Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW +44.9% Cumul. Return since Jul 10, 2026 Hypothetical

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System 64862505

By PalAnand

Stocks · Started Aug 2011

hypothetical · Annual Return (Compounded)
-4068.5%
Max Drawdown
—
Trades
385
Win Trades
44.2%
Profit Factor
0.30
Win Months
2.7%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201114.7163.0121.71.4-35.2339.9
2012-11.523.3-25.4-14.9-95.1-22280.80.00.0-0.00.00.0-0.0-860.2
2013-0.00.00.0-0.00.00.00.0-0.00.00.00.00.0
2014-0.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.0-0.10.00.00.00.0-0.1-0.00.0
20160.00.0-0.00.00.00.0-17.2-17.70.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began8/22/2011
Suggested Minimum Capital$100,000
Age183 months
What it tradesStocks, Options
# Trades385
# Profitable170
% Profitable44.2%
Avg trade duration1.1 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)0.0%
Avg win$14,067
Avg loss$32,391

Ratios

W:L ratio0.34
Sharpe Ratio0.90
Sortino Ratio75.82
Calmar Ratio-0.96

CORRELATION STATISTICS

Correlation to SP500-0.12
Return Percent SP500 (cumu) during strategy life579.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-3353.8%

Return Statistics

Ann Return (w trading costs)-4068.5%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.0%

Slump

Current Slump as Pcnt Equity—
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.3%
Percent Trades Stocks0.7%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss12.2%
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%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$32,391
Avg Win$14,067
# Winners170
Sum Trade PL (losers)$6,963,988
Sum Trade PL (winners)$2,391,458
Num Months Winners5
# Losers215
% Winners44.2%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table11

Frequency

Avg Position Time (mins)1516.17
Avg Position Time (hrs)25.27
Avg Trade Length1.10
Last Trade Ago5196

Regression

Alpha0
Beta-26.12
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.20
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.30
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.06
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-1.82
MAE:PL (avg, all trades)-0.13
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats17.32
MAE:PL - Winning Trades - this strat Percentile of All Strats36.74
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.30
Avg(MAE) / Avg(PL) - Losing trades-1.11
Hold-and-Hope Ratio-0.55

RATIO STATISTICS

a (intercept, estimate of alpha)0.51
VAR (95 Confidence Intrvl)0.51

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)731
Last 4 Months - Pcnt Negative1.0%

Trading record

Placed 535 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
FAS long7812800Jun 23, 2012Jun 25, 2012($2,929,805)
SPY long266000Jun 23, 2012Jun 25, 2012($393,684)
TNA long14000Jun 23, 2012Jun 25, 2012($5,885)
UNG long7000Jun 23, 2012Jun 25, 2012$5,035
TBT long1750Jun 23, 2012Jun 25, 2012$3,635
TBT1222F15 long70Jun 22, 2012Jun 23, 2012($6,139)
TNA1222F48 long70Jun 22, 2012Jun 23, 2012($6,699)
UNG1222F18 long70Jun 22, 2012Jun 23, 2012($2,079)
FAZ1222R24 long2100Jun 22, 2012Jun 23, 2012($13,370)
FAS1222F84 long6580Jun 22, 2012Jun 23, 2012($236,775)
SPY1222F133 long2660Jun 22, 2012Jun 23, 2012($80,122)
AGQ1222R38 long490Jun 21, 2012Jun 22, 2012$40,964
FXI1222R33.5 long4060Jun 20, 2012Jun 22, 2012$303,086
FAS1222F85 long280Jun 19, 2012Jun 20, 2012$12,348
FAZ1222F25 long280Jun 18, 2012Jun 19, 2012($16,212)
TZA1222F20 long1400Jun 18, 2012Jun 19, 2012($84,690)
FXI1216F34 long3360Jun 15, 2012Jun 15, 2012$41,616
XPP long6378Jun 15, 2012Jun 15, 2012($962)
UGAZ long12860Jun 14, 2012Jun 15, 2012$15,813
PTM long14230Jun 14, 2012Jun 14, 2012($1,570)
GASX long2091Jun 13, 2012Jun 14, 2012$6,770
INDL long3824Jun 12, 2012Jun 13, 2012$148
FXP long2069Jun 8, 2012Jun 12, 2012($12,916)
ZSL long7748Jun 7, 2012Jun 8, 2012$8,324
FSE long23522Jun 7, 2012Jun 7, 2012($2,122)
SOXL long33540Jun 5, 2012Jun 7, 2012$27,196
UBR long1117Jun 5, 2012Jun 5, 2012$799
ZSL long6000Jun 4, 2012Jun 5, 2012($4,265)
UGAZ long10000Jun 4, 2012Jun 4, 2012($2,005)
NUGT long32Jun 1, 2012Jun 1, 2012$6,559

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.