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Mommy Trades
(126400779)

Created by: MommyTrades MommyTrades
Started: 11/2019
Stocks
Last trade: 4 days ago
Trading style: Equity Non-hedged Equity Momentum

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 $179.00 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
Non-hedged Equity
Category: Equity

Non-hedged Equity

Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stock-pickers."
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
8.4%
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.

(9.9%)
Max Drawdown
42
Num Trades
69.0%
Win Trades
1.5 : 1
Profit Factor
25.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                                                      (0.7%)+14.8%+14.0%
2020(1.1%)(3.9%)                                                            (4.9%)

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.

Trading Record

This strategy has placed 109 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
2/14/20 9:33 NFLX NETFLIX LONG 50 384.08 2/14 15:20 379.88 0.72%
Trade id #127512835
Max drawdown($194)
Time2/14/20 15:20
Quant open50
Worst price380.20
Drawdown as % of equity-0.72%
($211)
Includes Typical Broker Commissions trade costs of $1.00
2/13/20 9:45 BA BOEING LONG 90 346.92 2/13 14:27 345.73 0.95%
Trade id #127494175
Max drawdown($260)
Time2/13/20 10:49
Quant open90
Worst price344.03
Drawdown as % of equity-0.95%
($109)
Includes Typical Broker Commissions trade costs of $1.80
2/13/20 9:37 NFLX NETFLIX LONG 50 380.44 2/13 10:18 384.25 0.17%
Trade id #127493831
Max drawdown($45)
Time2/13/20 9:38
Quant open50
Worst price379.53
Drawdown as % of equity-0.17%
$189
Includes Typical Broker Commissions trade costs of $1.00
2/12/20 9:33 NFLX NETFLIX LONG 70 379.09 2/12 15:44 379.11 0.79%
Trade id #127474230
Max drawdown($212)
Time2/12/20 9:55
Quant open70
Worst price376.05
Drawdown as % of equity-0.79%
$1
Includes Typical Broker Commissions trade costs of $1.40
2/12/20 9:33 BA BOEING LONG 70 347.15 2/12 10:48 347.99 0.18%
Trade id #127474233
Max drawdown($49)
Time2/12/20 9:34
Quant open70
Worst price346.45
Drawdown as % of equity-0.18%
$57
Includes Typical Broker Commissions trade costs of $1.40
2/11/20 9:49 NFLX NETFLIX LONG 60 374.71 2/11 15:02 374.06 0.22%
Trade id #127455729
Max drawdown($60)
Time2/11/20 11:42
Quant open60
Worst price373.69
Drawdown as % of equity-0.22%
($40)
Includes Typical Broker Commissions trade costs of $1.20
2/10/20 9:43 BA BOEING LONG 70 341.73 2/10 15:49 344.27 0.25%
Trade id #127436392
Max drawdown($68)
Time2/10/20 9:44
Quant open70
Worst price340.75
Drawdown as % of equity-0.25%
$177
Includes Typical Broker Commissions trade costs of $1.40
2/5/20 9:30 SHOP SHOPIFY INC LONG 90 486.00 2/5 11:35 472.07 4.57%
Trade id #127371760
Max drawdown($1,269)
Time2/5/20 10:45
Quant open90
Worst price471.90
Drawdown as % of equity-4.57%
($1,256)
Includes Typical Broker Commissions trade costs of $1.80
2/4/20 10:20 SHOP SHOPIFY INC LONG 90 478.60 2/4 15:57 485.52 0.31%
Trade id #127355147
Max drawdown($86)
Time2/4/20 10:21
Quant open90
Worst price477.63
Drawdown as % of equity-0.31%
$622
Includes Typical Broker Commissions trade costs of $1.80
2/3/20 10:35 SHOP SHOPIFY INC SHORT 90 466.73 2/3 15:44 465.36 0.57%
Trade id #127335879
Max drawdown($157)
Time2/3/20 15:43
Quant open60
Worst price469.36
Drawdown as % of equity-0.57%
$122
Includes Typical Broker Commissions trade costs of $1.80
2/3/20 9:37 SHOP SHOPIFY INC LONG 90 474.71 2/3 10:34 467.46 2.19%
Trade id #127334377
Max drawdown($613)
Time2/3/20 10:15
Quant open90
Worst price467.90
Drawdown as % of equity-2.19%
($655)
Includes Typical Broker Commissions trade costs of $1.80
1/31/20 9:45 SHOP SHOPIFY INC SHORT 30 474.61 1/31 10:44 467.70 0.46%
Trade id #127308765
Max drawdown($129)
Time1/31/20 10:00
Quant open30
Worst price478.94
Drawdown as % of equity-0.46%
$206
Includes Typical Broker Commissions trade costs of $0.60
1/30/20 10:45 SHOP SHOPIFY INC SHORT 90 465.17 1/30 15:05 475.82 3.63%
Trade id #127288766
Max drawdown($1,030)
Time1/30/20 14:14
Quant open90
Worst price476.61
Drawdown as % of equity-3.63%
($961)
Includes Typical Broker Commissions trade costs of $1.80
1/29/20 9:33 SHOP SHOPIFY INC LONG 90 474.43 1/29 10:21 476.85 0.68%
Trade id #127265851
Max drawdown($194)
Time1/29/20 9:34
Quant open90
Worst price472.27
Drawdown as % of equity-0.68%
$215
Includes Typical Broker Commissions trade costs of $1.80
1/28/20 12:11 SHOP SHOPIFY INC LONG 90 461.01 1/28 15:57 467.54 0.73%
Trade id #127252984
Max drawdown($206)
Time1/28/20 13:07
Quant open90
Worst price458.72
Drawdown as % of equity-0.73%
$585
Includes Typical Broker Commissions trade costs of $1.80
1/24/20 9:30 SHOP SHOPIFY INC LONG 90 476.01 1/24 12:09 467.60 2.41%
Trade id #127199423
Max drawdown($696)
Time1/24/20 12:09
Quant open90
Worst price468.27
Drawdown as % of equity-2.41%
($758)
Includes Typical Broker Commissions trade costs of $1.80
1/23/20 9:31 SHOP SHOPIFY INC SHORT 80 460.56 1/23 10:02 468.75 1.69%
Trade id #127172095
Max drawdown($501)
Time1/23/20 9:42
Quant open80
Worst price466.82
Drawdown as % of equity-1.69%
($658)
Includes Typical Broker Commissions trade costs of $1.60
1/22/20 9:31 SHOP SHOPIFY INC LONG 80 474.62 1/22 13:07 471.57 1.48%
Trade id #127140878
Max drawdown($439)
Time1/22/20 9:47
Quant open80
Worst price469.12
Drawdown as % of equity-1.48%
($246)
Includes Typical Broker Commissions trade costs of $1.60
1/21/20 9:32 SHOP SHOPIFY INC LONG 80 459.89 1/21 9:59 464.73 0.72%
Trade id #127113924
Max drawdown($212)
Time1/21/20 9:35
Quant open80
Worst price457.23
Drawdown as % of equity-0.72%
$385
Includes Typical Broker Commissions trade costs of $1.60
1/17/20 9:30 SHOP SHOPIFY INC LONG 80 454.82 1/17 12:25 456.02 0.76%
Trade id #127062466
Max drawdown($225)
Time1/17/20 9:31
Quant open80
Worst price452.00
Drawdown as % of equity-0.76%
$94
Includes Typical Broker Commissions trade costs of $1.60
1/15/20 9:40 SHOP SHOPIFY INC LONG 80 447.93 1/15 15:43 448.15 0.72%
Trade id #127008395
Max drawdown($211)
Time1/15/20 10:28
Quant open80
Worst price445.28
Drawdown as % of equity-0.72%
$16
Includes Typical Broker Commissions trade costs of $1.60
1/14/20 9:39 SHOP SHOPIFY INC SHORT 80 436.37 1/14 10:08 433.67 0.98%
Trade id #126983642
Max drawdown($285)
Time1/14/20 9:40
Quant open80
Worst price439.94
Drawdown as % of equity-0.98%
$214
Includes Typical Broker Commissions trade costs of $1.60
1/13/20 9:30 SHOP SHOPIFY INC LONG 50 435.70 1/13 9:42 438.56 0.33%
Trade id #126967528
Max drawdown($97)
Time1/13/20 9:33
Quant open50
Worst price433.75
Drawdown as % of equity-0.33%
$142
Includes Typical Broker Commissions trade costs of $1.00
1/9/20 9:30 SHOP SHOPIFY INC LONG 80 424.16 1/9 10:47 427.33 0.66%
Trade id #126928823
Max drawdown($189)
Time1/9/20 9:34
Quant open80
Worst price421.79
Drawdown as % of equity-0.66%
$252
Includes Typical Broker Commissions trade costs of $1.60
1/8/20 9:34 SHOP SHOPIFY INC LONG 80 417.53 1/8 15:57 418.78 0.88%
Trade id #126911830
Max drawdown($252)
Time1/8/20 11:03
Quant open80
Worst price414.38
Drawdown as % of equity-0.88%
$98
Includes Typical Broker Commissions trade costs of $1.60
1/7/20 9:31 SHOP SHOPIFY INC LONG 80 416.53 1/7 13:18 417.69 0.28%
Trade id #126896747
Max drawdown($80)
Time1/7/20 9:32
Quant open80
Worst price415.53
Drawdown as % of equity-0.28%
$91
Includes Typical Broker Commissions trade costs of $1.60
1/6/20 10:20 SHOP SHOPIFY INC LONG 80 409.83 1/6 15:57 412.61 0.35%
Trade id #126881556
Max drawdown($100)
Time1/6/20 10:21
Quant open80
Worst price408.57
Drawdown as % of equity-0.35%
$221
Includes Typical Broker Commissions trade costs of $1.60
1/3/20 9:33 SHOP SHOPIFY INC LONG 80 406.25 1/3 15:57 404.64 0.88%
Trade id #126851051
Max drawdown($249)
Time1/3/20 10:22
Quant open80
Worst price403.13
Drawdown as % of equity-0.88%
($131)
Includes Typical Broker Commissions trade costs of $1.60
1/2/20 9:34 SHOP SHOPIFY INC LONG 80 406.59 1/2 15:57 407.93 2.31%
Trade id #126830825
Max drawdown($658)
Time1/2/20 10:16
Quant open80
Worst price398.36
Drawdown as % of equity-2.31%
$106
Includes Typical Broker Commissions trade costs of $1.60
12/30/19 9:38 SHOP SHOPIFY INC SHORT 70 401.79 12/30 9:53 394.15 0.39%
Trade id #126788495
Max drawdown($110)
Time12/30/19 9:42
Quant open70
Worst price403.37
Drawdown as % of equity-0.39%
$534
Includes Typical Broker Commissions trade costs of $1.40

Statistics

  • Strategy began
    11/27/2019
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    82.15
  • Age
    82 days ago
  • What it trades
    Stocks
  • # Trades
    42
  • # Profitable
    29
  • % Profitable
    69.00%
  • Avg trade duration
    3.5 hours
  • Max peak-to-valley drawdown
    9.94%
  • drawdown period
    Jan 22, 2020 - Feb 10, 2020
  • Cumul. Return
    8.4%
  • Avg win
    $292.86
  • Avg loss
    $446.46
  • Model Account Values (Raw)
  • Cash
    $27,689
  • Margin Used
    $0
  • Buying Power
    $27,689
  • Ratios
  • W:L ratio
    1.46:1
  • Sharpe Ratio
    1.8
  • Sortino Ratio
    2.81
  • Calmar Ratio
    6.824
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    1.19%
  • Correlation to SP500
    0.00030
  • Return Percent SP500 (cumu) during strategy life
    7.18%
  • Return Statistics
  • Ann Return (w trading costs)
    40.8%
  • Slump
  • Current Slump as Pcnt Equity
    0.11%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.084%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.32%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    7.450%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    56.6%
  • Automation
  • Percentage Signals Automated
    382.00%
  • Popularity
  • Popularity (Today)
    809
  • Popularity (Last 6 weeks)
    996
  • Popularity (7 days, Percentile 1000 scale)
    971
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    744
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $293
  • Avg Loss
    $446
  • Sum Trade PL (losers)
    $5,804.000
  • # Winners
    29
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    4
  • AUM
  • AUM (AutoTrader num accounts)
    16
  • Win / Loss
  • Sum Trade PL (winners)
    $8,493.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    397855
  • Win / Loss
  • # Losers
    13
  • % Winners
    69.0%
  • Frequency
  • Avg Position Time (mins)
    208.32
  • Avg Position Time (hrs)
    3.47
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    3
  • Leverage
  • Daily leverage (average)
    1.12
  • Daily leverage (max)
    1.87
  • Regression
  • Alpha
    0.11
  • Beta
    0.00
  • Treynor Index
    211.60
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • 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)
    3.10
  • Avg(MAE) / Avg(PL) - All trades
    4.273
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.615
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.080
  • Hold-and-Hope Ratio
    0.234
  • 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)
    0.44300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01600
  • 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?
    -293611000
  • Max Equity Drawdown (num days)
    19
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

After carefully re-evaluating my strategy - I have decided to trade stocks that offer good risk/reward and also get in names that are moving and have the tendency to give good results based on technical and chart patterns.

Any questions, please drop me a note.
Thanks

Ainee | Mommy

Summary Statistics

Strategy began
2019-11-27
Suggested Minimum Capital
$35,000
# Trades
42
# Profitable
29
% Profitable
69.0%
Correlation S&P500
0.000
Sharpe Ratio
1.80
Sortino Ratio
2.81
Beta
0.00
Alpha
0.11
Leverage
1.12 Average
1.87 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.