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Insider Deep Value

Equity · Stocks · Started Aug 2026

Trades Own Strategy

hypothetical · Cumul. Return
1.6%
Max Drawdown
3.7%
Trades
18
Win Trades
44.4%
Profit Factor
1.50
Win Months
50.0%
Subscribe $39/mo

About this strategy

Insider Deep Value is a long-only, systematic U.S. equity strategy built on a simple, powerful premise: when a company's own executives buy its stock with their personal money — especially after a steep decline — they're signaling conviction the market hasn't caught up to yet.

The system continuously monitors regulatory insider-buying activity and pairs it with a proprietary deep-value screen to find oversold companies where management is accumulating. Each position is sized by conviction, and the strategy exits systematically as a name recovers — selling into strength rather than chasing it. Holdings stay diversified across names and sectors, every position is liquid, and the strategy uses no leverage, no shorting, and no options.

This is a patient, evidence-based approach: positions are typically held for weeks to months, and the returns come from disciplined execution of a repeatable signal — not market timing, hot tips, or guesswork.

What you won't find here: leverage, day-trading, meme chasing, or emotional decisions. Just a rules-based system that follows the market's best-informed buyers — corporate insiders — into deeply discounted stocks.

Non-hedged Equity Event-driven

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20264.7-3.01.6

Statistics

Overview

Strategy began8/4/2026
Suggested Minimum Capital$15,000
Age39 days
C2 Rank932
Rank at C2 %Top 6.8%
Rank ##72
What it tradesStocks
# Trades18
# Profitable8
% Profitable44.4%
Avg trade duration6.9 days
Max peak-to-valley drawdown3.7%
drawdown periodSept 08, 2026 - Sept 11, 2026
Cumul. Return1.6%
Avg win$372
Avg loss$199

Ratios

W:L ratio1.51
Sharpe Ratio1.45
Sortino Ratio1.84
Calmar Ratio7.66

CORRELATION STATISTICS

Correlation to SP5000.04
Return Percent SP500 (cumu) during strategy life-1.0%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)2.6%

Return Statistics

Ann Return (w trading costs)14.5%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status-3.5%
Ann Return (Compnd, No Fees)19.7%

Slump

Current Slump as Pcnt Equity3.8%
Current Slump, time of slump as pcnt of strategy life0.1%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated100.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)776
C2 Score932
Popularity (7 days, Percentile 1000 scale)616

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?187688
TOS percent10.0%

Win / Loss

Avg Loss$198
Avg Win$372
# Winners8
Sum Trade PL (losers)$1,985
Sum Trade PL (winners)$2,978
Num Months Winners1
# Losers10
% Winners44.4%

Dividends

Dividends Received in Model Acct15

Age

Num Months filled monthly returns table2

Frequency

Avg Position Time (mins)9948.62
Avg Position Time (hrs)165.81
Avg Trade Length6.90
Last Trade Ago2

Leverage

Daily leverage (average)0.24
Daily leverage (max)0.99

Regression

Alpha0.04
Beta0.04
Treynor Index1.08

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat
Avg(MAE) / Avg(PL) - All trades4.14
MAE:PL (avg, all trades)-0.26
MAE:PL (avg, losing trades)
MAE:PL (avg, winning trades)
MAE:PL - worst single value for strategy
Avg(MAE) / Avg(PL) - Winning trades0.26
Avg(MAE) / Avg(PL) - Losing trades-1.21
Hold-and-Hope Ratio0.28

RATIO STATISTICS

a (intercept, estimate of alpha)0.20
VAR (95 Confidence Intrvl)0.01

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-426992832
Max Equity Drawdown (num days)3
Last 4 Months - Pcnt Negative0.2%

Trading record

Placed 1 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EMBC long750Aug 25, 2026Aug 26, 2026($58)
SUJA long474Aug 17, 2026Aug 26, 2026$1,432
CLBK long273Aug 20, 2026Aug 24, 2026$25
CLBK long274Aug 18, 2026Aug 19, 2026$11
UUUU long236Aug 4, 2026Aug 17, 2026$500
CLBK long300Aug 4, 2026Aug 17, 2026$342
EVMN long263Aug 4, 2026Aug 17, 2026$479

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.