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

Honey Growth Fund
(117390638)

Created by: Honey_Investments Honey_Investments
Started: 04/2018
Options
Last trade: 8 days ago
Trading style: Options Premium Collecting Directional Bets

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 $275.00 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: Options
Premium Collecting
Category: Equity

Premium Collecting

A trading strategy that, while typically profitable on a trade-by-trade basis, has some possibility of infrequent, but extremely large, losses.
Directional Bets
Category: Equity

Directional Bets

Uses primarily options to make bets about the direction or magnitude of price movements in assets.
527.8%
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.

(80.3%)
Max Drawdown
2323
Num Trades
64.6%
Win Trades
1.1 : 1
Profit Factor
54.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                     +96.1%+324.6%+92.6%(19.4%)+311.6%+0.7%+26.7%+54.2%(17%)+8587.6%
2019+16.9%+10.3%+12.1%(0.1%)(18.5%)+0.6%(11.1%)+1.4%(2%)+13.3%(3%)(1.4%)+13.4%
2020(20.2%)(17.4%)(35.9%)+90.0%+7.4%+39.1%+23.9%(10.6%)(9%)(9.7%)            +9.2%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

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Long
Short
Both
Win
Loss
Both
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Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/6/20 13:10 BE2020W17 BE Nov20'20 17 put SHORT 70 1.60 10/21 15:36 2.40 0.21%
Trade id #131545236
Max drawdown($5,950)
Time10/21/20 13:41
Quant open70
Worst price2.45
Drawdown as % of equity-0.21%
($5,698)
Includes Typical Broker Commissions trade costs of $98.00
10/15/20 10:46 MSFT2023J222.5 MSFT Oct23'20 222.5 call SHORT 70 1.70 10/20 9:30 0.64 0.37%
Trade id #131716118
Max drawdown($10,850)
Time10/16/20 0:00
Quant open70
Worst price3.25
Drawdown as % of equity-0.37%
$7,322
Includes Typical Broker Commissions trade costs of $98.00
10/17/20 9:35 MSFT MICROSOFT LONG 7,000 195.00 10/19 9:30 220.41 n/a $177,900
Includes Typical Broker Commissions trade costs of $5.00
10/17/20 9:35 PYPL PAYPAL HOLDINGS CORP SHORT 14,000 200.00 10/17 9:35 195.00 n/a $69,995
Includes Typical Broker Commissions trade costs of $5.00
9/4/20 15:42 PYPL2016J195 PYPL Oct16'20 195 call LONG 140 12.53 10/17 9:35 0.00 6.75%
Trade id #131013037
Max drawdown($154,490)
Time9/18/20 0:00
Quant open140
Worst price1.49
Drawdown as % of equity-6.75%
($175,448)
Includes Typical Broker Commissions trade costs of $98.00
10/9/20 15:09 CLDR2016J12 CLDR Oct16'20 12 call SHORT 70 0.12 10/17 9:35 0.00 0.13%
Trade id #131622143
Max drawdown($3,990)
Time10/13/20 0:00
Quant open70
Worst price0.69
Drawdown as % of equity-0.13%
$791
Includes Typical Broker Commissions trade costs of $49.00
9/30/20 13:16 BE2016J21 BE Oct16'20 21 call SHORT 280 0.50 10/17 9:35 0.00 2.44%
Trade id #131441766
Max drawdown($64,400)
Time10/9/20 0:00
Quant open280
Worst price2.80
Drawdown as % of equity-2.44%
$13,804
Includes Typical Broker Commissions trade costs of $196.00
9/18/20 14:10 MSFT2016J195 MSFT Oct16'20 195 call LONG 70 10.10 10/17 9:35 0.00 0.47%
Trade id #131247987
Max drawdown($11,200)
Time9/21/20 0:00
Quant open70
Worst price8.50
Drawdown as % of equity-0.47%
($70,749)
Includes Typical Broker Commissions trade costs of $49.00
10/9/20 11:52 C2016J47 C Oct16'20 47 call SHORT 370 0.51 10/17 9:35 0.00 0.05%
Trade id #131617495
Max drawdown($1,460)
Time10/12/20 0:00
Quant open370
Worst price0.55
Drawdown as % of equity-0.05%
$18,631
Includes Typical Broker Commissions trade costs of $259.00
10/17/20 9:35 ADSK AUTODESK LONG 7,000 230.00 10/17 9:35 235.00 n/a $34,995
Includes Typical Broker Commissions trade costs of $5.00
10/9/20 11:51 ADSK2016J235 ADSK Oct16'20 235 call SHORT 70 5.25 10/17 9:35 0.00 4.71%
Trade id #131617484
Max drawdown($138,250)
Time10/16/20 0:00
Quant open70
Worst price25.00
Drawdown as % of equity-4.71%
$36,701
Includes Typical Broker Commissions trade costs of $49.00
10/9/20 15:10 CLDR2016J11.5 CLDR Oct16'20 11.5 call SHORT 210 0.26 10/17 9:35 0.00 0.49%
Trade id #131622148
Max drawdown($15,540)
Time10/13/20 0:00
Quant open210
Worst price1.00
Drawdown as % of equity-0.49%
$5,313
Includes Typical Broker Commissions trade costs of $147.00
10/15/20 10:50 PYPL2016J200 PYPL Oct16'20 200 call SHORT 210 1.82 10/17 9:35 1.85 4.13%
Trade id #131716227
Max drawdown($121,310)
Time10/16/20 0:00
Quant open210
Worst price7.60
Drawdown as % of equity-4.13%
($756)
Includes Typical Broker Commissions trade costs of $196.00
9/4/20 15:45 ADSK2016J230 ADSK Oct16'20 230 call LONG 70 18.85 10/17 9:35 0.00 4.94%
Trade id #131013093
Max drawdown($107,100)
Time9/24/20 0:00
Quant open70
Worst price3.55
Drawdown as % of equity-4.94%
($131,999)
Includes Typical Broker Commissions trade costs of $49.00
7/13/20 15:05 DIS2016J115 DIS Oct16'20 115 call LONG 100 10.40 10/16 13:11 11.95 1.34%
Trade id #130053828
Max drawdown($42,000)
Time7/30/20 0:00
Quant open100
Worst price6.20
Drawdown as % of equity-1.34%
$15,360
Includes Typical Broker Commissions trade costs of $140.00
9/10/20 15:35 MU2016J47.5 MU Oct16'20 47.5 call SHORT 70 1.84 10/16 13:09 4.90 1.26%
Trade id #131116294
Max drawdown($28,770)
Time9/18/20 0:00
Quant open70
Worst price5.95
Drawdown as % of equity-1.26%
($21,518)
Includes Typical Broker Commissions trade costs of $98.00
10/9/20 11:54 MU2016J50 MU Oct16'20 50 call SHORT 60 0.81 10/16 13:08 2.36 0.38%
Trade id #131617571
Max drawdown($12,120)
Time10/13/20 0:00
Quant open60
Worst price2.83
Drawdown as % of equity-0.38%
($9,384)
Includes Typical Broker Commissions trade costs of $84.00
10/9/20 15:15 JPM2016J105 JPM Oct16'20 105 call SHORT 140 0.79 10/16 13:02 0.01 0.15%
Trade id #131622266
Max drawdown($4,900)
Time10/13/20 0:00
Quant open140
Worst price1.14
Drawdown as % of equity-0.15%
$10,724
Includes Typical Broker Commissions trade costs of $196.00
10/9/20 15:15 JPM2016J100 JPM Oct16'20 100 call LONG 210 2.82 10/16 13:02 2.24 1.75%
Trade id #131622250
Max drawdown($52,500)
Time10/15/20 0:00
Quant open210
Worst price0.32
Drawdown as % of equity-1.75%
($12,474)
Includes Typical Broker Commissions trade costs of $294.00
10/9/20 15:17 JPM2016J103 JPM Oct16'20 103 call SHORT 70 1.37 10/16 13:02 0.06 0.11%
Trade id #131622291
Max drawdown($3,010)
Time10/12/20 0:00
Quant open70
Worst price1.80
Drawdown as % of equity-0.11%
$9,072
Includes Typical Broker Commissions trade costs of $98.00
9/18/20 13:57 MLM2016J220 MLM Oct16'20 220 call SHORT 40 10.90 10/16 12:52 41.80 6.43%
Trade id #131247768
Max drawdown($169,600)
Time10/9/20 0:00
Quant open40
Worst price53.30
Drawdown as % of equity-6.43%
($123,656)
Includes Typical Broker Commissions trade costs of $56.00
9/25/20 12:54 ICE2016J105 ICE Oct16'20 105 call SHORT 200 0.45 10/16 12:50 0.05 0.39%
Trade id #131368235
Max drawdown($9,000)
Time9/28/20 0:00
Quant open200
Worst price0.90
Drawdown as % of equity-0.39%
$7,720
Includes Typical Broker Commissions trade costs of $280.00
10/15/20 15:39 TSLA2023J500 TSLA Oct23'20 500 call SHORT 10 11.60 10/15 15:47 11.50 0%
Trade id #131723574
Max drawdown($50)
Time10/15/20 15:42
Quant open10
Worst price11.65
Drawdown as % of equity-0.00%
$86
Includes Typical Broker Commissions trade costs of $14.00
10/8/20 14:45 TSLA2016J460 TSLA Oct16'20 460 call SHORT 30 4.80 10/15 15:45 1.91 0.7%
Trade id #131598130
Max drawdown($22,800)
Time10/14/20 0:00
Quant open30
Worst price12.40
Drawdown as % of equity-0.70%
$8,628
Includes Typical Broker Commissions trade costs of $42.00
9/15/20 15:19 TSLA2320A750 TSLA Jan20'23 750 call SHORT 10 160.50 10/15 15:38 124.00 0.08%
Trade id #131187384
Max drawdown($1,920)
Time9/16/20 0:00
Quant open10
Worst price162.42
Drawdown as % of equity-0.08%
$36,486
Includes Typical Broker Commissions trade costs of $14.00
10/6/20 13:31 MLM2016V250 MLM Oct16'20 250 put SHORT 70 2.20 10/15 15:18 0.78 0.95%
Trade id #131545699
Max drawdown($26,600)
Time10/6/20 15:19
Quant open70
Worst price6.00
Drawdown as % of equity-0.95%
$9,852
Includes Typical Broker Commissions trade costs of $98.00
10/6/20 13:30 MLM2016V260 MLM Oct16'20 260 put LONG 70 6.90 10/15 15:18 3.54 1.5%
Trade id #131545681
Max drawdown($42,700)
Time10/8/20 0:00
Quant open70
Worst price0.80
Drawdown as % of equity-1.50%
($23,598)
Includes Typical Broker Commissions trade costs of $98.00
10/6/20 13:10 BE2020W20 BE Nov20'20 20 put LONG 70 3.20 10/15 10:49 3.40 0.35%
Trade id #131545198
Max drawdown($9,100)
Time10/9/20 0:00
Quant open70
Worst price1.90
Drawdown as % of equity-0.35%
$1,302
Includes Typical Broker Commissions trade costs of $98.00
10/9/20 12:01 V2016J210 V Oct16'20 210 call SHORT 50 1.10 10/15 10:47 0.09 0.02%
Trade id #131617783
Max drawdown($650)
Time10/9/20 12:17
Quant open50
Worst price1.23
Drawdown as % of equity-0.02%
$4,980
Includes Typical Broker Commissions trade costs of $70.00
10/9/20 11:50 MSFT2016J217.5 MSFT Oct16'20 217.5 call SHORT 70 1.62 10/15 10:46 1.39 1.4%
Trade id #131617446
Max drawdown($44,660)
Time10/13/20 0:00
Quant open70
Worst price8.00
Drawdown as % of equity-1.40%
$1,512
Includes Typical Broker Commissions trade costs of $98.00

Statistics

  • Strategy began
    4/5/2018
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    938.32
  • Age
    31 months ago
  • What it trades
    Options
  • # Trades
    2323
  • # Profitable
    1501
  • % Profitable
    64.60%
  • Avg trade duration
    8.8 days
  • Max peak-to-valley drawdown
    80.32%
  • drawdown period
    May 01, 2019 - March 23, 2020
  • Annual Return (Compounded)
    527.8%
  • Avg win
    $25,174
  • Avg loss
    $42,203
  • Model Account Values (Raw)
  • Cash
    $514,688
  • Margin Used
    $892,132
  • Buying Power
    $523,416
  • Ratios
  • W:L ratio
    1.09:1
  • Sharpe Ratio
    1.62
  • Sortino Ratio
    3.69
  • Calmar Ratio
    8.726
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    11313.70%
  • Correlation to SP500
    0.30850
  • Return Percent SP500 (cumu) during strategy life
    24.31%
  • Return Statistics
  • Ann Return (w trading costs)
    527.8%
  • Slump
  • Current Slump as Pcnt Equity
    56.60%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.06%
  • Instruments
  • Short Options - Percent Covered
    22.59%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    5.278%
  • Instruments
  • Percent Trades Options
    0.95%
  • Percent Trades Stocks
    0.05%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    576.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    49.00%
  • Chance of 20% account loss
    19.00%
  • Chance of 30% account loss
    5.50%
  • Chance of 40% account loss
    4.00%
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 50% account loss
    0.50%
  • Popularity
  • Popularity (Today)
    606
  • Popularity (Last 6 weeks)
    926
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    202
  • Popularity (7 days, Percentile 1000 scale)
    833
  • 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
    $42,258
  • Avg Win
    $25,178
  • Sum Trade PL (losers)
    $34,736,000.000
  • Age
  • Num Months filled monthly returns table
    31
  • Win / Loss
  • Sum Trade PL (winners)
    $37,792,500.000
  • # Winners
    1501
  • Num Months Winners
    17
  • Dividends
  • Dividends Received in Model Acct
    6822
  • Win / Loss
  • # Losers
    822
  • % Winners
    64.6%
  • Frequency
  • Avg Position Time (mins)
    12670.20
  • Avg Position Time (hrs)
    211.17
  • Avg Trade Length
    8.8 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    12.56
  • Daily leverage (max)
    188.76
  • Regression
  • Alpha
    0.64
  • Beta
    1.64
  • Treynor Index
    0.42
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    36.65
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    30.95
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.34
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -4.170
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.318
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.440
  • Hold-and-Hope Ratio
    -0.250
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    3.71553
  • SD
    2.74495
  • Sharpe ratio (Glass type estimate)
    1.35359
  • Sharpe ratio (Hedges UMVUE)
    1.31822
  • df
    29.00000
  • t
    2.14021
  • p
    0.02044
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.05561
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.63001
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.03305
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.60340
  • Statistics related to Sortino ratio
  • Sortino ratio
    9.30627
  • Upside Potential Ratio
    10.53500
  • Upside part of mean
    4.20610
  • Downside part of mean
    -0.49057
  • Upside SD
    2.87657
  • Downside SD
    0.39925
  • N nonnegative terms
    21.00000
  • N negative terms
    9.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    30.00000
  • Mean of predictor
    0.11367
  • Mean of criterion
    3.71553
  • SD of predictor
    0.26541
  • SD of criterion
    2.74495
  • Covariance
    0.10576
  • r
    0.14517
  • b (slope, estimate of beta)
    1.50141
  • a (intercept, estimate of alpha)
    3.54486
  • Mean Square Error
    7.63941
  • DF error
    28.00000
  • t(b)
    0.77639
  • p(b)
    0.22201
  • t(a)
    2.01202
  • p(a)
    0.02696
  • Lowerbound of 95% confidence interval for beta
    -2.45989
  • Upperbound of 95% confidence interval for beta
    5.46272
  • Lowerbound of 95% confidence interval for alpha
    -0.06411
  • Upperbound of 95% confidence interval for alpha
    7.15383
  • Treynor index (mean / b)
    2.47469
  • Jensen alpha (a)
    3.54486
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.96469
  • SD
    1.46208
  • Sharpe ratio (Glass type estimate)
    1.34376
  • Sharpe ratio (Hedges UMVUE)
    1.30866
  • df
    29.00000
  • t
    2.12468
  • p
    0.02113
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.04654
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.61957
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.02413
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.59319
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.64919
  • Upside Potential Ratio
    4.77746
  • Upside part of mean
    2.57213
  • Downside part of mean
    -0.60745
  • Upside SD
    1.44852
  • Downside SD
    0.53839
  • N nonnegative terms
    21.00000
  • N negative terms
    9.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    30.00000
  • Mean of predictor
    0.07401
  • Mean of criterion
    1.96469
  • SD of predictor
    0.29580
  • SD of criterion
    1.46208
  • Covariance
    0.16244
  • r
    0.37559
  • b (slope, estimate of beta)
    1.85643
  • a (intercept, estimate of alpha)
    1.82730
  • Mean Square Error
    1.90169
  • DF error
    28.00000
  • t(b)
    2.14445
  • p(b)
    0.02041
  • t(a)
    2.08949
  • p(a)
    0.02293
  • Lowerbound of 95% confidence interval for beta
    0.08314
  • Upperbound of 95% confidence interval for beta
    3.62973
  • Lowerbound of 95% confidence interval for alpha
    0.03593
  • Upperbound of 95% confidence interval for alpha
    3.61866
  • Treynor index (mean / b)
    1.05831
  • Jensen alpha (a)
    1.82730
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.41170
  • Expected Shortfall on VaR
    0.50115
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06299
  • Expected Shortfall on VaR
    0.15102
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    30.00000
  • Minimum
    0.46974
  • Quartile 1
    0.98089
  • Median
    1.08156
  • Quartile 3
    1.19785
  • Maximum
    4.57665
  • Mean of quarter 1
    0.85159
  • Mean of quarter 2
    1.02637
  • Mean of quarter 3
    1.13249
  • Mean of quarter 4
    2.17924
  • Inter Quartile Range
    0.21696
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.03333
  • Mean of outliers low
    0.46974
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    2.69555
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.35938
  • VaR(95%) (moments method)
    0.08815
  • Expected Shortfall (moments method)
    0.17883
  • Extreme Value Index (regression method)
    0.80963
  • VaR(95%) (regression method)
    0.18766
  • Expected Shortfall (regression method)
    1.16083
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.06013
  • Quartile 1
    0.06426
  • Median
    0.17651
  • Quartile 3
    0.35916
  • Maximum
    0.57448
  • Mean of quarter 1
    0.06013
  • Mean of quarter 2
    0.06563
  • Mean of quarter 3
    0.28739
  • Mean of quarter 4
    0.57448
  • Inter Quartile Range
    0.29490
  • 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)
    57.87610
  • Compounded annual return (geometric extrapolation)
    6.33453
  • Calmar ratio (compounded annual return / max draw down)
    11.02650
  • Compounded annual return / average of 25% largest draw downs
    11.02650
  • Compounded annual return / Expected Shortfall lognormal
    12.63990
  • 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
    2.46462
  • SD
    1.16298
  • Sharpe ratio (Glass type estimate)
    2.11923
  • Sharpe ratio (Hedges UMVUE)
    2.11682
  • df
    660.00000
  • t
    3.36610
  • p
    0.00040
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.87922
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.35769
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.87759
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.35604
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.12094
  • Upside Potential Ratio
    11.77580
  • Upside part of mean
    5.66752
  • Downside part of mean
    -3.20289
  • Upside SD
    1.06866
  • Downside SD
    0.48128
  • N nonnegative terms
    359.00000
  • N negative terms
    302.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    661.00000
  • Mean of predictor
    0.08798
  • Mean of criterion
    2.46462
  • SD of predictor
    0.24266
  • SD of criterion
    1.16298
  • Covariance
    0.07754
  • r
    0.27476
  • b (slope, estimate of beta)
    1.31687
  • a (intercept, estimate of alpha)
    2.34900
  • Mean Square Error
    1.25232
  • DF error
    659.00000
  • t(b)
    7.33581
  • p(b)
    -0.00000
  • t(a)
    3.33291
  • p(a)
    0.00045
  • Lowerbound of 95% confidence interval for beta
    0.96439
  • Upperbound of 95% confidence interval for beta
    1.66936
  • Lowerbound of 95% confidence interval for alpha
    0.96500
  • Upperbound of 95% confidence interval for alpha
    3.73253
  • Treynor index (mean / b)
    1.87157
  • Jensen alpha (a)
    2.34877
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.90584
  • SD
    1.00570
  • Sharpe ratio (Glass type estimate)
    1.89504
  • Sharpe ratio (Hedges UMVUE)
    1.89289
  • df
    660.00000
  • t
    3.01002
  • p
    0.00136
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.65619
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.13255
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.65472
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.13106
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.72899
  • Upside Potential Ratio
    10.24060
  • Upside part of mean
    5.23381
  • Downside part of mean
    -3.32797
  • Upside SD
    0.87324
  • Downside SD
    0.51109
  • N nonnegative terms
    359.00000
  • N negative terms
    302.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    661.00000
  • Mean of predictor
    0.05834
  • Mean of criterion
    1.90584
  • SD of predictor
    0.24414
  • SD of criterion
    1.00570
  • Covariance
    0.07911
  • r
    0.32218
  • b (slope, estimate of beta)
    1.32719
  • a (intercept, estimate of alpha)
    1.82841
  • Mean Square Error
    0.90781
  • DF error
    659.00000
  • t(b)
    8.73667
  • p(b)
    -0.00000
  • t(a)
    3.04775
  • p(a)
    0.00120
  • Lowerbound of 95% confidence interval for beta
    1.02891
  • Upperbound of 95% confidence interval for beta
    1.62548
  • Lowerbound of 95% confidence interval for alpha
    0.65042
  • Upperbound of 95% confidence interval for alpha
    3.00640
  • Treynor index (mean / b)
    1.43599
  • Jensen alpha (a)
    1.82841
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.09056
  • Expected Shortfall on VaR
    0.11363
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02611
  • Expected Shortfall on VaR
    0.05562
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    661.00000
  • Minimum
    0.79966
  • Quartile 1
    0.98789
  • Median
    1.00179
  • Quartile 3
    1.02065
  • Maximum
    1.88264
  • Mean of quarter 1
    0.95496
  • Mean of quarter 2
    0.99668
  • Mean of quarter 3
    1.01057
  • Mean of quarter 4
    1.07618
  • Inter Quartile Range
    0.03276
  • Number outliers low
    36.00000
  • Percentage of outliers low
    0.05446
  • Mean of outliers low
    0.89326
  • Number of outliers high
    48.00000
  • Percentage of outliers high
    0.07262
  • Mean of outliers high
    1.17161
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.44997
  • VaR(95%) (moments method)
    0.04198
  • Expected Shortfall (moments method)
    0.08942
  • Extreme Value Index (regression method)
    0.26568
  • VaR(95%) (regression method)
    0.03959
  • Expected Shortfall (regression method)
    0.06812
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    40.00000
  • Minimum
    0.00188
  • Quartile 1
    0.01266
  • Median
    0.02954
  • Quartile 3
    0.09266
  • Maximum
    0.67787
  • Mean of quarter 1
    0.00671
  • Mean of quarter 2
    0.01858
  • Mean of quarter 3
    0.04876
  • Mean of quarter 4
    0.26942
  • Inter Quartile Range
    0.08000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.12500
  • Mean of outliers high
    0.39048
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.44494
  • VaR(95%) (moments method)
    0.24364
  • Expected Shortfall (moments method)
    0.29131
  • Extreme Value Index (regression method)
    0.01074
  • VaR(95%) (regression method)
    0.31394
  • Expected Shortfall (regression method)
    0.45404
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    51.70740
  • Compounded annual return (geometric extrapolation)
    5.91536
  • Calmar ratio (compounded annual return / max draw down)
    8.72646
  • Compounded annual return / average of 25% largest draw downs
    21.95550
  • Compounded annual return / Expected Shortfall lognormal
    52.05720
  • 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
    0.98013
  • SD
    0.68729
  • Sharpe ratio (Glass type estimate)
    1.42608
  • Sharpe ratio (Hedges UMVUE)
    1.41784
  • df
    130.00000
  • t
    1.00839
  • p
    0.45595
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.35380
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.20064
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.35932
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.19500
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.12406
  • Upside Potential Ratio
    9.37350
  • Upside part of mean
    4.32531
  • Downside part of mean
    -3.34519
  • Upside SD
    0.50941
  • Downside SD
    0.46144
  • 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
    0.23190
  • Mean of criterion
    0.98013
  • SD of predictor
    0.21060
  • SD of criterion
    0.68729
  • Covariance
    0.05678
  • r
    0.39228
  • b (slope, estimate of beta)
    1.28019
  • a (intercept, estimate of alpha)
    0.68325
  • Mean Square Error
    0.40277
  • DF error
    129.00000
  • t(b)
    4.84369
  • p(b)
    0.25683
  • t(a)
    0.75950
  • p(a)
    0.45756
  • Lowerbound of 95% confidence interval for beta
    0.75727
  • Upperbound of 95% confidence interval for beta
    1.80312
  • Lowerbound of 95% confidence interval for alpha
    -1.09665
  • Upperbound of 95% confidence interval for alpha
    2.46315
  • Treynor index (mean / b)
    0.76561
  • Jensen alpha (a)
    0.68325
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.74396
  • SD
    0.68870
  • Sharpe ratio (Glass type estimate)
    1.08024
  • Sharpe ratio (Hedges UMVUE)
    1.07400
  • df
    130.00000
  • t
    0.76384
  • p
    0.46658
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.69673
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.85310
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.70088
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.84887
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.53704
  • Upside Potential Ratio
    8.68190
  • Upside part of mean
    4.20222
  • Downside part of mean
    -3.45826
  • Upside SD
    0.48839
  • Downside SD
    0.48402
  • 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
    0.20957
  • Mean of criterion
    0.74396
  • SD of predictor
    0.21211
  • SD of criterion
    0.68870
  • Covariance
    0.05743
  • r
    0.39317
  • b (slope, estimate of beta)
    1.27659
  • a (intercept, estimate of alpha)
    0.47642
  • Mean Square Error
    0.40409
  • DF error
    129.00000
  • t(b)
    4.85666
  • p(b)
    0.25631
  • t(a)
    0.52896
  • p(a)
    0.47039
  • VAR (95 Confidence Intrvl)
    0.09100
  • Lowerbound of 95% confidence interval for beta
    0.75653
  • Upperbound of 95% confidence interval for beta
    1.79665
  • Lowerbound of 95% confidence interval for alpha
    -1.30559
  • Upperbound of 95% confidence interval for alpha
    2.25844
  • Treynor index (mean / b)
    0.58277
  • Jensen alpha (a)
    0.47642
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06494
  • Expected Shortfall on VaR
    0.08130
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02662
  • Expected Shortfall on VaR
    0.05534
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.85252
  • Quartile 1
    0.98586
  • Median
    1.00308
  • Quartile 3
    1.02298
  • Maximum
    1.15815
  • Mean of quarter 1
    0.95413
  • Mean of quarter 2
    0.99593
  • Mean of quarter 3
    1.01269
  • Mean of quarter 4
    1.05292
  • Inter Quartile Range
    0.03712
  • Number outliers low
    8.00000
  • Percentage of outliers low
    0.06107
  • Mean of outliers low
    0.90553
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.04580
  • Mean of outliers high
    1.10819
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.36368
  • VaR(95%) (moments method)
    0.04401
  • Expected Shortfall (moments method)
    0.08279
  • Extreme Value Index (regression method)
    0.27101
  • VaR(95%) (regression method)
    0.04515
  • Expected Shortfall (regression method)
    0.07763
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    15.00000
  • Minimum
    0.00216
  • Quartile 1
    0.01262
  • Median
    0.02855
  • Quartile 3
    0.08748
  • Maximum
    0.36549
  • Mean of quarter 1
    0.00613
  • Mean of quarter 2
    0.02150
  • Mean of quarter 3
    0.04552
  • Mean of quarter 4
    0.19049
  • Inter Quartile Range
    0.07486
  • 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
    0.06667
  • Mean of outliers high
    0.36549
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.18965
  • VaR(95%) (moments method)
    0.20902
  • Expected Shortfall (moments method)
    0.31490
  • Extreme Value Index (regression method)
    1.18703
  • VaR(95%) (regression method)
    0.29339
  • Last 4 Months - Pcnt Negative
    0.75%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -303623000
  • Max Equity Drawdown (num days)
    327
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.94197
  • Compounded annual return (geometric extrapolation)
    1.16380
  • Calmar ratio (compounded annual return / max draw down)
    3.18427
  • Compounded annual return / average of 25% largest draw downs
    6.10944
  • Compounded annual return / Expected Shortfall lognormal
    14.31410

Strategy Description

After returning in excess of 16m we have rescaled the fund by 85% to allow for new subscribers to accurately trade our portfolio.


To view full a disclaimer, strategy details, risk management, and tools, visit our website: www.Honey.Investments

Summary Statistics

Strategy began
2018-04-05
Suggested Minimum Capital
$35,000
# Trades
2323
# Profitable
1501
% Profitable
64.6%
Net Dividends
Correlation S&P500
0.308
Sharpe Ratio
1.62
Sortino Ratio
3.69
Beta
1.64
Alpha
0.64
Leverage
12.56 Average
188.76 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.