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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

Max 3
(140274848)

Created by: MarkAnderson4 MarkAnderson4
Started: 04/2022
Futures
Last trade: 618 days ago

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.

-88.4%
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.

(100.0%)
Max Drawdown
94
Num Trades
72.3%
Win Trades
0.9 : 1
Profit Factor
12.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                     +13.9%+49.3%(98.8%)+2804.2%  -    -    -    -    -  (40.8%)
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -                                                        0.0

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

This strategy has placed 333 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 628 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/19/22 14:55 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 1 12253.00 7/19 16:23 12322.75 2.53%
Trade id #141109142
Max drawdown($150)
Time7/19/22 16:23
Quant open1
Worst price12328.20
Drawdown as % of equity-2.53%
($141)
Includes Typical Broker Commissions trade costs of $0.94
7/18/22 9:49 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 3 12081.25 7/19 14:13 12138.00 14.57%
Trade id #141090503
Max drawdown($727)
Time7/18/22 15:50
Quant open2
Worst price11857.80
Drawdown as % of equity-14.57%
$338
Includes Typical Broker Commissions trade costs of $2.82
7/18/22 20:06 @MESU2 MICRO E-MINI S&P 500 LONG 1 3839.00 7/19 13:28 3915.50 0.48%
Trade id #141098282
Max drawdown($23)
Time7/19/22 0:00
Quant open1
Worst price3834.25
Drawdown as % of equity-0.48%
$382
Includes Typical Broker Commissions trade costs of $0.94
7/17/22 20:13 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 1 12046.00 7/18 8:36 12119.25 0.67%
Trade id #141084953
Max drawdown($35)
Time7/17/22 20:44
Quant open1
Worst price12028.50
Drawdown as % of equity-0.67%
$146
Includes Typical Broker Commissions trade costs of $0.94
7/15/22 9:19 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 2 11942.12 7/15 13:53 11979.00 1.97%
Trade id #141071111
Max drawdown($99)
Time7/15/22 9:55
Quant open1
Worst price11853.50
Drawdown as % of equity-1.97%
$146
Includes Typical Broker Commissions trade costs of $1.88
7/13/22 11:04 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 2 11728.25 7/15 9:02 11782.50 11.4%
Trade id #141047245
Max drawdown($541)
Time7/14/22 0:00
Quant open1
Worst price11511.00
Drawdown as % of equity-11.40%
$215
Includes Typical Broker Commissions trade costs of $1.88
7/12/22 18:00 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 4 11855.44 7/13 9:43 11570.31 36%
Trade id #141040155
Max drawdown($865)
Time7/13/22 8:29
Quant open2
Worst price11998.00
Drawdown as % of equity-36.00%
$2,277
Includes Typical Broker Commissions trade costs of $3.76
7/6/22 10:45 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 8 11984.66 7/12 15:12 11941.85 94.84%
Trade id #140977018
Max drawdown($1,713)
Time7/7/22 0:00
Quant open3
Worst price12168.80
Drawdown as % of equity-94.84%
$677
Includes Typical Broker Commissions trade costs of $7.52
7/10/22 19:22 @MESU2 MICRO E-MINI S&P 500 SHORT 1 3890.75 7/10 19:22 3891.00 0.16%
Trade id #141014099
Max drawdown($1)
Time7/10/22 19:22
Quant open1
Worst price3891.00
Drawdown as % of equity-0.16%
($2)
Includes Typical Broker Commissions trade costs of $0.94
7/5/22 21:10 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 1 11871.13 7/6 9:37 11794.07 15.18%
Trade id #140968535
Max drawdown($285)
Time7/6/22 8:03
Quant open1
Worst price11728.20
Drawdown as % of equity-15.18%
($155)
Includes Typical Broker Commissions trade costs of $0.94
6/29/22 9:56 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 8 11611.79 7/5 15:21 11626.18 150.66%
Trade id #140901341
Max drawdown($2,592)
Time6/30/22 0:00
Quant open4
Worst price11350.80
Drawdown as % of equity-150.66%
$222
Includes Typical Broker Commissions trade costs of $7.52
6/22/22 21:02 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 12 11688.94 6/28 14:54 11889.93 224.36%
Trade id #140837568
Max drawdown($8,476)
Time6/24/22 0:00
Quant open8
Worst price12149.00
Drawdown as % of equity-224.36%
($4,835)
Includes Typical Broker Commissions trade costs of $11.28
6/21/22 22:23 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 11 11556.30 6/22 20:57 11547.95 33.15%
Trade id #140826124
Max drawdown($2,192)
Time6/22/22 10:38
Quant open5
Worst price11746.50
Drawdown as % of equity-33.15%
$174
Includes Typical Broker Commissions trade costs of $10.34
6/20/22 7:53 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 5 11449.63 6/21 22:23 11465.95 5.9%
Trade id #140809351
Max drawdown($379)
Time6/20/22 9:48
Quant open3
Worst price11333.00
Drawdown as % of equity-5.90%
$158
Includes Typical Broker Commissions trade costs of $4.70
6/17/22 10:51 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 5 11228.89 6/17 13:45 11329.88 2.7%
Trade id #140797085
Max drawdown($153)
Time6/17/22 11:01
Quant open3
Worst price11137.00
Drawdown as % of equity-2.70%
$1,005
Includes Typical Broker Commissions trade costs of $4.70
6/17/22 10:37 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 1 11145.06 6/17 10:45 11158.20 1.22%
Trade id #140796767
Max drawdown($69)
Time6/17/22 10:44
Quant open1
Worst price11180.00
Drawdown as % of equity-1.22%
($27)
Includes Typical Broker Commissions trade costs of $0.94
6/17/22 1:15 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 3 11290.17 6/17 10:36 11239.53 12.31%
Trade id #140792072
Max drawdown($734)
Time6/17/22 9:12
Quant open3
Worst price11167.80
Drawdown as % of equity-12.31%
($307)
Includes Typical Broker Commissions trade costs of $2.82
6/16/22 15:29 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 2 11168.90 6/16 19:32 11183.55 2.7%
Trade id #140789675
Max drawdown($156)
Time6/16/22 15:49
Quant open1
Worst price11090.20
Drawdown as % of equity-2.70%
$57
Includes Typical Broker Commissions trade costs of $1.88
6/16/22 8:59 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 8 11219.70 6/16 15:13 11145.90 1.42%
Trade id #140782683
Max drawdown($69)
Time6/16/22 9:03
Quant open2
Worst price11375.20
Drawdown as % of equity-1.42%
$1,173
Includes Typical Broker Commissions trade costs of $7.52
6/16/22 1:56 @MNQU2 MICRO E-MINI NASDAQ 100 SHORT 3 11420.86 6/16 8:18 11360.99 0.95%
Trade id #140780493
Max drawdown($44)
Time6/16/22 2:01
Quant open1
Worst price11597.20
Drawdown as % of equity-0.95%
$356
Includes Typical Broker Commissions trade costs of $2.82
6/15/22 15:30 @MNQU2 MICRO E-MINI NASDAQ 100 LONG 4 11723.90 6/16 1:56 11601.84 18.54%
Trade id #140777598
Max drawdown($959)
Time6/15/22 15:51
Quant open4
Worst price11604.00
Drawdown as % of equity-18.54%
($981)
Includes Typical Broker Commissions trade costs of $3.76
6/9/22 21:48 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 12 12039.67 6/15 15:30 11575.27 173.03%
Trade id #140728397
Max drawdown($13,735)
Time6/13/22 0:00
Quant open8
Worst price11254.50
Drawdown as % of equity-173.03%
($11,157)
Includes Typical Broker Commissions trade costs of $11.28
6/8/22 11:21 @MESM2 MICRO E-MINI S&P 500 LONG 1 4156.25 6/9 21:42 4017.93 4.3%
Trade id #140709695
Max drawdown($712)
Time6/9/22 20:25
Quant open1
Worst price4013.75
Drawdown as % of equity-4.30%
($693)
Includes Typical Broker Commissions trade costs of $0.94
6/8/22 11:21 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 7 12516.91 6/9 21:42 12381.85 14.5%
Trade id #140709685
Max drawdown($2,614)
Time6/9/22 16:10
Quant open5
Worst price12255.50
Drawdown as % of equity-14.50%
($1,898)
Includes Typical Broker Commissions trade costs of $6.58
6/7/22 19:47 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 1 12675.85 6/8 9:57 12767.11 0.55%
Trade id #140704058
Max drawdown($103)
Time6/8/22 3:08
Quant open1
Worst price12624.20
Drawdown as % of equity-0.55%
$182
Includes Typical Broker Commissions trade costs of $0.94
6/7/22 19:47 @MESM2 MICRO E-MINI S&P 500 LONG 1 4148.50 6/8 9:53 4154.45 0.55%
Trade id #140704061
Max drawdown($102)
Time6/8/22 9:33
Quant open1
Worst price4128.00
Drawdown as % of equity-0.55%
$29
Includes Typical Broker Commissions trade costs of $0.94
6/6/22 8:26 @MNQM2 MICRO E-MINI NASDAQ 100 LONG 2 12631.10 6/7 14:38 12654.34 4.94%
Trade id #140684452
Max drawdown($876)
Time6/7/22 9:32
Quant open2
Worst price12412.00
Drawdown as % of equity-4.94%
$91
Includes Typical Broker Commissions trade costs of $1.88
6/6/22 8:26 @MESM2 MICRO E-MINI S&P 500 LONG 1 4150.25 6/7 14:16 4147.75 2.1%
Trade id #140684455
Max drawdown($372)
Time6/7/22 9:13
Quant open1
Worst price4075.75
Drawdown as % of equity-2.10%
($14)
Includes Typical Broker Commissions trade costs of $0.94
6/1/22 18:00 @MNQM2 MICRO E-MINI NASDAQ 100 SHORT 4 12702.22 6/3 16:21 12546.79 8.46%
Trade id #140655306
Max drawdown($1,463)
Time6/2/22 0:00
Quant open2
Worst price12903.80
Drawdown as % of equity-8.46%
$1,239
Includes Typical Broker Commissions trade costs of $3.76
6/1/22 18:00 @MESM2 MICRO E-MINI S&P 500 SHORT 2 4128.00 6/3 16:21 4111.17 3.4%
Trade id #140655304
Max drawdown($550)
Time6/3/22 2:25
Quant open2
Worst price4183.00
Drawdown as % of equity-3.40%
$166
Includes Typical Broker Commissions trade costs of $1.88

Statistics

  • Strategy began
    4/26/2022
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    696.98
  • Age
    23 months ago
  • What it trades
    Futures
  • # Trades
    94
  • # Profitable
    68
  • % Profitable
    72.30%
  • Avg trade duration
    16.5 hours
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    June 27, 2022 - June 28, 2022
  • Cumul. Return
    -40.8%
  • Avg win
    $315.81
  • Avg loss
    $941.62
  • Model Account Values (Raw)
  • Cash
    $6,990
  • Margin Used
    $0
  • Buying Power
    $6,990
  • Ratios
  • W:L ratio
    0.88:1
  • Sharpe Ratio
    0.46
  • Sortino Ratio
    0.81
  • Calmar Ratio
    -0.579
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -35.47%
  • Correlation to SP500
    -0.01220
  • Return Percent SP500 (cumu) during strategy life
    25.71%
  • Return Statistics
  • Ann Return (w trading costs)
    -88.4%
  • Slump
  • Current Slump as Pcnt Equity
    221.40%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.408%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.95%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -17.0%
  • 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
    100.00%
  • Chance of 60% account loss (Monte Carlo)
    100.00%
  • Chance of 70% account loss (Monte Carlo)
    100.00%
  • Chance of 80% account loss (Monte Carlo)
    100.00%
  • Chance of 90% account loss (Monte Carlo)
    100.00%
  • Chance of 100% account loss (Monte Carlo)
    100.00%
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    632
  • Popularity (Last 6 weeks)
    969
  • Popularity (7 days, Percentile 1000 scale)
    836
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $316
  • Avg Loss
    $942
  • Sum Trade PL (losers)
    $24,482.000
  • # Winners
    68
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    24
  • Win / Loss
  • Sum Trade PL (winners)
    $21,475.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    26
  • % Winners
    72.3%
  • Frequency
  • Avg Position Time (mins)
    990.18
  • Avg Position Time (hrs)
    16.50
  • Avg Trade Length
    0.7 days
  • Last Trade Ago
    613
  • Leverage
  • Daily leverage (average)
    35.27
  • Daily leverage (max)
    477.69
  • Regression
  • Alpha
    0.00
  • Beta
    -0.14
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.12
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.84
  • Avg(MAE) / Avg(PL) - All trades
    -17.032
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.08
  • MAE:Equity, average, losing trades
    0.21
  • Avg(MAE) / Avg(PL) - Winning trades
    1.467
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.518
  • Hold-and-Hope Ratio
    -0.059
  • 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)
    491.89000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.71100
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -319196000
  • Max Equity Drawdown (num days)
    1
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Summary Statistics

Strategy began
2022-04-26
Suggested Minimum Capital
$25,000
# Trades
94
# Profitable
68
% Profitable
72.3%
Correlation S&P500
-0.012
Sharpe Ratio
0.46
Sortino Ratio
0.81
Beta
-0.14
Alpha
0.00
Leverage
35.27 Average
477.69 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.