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Night Shift EA
(127023995)

Created by: NelsonDias3 NelsonDias3
Started: 01/2020
Forex
Last trade: Yesterday
Trading style: Equity Short-term Reversal

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 $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.

Trading Category: Equity
Short-term Reversal
Category: Equity

Short-term Reversal

Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).
2.1%
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.

(0.5%)
Max Drawdown
48
Num Trades
81.2%
Win Trades
2.2 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020+2.0%+0.1%                                                            +2.1%

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 40 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/17/20 16:10 EUR/JPY EUR/JPY LONG 11 119.047 2/17 16:30 119.079 0.06%
Trade id #127556617
Max drawdown($29)
Time2/17/20 16:11
Quant open11
Worst price119.018
Drawdown as % of equity-0.06%
$32
2/16/20 18:05 GBP/USD GBP/USD SHORT 9 1.30510 2/17 2:39 1.30338 0.05%
Trade id #127535389
Max drawdown($27)
Time2/16/20 18:41
Quant open9
Worst price1.30541
Drawdown as % of equity-0.05%
$155
2/16/20 17:08 GBP/USD GBP/USD LONG 9 1.30410 2/16 17:39 1.30435 0.14%
Trade id #127534884
Max drawdown($70)
Time2/16/20 17:13
Quant open9
Worst price1.30332
Drawdown as % of equity-0.14%
$23
2/13/20 16:38 EUR/JPY EUR/JPY SHORT 22 119.046 2/13 18:43 119.005 0.04%
Trade id #127502476
Max drawdown($22)
Time2/13/20 17:57
Quant open11
Worst price119.069
Drawdown as % of equity-0.04%
$83
2/10/20 17:42 EUR/JPY EUR/JPY SHORT 10 119.805 2/10 19:20 119.717 0.01%
Trade id #127447388
Max drawdown($3)
Time2/10/20 17:43
Quant open10
Worst price119.809
Drawdown as % of equity-0.01%
$80
2/9/20 17:24 AUD/USD AUD/USD SHORT 9 0.66722 2/9 18:36 0.66671 0.11%
Trade id #127429095
Max drawdown($57)
Time2/9/20 18:08
Quant open9
Worst price0.66786
Drawdown as % of equity-0.11%
$46
2/6/20 16:28 USD/CAD USD/CAD LONG 11 1.32874 2/7 2:26 1.32973 0.08%
Trade id #127403100
Max drawdown($38)
Time2/6/20 17:06
Quant open11
Worst price1.32828
Drawdown as % of equity-0.08%
$82
2/6/20 16:13 EUR/JPY EUR/JPY SHORT 9 120.786 2/6 19:34 120.695 0.03%
Trade id #127402881
Max drawdown($14)
Time2/6/20 18:09
Quant open9
Worst price120.804
Drawdown as % of equity-0.03%
$75
2/6/20 16:44 CHF/JPY CHF/JPY SHORT 9 112.845 2/6 19:04 112.787 0.04%
Trade id #127403203
Max drawdown($18)
Time2/6/20 17:31
Quant open9
Worst price112.867
Drawdown as % of equity-0.04%
$48
2/5/20 16:52 USD/CAD USD/CAD LONG 11 1.32842 2/6 2:47 1.32844 0.07%
Trade id #127384054
Max drawdown($34)
Time2/5/20 16:59
Quant open11
Worst price1.32800
Drawdown as % of equity-0.07%
$2
2/5/20 16:13 EUR/JPY EUR/JPY SHORT 9 120.815 2/6 2:47 120.884 0.21%
Trade id #127383340
Max drawdown($104)
Time2/6/20 0:34
Quant open9
Worst price120.942
Drawdown as % of equity-0.21%
($57)
2/5/20 16:58 CHF/JPY CHF/JPY SHORT 9 112.825 2/5 17:23 112.796 n/a $24
2/4/20 17:04 EUR/JPY EUR/JPY LONG 8 120.936 2/5 2:47 120.714 0.4%
Trade id #127364728
Max drawdown($201)
Time2/5/20 2:31
Quant open8
Worst price120.660
Drawdown as % of equity-0.40%
($162)
2/4/20 17:38 CHF/JPY CHF/JPY SHORT 8 112.934 2/4 19:24 112.880 0.07%
Trade id #127364843
Max drawdown($34)
Time2/4/20 18:01
Quant open8
Worst price112.981
Drawdown as % of equity-0.07%
$39
2/4/20 17:48 AUD/USD AUD/USD SHORT 7 0.67407 2/4 18:39 0.67355 0.03%
Trade id #127364888
Max drawdown($13)
Time2/4/20 17:57
Quant open7
Worst price0.67426
Drawdown as % of equity-0.03%
$36
2/3/20 16:24 USD/CAD USD/CAD LONG 10 1.32922 2/4 2:47 1.32862 0.13%
Trade id #127343155
Max drawdown($65)
Time2/3/20 17:01
Quant open10
Worst price1.32835
Drawdown as % of equity-0.13%
($45)
2/3/20 17:59 AUD/USD AUD/USD LONG 7 0.66902 2/3 20:50 0.66946 0.16%
Trade id #127344052
Max drawdown($80)
Time2/3/20 20:11
Quant open7
Worst price0.66787
Drawdown as % of equity-0.16%
$31
2/3/20 17:17 CHF/JPY CHF/JPY SHORT 8 112.505 2/3 17:19 112.496 0.07%
Trade id #127343894
Max drawdown($33)
Time2/3/20 17:18
Quant open8
Worst price112.551
Drawdown as % of equity-0.07%
$7
1/30/20 16:50 USD/CAD USD/CAD SHORT 14 1.32017 1/31 2:47 1.32164 0.33%
Trade id #127299794
Max drawdown($168)
Time1/31/20 2:38
Quant open14
Worst price1.32176
Drawdown as % of equity-0.33%
($156)
1/30/20 16:05 CHF/JPY CHF/JPY SHORT 11 112.349 1/31 1:10 112.299 0.33%
Trade id #127298993
Max drawdown($169)
Time1/30/20 21:18
Quant open11
Worst price112.517
Drawdown as % of equity-0.33%
$50
1/30/20 18:55 EUR/JPY EUR/JPY LONG 12 120.097 1/30 19:49 120.260 0.05%
Trade id #127300346
Max drawdown($23)
Time1/30/20 18:59
Quant open12
Worst price120.076
Drawdown as % of equity-0.05%
$179
1/30/20 17:34 AUD/USD AUD/USD SHORT 10 0.67216 1/30 18:15 0.67166 0.01%
Trade id #127299999
Max drawdown($3)
Time1/30/20 17:35
Quant open10
Worst price0.67219
Drawdown as % of equity-0.01%
$50
1/30/20 16:01 EUR/JPY EUR/JPY SHORT 12 120.187 1/30 16:57 120.170 0.13%
Trade id #127298902
Max drawdown($67)
Time1/30/20 16:35
Quant open12
Worst price120.248
Drawdown as % of equity-0.13%
$19
1/30/20 2:01 USD/CAD USD/CAD SHORT 14 1.32101 1/30 2:47 1.32235 0.3%
Trade id #127280387
Max drawdown($150)
Time1/30/20 2:41
Quant open14
Worst price1.32243
Drawdown as % of equity-0.30%
($142)
1/29/20 18:16 EUR/JPY EUR/JPY SHORT 12 120.088 1/29 20:14 119.945 0.07%
Trade id #127277085
Max drawdown($34)
Time1/29/20 18:42
Quant open12
Worst price120.119
Drawdown as % of equity-0.07%
$158
1/29/20 17:48 AUD/USD AUD/USD SHORT 10 0.67514 1/29 19:10 0.67464 0.08%
Trade id #127276894
Max drawdown($38)
Time1/29/20 18:35
Quant open10
Worst price0.67552
Drawdown as % of equity-0.08%
$50
1/29/20 16:58 USD/CAD USD/CAD LONG 14 1.31975 1/29 17:56 1.31988 0.22%
Trade id #127276630
Max drawdown($111)
Time1/29/20 17:15
Quant open14
Worst price1.31870
Drawdown as % of equity-0.22%
$14
1/29/20 16:57 AUD/USD AUD/USD SHORT 10 0.67532 1/29 17:32 0.67482 0.02%
Trade id #127276624
Max drawdown($8)
Time1/29/20 17:00
Quant open10
Worst price0.67540
Drawdown as % of equity-0.02%
$50
1/29/20 16:05 EUR/JPY EUR/JPY LONG 12 119.998 1/29 17:15 120.035 0.1%
Trade id #127275686
Max drawdown($50)
Time1/29/20 17:01
Quant open12
Worst price119.952
Drawdown as % of equity-0.10%
$41
1/29/20 16:02 USD/CAD USD/CAD SHORT 14 1.32075 1/29 16:49 1.32001 n/a $78

Statistics

  • Strategy began
    1/15/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    33.54
  • Age
    34 days ago
  • What it trades
    Forex
  • # Trades
    48
  • # Profitable
    39
  • % Profitable
    81.20%
  • Avg trade duration
    4.2 hours
  • Max peak-to-valley drawdown
    0.5%
  • drawdown period
    Feb 03, 2020 - Feb 06, 2020
  • Cumul. Return
    2.1%
  • Avg win
    $56.87
  • Avg loss
    $110.11
  • Model Account Values (Raw)
  • Cash
    $51,485
  • Margin Used
    $8,521
  • Buying Power
    $42,556
  • Ratios
  • W:L ratio
    2.24:1
  • Sharpe Ratio
  • Sortino Ratio
  • Calmar Ratio
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -0.65%
  • Return Percent SP500 (cumu) during strategy life
    2.76%
  • Verified
  • C2Star
    0
  • Return Statistics
  • Ann Return (w trading costs)
    23.1%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    0.00%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.021%
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    31.3%
  • Automation
  • Percentage Signals Automated
    10000.00%
  • Popularity
  • Popularity (Today)
    898
  • Popularity (Last 6 weeks)
    829
  • Popularity (7 days, Percentile 1000 scale)
    801
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    744
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $57
  • Avg Loss
    $102
  • Sum Trade PL (losers)
    $915.000
  • Sum Trade PL (winners)
    $2,218.000
  • # Winners
    39
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    51041
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    2
  • AUM
  • AUM (AutoTrader num accounts)
    1
  • Win / Loss
  • # Losers
    9
  • % Winners
    81.2%
  • Frequency
  • Avg Position Time (mins)
    251.03
  • Avg Position Time (hrs)
    4.18
  • Avg Trade Length
    0.2 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    4.38
  • Daily leverage (max)
    7.61
  • Maximum Adverse Excursion (MAE)
  • Hold-and-Hope Ratio
    0.491
  • Analysis based on DAILY values, last 6 months only
  • 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)
    3
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -264815000

Strategy Description

Summary Statistics

Strategy began
2020-01-15
Suggested Minimum Capital
$50,000
# Trades
48
# Profitable
39
% Profitable
81.2%
Sharpe Ratio
-
Sortino Ratio
0.00
Beta
0.00
Alpha
0.00
Leverage
4.38 Average
7.61 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.