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Bud Capital Equity
(128090640)

Created by: Bud_Capital Bud_Capital
Started: 03/2020
Stocks
Last trade: 8 days ago
Trading style: Equity Non-hedged Equity Hedged Equity

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 $249.00 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
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
Hedged Equity
Category: Equity

Hedged Equity

Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.
85.3%
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.

(21.1%)
Max Drawdown
48
Num Trades
41.7%
Win Trades
2.5 : 1
Profit Factor
57.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020              (1.5%)+17.4%+13.5%+27.1%+30.4%(11.4%)(3.8%)                  +85.3%

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

This strategy has placed 337 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
9/9/20 9:53 MJ ETFMG ALTERNATIVE HARVEST ETF LONG 450 11.54 9/11 12:01 11.39 0.08%
Trade id #131085661
Max drawdown($75)
Time9/11/20 12:01
Quant open300
Worst price11.29
Drawdown as % of equity-0.08%
($74)
Includes Typical Broker Commissions trade costs of $9.00
7/23/20 10:05 NBEV NEWAGE INC LONG 7,300 2.18 9/4 9:45 2.02 1.02%
Trade id #130237928
Max drawdown($983)
Time9/3/20 0:00
Quant open4,000
Worst price1.96
Drawdown as % of equity-1.02%
($1,208)
Includes Typical Broker Commissions trade costs of $53.00
7/13/20 12:26 LTRX LANTRONIX LONG 2,150 3.76 9/3 10:02 4.73 0.39%
Trade id #130050255
Max drawdown($404)
Time7/16/20 0:00
Quant open1,350
Worst price3.29
Drawdown as % of equity-0.39%
$2,066
Includes Typical Broker Commissions trade costs of $30.00
8/11/20 10:14 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 950 25.26 8/26 10:34 24.15 0.83%
Trade id #130559000
Max drawdown($817)
Time8/25/20 0:00
Quant open300
Worst price23.50
Drawdown as % of equity-0.83%
($1,070)
Includes Typical Broker Commissions trade costs of $19.00
8/20/20 10:20 VXX IPATH SER B S&P 500 VIX SHORT-TERM FUTURES ETN LONG 300 24.76 8/26 10:25 24.15 0.13%
Trade id #130708280
Max drawdown($131)
Time8/26/20 10:25
Quant open150
Worst price23.88
Drawdown as % of equity-0.13%
($189)
Includes Typical Broker Commissions trade costs of $6.00
8/14/20 9:42 TZA DIREXION DAILY SMALL CAP BEAR LONG 1,200 15.81 8/26 10:11 15.59 0.2%
Trade id #130621600
Max drawdown($204)
Time8/14/20 13:48
Quant open500
Worst price15.34
Drawdown as % of equity-0.20%
($296)
Includes Typical Broker Commissions trade costs of $24.00
8/17/20 9:53 ADMS ADAMAS PHARMACEUTICALS INC. C LONG 1,000 5.01 8/24 11:49 4.47 0.55%
Trade id #130648418
Max drawdown($562)
Time8/24/20 9:30
Quant open1,000
Worst price4.45
Drawdown as % of equity-0.55%
($558)
Includes Typical Broker Commissions trade costs of $12.50
8/14/20 10:15 SHSP SHARPSPRING INC. COMMON STOCK LONG 700 9.96 8/21 13:48 10.42 0.34%
Trade id #130622804
Max drawdown($344)
Time8/17/20 0:00
Quant open450
Worst price9.25
Drawdown as % of equity-0.34%
$314
Includes Typical Broker Commissions trade costs of $11.00
7/28/20 9:54 QID PROSHARES ULTRASHORT QQQ LONG 1,500 10.95 8/20 9:54 10.24 0.73%
Trade id #130316845
Max drawdown($806)
Time8/6/20 0:00
Quant open800
Worst price10.09
Drawdown as % of equity-0.73%
($1,099)
Includes Typical Broker Commissions trade costs of $30.00
7/31/20 10:05 GILT GILAT SATELLITE NETWORKS LONG 1,000 5.67 8/18 11:06 5.46 0.2%
Trade id #130388228
Max drawdown($230)
Time8/18/20 11:06
Quant open1,000
Worst price5.44
Drawdown as % of equity-0.20%
($226)
Includes Typical Broker Commissions trade costs of $12.50
7/22/20 15:29 GBTC GRAYSCALE BITCOIN TRUST (BTC) COMMON STOCK LONG 700 10.95 8/17 9:34 13.28 0.03%
Trade id #130224033
Max drawdown($35)
Time7/22/20 15:32
Quant open500
Worst price10.00
Drawdown as % of equity-0.03%
$1,615
Includes Typical Broker Commissions trade costs of $14.00
3/17/20 13:13 HTGM HTG MOLECULAR DIAGNOSTICS INC. COMMON STOCK LONG 15,500 0.57 8/14 9:41 0.57 0.64%
Trade id #128090788
Max drawdown($674)
Time8/14/20 9:41
Quant open6,000
Worst price0.46
Drawdown as % of equity-0.64%
($79)
Includes Typical Broker Commissions trade costs of $45.00
4/6/20 9:49 WYY WIDEPOINT LONG 14,000 0.56 8/14 9:35 0.73 0.16%
Trade id #128431295
Max drawdown($75)
Time4/7/20 0:00
Quant open5,000
Worst price0.34
Drawdown as % of equity-0.16%
$2,356
Includes Typical Broker Commissions trade costs of $35.00
7/20/20 9:53 GRWG GROWGENERATION CORP. COMMON STOCK LONG 1,250 7.23 8/14 9:33 9.38 0.15%
Trade id #130165721
Max drawdown($162)
Time7/24/20 0:00
Quant open800
Worst price7.03
Drawdown as % of equity-0.15%
$2,662
Includes Typical Broker Commissions trade costs of $25.00
8/6/20 10:42 SPXU PROSHARES ULTRAPRO SHORT S&P50 LONG 500 9.41 8/12 10:36 8.99 0.17%
Trade id #130490491
Max drawdown($177)
Time8/12/20 10:32
Quant open350
Worst price8.90
Drawdown as % of equity-0.17%
($221)
Includes Typical Broker Commissions trade costs of $10.00
6/30/20 11:06 AYTU AYTU BIOSCIENCE INC. COMMON STOCK LONG 5,000 1.36 8/11 10:21 1.32 0.53%
Trade id #129822240
Max drawdown($526)
Time7/14/20 0:00
Quant open4,000
Worst price1.25
Drawdown as % of equity-0.53%
($193)
Includes Typical Broker Commissions trade costs of $25.00
4/13/20 10:06 NNDM NANO DIMENSION LTD. AMERICAN DEPOSITARY SHARES LONG 6,500 1.08 8/11 10:09 2.38 1.22%
Trade id #128534249
Max drawdown($660)
Time5/14/20 0:00
Quant open5,000
Worst price0.70
Drawdown as % of equity-1.22%
$8,354
Includes Typical Broker Commissions trade costs of $57.50
8/5/20 9:32 GLUU GLU MOBILE LONG 1,500 8.41 8/7 10:30 7.80 0.87%
Trade id #130467423
Max drawdown($934)
Time8/7/20 10:30
Quant open1,500
Worst price7.79
Drawdown as % of equity-0.87%
($936)
Includes Typical Broker Commissions trade costs of $20.00
5/28/20 9:50 CVSI CV SCIENCES INC. COMMON STOCK LONG 3,500 0.74 8/7 10:11 0.60 0.75%
Trade id #129237189
Max drawdown($770)
Time7/16/20 0:00
Quant open3,000
Worst price0.51
Drawdown as % of equity-0.75%
($499)
Includes Typical Broker Commissions trade costs of $12.50
8/4/20 9:56 WRTC WRAP TECHNOLOGIES INC LONG 500 10.36 8/4 12:23 9.82 0.25%
Trade id #130444312
Max drawdown($274)
Time8/4/20 12:23
Quant open500
Worst price9.81
Drawdown as % of equity-0.25%
($277)
Includes Typical Broker Commissions trade costs of $10.00
8/3/20 10:46 TZA DIREXION DAILY SMALL CAP BEAR LONG 125 18.71 8/3 11:34 18.25 0.06%
Trade id #130421701
Max drawdown($60)
Time8/3/20 11:34
Quant open125
Worst price18.23
Drawdown as % of equity-0.06%
($61)
Includes Typical Broker Commissions trade costs of $2.50
6/9/20 12:13 DYNT DYNATRONICS CORPORATION COMMON LONG 1,500 0.85 8/3 9:39 0.86 0.19%
Trade id #129438828
Max drawdown($142)
Time6/10/20 0:00
Quant open1,500
Worst price0.76
Drawdown as % of equity-0.19%
$9
Includes Typical Broker Commissions trade costs of $5.00
5/11/20 10:02 CTHR CHARLES & COLVARD LONG 3,500 0.75 8/3 9:38 0.75 0.38%
Trade id #128959247
Max drawdown($249)
Time5/28/20 0:00
Quant open2,500
Worst price0.65
Drawdown as % of equity-0.38%
($27)
Includes Typical Broker Commissions trade costs of $12.50
5/8/20 9:58 III INFORMATION SERVICES GRP LONG 3,000 2.61 7/27 11:30 1.99 4.06%
Trade id #128925222
Max drawdown($2,740)
Time5/22/20 0:00
Quant open3,000
Worst price1.70
Drawdown as % of equity-4.06%
($1,880)
Includes Typical Broker Commissions trade costs of $12.50
7/16/20 10:36 FLNT FLUENT INC. COMMON STOCK LONG 2,500 2.06 7/27 11:29 1.87 0.35%
Trade id #130115874
Max drawdown($380)
Time7/23/20 0:00
Quant open2,500
Worst price1.91
Drawdown as % of equity-0.35%
($502)
Includes Typical Broker Commissions trade costs of $15.00
7/14/20 14:37 TTOO T2 BIOSYSTEMS INC. COMON STOC LONG 2,000 1.55 7/17 9:55 1.78 0.2%
Trade id #130077419
Max drawdown($200)
Time7/15/20 0:00
Quant open2,000
Worst price1.45
Drawdown as % of equity-0.20%
$460
Includes Typical Broker Commissions trade costs of $5.00
5/26/20 9:31 OBCI OCEAN BIO-CHEM LONG 1,250 5.18 6/19 11:22 7.06 0.85%
Trade id #129190315
Max drawdown($570)
Time5/27/20 0:00
Quant open1,250
Worst price4.72
Drawdown as % of equity-0.85%
$2,331
Includes Typical Broker Commissions trade costs of $20.00
4/6/20 9:50 OESX ORION ENERGY SYSTEMS INC. COMMON STOCK LONG 750 3.50 6/15 9:41 3.73 0.07%
Trade id #128431338
Max drawdown($57)
Time6/11/20 0:00
Quant open575
Worst price3.40
Drawdown as % of equity-0.07%
$164
Includes Typical Broker Commissions trade costs of $6.75
3/19/20 9:39 DYNT DYNATRONICS CORPORATION COMMON LONG 3,000 0.94 5/18 9:49 0.66 1.67%
Trade id #128136701
Max drawdown($895)
Time5/15/20 0:00
Quant open3,000
Worst price0.64
Drawdown as % of equity-1.67%
($845)
Includes Typical Broker Commissions trade costs of $10.00
3/23/20 15:57 FLNT FLUENT INC. COMMON STOCK LONG 4,500 1.29 4/14 9:31 1.62 1.65%
Trade id #128201787
Max drawdown($855)
Time4/2/20 0:00
Quant open4,500
Worst price1.10
Drawdown as % of equity-1.65%
$1,480
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    3/17/2020
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    189.49
  • Age
    6 months ago
  • What it trades
    Stocks
  • # Trades
    48
  • # Profitable
    20
  • % Profitable
    41.70%
  • Avg trade duration
    56.0 days
  • Max peak-to-valley drawdown
    21.1%
  • drawdown period
    July 30, 2020 - Sept 11, 2020
  • Cumul. Return
    85.3%
  • Avg win
    $1,590
  • Avg loss
    $463.89
  • Model Account Values (Raw)
  • Cash
    $3,096
  • Margin Used
    $0
  • Buying Power
    $36,983
  • Ratios
  • W:L ratio
    2.46:1
  • Sharpe Ratio
    2.38
  • Sortino Ratio
    4.68
  • Calmar Ratio
    14.362
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    54.25%
  • Correlation to SP500
    0.21610
  • Return Percent SP500 (cumu) during strategy life
    31.09%
  • Return Statistics
  • Ann Return (w trading costs)
    221.9%
  • Slump
  • Current Slump as Pcnt Equity
    25.40%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.28%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.853%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    248.7%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    749
  • Popularity (Last 6 weeks)
    979
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    929
  • Popularity (7 days, Percentile 1000 scale)
    817
  • 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 Loss
    $532
  • Avg Win
    $3,040
  • Sum Trade PL (losers)
    $14,892.000
  • AUM
  • AUM (AutoTrader num accounts)
    2
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $60,792.000
  • # Winners
    20
  • Num Months Winners
    4
  • Dividends
  • Dividends Received in Model Acct
    50
  • AUM
  • AUM (AutoTrader live capital)
    50162
  • Win / Loss
  • # Losers
    28
  • % Winners
    41.7%
  • Frequency
  • Avg Position Time (mins)
    80681.40
  • Avg Position Time (hrs)
    1344.69
  • Avg Trade Length
    56.0 days
  • Last Trade Ago
    5
  • Leverage
  • Daily leverage (average)
    0.77
  • Daily leverage (max)
    1.22
  • Regression
  • Alpha
    0.31
  • Beta
    0.30
  • Treynor Index
    1.16
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -1.08
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    3.329
  • 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
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.314
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.289
  • Hold-and-Hope Ratio
    1.478
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.49786
  • SD
    0.76989
  • Sharpe ratio (Glass type estimate)
    1.94554
  • Sharpe ratio (Hedges UMVUE)
    1.63571
  • df
    5.00000
  • t
    1.37570
  • p
    0.11367
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.14307
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.87628
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.31568
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.58710
  • Statistics related to Sortino ratio
  • Sortino ratio
    8.96109
  • Upside Potential Ratio
    10.62110
  • Upside part of mean
    1.77533
  • Downside part of mean
    -0.27747
  • Upside SD
    0.80807
  • Downside SD
    0.16715
  • N nonnegative terms
    4.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    6.00000
  • Mean of predictor
    0.55848
  • Mean of criterion
    1.49786
  • SD of predictor
    0.12835
  • SD of criterion
    0.76989
  • Covariance
    0.01673
  • r
    0.16930
  • b (slope, estimate of beta)
    1.01547
  • a (intercept, estimate of alpha)
    0.93073
  • Mean Square Error
    0.71968
  • DF error
    4.00000
  • t(b)
    0.34355
  • p(b)
    0.37424
  • t(a)
    0.45609
  • p(a)
    0.33599
  • Lowerbound of 95% confidence interval for beta
    -7.19271
  • Upperbound of 95% confidence interval for beta
    9.22365
  • Lowerbound of 95% confidence interval for alpha
    -4.73620
  • Upperbound of 95% confidence interval for alpha
    6.59767
  • Treynor index (mean / b)
    1.47504
  • Jensen alpha (a)
    0.93073
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.22125
  • SD
    0.66378
  • Sharpe ratio (Glass type estimate)
    1.83985
  • Sharpe ratio (Hedges UMVUE)
    1.54685
  • df
    5.00000
  • t
    1.30097
  • p
    0.12500
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.22153
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.74926
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.38608
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.47978
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.90291
  • Upside Potential Ratio
    8.55266
  • Upside part of mean
    1.51312
  • Downside part of mean
    -0.29187
  • Upside SD
    0.67835
  • Downside SD
    0.17692
  • N nonnegative terms
    4.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    6.00000
  • Mean of predictor
    0.53840
  • Mean of criterion
    1.22125
  • SD of predictor
    0.12240
  • SD of criterion
    0.66378
  • Covariance
    0.01843
  • r
    0.22689
  • b (slope, estimate of beta)
    1.23040
  • a (intercept, estimate of alpha)
    0.55881
  • Mean Square Error
    0.52240
  • DF error
    4.00000
  • t(b)
    0.46593
  • p(b)
    0.33275
  • t(a)
    0.31912
  • p(a)
    0.38280
  • Lowerbound of 95% confidence interval for beta
    -6.10293
  • Upperbound of 95% confidence interval for beta
    8.56372
  • Lowerbound of 95% confidence interval for alpha
    -4.30387
  • Upperbound of 95% confidence interval for alpha
    5.42149
  • Treynor index (mean / b)
    0.99256
  • Jensen alpha (a)
    0.55881
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.19218
  • Expected Shortfall on VaR
    0.25251
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.04045
  • Expected Shortfall on VaR
    0.08545
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    6.00000
  • Minimum
    0.88635
  • Quartile 1
    0.99162
  • Median
    1.04757
  • Quartile 3
    1.28459
  • Maximum
    1.44485
  • Mean of quarter 1
    0.93296
  • Mean of quarter 2
    1.02776
  • Mean of quarter 3
    1.06738
  • Mean of quarter 4
    1.40092
  • Inter Quartile Range
    0.29296
  • 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 for a one-period 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)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.13176
  • Quartile 1
    0.13176
  • Median
    0.13176
  • Quartile 3
    0.13176
  • Maximum
    0.13176
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • 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)
    1.73491
  • Compounded annual return (geometric extrapolation)
    2.48739
  • Calmar ratio (compounded annual return / max draw down)
    18.87860
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    9.85084
  • 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
    1.34768
  • SD
    0.43662
  • Sharpe ratio (Glass type estimate)
    3.08664
  • Sharpe ratio (Hedges UMVUE)
    3.06933
  • df
    134.00000
  • t
    2.21565
  • p
    0.40601
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.32576
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.83630
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.31428
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.82438
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.06815
  • Upside Potential Ratio
    13.41990
  • Upside part of mean
    2.98045
  • Downside part of mean
    -1.63276
  • Upside SD
    0.38318
  • Downside SD
    0.22209
  • N nonnegative terms
    75.00000
  • N negative terms
    60.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    135.00000
  • Mean of predictor
    0.54786
  • Mean of criterion
    1.34768
  • SD of predictor
    0.31821
  • SD of criterion
    0.43662
  • Covariance
    0.02911
  • r
    0.20950
  • b (slope, estimate of beta)
    0.28746
  • a (intercept, estimate of alpha)
    1.19000
  • Mean Square Error
    0.18364
  • DF error
    133.00000
  • t(b)
    2.47096
  • p(b)
    0.36761
  • t(a)
    1.98240
  • p(a)
    0.39267
  • Lowerbound of 95% confidence interval for beta
    0.05735
  • Upperbound of 95% confidence interval for beta
    0.51757
  • Lowerbound of 95% confidence interval for alpha
    0.00266
  • Upperbound of 95% confidence interval for alpha
    2.37772
  • Treynor index (mean / b)
    4.68823
  • Jensen alpha (a)
    1.19019
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.25251
  • SD
    0.42735
  • Sharpe ratio (Glass type estimate)
    2.93087
  • Sharpe ratio (Hedges UMVUE)
    2.91444
  • df
    134.00000
  • t
    2.10384
  • p
    0.41059
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.17267
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.67845
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.16180
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.66707
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.48476
  • Upside Potential Ratio
    12.74590
  • Upside part of mean
    2.91069
  • Downside part of mean
    -1.65818
  • Upside SD
    0.36758
  • Downside SD
    0.22836
  • N nonnegative terms
    75.00000
  • N negative terms
    60.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    135.00000
  • Mean of predictor
    0.49751
  • Mean of criterion
    1.25251
  • SD of predictor
    0.31608
  • SD of criterion
    0.42735
  • Covariance
    0.03029
  • r
    0.22421
  • b (slope, estimate of beta)
    0.30315
  • a (intercept, estimate of alpha)
    1.10169
  • Mean Square Error
    0.17475
  • DF error
    133.00000
  • t(b)
    2.65328
  • p(b)
    0.35847
  • t(a)
    1.88281
  • p(a)
    0.39787
  • Lowerbound of 95% confidence interval for beta
    0.07716
  • Upperbound of 95% confidence interval for beta
    0.52913
  • Lowerbound of 95% confidence interval for alpha
    -0.05568
  • Upperbound of 95% confidence interval for alpha
    2.25906
  • Treynor index (mean / b)
    4.13172
  • Jensen alpha (a)
    1.10169
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03791
  • Expected Shortfall on VaR
    0.04842
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01320
  • Expected Shortfall on VaR
    0.02719
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    135.00000
  • Minimum
    0.91610
  • Quartile 1
    0.99185
  • Median
    1.00172
  • Quartile 3
    1.01564
  • Maximum
    1.13623
  • Mean of quarter 1
    0.97893
  • Mean of quarter 2
    0.99673
  • Mean of quarter 3
    1.00932
  • Mean of quarter 4
    1.03614
  • Inter Quartile Range
    0.02379
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01481
  • Mean of outliers low
    0.91839
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.03704
  • Mean of outliers high
    1.09573
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.24382
  • VaR(95%) (moments method)
    0.02092
  • Expected Shortfall (moments method)
    0.03333
  • Extreme Value Index (regression method)
    0.33824
  • VaR(95%) (regression method)
    0.01942
  • Expected Shortfall (regression method)
    0.03262
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    18.00000
  • Minimum
    0.00037
  • Quartile 1
    0.00597
  • Median
    0.01379
  • Quartile 3
    0.04169
  • Maximum
    0.18090
  • Mean of quarter 1
    0.00285
  • Mean of quarter 2
    0.00882
  • Mean of quarter 3
    0.02313
  • Mean of quarter 4
    0.10281
  • Inter Quartile Range
    0.03572
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.13120
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -2.47318
  • VaR(95%) (moments method)
    0.10152
  • Expected Shortfall (moments method)
    0.10253
  • Extreme Value Index (regression method)
    -0.48545
  • VaR(95%) (regression method)
    0.13492
  • Expected Shortfall (regression method)
    0.15837
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.81328
  • Compounded annual return (geometric extrapolation)
    2.59815
  • Calmar ratio (compounded annual return / max draw down)
    14.36230
  • Compounded annual return / average of 25% largest draw downs
    25.27240
  • Compounded annual return / Expected Shortfall lognormal
    53.65910
  • 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
    1.48250
  • SD
    0.43877
  • Sharpe ratio (Glass type estimate)
    3.37875
  • Sharpe ratio (Hedges UMVUE)
    3.35922
  • df
    130.00000
  • t
    2.38914
  • p
    0.39746
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.57046
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.17448
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.55751
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.16094
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.73873
  • Upside Potential Ratio
    13.85500
  • Upside part of mean
    3.04806
  • Downside part of mean
    -1.56556
  • Upside SD
    0.38864
  • Downside SD
    0.22000
  • N nonnegative terms
    74.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.80500
  • Mean of criterion
    1.48250
  • SD of predictor
    0.30339
  • SD of criterion
    0.43877
  • Covariance
    0.02566
  • r
    0.19276
  • b (slope, estimate of beta)
    0.27878
  • a (intercept, estimate of alpha)
    1.25809
  • Mean Square Error
    0.18680
  • DF error
    129.00000
  • t(b)
    2.23118
  • p(b)
    0.37805
  • t(a)
    2.03095
  • p(a)
    0.38852
  • Lowerbound of 95% confidence interval for beta
    0.03157
  • Upperbound of 95% confidence interval for beta
    0.52599
  • Lowerbound of 95% confidence interval for alpha
    0.03248
  • Upperbound of 95% confidence interval for alpha
    2.48369
  • Treynor index (mean / b)
    5.31781
  • Jensen alpha (a)
    1.25809
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.38579
  • SD
    0.42931
  • Sharpe ratio (Glass type estimate)
    3.22797
  • Sharpe ratio (Hedges UMVUE)
    3.20931
  • df
    130.00000
  • t
    2.28252
  • p
    0.40185
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.42255
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.02131
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.41018
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    6.00843
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.12098
  • Upside Potential Ratio
    13.14630
  • Upside part of mean
    2.97631
  • Downside part of mean
    -1.59053
  • Upside SD
    0.37279
  • Downside SD
    0.22640
  • N nonnegative terms
    74.00000
  • N negative terms
    57.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.75872
  • Mean of criterion
    1.38579
  • SD of predictor
    0.30033
  • SD of criterion
    0.42931
  • Covariance
    0.02685
  • r
    0.20822
  • b (slope, estimate of beta)
    0.29764
  • a (intercept, estimate of alpha)
    1.15996
  • Mean Square Error
    0.17768
  • DF error
    129.00000
  • t(b)
    2.41795
  • p(b)
    0.36841
  • t(a)
    1.92239
  • p(a)
    0.39425
  • VAR (95 Confidence Intrvl)
    0.03800
  • Lowerbound of 95% confidence interval for beta
    0.05409
  • Upperbound of 95% confidence interval for beta
    0.54120
  • Lowerbound of 95% confidence interval for alpha
    -0.03387
  • Upperbound of 95% confidence interval for alpha
    2.35378
  • Treynor index (mean / b)
    4.65584
  • Jensen alpha (a)
    1.15996
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03761
  • Expected Shortfall on VaR
    0.04817
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01243
  • Expected Shortfall on VaR
    0.02604
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.91610
  • Quartile 1
    0.99238
  • Median
    1.00227
  • Quartile 3
    1.01663
  • Maximum
    1.13623
  • Mean of quarter 1
    0.97959
  • Mean of quarter 2
    0.99716
  • Mean of quarter 3
    1.00966
  • Mean of quarter 4
    1.03676
  • Inter Quartile Range
    0.02425
  • Number outliers low
    2.00000
  • Percentage of outliers low
    0.01527
  • Mean of outliers low
    0.91839
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.03817
  • Mean of outliers high
    1.09573
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.28098
  • VaR(95%) (moments method)
    0.01997
  • Expected Shortfall (moments method)
    0.03331
  • Extreme Value Index (regression method)
    0.39197
  • VaR(95%) (regression method)
    0.01832
  • Expected Shortfall (regression method)
    0.03296
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    17.00000
  • Minimum
    0.00037
  • Quartile 1
    0.00567
  • Median
    0.01107
  • Quartile 3
    0.02877
  • Maximum
    0.18090
  • Mean of quarter 1
    0.00285
  • Mean of quarter 2
    0.00882
  • Mean of quarter 3
    0.02313
  • Mean of quarter 4
    0.11701
  • Inter Quartile Range
    0.02311
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.23529
  • Mean of outliers high
    0.11701
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -7.19757
  • VaR(95%) (moments method)
    0.07304
  • Expected Shortfall (moments method)
    0.07304
  • Extreme Value Index (regression method)
    -0.74393
  • VaR(95%) (regression method)
    0.13379
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.15114
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -262980000
  • Max Equity Drawdown (num days)
    43
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    2.05517
  • Compounded annual return (geometric extrapolation)
    3.11111
  • Calmar ratio (compounded annual return / max draw down)
    17.19800
  • Compounded annual return / average of 25% largest draw downs
    26.58890
  • Compounded annual return / Expected Shortfall lognormal
    64.58330

Strategy Description

Welcome to my online Hedgefund and Thank you for reviewing my strategy.

This strategy invests real money drawing from my 16 years of trading and investing experience. I research micro opportunities using a bottom-up diversified approach using fundamental and technical analysis, momentum & macro themes. Vigorous research is employed to identify small/micro cap opportunities with multi-bagger potential. Risk management is a top priority. I do not hold more than 15% of my portfolio in any one position. I also do not use leverage. Hedging is used from time to time via a long only short or alternative asset ETF.

Who is my ideal investor? investors that are looking for an alternative investment strategy either alongside others or whom have an appetite for a favourable risk/reward opportunity over a 3-5 year time horizon. The business's I look for have the potential to disrupt their markets with ample growth prospects and good management. As with all strategies there will be drawdowns but time in my strategy rather than timing my strategy is key.

A 3 month discount of $50 per month will be given to autotraders (only) starting from month 2 of a subscription plan. Please message me once your autotrade plan is set up for a coupon code.

Guidelines:
Min investment: $15,000

Summary Statistics

Strategy began
2020-03-17
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 7.1%
Rank # 
#47
# Trades
48
# Profitable
20
% Profitable
41.7%
Net Dividends
Correlation S&P500
0.216
Sharpe Ratio
2.38
Sortino Ratio
4.68
Beta
0.30
Alpha
0.31
Leverage
0.77 Average
1.22 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

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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.