Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

These are hypothetical performance results that have certain inherent limitations. Learn more

Orange Fund
(129777429)

Created by: OakSpringCapital OakSpringCapital
Started: 06/2020
Stocks
Last trade: 8 days ago
Trading style: Equity Trend-following 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
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
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).
9.3%
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.

(3.3%)
Max Drawdown
214
Num Trades
50.9%
Win Trades
1.7 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                   +0.9%+7.2%+1.0%                        +9.2%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 271 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/30/20 15:47 AMP AMERIPRISE FINANCIAL LONG 24 152.11 7/31 15:26 153.08 0.05%
Trade id #130372620
Max drawdown($24)
Time7/31/20 0:00
Quant open24
Worst price151.07
Drawdown as % of equity-0.05%
$23
Includes Typical Broker Commissions trade costs of $0.48
7/30/20 15:47 KEYS KEYSIGHT TECHNOLOGIES INC SHORT 27 98.87 7/31 15:26 99.22 0.05%
Trade id #130372638
Max drawdown($25)
Time7/31/20 0:00
Quant open27
Worst price99.80
Drawdown as % of equity-0.05%
($10)
Includes Typical Broker Commissions trade costs of $0.54
7/30/20 15:47 MNST MONSTER BEVERAGE LONG 35 77.65 7/31 15:25 77.94 0.05%
Trade id #130372607
Max drawdown($29)
Time7/31/20 13:17
Quant open35
Worst price76.81
Drawdown as % of equity-0.05%
$9
Includes Typical Broker Commissions trade costs of $0.70
7/30/20 15:47 IQV IQVIA HOLDINGS INC LONG 17 158.16 7/31 12:08 155.85 0.08%
Trade id #130372597
Max drawdown($41)
Time7/31/20 0:00
Quant open17
Worst price155.71
Drawdown as % of equity-0.08%
($39)
Includes Typical Broker Commissions trade costs of $0.34
7/30/20 15:46 SOXL DIREXION DAILY SEMICONDCT BULL SHORT 47 228.95 7/31 11:16 225.17 0.3%
Trade id #130372572
Max drawdown($162)
Time7/31/20 9:30
Quant open47
Worst price232.40
Drawdown as % of equity-0.30%
$177
Includes Typical Broker Commissions trade costs of $0.94
7/30/20 15:47 MCHP MICROCHIP TECHNOLOGY LONG 27 102.17 7/31 10:20 100.68 0.08%
Trade id #130372628
Max drawdown($41)
Time7/31/20 10:20
Quant open27
Worst price100.63
Drawdown as % of equity-0.08%
($41)
Includes Typical Broker Commissions trade costs of $0.54
7/30/20 15:48 LUV SOUTHWEST AIRLINES LONG 91 30.93 7/31 9:40 30.49 0.1%
Trade id #130372653
Max drawdown($53)
Time7/31/20 0:00
Quant open91
Worst price30.34
Drawdown as % of equity-0.10%
($42)
Includes Typical Broker Commissions trade costs of $1.82
7/30/20 15:45 TFX TELEFLEX LONG 30 385.28 7/31 9:37 380.43 0.24%
Trade id #130372567
Max drawdown($132)
Time7/31/20 0:00
Quant open30
Worst price380.85
Drawdown as % of equity-0.24%
($146)
Includes Typical Broker Commissions trade costs of $0.60
7/30/20 15:46 SCHW CHARLES SCHWAB LONG 107 33.66 7/31 9:30 33.08 0.12%
Trade id #130372590
Max drawdown($65)
Time7/31/20 0:00
Quant open107
Worst price33.05
Drawdown as % of equity-0.12%
($65)
Includes Typical Broker Commissions trade costs of $2.14
7/30/20 15:46 SWKS SKYWORKS SOLUTIONS SHORT 45 141.78 7/31 9:30 144.03 0.22%
Trade id #130372586
Max drawdown($121)
Time7/31/20 0:00
Quant open45
Worst price144.49
Drawdown as % of equity-0.22%
($102)
Includes Typical Broker Commissions trade costs of $0.90
7/30/20 15:46 JCI JOHNSON CONTROLS SHORT 100 37.31 7/31 9:30 39.09 0.48%
Trade id #130372577
Max drawdown($263)
Time7/31/20 0:00
Quant open100
Worst price39.95
Drawdown as % of equity-0.48%
($180)
Includes Typical Broker Commissions trade costs of $2.00
7/29/20 15:46 BAM BROOKFIELD ASSET SHORT 390 33.89 7/30 10:34 32.97 0.02%
Trade id #130346814
Max drawdown($11)
Time7/29/20 15:59
Quant open390
Worst price33.92
Drawdown as % of equity-0.02%
$352
Includes Typical Broker Commissions trade costs of $7.80
7/29/20 15:45 KO COCA-COLA LONG 99 47.96 7/30 10:00 47.30 0.13%
Trade id #130346791
Max drawdown($71)
Time7/30/20 10:00
Quant open99
Worst price47.24
Drawdown as % of equity-0.13%
($67)
Includes Typical Broker Commissions trade costs of $1.98
7/29/20 15:45 DG DOLLAR GENERAL LONG 65 191.28 7/30 9:55 190.58 0.14%
Trade id #130346776
Max drawdown($77)
Time7/30/20 9:39
Quant open65
Worst price190.09
Drawdown as % of equity-0.14%
($47)
Includes Typical Broker Commissions trade costs of $1.30
7/29/20 15:45 NFLX NETFLIX LONG 8 486.04 7/30 9:53 482.20 0.08%
Trade id #130346800
Max drawdown($42)
Time7/30/20 0:00
Quant open8
Worst price480.71
Drawdown as % of equity-0.08%
($31)
Includes Typical Broker Commissions trade costs of $0.16
7/29/20 15:45 FNV FRANCO-NEVADA LONG 12 161.74 7/30 9:30 159.02 0.1%
Trade id #130346806
Max drawdown($52)
Time7/30/20 0:00
Quant open12
Worst price157.36
Drawdown as % of equity-0.10%
($33)
Includes Typical Broker Commissions trade costs of $0.24
7/29/20 15:45 FAST FASTENAL LONG 300 46.68 7/30 9:30 45.78 0.53%
Trade id #130346787
Max drawdown($288)
Time7/30/20 0:00
Quant open300
Worst price45.72
Drawdown as % of equity-0.53%
($276)
Includes Typical Broker Commissions trade costs of $6.00
7/28/20 15:46 GOLD BARRICK GOLD CORP LONG 92 29.62 7/29 9:50 29.14 0.08%
Trade id #130324213
Max drawdown($45)
Time7/29/20 9:50
Quant open92
Worst price29.13
Drawdown as % of equity-0.08%
($46)
Includes Typical Broker Commissions trade costs of $1.84
7/28/20 15:49 GOOG ALPHABET INC CLASS C LONG 2 1502.51 7/29 9:39 1507.25 0.02%
Trade id #130324308
Max drawdown($9)
Time7/28/20 15:55
Quant open2
Worst price1497.88
Drawdown as % of equity-0.02%
$9
Includes Typical Broker Commissions trade costs of $0.04
7/28/20 15:47 PBR PETROLEO BRASILEIRO SA LONG 300 9.07 7/29 9:39 9.16 0%
Trade id #130324278
Max drawdown($1)
Time7/28/20 15:50
Quant open300
Worst price9.07
Drawdown as % of equity-0.00%
$21
Includes Typical Broker Commissions trade costs of $6.00
7/28/20 15:48 MSFT MICROSOFT LONG 54 202.60 7/29 9:39 202.35 0.09%
Trade id #130324290
Max drawdown($46)
Time7/28/20 15:59
Quant open54
Worst price201.74
Drawdown as % of equity-0.09%
($15)
Includes Typical Broker Commissions trade costs of $1.08
7/28/20 15:50 MCHP MICROCHIP TECHNOLOGY LONG 20 100.37 7/29 9:38 100.97 n/a $12
Includes Typical Broker Commissions trade costs of $0.40
7/28/20 15:47 ALNY ALNYLAM PHARMACEUTICALS LONG 18 154.74 7/29 9:38 155.75 0.03%
Trade id #130324232
Max drawdown($16)
Time7/28/20 15:50
Quant open18
Worst price153.82
Drawdown as % of equity-0.03%
$18
Includes Typical Broker Commissions trade costs of $0.36
7/28/20 15:47 AAPL APPLE LONG 29 374.00 7/29 9:38 376.72 0.05%
Trade id #130324248
Max drawdown($29)
Time7/28/20 15:59
Quant open29
Worst price372.99
Drawdown as % of equity-0.05%
$78
Includes Typical Broker Commissions trade costs of $0.58
7/28/20 15:48 WDAY WORKDAY LONG 39 180.60 7/29 9:38 182.49 0.04%
Trade id #130324285
Max drawdown($20)
Time7/28/20 15:53
Quant open39
Worst price180.09
Drawdown as % of equity-0.04%
$73
Includes Typical Broker Commissions trade costs of $0.78
7/28/20 15:49 AVGO BROADCOM LIMITED ORDINARY SHARES LONG 8 307.63 7/29 9:37 310.71 0.01%
Trade id #130324312
Max drawdown($4)
Time7/28/20 15:55
Quant open8
Worst price307.12
Drawdown as % of equity-0.01%
$25
Includes Typical Broker Commissions trade costs of $0.16
7/28/20 15:47 CDNS CADENCE DESIGN SYSTEMS LONG 26 104.32 7/29 9:37 105.37 0.02%
Trade id #130324262
Max drawdown($11)
Time7/28/20 15:57
Quant open26
Worst price103.89
Drawdown as % of equity-0.02%
$26
Includes Typical Broker Commissions trade costs of $0.52
7/27/20 15:46 ABEV AMBEV S.A. SHORT 6,551 2.98 7/28 15:27 2.95 0.18%
Trade id #130300550
Max drawdown($98)
Time7/27/20 15:58
Quant open6,551
Worst price3.00
Drawdown as % of equity-0.18%
$246
Includes Typical Broker Commissions trade costs of $7.50
7/27/20 15:48 FAST FASTENAL SHORT 35 46.20 7/28 15:21 45.54 0%
Trade id #130300602
Max drawdown($2)
Time7/27/20 15:54
Quant open35
Worst price46.26
Drawdown as % of equity-0.00%
$22
Includes Typical Broker Commissions trade costs of $0.70
7/27/20 15:47 MSFT MICROSOFT SHORT 24 203.84 7/28 15:21 202.96 0.04%
Trade id #130300594
Max drawdown($20)
Time7/28/20 13:39
Quant open24
Worst price204.70
Drawdown as % of equity-0.04%
$21
Includes Typical Broker Commissions trade costs of $0.48

Statistics

  • Strategy began
    6/26/2020
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    42.74
  • Age
    43 days ago
  • What it trades
    Stocks
  • # Trades
    214
  • # Profitable
    109
  • % Profitable
    50.90%
  • Avg trade duration
    1.2 days
  • Max peak-to-valley drawdown
    3.34%
  • drawdown period
    July 15, 2020 - Aug 03, 2020
  • Cumul. Return
    9.2%
  • Avg win
    $118.42
  • Avg loss
    $73.60
  • Model Account Values (Raw)
  • Cash
    $94,286
  • Margin Used
    $63,260
  • Buying Power
    $30,868
  • Ratios
  • W:L ratio
    1.67:1
  • Sharpe Ratio
    4.98
  • Sortino Ratio
    10.48
  • Calmar Ratio
    60.359
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.18160
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -2.13%
  • Return Percent SP500 (cumu) during strategy life
    11.37%
  • Verified
  • C2Star
    1
  • Return Statistics
  • Ann Return (w trading costs)
    102.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.55%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    1.90%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.092%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    127.7%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    823
  • Popularity (Last 6 weeks)
    934
  • Popularity (7 days, Percentile 1000 scale)
    865
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    719
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $118
  • Avg Loss
    $74
  • Sum Trade PL (losers)
    $7,728.000
  • Sum Trade PL (winners)
    $12,908.000
  • # Winners
    109
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • # Losers
    105
  • % Winners
    50.9%
  • Frequency
  • Avg Position Time (mins)
    1799.65
  • Avg Position Time (hrs)
    29.99
  • Avg Trade Length
    1.2 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.98
  • Daily leverage (max)
    1.37
  • Regression
  • Alpha
    0.17
  • Beta
    0.18
  • Treynor Index
    1.17
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.23
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    17.716
  • 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
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.427
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.516
  • Hold-and-Hope Ratio
    0.057
  • 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)
    0.74900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00900
  • 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)
    19
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -318202000

Strategy Description

I

Summary Statistics

Strategy began
2020-06-26
Suggested Minimum Capital
$35,000
# Trades
214
# Profitable
109
% Profitable
50.9%
Correlation S&P500
0.182
Sharpe Ratio
4.98
Sortino Ratio
10.48
Beta
0.18
Alpha
0.17
Leverage
0.98 Average
1.37 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

C2Star strategies cannot be made private.

To make this strategy private, you need to first withdraw from C2Star program.

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.