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TDGonTView Ideas
(130801417)

Started: 08/2020
Futures, Options
Last trade: Today
Trading style: Futures Short Term

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 $97.00 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.

Trading Category: Futures
Short Term
Category: Equity

Short Term

Makes short-term trades or bases analysis on short-term market movements.
13.8%
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.

(5.5%)
Max Drawdown
49
Num Trades
69.4%
Win Trades
3.2 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Interactive Brokers commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                                 +0.8%+9.0%+3.4%            +13.6%

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
10/22/20 15:19 @USZ0 US T-BOND LONG 2 172 5/32 10/22 23:01 172 4/32 0.66%
Trade id #131850475
Max drawdown($750)
Time10/22/20 16:20
Quant open2
Worst price171 25/32
Drawdown as % of equity-0.66%
($106)
Includes Typical Broker Commissions trade costs of $12.00
10/22/20 15:19 QMGCZ0 E-Micro Gold LONG 3 1905.0 10/22 16:34 1906.6 n/a $46
Includes Typical Broker Commissions trade costs of $2.10
10/22/20 15:19 @MNQZ0 MICRO E-MINI NASDAQ 100 LONG 7 11642.61 10/22 16:34 11656.32 0.08%
Trade id #131850473
Max drawdown($93)
Time10/22/20 16:06
Quant open5
Worst price11633.20
Drawdown as % of equity-0.08%
$190
Includes Typical Broker Commissions trade costs of $1.88
10/14/20 14:38 @MNQZ0 MICRO E-MINI NASDAQ 100 LONG 6 11884.12 10/15 16:03 11874.71 1.11%
Trade id #131699362
Max drawdown($1,255)
Time10/15/20 5:46
Quant open3
Worst price11737.00
Drawdown as % of equity-1.11%
($119)
Includes Typical Broker Commissions trade costs of $5.64
10/13/20 11:52 @MNQZ0 MICRO E-MINI NASDAQ 100 SHORT 3 12148.00 10/14 11:31 12053.50 0.16%
Trade id #131671509
Max drawdown($178)
Time10/14/20 2:56
Quant open3
Worst price12177.80
Drawdown as % of equity-0.16%
$564
Includes Typical Broker Commissions trade costs of $2.82
10/5/20 14:41 @M2KZ0 MICRO E-MINI RUSSELL 2000 SHORT 5 1578.40 10/6 14:57 1582.78 0.9%
Trade id #131524144
Max drawdown($985)
Time10/6/20 14:46
Quant open5
Worst price1617.80
Drawdown as % of equity-0.90%
($115)
Includes Typical Broker Commissions trade costs of $4.70
10/5/20 11:41 @USZ0 US T-BOND LONG 3 174 8/32 10/6 14:56 174 28/32 1.59%
Trade id #131519389
Max drawdown($1,750)
Time10/6/20 8:26
Quant open2
Worst price173 12/32
Drawdown as % of equity-1.59%
$1,888
Includes Typical Broker Commissions trade costs of $18.00
10/6/20 7:57 @MNQZ0 MICRO E-MINI NASDAQ 100 SHORT 2 11441.25 10/6 7:57 11442.00 0%
Trade id #131536485
Max drawdown($3)
Time10/6/20 7:57
Quant open2
Worst price11442.00
Drawdown as % of equity-0.00%
($5)
Includes Typical Broker Commissions trade costs of $1.88
10/5/20 15:12 @MNQZ0 MICRO E-MINI NASDAQ 100 SHORT 5 11476.45 10/6 7:57 11435.25 0.13%
Trade id #131524783
Max drawdown($148)
Time10/5/20 18:16
Quant open5
Worst price11491.20
Drawdown as % of equity-0.13%
$407
Includes Typical Broker Commissions trade costs of $4.70
9/30/20 20:56 @MNQZ0 MICRO E-MINI NASDAQ 100 SHORT 10 11515.58 10/2 1:06 11472.62 1.35%
Trade id #131448907
Max drawdown($1,486)
Time10/1/20 0:00
Quant open5
Worst price11598.80
Drawdown as % of equity-1.35%
$850
Includes Typical Broker Commissions trade costs of $9.40
9/29/20 15:33 UNG2016J12 UNG Oct16'20 12 call LONG 10 0.48 10/1 14:52 0.39 0.19%
Trade id #131422387
Max drawdown($210)
Time10/1/20 11:35
Quant open10
Worst price0.27
Drawdown as % of equity-0.19%
($104)
Includes Typical Broker Commissions trade costs of $14.00
9/30/20 20:57 @MYMZ0 MICRO E-MINI DOW SHORT 5 27797 10/1 13:18 27742 0.37%
Trade id #131448913
Max drawdown($407)
Time10/1/20 3:24
Quant open5
Worst price27960
Drawdown as % of equity-0.37%
$133
Includes Typical Broker Commissions trade costs of $4.70
9/24/20 11:16 GLD2016J183 GLD Oct16'20 183 call SHORT 5 0.86 10/1 13:17 1.15 0.18%
Trade id #131343441
Max drawdown($195)
Time9/29/20 0:00
Quant open5
Worst price1.25
Drawdown as % of equity-0.18%
($151)
Includes Typical Broker Commissions trade costs of $7.00
9/24/20 11:16 GLD2016J177 GLD Oct16'20 177 call LONG 5 2.46 10/1 13:17 3.65 0.27%
Trade id #131343437
Max drawdown($285)
Time9/25/20 0:00
Quant open5
Worst price1.89
Drawdown as % of equity-0.27%
$588
Includes Typical Broker Commissions trade costs of $7.00
9/30/20 11:40 @USZ0 US T-BOND LONG 1 175 27/32 9/30 15:24 176 8/32 0.38%
Trade id #131438912
Max drawdown($406)
Time9/30/20 12:21
Quant open1
Worst price175 14/32
Drawdown as % of equity-0.38%
$400
Includes Typical Broker Commissions trade costs of $6.00
9/30/20 11:43 @MNQZ0 MICRO E-MINI NASDAQ 100 SHORT 5 11464.50 9/30 15:24 11356.25 0.57%
Trade id #131438992
Max drawdown($607)
Time9/30/20 14:10
Quant open5
Worst price11525.20
Drawdown as % of equity-0.57%
$1,078
Includes Typical Broker Commissions trade costs of $4.70
9/30/20 11:43 @MESZ0 MICRO E-MINI S&P 500 SHORT 5 3365.20 9/30 15:24 3334.25 0.44%
Trade id #131438984
Max drawdown($470)
Time9/30/20 14:22
Quant open5
Worst price3384.00
Drawdown as % of equity-0.44%
$769
Includes Typical Broker Commissions trade costs of $4.70
9/29/20 15:31 QNGX0 Natural Gas LONG 2 2.514 9/30 11:42 2.542 1.05%
Trade id #131422362
Max drawdown($1,120)
Time9/30/20 8:38
Quant open1
Worst price2.425
Drawdown as % of equity-1.05%
$571
Includes Typical Broker Commissions trade costs of $9.20
9/29/20 14:59 @USZ0 US T-BOND SHORT 2 177 7/32 9/30 9:02 176 31/32 0.06%
Trade id #131421665
Max drawdown($62)
Time9/30/20 0:00
Quant open1
Worst price177 9/32
Drawdown as % of equity-0.06%
$488
Includes Typical Broker Commissions trade costs of $12.00
9/23/20 20:56 QMGCZ0 E-Micro Gold LONG 4 1861.3 9/24 12:23 1871.3 0.22%
Trade id #131329312
Max drawdown($229)
Time9/24/20 9:45
Quant open3
Worst price1853.7
Drawdown as % of equity-0.22%
$397
Includes Typical Broker Commissions trade costs of $2.80
9/23/20 20:56 @MESZ0 MICRO E-MINI S&P 500 LONG 4 3220.38 9/24 12:08 3240.06 0.32%
Trade id #131329309
Max drawdown($335)
Time9/24/20 9:41
Quant open3
Worst price3198.00
Drawdown as % of equity-0.32%
$390
Includes Typical Broker Commissions trade costs of $3.76
9/23/20 20:56 @MYMZ0 MICRO E-MINI DOW LONG 4 26620 9/24 12:08 26748 0.3%
Trade id #131329301
Max drawdown($318)
Time9/24/20 9:41
Quant open3
Worst price26408
Drawdown as % of equity-0.30%
$253
Includes Typical Broker Commissions trade costs of $3.76
9/23/20 21:09 @MNQZ0 MICRO E-MINI NASDAQ 100 LONG 5 10768.20 9/24 11:31 10872.45 0.63%
Trade id #131329484
Max drawdown($662)
Time9/24/20 9:05
Quant open3
Worst price10657.80
Drawdown as % of equity-0.63%
$1,038
Includes Typical Broker Commissions trade costs of $4.70
9/9/20 9:41 BAC2016J25 BAC Oct16'20 25 call LONG 25 1.49 9/24 11:17 0.34 3.12%
Trade id #131085215
Max drawdown($3,285)
Time9/22/20 0:00
Quant open25
Worst price0.18
Drawdown as % of equity-3.12%
($2,920)
Includes Typical Broker Commissions trade costs of $35.00
9/1/20 14:49 PFE2025I37 PFE Sep25'20 37 call LONG 10 0.73 9/17 11:40 0.50 0.48%
Trade id #130927555
Max drawdown($505)
Time9/11/20 0:00
Quant open10
Worst price0.23
Drawdown as % of equity-0.48%
($249)
Includes Typical Broker Commissions trade costs of $14.00
9/9/20 9:41 BAC2016J28 BAC Oct16'20 28 call SHORT 10 0.50 9/15 11:54 0.30 0.07%
Trade id #131085217
Max drawdown($70)
Time9/9/20 13:33
Quant open10
Worst price0.57
Drawdown as % of equity-0.07%
$186
Includes Typical Broker Commissions trade costs of $14.00
9/15/20 11:13 @MNQZ0 MICRO E-MINI NASDAQ 100 SHORT 2 11440.25 9/15 11:54 11429.00 0.07%
Trade id #131182437
Max drawdown($78)
Time9/15/20 11:35
Quant open2
Worst price11459.80
Drawdown as % of equity-0.07%
$43
Includes Typical Broker Commissions trade costs of $1.88
9/10/20 15:06 @MNQZ0 MICRO E-MINI NASDAQ 100 LONG 2 11143.00 9/15 9:31 11407.25 0.83%
Trade id #131115609
Max drawdown($875)
Time9/11/20 0:00
Quant open2
Worst price10924.20
Drawdown as % of equity-0.83%
$1,055
Includes Typical Broker Commissions trade costs of $1.88
9/1/20 13:53 QMGCZ0 E-Micro Gold LONG 7 1958.5 9/9 16:00 1952.7 2.48%
Trade id #130926562
Max drawdown($2,605)
Time9/8/20 0:00
Quant open5
Worst price1911.9
Drawdown as % of equity-2.48%
($410)
Includes Typical Broker Commissions trade costs of $4.90
8/26/20 14:22 QQQ2018U275 QQQ Sep18'20 275 put SHORT 11 4.68 9/9 16:00 5.51 5.75%
Trade id #130801507
Max drawdown($6,042)
Time9/8/20 0:00
Quant open10
Worst price10.72
Drawdown as % of equity-5.75%
($934)
Includes Typical Broker Commissions trade costs of $15.70

Statistics

  • Strategy began
    8/26/2020
  • Suggested Minimum Cap
    $80,000
  • Strategy Age (days)
    57.36
  • Age
    57 days ago
  • What it trades
    Options, Futures
  • # Trades
    49
  • # Profitable
    34
  • % Profitable
    69.40%
  • Avg trade duration
    2.5 days
  • Max peak-to-valley drawdown
    5.47%
  • drawdown period
    Sept 06, 2020 - Sept 08, 2020
  • Cumul. Return
    13.7%
  • Avg win
    $606.97
  • Avg loss
    $425.87
  • Model Account Values (Raw)
  • Cash
    $110,766
  • Margin Used
    $3,377
  • Buying Power
    $107,409
  • Ratios
  • W:L ratio
    3.23:1
  • Sharpe Ratio
    3.49
  • Sortino Ratio
    7.09
  • Calmar Ratio
    44.48
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.22880
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    14.40%
  • Return Percent SP500 (cumu) during strategy life
    -0.73%
  • Return Statistics
  • Ann Return (w trading costs)
    116.2%
  • Instruments
  • Percent Trades Options
    0.32%
  • Percent Trades Futures
    0.68%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.14%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    0.30%
  • Instruments
  • Short Options - Percent Covered
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.137%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    130.0%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    423
  • Popularity (Last 6 weeks)
    707
  • Popularity (7 days, Percentile 1000 scale)
    658
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    725
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $607
  • Avg Loss
    $426
  • Sum Trade PL (losers)
    $6,388.000
  • Sum Trade PL (winners)
    $20,637.000
  • # Winners
    34
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • # Losers
    15
  • % Winners
    69.4%
  • Frequency
  • Avg Position Time (mins)
    3654.92
  • Avg Position Time (hrs)
    60.91
  • Avg Trade Length
    2.5 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.80
  • Daily leverage (max)
    4.77
  • Regression
  • Alpha
    0.23
  • Beta
    0.21
  • Treynor Index
    1.05
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.42
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    2.531
  • 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 strat
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.729
  • Avg(MAE) / Avg(PL) - Losing trades
    -3.267
  • Hold-and-Hope Ratio
    0.395
  • 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)
    0.85500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01400
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    2
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -260084000

Strategy Description

Summary Statistics

Includes fees & commissions
Strategy began
2020-08-26
Suggested Minimum Capital
$80,000
# Trades
49
# Profitable
34
% Profitable
69.4%
Correlation S&P500
0.229
Sharpe Ratio
3.49
Sortino Ratio
7.09
Beta
0.21
Alpha
0.23
Leverage
1.80 Average
4.77 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

tradersdevGROUP 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.

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.

0