27583
  • N nonnegative terms
    65.00000
  • N negative terms
    66.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.35341
  • Mean of criterion
    0.42253
  • SD of predictor
    0.11700
  • SD of criterion
    0.45026
  • Covariance
    -0.00044
  • r
    -0.00835
  • b (slope, estimate of beta)
    -0.03213
  • a (intercept, estimate of alpha)
    0.43389
  • Mean Square Error
    0.20429
  • DF error
    129.00000
  • t(b)
    -0.09482
  • p(b)
    0.50531
  • t(a)
    0.66719
  • p(a)
    0.46269
  • VAR (95 Confidence Intrvl)
    0.03800
  • Lowerbound of 95% confidence interval for beta
    -0.70247
  • Upperbound of 95% confidence interval for beta
    0.63822
  • Lowerbound of 95% confidence interval for alpha
    -0.85279
  • Upperbound of 95% confidence interval for alpha
    1.72057
  • Treynor index (mean / b)
    -13.15190
  • Jensen alpha (a)
    0.43389
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04318
  • Expected Shortfall on VaR
    0.05419
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01738
  • Expected Shortfall on VaR
    0.03510
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.91938
  • Quartile 1
    0.99084
  • Median
    1.00007
  • Quartile 3
    1.01143
  • Maximum
    1.15306
  • Mean of quarter 1
    0.97302
  • Mean of quarter 2
    0.99721
  • Mean of quarter 3
    1.00507
  • Mean of quarter 4
    1.03323
  • Inter Quartile Range
    0.02060
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.94181
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.03817
  • Mean of outliers high
    1.09361
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.16988
  • VaR(95%) (moments method)
    0.02474
  • Expected Shortfall (moments method)
    0.03801
  • Extreme Value Index (regression method)
    0.36425
  • VaR(95%) (regression method)
    0.02394
  • Expected Shortfall (regression method)
    0.04267
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    9.00000
  • Minimum
    0.00217
  • Quartile 1
    0.00333
  • Median
    0.01328
  • Quartile 3
    0.02863
  • Maximum
    0.25906
  • Mean of quarter 1
    0.00278
  • Mean of quarter 2
    0.00989
  • Mean of quarter 3
    0.02169
  • Mean of quarter 4
    0.15892
  • Inter Quartile Range
    0.02530
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.11111
  • Mean of outliers high
    0.25906
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.02111
  • VaR(95%) (moments method)
    0.09202
  • Expected Shortfall (moments method)
    0.13612
  • Extreme Value Index (regression method)
    1.73223
  • VaR(95%) (regression method)
    0.39554
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -329574000
  • Max Equity Drawdown (num days)
    208
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.50520
  • Compounded annual return (geometric extrapolation)
    0.56900
  • Calmar ratio (compounded annual return / max draw down)
    2.19642
  • Compounded annual return / average of 25% largest draw downs
    3.58049
  • Compounded annual return / Expected Shortfall lognormal
    10.50030

Strategy Description

Algorithm Trade System (last update15.2.2024):
The system trades ETF(LONG+SHORT ETF long trade only).
I'm pleased to announce that a new Algo is up and running from 15.2.24
this is full Auto Trading System.
Algo monitor the market all session to open Long Trade.
more powerful and accurate then before.
alot of mistake has being made in the past.
I aware of that, and hope to see you again.
for more info: www.tiktok.com/@ariksh100

good luck

need margin account to follow all trades.
the system was backtest and working well in the past.
past results may not represent the future.

Monthly fee will be annual return (current year).
updating every month.
will be free until reached 100 followers, then group wiil be closed to new followers.

:מערכת מסחר אלגוריתם (עדכון אחרון 15.2.24)
המערכת סוחרת בתעודות סל-קניה בלבד של תעודות לונג ושורט.
אני מעדכן שאלגו חדש יעלה וירוץ החל מ-15.2.24
האלגו מנטר את השוק כל שעות המסחר ע"מ לפתוח עסקת לונג
זאת מערכת מסחר עצמאית לחלוטין, יותר עוצמתית ומדוייקת מבעבר
הרבה טעויות נעשו בעבר במערכת זו
שתוקנו להערכתי, מקווה שתתנו לי הזדמנות נוספת ותחזרו לעקוב
למידע נוסף:
www.tiktok.com/@ariksh100
בהצלחה

יש צורך בחשבון מרגין ע"מ לעקוב אחרי כל העסקאות.
המערכת נבדקה לאחור ועבדה מצוין בעבר.
תוצאות העבר עשויות שלא לשקף את התוצאות בעתיד.

דמי מנוי יהיו תשואה שנתית - לפי שנת 2024
מתעדכן כל תחילת חודש
יהיה בחינם עד 100 עוקבים, אז הקבוצה תיסגר למנויים חדשים.

Summary Statistics

Strategy began
2022-01-06
Suggested Minimum Capital
$15,000
# Trades
541
# Profitable
356
% Profitable
65.8%
Net Dividends
Correlation S&P500
0.049
Sharpe Ratio
0.62
Sortino Ratio
0.99
Beta
0.12
Alpha
0.09
Leverage
2.33 Average
6.85 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.