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This is an archived track record. This track record was archived on 2/24/19 10:56 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

Pollinate Futures
(121251959)

Created by: EnfocadoCapital EnfocadoCapital
Started: 11/2018
Futures
Last trade: 23 days ago
Trading style: Futures Trend-following

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 $149.00 per month.

Trading Category: Futures
Trend-following
Category: Equity

Trend-following

Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
-32.7%
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.

(45.0%)
Max Drawdown
21
Num Trades
47.6%
Win Trades
0.3 : 1
Profit Factor
20.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                                                                      (0.3%)+8.8%+8.5%
2019(16%)(26.1%)  -                                                        (38%)

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

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/28/19 3:18 @M6EH9 E-MICRO EUR/USD LONG 1 1.1441 2/24 10:56 1.1354 n/a ($117)
Includes Typical Broker Commissions trade costs of $8.00
12/6/18 12:27 @BPH9 BRITISH POUND LONG 1 1.2860 2/24/19 10:56 1.3071 n/a $1,311
Includes Typical Broker Commissions trade costs of $8.00
2/8/19 10:53 QHGH9 Copper SHORT 4 281.30 2/22 13:01 295.05 20.39%
Trade id #122431575
Max drawdown($14,050)
Time2/22/19 8:01
Quant open-4
Worst price295.35
Drawdown as % of equity-20.39%
($13,782)
Includes Typical Broker Commissions trade costs of $32.00
2/3/19 23:26 @NEH9 New Zealand Dollar SHORT 2 0.6897 2/15 11:38 0.6860 0.34%
Trade id #122335976
Max drawdown($300)
Time2/5/19 19:39
Quant open-2
Worst price0.6912
Drawdown as % of equity-0.34%
$724
Includes Typical Broker Commissions trade costs of $16.00
1/4/19 10:25 @ADH9 AUSTRALIAN DOLLAR LONG 1 0.7086 2/15 11:38 0.7123 0.32%
Trade id #121784357
Max drawdown($280)
Time2/11/19 20:04
Quant open1
Worst price0.7058
Drawdown as % of equity-0.32%
$362
Includes Typical Broker Commissions trade costs of $8.00
1/25/19 13:28 QPLG9 PLATINUM LONG 1 814.5 2/15 11:35 790.3 1.62%
Trade id #122188239
Max drawdown($1,390)
Time2/14/19 16:30
Quant open1
Worst price786.7
Drawdown as % of equity-1.62%
($1,218)
Includes Typical Broker Commissions trade costs of $8.00
12/19/18 14:44 @EMDH9 Mini Midcap 400 SHORT 3 1685.30 2/15/19 11:35 1731.90 27.48%
Trade id #121579962
Max drawdown($22,910)
Time2/15/19 10:47
Quant open-1
Worst price1914.40
Drawdown as % of equity-27.48%
($14,004)
Includes Typical Broker Commissions trade costs of $24.00
1/16/19 19:58 QPAH9 PALLADIUM LONG 2 1323.5 1/21 8:15 1337.2 0.72%
Trade id #122020715
Max drawdown($660)
Time1/17/19 0:39
Quant open2
Worst price1320.2
Drawdown as % of equity-0.72%
$2,734
Includes Typical Broker Commissions trade costs of $16.00
1/7/19 21:54 QSIH9 Silver 5000 oz SHORT 1 15.630 1/21 3:52 15.255 0.93%
Trade id #121833669
Max drawdown($1,000)
Time1/10/19 0:40
Quant open-1
Worst price15.830
Drawdown as % of equity-0.93%
$1,867
Includes Typical Broker Commissions trade costs of $8.00
1/9/19 20:23 QPAH9 PALLADIUM SHORT 2 1264.5 1/16 19:57 1323.5 13.99%
Trade id #121887641
Max drawdown($12,820)
Time1/16/19 18:26
Quant open-2
Worst price1328.6
Drawdown as % of equity-13.99%
($11,816)
Includes Typical Broker Commissions trade costs of $16.00
12/12/18 12:00 QPLJ9 PLATINUM LONG 7 811.0 1/15/19 18:00 819.8 9.02%
Trade id #121465161
Max drawdown($8,470)
Time12/14/18 9:38
Quant open7
Worst price786.8
Drawdown as % of equity-9.02%
$3,019
Includes Typical Broker Commissions trade costs of $56.00
1/1/19 19:19 @NEH9 New Zealand Dollar LONG 3 0.6723 1/9 10:23 0.6782 3.46%
Trade id #121737238
Max drawdown($3,690)
Time1/2/19 18:01
Quant open3
Worst price0.6600
Drawdown as % of equity-3.46%
$1,736
Includes Typical Broker Commissions trade costs of $24.00
12/27/18 6:35 QSIH9 Silver 5000 oz LONG 1 15.250 1/7/19 21:54 15.640 0.57%
Trade id #121674497
Max drawdown($650)
Time12/27/18 8:04
Quant open1
Worst price15.120
Drawdown as % of equity-0.57%
$1,942
Includes Typical Broker Commissions trade costs of $8.00
12/19/18 14:13 @RTYH9 Russell 2000 CME SHORT 4 1358.58 1/4/19 16:06 1354.45 3.45%
Trade id #121578851
Max drawdown($3,180)
Time12/19/18 14:34
Quant open-3
Worst price1389.20
Drawdown as % of equity-3.45%
$793
Includes Typical Broker Commissions trade costs of $32.00
1/3/19 19:16 QGCG9 Gold 100 oz LONG 1 1297.6 1/4 16:05 1286.5 1.8%
Trade id #121775351
Max drawdown($1,950)
Time1/4/19 9:51
Quant open1
Worst price1278.1
Drawdown as % of equity-1.80%
($1,118)
Includes Typical Broker Commissions trade costs of $8.00
12/21/18 8:50 @CCK9 COCOA SHORT 1 2241 12/27 4:00 2454 1.88%
Trade id #121614925
Max drawdown($2,220)
Time12/26/18 12:44
Quant open-1
Worst price2463
Drawdown as % of equity-1.88%
($2,138)
Includes Typical Broker Commissions trade costs of $8.00
12/13/18 23:20 QSIH9 Silver 5000 oz SHORT 1 14.765 12/26 18:10 15.105 1.98%
Trade id #121494211
Max drawdown($2,425)
Time12/26/18 11:27
Quant open-1
Worst price15.250
Drawdown as % of equity-1.98%
($1,708)
Includes Typical Broker Commissions trade costs of $8.00
11/30/18 10:44 @CCK9 COCOA LONG 1 2200 12/21 8:50 2242 0.89%
Trade id #121272423
Max drawdown($880)
Time12/5/18 11:39
Quant open1
Worst price2112
Drawdown as % of equity-0.89%
$412
Includes Typical Broker Commissions trade costs of $8.00
12/10/18 20:00 @SH9 SOYBEANS SHORT 2 921 12/12 20:00 931 3/4 2.06%
Trade id #121434326
Max drawdown($2,000)
Time12/12/18 10:35
Quant open-2
Worst price941
Drawdown as % of equity-2.06%
($1,091)
Includes Typical Broker Commissions trade costs of $16.00
11/29/18 18:00 @M6BH9 E-MICRO GBP/USD LONG 1 1.2868 12/6 12:29 1.2859 0.1%
Trade id #121260108
Max drawdown($101)
Time12/4/18 12:35
Quant open1
Worst price1.2739
Drawdown as % of equity-0.10%
($14)
Includes Typical Broker Commissions trade costs of $8.00
11/29/18 13:03 @TYZ8 US T-NOTE 10 YR SHORT 1 119 30/64 11/30 15:51 119 38/64 0.17%
Trade id #121252411
Max drawdown($171)
Time11/30/18 9:58
Quant open-1
Worst price119 41/64
Drawdown as % of equity-0.17%
($133)
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    11/29/2018
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    104.22
  • Age
    110 days ago
  • What it trades
    Futures
  • # Trades
    21
  • # Profitable
    10
  • % Profitable
    47.60%
  • Avg trade duration
    19.0 days
  • Max peak-to-valley drawdown
    44.98%
  • drawdown period
    Dec 26, 2018 - Feb 22, 2019
  • Cumul. Return
    -32.7%
  • Avg win
    $1,508
  • Avg loss
    $4,272
  • Model Account Values (Raw)
  • Cash
    $68,089
  • Margin Used
    $0
  • Buying Power
    $68,089
  • Ratios
  • W:L ratio
    0.32:1
  • Sharpe Ratio
    -3.688
  • Sortino Ratio
    -5.057
  • Calmar Ratio
    -1.942
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.34800
  • Return Statistics
  • Ann Return (w trading costs)
    -80.0%
  • Ann Return (Compnd, No Fees)
    -71.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    16.00%
  • Chance of 50% account loss
    0.50%
  • Popularity
  • Popularity (Today)
    697
  • Popularity (Last 6 weeks)
    825
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $1,508
  • Avg Loss
    $4,272
  • # Winners
    10
  • # Losers
    11
  • % Winners
    47.6%
  • Frequency
  • Avg Position Time (mins)
    27311.10
  • Avg Position Time (hrs)
    455.19
  • Avg Trade Length
    19.0 days
  • Last Trade Ago
    17
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    -1.60100

Strategy Description

The Pollinate FX system is a quantitative long and short system that looks to capture multi day/week moves in the global currency markets.

We believe there is a distinct edge in classifying market conditions and employing different strategies to those market conditions vs a one size fits all strategy. The Pollinate strategy looks for markets that have ran a bit too far and have a higher probability to revert to the mean, or bewilder market commentators and continue to extend the trend.

It is to be expected that 1/2 of our trades will stop out with a loss, however our winning trades will capture larger moves, which is where our bigger edge lies. We do not "cherry pick" only the best trades, as it is proven time and again the market that looks the worst will put in an amazing run, and the markets that look the best often flicker out just as amazingly. Rather we take all trades that fit the parameters, cut our losers short, and let our winners run.

Another big edge we have not managing money or working for a big firm is we don't need to be in the market, we can be in all cash and outperform.

Using the Collective2 model of subscription (vs charging a % of assets under management performance) we are incentivized to trade well (as we trade our own capital) and make additional returns with subscriptions which will maintain or improve over time as our system continues to perform to the model.

Summary Statistics

Strategy began
2018-11-29
Suggested Minimum Capital
$70,000
# Trades
21
# Profitable
10
% Profitable
47.6%
Correlation S&P500
-0.348
Sharpe Ratio
-3.688

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.