SP 500 Index Futures
(146914847)
Subscription terms. Subscriptions to this system cost $125.00 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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2024  +22.6%  +10.9%  +12.0%  (1.2%)  (19.5%)  (1.1%)  +9.3%  +5.2%  +37.9% 
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.
Started  $25,000  
Buy Power  $37,397  
Cash  $39,021  
Equity  $5  
Cumulative $  $14,088  
Total System Equity  $39,088  
Margined  $1,629  
Open P/L  $67 
Trading Record
Statistics

Strategy began1/5/2024

Suggested Minimum Cap$35,000

Strategy Age (days)213.9

Age7 months ago

What it tradesFutures

# Trades343

# Profitable285

% Profitable83.10%

Avg trade duration8.1 hours

Max peaktovalley drawdown37.06%

drawdown periodMarch 14, 2024  July 19, 2024

Cumul. Return37.9%

Avg win$263.86

Avg loss$1,054
 Model Account Values (Raw)

Cash$39,021

Margin Used$1,629

Buying Power$37,397
 Ratios

W:L ratio1.23:1

Sharpe Ratio1.21

Sortino Ratio1.67

Calmar Ratio3.383
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)26.72%

Correlation to SP5000.11760

Return Percent SP500 (cumu) during strategy life10.41%
 Return Statistics

Ann Return (w trading costs)71.8%
 Slump

Current Slump as Pcnt Equity15.10%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.68%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.379%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)112.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss42.00%

Chance of 20% account loss10.00%

Chance of 30% account loss4.00%

Chance of 40% account loss0.50%

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)854

Popularity (Last 6 weeks)969
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score948

Popularity (7 days, Percentile 1000 scale)947
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,055

Avg Win$265

Sum Trade PL (losers)$61,173.000
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$75,194.000

# Winners284

Num Months Winners5
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)35825
 Win / Loss

# Losers58

% Winners83.0%
 Frequency

Avg Position Time (mins)487.65

Avg Position Time (hrs)8.13

Avg Trade Length0.3 days

Last Trade Ago1
 Leverage

Daily leverage (average)8.62

Daily leverage (max)13.38
 Regression

Alpha0.18

Beta0.40

Treynor Index0.41
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.13

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades25.861

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 strat0.03

Avg(MAE) / Avg(PL)  Winning trades1.229

Avg(MAE) / Avg(PL)  Losing trades1.094

HoldandHope Ratio0.041
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.61006

SD0.56746

Sharpe ratio (Glass type estimate)1.07507

Sharpe ratio (Hedges UMVUE)0.90386

df5.00000

t0.76019

p0.24072

Lowerbound of 95% confidence interval for Sharpe Ratio1.82064

Upperbound of 95% confidence interval for Sharpe Ratio3.87249

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.92399

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.73171
 Statistics related to Sortino ratio

Sortino ratio1.86092

Upside Potential Ratio3.41762

Upside part of mean1.12038

Downside part of mean0.51033

Upside SD0.43805

Downside SD0.32783

N nonnegative terms4.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.32117

Mean of criterion0.61006

SD of predictor0.07562

SD of criterion0.56746

Covariance0.01940

r0.45203

b (slope, estimate of beta)3.39212

a (intercept, estimate of alpha)0.47938

Mean Square Error0.32027

DF error4.00000

t(b)1.01353

p(b)0.18407

t(a)0.35772

p(a)0.63068

Lowerbound of 95% confidence interval for beta5.90204

Upperbound of 95% confidence interval for beta12.68630

Lowerbound of 95% confidence interval for alpha4.20091

Upperbound of 95% confidence interval for alpha3.24214

Treynor index (mean / b)0.17985

Jensen alpha (a)0.47938
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.46057

SD0.57953

Sharpe ratio (Glass type estimate)0.79473

Sharpe ratio (Hedges UMVUE)0.66817

df5.00000

t0.56196

p0.29920

Lowerbound of 95% confidence interval for Sharpe Ratio2.05543

Upperbound of 95% confidence interval for Sharpe Ratio3.57031

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.13440

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.47074
 Statistics related to Sortino ratio

Sortino ratio1.24068

Upside Potential Ratio2.78278

Upside part of mean1.03303

Downside part of mean0.57246

Upside SD0.39969

Downside SD0.37122

N nonnegative terms4.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.31396

Mean of criterion0.46057

SD of predictor0.07381

SD of criterion0.57953

Covariance0.01672

r0.39087

b (slope, estimate of beta)3.06898

a (intercept, estimate of alpha)0.50295

Mean Square Error0.35568

DF error4.00000

t(b)0.84932

p(b)0.22177

t(a)0.35579

p(a)0.63001

Lowerbound of 95% confidence interval for beta6.96555

Upperbound of 95% confidence interval for beta13.10350

Lowerbound of 95% confidence interval for alpha4.42860

Upperbound of 95% confidence interval for alpha3.42269

Treynor index (mean / b)0.15007

Jensen alpha (a)0.50295
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.21085

Expected Shortfall on VaR0.26275
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.07355

Expected Shortfall on VaR0.15993
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.77184

Quartile 10.99940

Median1.08413

Quartile 31.14655

Maximum1.24037

Mean of quarter 10.87475

Mean of quarter 21.06464

Mean of quarter 31.10363

Mean of quarter 41.20062

Inter Quartile Range0.14715

Number outliers low1.00000

Percentage of outliers low0.16667

Mean of outliers low0.77184

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

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
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.24541

Quartile 10.24541

Median0.24541

Quartile 30.24541

Maximum0.24541

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)0.55330

Compounded annual return (geometric extrapolation)0.62983

Calmar ratio (compounded annual return / max draw down)2.56646

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal2.39708

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.73076

SD0.38408

Sharpe ratio (Glass type estimate)1.90263

Sharpe ratio (Hedges UMVUE)1.89304

df149.00000

t1.43963

p0.42561

Lowerbound of 95% confidence interval for Sharpe Ratio0.69974

Upperbound of 95% confidence interval for Sharpe Ratio4.49877

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.70618

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.49226
 Statistics related to Sortino ratio

Sortino ratio2.67874

Upside Potential Ratio9.73232

Upside part of mean2.65499

Downside part of mean1.92423

Upside SD0.27231

Downside SD0.27280

N nonnegative terms93.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations150.00000

Mean of predictor0.20516

Mean of criterion0.73076

SD of predictor0.11713

SD of criterion0.38408

Covariance0.00422

r0.09383

b (slope, estimate of beta)0.30768

a (intercept, estimate of alpha)0.79400

Mean Square Error0.14721

DF error148.00000

t(b)1.14653

p(b)0.54691

t(a)1.55649

p(a)0.43655

Lowerbound of 95% confidence interval for beta0.83800

Upperbound of 95% confidence interval for beta0.22263

Lowerbound of 95% confidence interval for alpha0.21404

Upperbound of 95% confidence interval for alpha1.80182

Treynor index (mean / b)2.37505

Jensen alpha (a)0.79389
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.65585

SD0.38690

Sharpe ratio (Glass type estimate)1.69512

Sharpe ratio (Hedges UMVUE)1.68658

df149.00000

t1.28262

p0.43359

Lowerbound of 95% confidence interval for Sharpe Ratio0.90508

Upperbound of 95% confidence interval for Sharpe Ratio4.28984

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.91081

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.28396
 Statistics related to Sortino ratio

Sortino ratio2.33296

Upside Potential Ratio9.31479

Upside part of mean2.61859

Downside part of mean1.96275

Upside SD0.26703

Downside SD0.28112

N nonnegative terms93.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations150.00000

Mean of predictor0.19825

Mean of criterion0.65585

SD of predictor0.11718

SD of criterion0.38690

Covariance0.00430

r0.09487

b (slope, estimate of beta)0.31324

a (intercept, estimate of alpha)0.71794

Mean Square Error0.14935

DF error148.00000

t(b)1.15942

p(b)0.54744

t(a)1.39802

p(a)0.44292

Lowerbound of 95% confidence interval for beta0.84712

Upperbound of 95% confidence interval for beta0.22065

Lowerbound of 95% confidence interval for alpha0.29688

Upperbound of 95% confidence interval for alpha1.73277

Treynor index (mean / b)2.09377

Jensen alpha (a)0.71794
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03614

Expected Shortfall on VaR0.04569
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01390

Expected Shortfall on VaR0.02986
 ORDER STATISTICS
 Quartiles of return rates

Number of observations150.00000

Minimum0.90475

Quartile 10.99088

Median1.00557

Quartile 31.01607

Maximum1.07151

Mean of quarter 10.97301

Mean of quarter 20.99968

Mean of quarter 31.01042

Mean of quarter 41.02859

Inter Quartile Range0.02519

Number outliers low4.00000

Percentage of outliers low0.02667

Mean of outliers low0.92626

Number of outliers high3.00000

Percentage of outliers high0.02000

Mean of outliers high1.06390
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.13451

VaR(95%) (moments method)0.02417

Expected Shortfall (moments method)0.03618

Extreme Value Index (regression method)0.09558

VaR(95%) (regression method)0.02814

Expected Shortfall (regression method)0.04209
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00065

Quartile 10.00326

Median0.00902

Quartile 30.02809

Maximum0.29003

Mean of quarter 10.00157

Mean of quarter 20.00400

Mean of quarter 30.01930

Mean of quarter 40.11624

Inter Quartile Range0.02484

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high0.29003
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.14354

VaR(95%) (moments method)0.14345

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)8.26323

VaR(95%) (regression method)4.43524

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.83690

Compounded annual return (geometric extrapolation)0.98130

Calmar ratio (compounded annual return / max draw down)3.38345

Compounded annual return / average of 25% largest draw downs8.44201

Compounded annual return / Expected Shortfall lognormal21.47940

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

Mean0.42713

SD0.39411

Sharpe ratio (Glass type estimate)1.08380

Sharpe ratio (Hedges UMVUE)1.07754

df130.00000

t0.76636

p0.46647

Lowerbound of 95% confidence interval for Sharpe Ratio1.69319

Upperbound of 95% confidence interval for Sharpe Ratio3.85669

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.69736

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.85244
 Statistics related to Sortino ratio

Sortino ratio1.47802

Upside Potential Ratio8.66493

Upside part of mean2.50408

Downside part of mean2.07695

Upside SD0.26705

Downside SD0.28899

N nonnegative terms81.00000

N negative terms50.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15090

Mean of criterion0.42713

SD of predictor0.11737

SD of criterion0.39411

Covariance0.00591

r0.12778

b (slope, estimate of beta)0.42906

a (intercept, estimate of alpha)0.49188

Mean Square Error0.15397

DF error129.00000

t(b)1.46326

p(b)0.58112

t(a)0.88359

p(a)0.45067

Lowerbound of 95% confidence interval for beta1.00919

Upperbound of 95% confidence interval for beta0.15108

Lowerbound of 95% confidence interval for alpha0.60953

Upperbound of 95% confidence interval for alpha1.59329

Treynor index (mean / b)0.99552

Jensen alpha (a)0.49188
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34892

SD0.39741

Sharpe ratio (Glass type estimate)0.87800

Sharpe ratio (Hedges UMVUE)0.87293

df130.00000

t0.62084

p0.47281

Lowerbound of 95% confidence interval for Sharpe Ratio1.89743

Upperbound of 95% confidence interval for Sharpe Ratio3.65029

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.90091

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64676
 Statistics related to Sortino ratio

Sortino ratio1.17113

Upside Potential Ratio8.28742

Upside part of mean2.46913

Downside part of mean2.12021

Upside SD0.26158

Downside SD0.29794

N nonnegative terms81.00000

N negative terms50.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.14400

Mean of criterion0.34892

SD of predictor0.11745

SD of criterion0.39741

Covariance0.00600

r0.12847

b (slope, estimate of beta)0.43470

a (intercept, estimate of alpha)0.41152

Mean Square Error0.15653

DF error129.00000

t(b)1.47134

p(b)0.58156

t(a)0.73338

p(a)0.45901

VAR (95 Confidence Intrvl)0.03600

Lowerbound of 95% confidence interval for beta1.01925

Upperbound of 95% confidence interval for beta0.14985

Lowerbound of 95% confidence interval for alpha0.69869

Upperbound of 95% confidence interval for alpha1.52173

Treynor index (mean / b)0.80267

Jensen alpha (a)0.41152
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03830

Expected Shortfall on VaR0.04808
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01509

Expected Shortfall on VaR0.03215
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.90475

Quartile 10.98951

Median1.00535

Quartile 31.01489

Maximum1.07151

Mean of quarter 10.97093

Mean of quarter 20.99918

Mean of quarter 31.00939

Mean of quarter 41.02767

Inter Quartile Range0.02538

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.92626

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.06390
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25805

VaR(95%) (moments method)0.02863

Expected Shortfall (moments method)0.04687

Extreme Value Index (regression method)0.16440

VaR(95%) (regression method)0.02903

Expected Shortfall (regression method)0.04427
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00065

Quartile 10.00159

Median0.00861

Quartile 30.02526

Maximum0.29003

Mean of quarter 10.00079

Mean of quarter 20.00359

Mean of quarter 30.01364

Mean of quarter 40.15958

Inter Quartile Range0.02367

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.16667

Mean of outliers high0.29003
 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

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?334797000

Max Equity Drawdown (num days)127
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41467

Compounded annual return (geometric extrapolation)0.45765

Calmar ratio (compounded annual return / max draw down)1.57796

Compounded annual return / average of 25% largest draw downs2.86785

Compounded annual return / Expected Shortfall lognormal9.51943
Strategy Description
There is only one guarantee about the stock market...prices will fluctuate.
Every day global markets move up and down as stocks react to economic news, earnings reports, analyst ratings, monetary policy, geopolitics and world events.
While typical investment strategies only generate profits when stocks go up, our mission is to help traders build wealth regardless of market direction.
Our tactical long/short strategy identifies nearterm market trends to capitalize on both rising and falling prices, enabling us to profit in bull and bear markets.
By design, our strategy is focused solely on Micro Emini S&P 500 Index Futures (MES).
S&P 500 Index Futures offer an efficient and costeffective way to gain market exposure to the S&P 500 Index, a broadbased, capitalizationweighted index that tracks 500 of the largest companies of the US economy.
We leverage the power of S&P 500 Index Futures to maximize the profit potential of each trade and the total return on investment (ROI). We believe futures trading offers unique advantages such as greater leverage, efficient markets, low commissions and tax benefits.
Unlike some Trade Leaders who trade multiple strategies or multiple asset classes, we keep things simple by trading one strategy and one asset class. Our singular focus allows us to remain disciplined in our approach and consistent in our performance.
Trading methodology:
Our strategy is discretionary, not automated. We enter trades and manage positions as we observe price action in realtime. Trades are executed as price reacts to specific support/resistance levels we have mapped out as part of our daily trade plan. We use several technical indicators to guide our exit/entry points as each trade develops.
The maximum number of MES contracts we will hold at any given time is 12. When we have strong conviction in a trade we will enter the position fullsized with 12 contracts, but we may also scale into a position (adding 4 or 6 contracts at a time) as we monitor price action in realtime.
Once we are fully sized (12 contracts) we will always have a stop loss in place. The stop loss will typically be 1520 points away from our entry and will often be placed just above/below a key support/resistance level. The stop loss is wide enough to give our trade room to work while also exercising proper risk management. We may not have a stop loss in place initially if we are scaling into a position, but we will always have a stop loss in place on any positions held overnight, regardless of position size.
Regardless of position size, profit takes are managed where we typically take 75% profit at our first target. Our first profit target will usually be 510 points although this can vary based on volatility and price action. After our first profit target is achieved we will adjust our stop loss to ensure that we never go red once we’re in a winning trade. Once profitable we typically leave a 25% riskfree runner where we will lockin more profits if price reaches our next target. If we are fully sized, we may leave a 10% riskfree runner which we let run indefinitely and we typically move our stop loss above/below the closest major swing high/low on the 15minute chart.
If we have a large realized profit we will allow a little more latitude with our runners, especially if we are in a powerful trending market. We may add to our winning position (smaller size) while ensuring that we do not put any large realized profit at risk, or we may exit our runner manually before our stop loss triggers if our remaining runner has a large realized gain of 25 or 50+ points.
Since markets chop between support/resistance levels far more frequently than they trend in one direction, the vast majority of our trades will be completed at the first or second profit target before our stop loss is triggered and we exit the trade. Our goal is to aim for modest gains (think singles & doubles instead of home runs) and generate positive returns to consistently outperform the market.
On most days we will average 13 trades per day, but this is not a hard rule and we do not force trades if the setups we’re looking for are not present. We may execute more trades if market conditions present actionable opportunities, but on other days we may simply hold a runner or pass on the day entirely if market conditions are not ideal. While most of our trades are completed intraday, we will occasionally hold positions overnight with a firm stoploss in place. This is common if we have locked in a profitable trade and are holding a riskfree runner.
We rarely hold a full position heading into a major news event or economic data release such as FOMC, CPI, NFP, etc. Although we may hold a profitable runner heading into one of these events, we believe it is a best practice to trade the price action after these events, not before.
Like any trading strategy, drawdowns are a part of doing business. While our historical performance demonstrates the majority of our trades are profitable, we don’t always get it right. When a trade is moving against us and hits our stop loss, we will exit the trade for a loss, analyze what we learned and move on to the next opportunity. When the market doesn't present a clear advantage, we simply wait on the sidelines and remain in cash until the next opportunity presents itself.
About us:
As a former licensed broker with a major firm, we have more than 20 years of industry experience in the financial markets (both retail and institutional) trading a variety of asset classes including stocks, options and futures. Several years ago we branched out on our own to found TAG Capital, LLC  a smallfamily owned firm located outside of Raleigh, NC.
Our firm’s primary focus is equity research and analysis where we maintain a diversified equity portfolio as part of our core investment strategy. With our equity investments, we have a firm belief that the secret to building wealth is ‘time in the market’ as opposed to ‘timing the market’. Market timing is difficult and takes years of practice with a disciplined approach. Our market timing efforts are reserved solely for S&P 500 Index Futures where we trade the larger ES contract in our own account and also the smaller MES contract (through the C2 platform). The majority of our profits from trading S&P 500 Index Futures are funneled into our larger equity portfolio where we invest regularly through dollarcostaveraging.
In addition to our passion for investing, we are equally passionate about delivering a positive customer experience. If you have any questions, please don’t hesitate to reach out through the Collective2 Message Center. We do our best to reply to messages in a timely manner, but as a general rule we typically don’t review messages between 8AM  4PM EST during market hours to ensure we remain focused on price action and managing any open positions.
Tom G.
Founder/Chief Investment Officer
TAG Capital, LLC
Latest Activity
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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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Strategy is now visible
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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.