Collective2 Collective2
Featured Strategy Prophet Alpha +108.9% Cumul. Return since Dec 18, 2025 Hypothetical

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Aggressive Income AI
(152625705)

Created by: HIPP_Strategist HIPP_Strategist
Started: 08/2025
Options
Last trade: 7 days ago
Trading style: Equity Hedged Equity

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 $99.00 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
Hedged Equity
Category: Equity

Hedged Equity

Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.
111.3%
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.

(26.3%)
Max Drawdown
189
Num Trades
57.7%
Win Trades
1.7 : 1
Profit Factor
54.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025                                                 (1.6%)+6.1%+0.1%(5.4%)  -  0.0
2026  -  +1.0%+4.0%(2.8%)(9.3%)+7.4%                        +131.5%

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.

LiveSignal

Community chat and highlights.
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Live Chat

is there anyway to put date on when the signal was triggered for Recent Signals?
I will send a current position & current open orders list with dates to members upon request.
Aug 2025 Statistics: Cash deployed - $18,574 Buying power deployed - $38.974 (BP deployed is Higher than cash due to sell put activity) Dividend received - $360 (1.95% of Cash depl...
UPDATE 9-19-2025 We started this strategy a month ago. Our performance in the first month is as follows Dividend collected is $777 (4.5% of capital deployed) annualized 51% Net inc...
Hello Subscribers UPDATE on 10/5/2025 Thank you for your patronage. All dividends that are due for AGGRESIVE INCOME (AI) Strategy for September have been paid out. For the Month of...
Hello Subscribers UPDATE on 11/4/2025 Thank you for your patronage. All dividends that are due for AGGRESIVE INCOME (AI) Strategy for October have been paid out. Up to the end of O...
Open LiveSignal

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

Trading Record

This strategy has placed 354 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/27/26 11:57 XLV2628H165 XLV Aug28'26 165 call LONG 2 3.05 7/28 10:00 5.43 n/a $473
Includes Typical Broker Commissions trade costs of $2.80
6/30/26 9:34 XLV2621H160 XLV Aug21'26 160 call LONG 1 4.65 7/28 9:30 7.00 0.24%
Trade id #156748544
Max drawdown($239)
Time7/21/26 0:00
Quant open1
Worst price2.26
Drawdown as % of equity-0.24%
 $233
Includes Typical Broker Commissions trade costs of $2.00
7/10/26 10:32 IYR2621H103 IYR Aug21'26 103 call LONG 1 2.10 7/21 9:32 3.99 n/a $187
Includes Typical Broker Commissions trade costs of $2.00
5/29/26 9:45 CELH2617G35 CELH Jul17'26 35 call LONG 2 2.39 7/18 9:35 0.00 0.46%
Trade id #156335449
Max drawdown($476)
Time7/14/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.46%
 ($479)
Includes Typical Broker Commissions trade costs of $1.40
6/30/26 9:30 NAIL2617G55 NAIL Jul17'26 55 call LONG 2 3.00 7/18 9:35 0.00 0.56%
Trade id #156747977
Max drawdown($598)
Time7/8/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.56%
 ($601)
Includes Typical Broker Commissions trade costs of $1.40
5/29/26 9:45 SOFI2617G18 SOFI Jul17'26 18 call LONG 2 1.89 7/18 9:35 0.00 0.37%
Trade id #156335483
Max drawdown($376)
Time7/17/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.37%
 ($379)
Includes Typical Broker Commissions trade costs of $1.40
5/4/26 9:43 IBIT2617G45 IBIT Jul17'26 45 call LONG 6 3.92 7/18 9:35 0.00 2.2%
Trade id #155916055
Max drawdown($2,345)
Time6/25/26 0:00
Quant open6
Worst price0.01
Drawdown as % of equity-2.20%
 ($2,356)
Includes Typical Broker Commissions trade costs of $4.50
6/1/26 13:15 IGV2617G110 IGV Jul17'26 110 call LONG 4 5.09 7/18 9:35 0.00 1.9%
Trade id #156376001
Max drawdown($2,032)
Time6/24/26 0:00
Quant open4
Worst price0.01
Drawdown as % of equity-1.90%
 ($2,040)
Includes Typical Broker Commissions trade costs of $2.80
5/27/26 10:22 UFO2617G65 UFO Jul17'26 65 call LONG 2 6.55 7/18 9:35 0.00 1.23%
Trade id #156301978
Max drawdown($1,304)
Time7/10/26 0:00
Quant open2
Worst price0.03
Drawdown as % of equity-1.23%
 ($1,311)
Includes Typical Broker Commissions trade costs of $1.40
6/15/26 12:31 XLF2624G55 XLF Jul24'26 55 call LONG 4 0.66 7/7 9:38 1.90 0.13%
Trade id #156581399
Max drawdown($137)
Time6/30/26 0:00
Quant open4
Worst price0.32
Drawdown as % of equity-0.13%
 $489
Includes Typical Broker Commissions trade costs of $5.60
5/22/26 12:19 XLF2617G52 XLF Jul17'26 52 call LONG 6 1.40 7/7 9:31 2.97 0.4%
Trade id #156246316
Max drawdown($439)
Time6/3/26 0:00
Quant open6
Worst price0.67
Drawdown as % of equity-0.40%
 $934
Includes Typical Broker Commissions trade costs of $8.70
6/27/26 9:35 XLV STATE ST HEALTH CARE SELECT SECTOR SPDR LONG 100 155.00 6/30 9:30 161.01 n/a $599
Includes Typical Broker Commissions trade costs of $2.00
6/26/26 9:30 XLV2626F155 XLV Jun26'26 155 call LONG 2 1.96 6/27 9:35 2.31 n/a $70
Includes Typical Broker Commissions trade costs of $2.40
6/18/26 10:13 XBI2621H140 XBI Aug21'26 140 call LONG 2 7.50 6/23 9:36 10.92 0.03%
Trade id #156623835
Max drawdown($30)
Time6/18/26 11:53
Quant open2
Worst price7.35
Drawdown as % of equity-0.03%
 $681
Includes Typical Broker Commissions trade costs of $3.40
5/18/26 10:30 XOP2618F175 XOP Jun18'26 175 call LONG 2 6.52 6/19 8:05 0.00 1.21%
Trade id #156169962
Max drawdown($1,302)
Time6/16/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-1.21%
 ($1,307)
Includes Typical Broker Commissions trade costs of $2.00
5/19/26 10:18 XLE2618F62.5 XLE Jun18'26 62.5 call LONG 3 1.31 6/19 8:05 0.00 0.36%
Trade id #156186779
Max drawdown($390)
Time6/15/26 0:00
Quant open3
Worst price0.01
Drawdown as % of equity-0.36%
 ($395)
Includes Typical Broker Commissions trade costs of $2.10
5/18/26 10:35 XOVR2618F20 XOVR Jun18'26 20 call LONG 3 1.45 6/19 8:05 0.00 0.35%
Trade id #156170074
Max drawdown($375)
Time6/12/26 0:00
Quant open3
Worst price0.20
Drawdown as % of equity-0.35%
 ($437)
Includes Typical Broker Commissions trade costs of $2.10
5/14/26 15:33 UFO2618F60 UFO Jun18'26 60 call LONG 2 2.65 6/19 8:05 0.00 0.49%
Trade id #156108641
Max drawdown($527)
Time6/16/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-0.49%
 ($531)
Includes Typical Broker Commissions trade costs of $1.40
5/18/26 10:32 XLP2618F86 XLP Jun18'26 86 call LONG 3 1.55 6/19 8:05 0.00 0.43%
Trade id #156169995
Max drawdown($462)
Time6/17/26 0:00
Quant open3
Worst price0.01
Drawdown as % of equity-0.43%
 ($467)
Includes Typical Broker Commissions trade costs of $2.10
5/19/26 10:00 USO2618F152 USO Jun18'26 152 call LONG 2 12.43 6/19 8:05 0.00 2.32%
Trade id #156186448
Max drawdown($2,483)
Time6/15/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-2.32%
 ($2,486)
Includes Typical Broker Commissions trade costs of $1.40
5/13/26 9:30 USO2618F145 USO Jun18'26 145 call LONG 2 12.75 6/19 8:05 0.00 2.36%
Trade id #156081756
Max drawdown($2,548)
Time6/16/26 0:00
Quant open2
Worst price0.01
Drawdown as % of equity-2.36%
 ($2,552)
Includes Typical Broker Commissions trade costs of $2.00
5/18/26 10:36 XOVR2618R21 XOVR Jun18'26 21 put SHORT 1 2.58 6/15 9:53 0.72 0.02%
Trade id #156170122
Max drawdown($22)
Time5/22/26 0:00
Quant open1
Worst price2.80
Drawdown as % of equity-0.02%
 $184
Includes Typical Broker Commissions trade costs of $2.00
5/22/26 12:20 FAS2618F136 FAS Jun18'26 136 call LONG 2 7.15 6/12 9:30 7.65 0.7%
Trade id #156246347
Max drawdown($780)
Time6/1/26 0:00
Quant open2
Worst price3.25
Drawdown as % of equity-0.70%
 $96
Includes Typical Broker Commissions trade costs of $2.80
5/19/26 10:27 IGV2618F94 IGV Jun18'26 94 call LONG 3 3.70 6/1 13:14 13.52 0.33%
Trade id #156186937
Max drawdown($366)
Time5/20/26 0:00
Quant open3
Worst price2.48
Drawdown as % of equity-0.33%
 $2,943
Includes Typical Broker Commissions trade costs of $4.20
5/14/26 15:39 TECL2618F210 TECL Jun18'26 210 call LONG 1 21.08 5/29 9:46 39.90 1.1%
Trade id #156108680
Max drawdown($1,218)
Time5/19/26 0:00
Quant open1
Worst price8.90
Drawdown as % of equity-1.10%
 $1,880
Includes Typical Broker Commissions trade costs of $2.00
5/13/26 9:30 XLE2618F60 XLE Jun18'26 60 call LONG 3 1.07 5/19 15:45 2.90 0.07%
Trade id #156081798
Max drawdown($75)
Time5/13/26 11:18
Quant open3
Worst price0.82
Drawdown as % of equity-0.07%
 $544
Includes Typical Broker Commissions trade costs of $4.20
5/14/26 15:39 TECL2618F225 TECL Jun18'26 225 call SHORT 1 14.30 5/18 12:28 5.55 n/a $873
Includes Typical Broker Commissions trade costs of $2.00

Statistics

  • Strategy began
    8/17/2025
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    361.09
  • Age
    12 months ago
  • What it trades
    Stocks, Options
  • # Trades
    189
  • # Profitable
    109
  • % Profitable
    57.70%
  • Avg trade duration
    47.2 days
  • Max peak-to-valley drawdown
    26.29%
  • drawdown period
    Feb 23, 2026 - April 23, 2026
  • Cumul. Return
    111.3%
  • Avg win
    $780.71
  • Avg loss
    $812.67
  • Model Account Values (Raw)
  • Cash
    $55,847
  • Margin Used
    ($28,480)
  • Buying Power
    $115,109
  • Ratios
  • W:L ratio
    1.66:1
  • Sharpe Ratio
    0.76
  • Sortino Ratio
    5.94
  • Calmar Ratio
    12.732
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    90.70%
  • Correlation to SP500
    -0.02670
  • Return Percent SP500 (cumu) during strategy life
    20.78%
  • Return Statistics
  • Ann Return (w trading costs)
    111.4%
  • Slump
  • Current Slump as Pcnt Equity
    6.90%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.47%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    10.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.113%
  • Instruments
  • Percent Trades Options
    0.77%
  • Percent Trades Stocks
    0.23%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    117.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    66.00%
  • Chance of 20% account loss
    39.50%
  • Chance of 30% account loss
    16.50%
  • Chance of 40% account loss
    5.00%
  • 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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    783
  • Popularity (Last 6 weeks)
    859
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    923
  • Popularity (7 days, Percentile 1000 scale)
    851
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $789
  • Avg Win
    $1,057
  • Sum Trade PL (losers)
    $65,516.000
  • Age
  • Num Months filled monthly returns table
    13
  • Win / Loss
  • Sum Trade PL (winners)
    $112,073.000
  • # Winners
    106
  • Num Months Winners
    6
  • Dividends
  • Dividends Received in Model Acct
    11400
  • AUM
  • AUM (AutoTrader live capital)
    431879
  • Win / Loss
  • # Losers
    83
  • % Winners
    56.1%
  • Frequency
  • Avg Position Time (mins)
    67969.40
  • Avg Position Time (hrs)
    1132.82
  • Avg Trade Length
    47.2 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.33
  • Daily leverage (max)
    4.06
  • Regression
  • Alpha
    0.37
  • Beta
    -0.35
  • Treynor Index
    -1.01
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.58
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -38.211
  • 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
  • Avg(MAE) / Avg(PL) - Winning trades
    0.583
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.168
  • Hold-and-Hope Ratio
    0.031
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.82164
  • SD
    1.55620
  • Sharpe ratio (Glass type estimate)
    1.17057
  • Sharpe ratio (Hedges UMVUE)
    1.01679
  • df
    6.00000
  • t
    0.89404
  • p
    0.20287
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.52051
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.77263
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.61310
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.64668
  • Statistics related to Sortino ratio
  • Sortino ratio
    12.87680
  • Upside Potential Ratio
    14.90620
  • Upside part of mean
    2.10874
  • Downside part of mean
    -0.28710
  • Upside SD
    1.52719
  • Downside SD
    0.14147
  • N nonnegative terms
    4.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    7.00000
  • Mean of predictor
    0.19686
  • Mean of criterion
    1.82164
  • SD of predictor
    0.12592
  • SD of criterion
    1.55620
  • Covariance
    0.15068
  • r
    0.76894
  • b (slope, estimate of beta)
    9.50317
  • a (intercept, estimate of alpha)
    -0.04913
  • Mean Square Error
    1.18780
  • DF error
    5.00000
  • t(b)
    2.68944
  • p(b)
    0.02166
  • t(a)
    -0.03095
  • p(a)
    0.51175
  • Lowerbound of 95% confidence interval for beta
    0.41962
  • Upperbound of 95% confidence interval for beta
    18.58670
  • Lowerbound of 95% confidence interval for alpha
    -4.13004
  • Upperbound of 95% confidence interval for alpha
    4.03179
  • Treynor index (mean / b)
    0.19169
  • Jensen alpha (a)
    -0.04913
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.13440
  • SD
    1.04576
  • Sharpe ratio (Glass type estimate)
    1.08476
  • Sharpe ratio (Hedges UMVUE)
    0.94225
  • df
    6.00000
  • t
    0.82850
  • p
    0.21955
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.59226
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.67848
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.67873
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.56324
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.70747
  • Upside Potential Ratio
    9.72512
  • Upside part of mean
    1.43136
  • Downside part of mean
    -0.29696
  • Upside SD
    1.01142
  • Downside SD
    0.14718
  • N nonnegative terms
    4.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    7.00000
  • Mean of predictor
    0.18833
  • Mean of criterion
    1.13440
  • SD of predictor
    0.12271
  • SD of criterion
    1.04576
  • Covariance
    0.10004
  • r
    0.77956
  • b (slope, estimate of beta)
    6.64376
  • a (intercept, estimate of alpha)
    -0.11679
  • Mean Square Error
    0.51481
  • DF error
    5.00000
  • t(b)
    2.78316
  • p(b)
    0.01938
  • t(a)
    -0.11214
  • p(a)
    0.54246
  • Lowerbound of 95% confidence interval for beta
    0.50719
  • Upperbound of 95% confidence interval for beta
    12.78030
  • Lowerbound of 95% confidence interval for alpha
    -2.79405
  • Upperbound of 95% confidence interval for alpha
    2.56047
  • Treynor index (mean / b)
    0.17075
  • Jensen alpha (a)
    -0.11679
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.33104
  • Expected Shortfall on VaR
    0.40679
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.05112
  • Expected Shortfall on VaR
    0.09108
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    7.00000
  • Minimum
    0.90868
  • Quartile 1
    0.96542
  • Median
    1.01369
  • Quartile 3
    1.02882
  • Maximum
    2.16808
  • Mean of quarter 1
    0.93232
  • Mean of quarter 2
    0.99429
  • Mean of quarter 3
    1.02735
  • Mean of quarter 4
    1.59919
  • Inter Quartile Range
    0.06341
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.14286
  • Mean of outliers high
    2.16808
  • Risk estimates for a one-period 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 observations
    2.00000
  • Minimum
    0.04405
  • Quartile 1
    0.06157
  • Median
    0.07910
  • Quartile 3
    0.09662
  • Maximum
    0.11414
  • Mean of quarter 1
    0.04405
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.11414
  • Inter Quartile Range
    0.03505
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    1.66279
  • Compounded annual return (geometric extrapolation)
    2.19731
  • Calmar ratio (compounded annual return / max draw down)
    19.25030
  • Compounded annual return / average of 25% largest draw downs
    19.25030
  • Compounded annual return / Expected Shortfall lognormal
    5.40158
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    2.07774
  • SD
    1.77476
  • Sharpe ratio (Glass type estimate)
    1.17072
  • Sharpe ratio (Hedges UMVUE)
    1.16532
  • df
    163.00000
  • t
    0.92624
  • p
    0.45398
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.31157
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.64953
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.31519
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.64584
  • Statistics related to Sortino ratio
  • Sortino ratio
    9.48219
  • Upside Potential Ratio
    16.68590
  • Upside part of mean
    3.65622
  • Downside part of mean
    -1.57847
  • Upside SD
    1.76041
  • Downside SD
    0.21912
  • N nonnegative terms
    77.00000
  • N negative terms
    87.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    164.00000
  • Mean of predictor
    0.28028
  • Mean of criterion
    2.07774
  • SD of predictor
    0.13391
  • SD of criterion
    1.77476
  • Covariance
    -0.00970
  • r
    -0.04081
  • b (slope, estimate of beta)
    -0.54090
  • a (intercept, estimate of alpha)
    2.22900
  • Mean Square Error
    3.16394
  • DF error
    162.00000
  • t(b)
    -0.51989
  • p(b)
    0.52041
  • t(a)
    0.98336
  • p(a)
    0.46148
  • Lowerbound of 95% confidence interval for beta
    -2.59541
  • Upperbound of 95% confidence interval for beta
    1.51361
  • Lowerbound of 95% confidence interval for alpha
    -2.24748
  • Upperbound of 95% confidence interval for alpha
    6.70617
  • Treynor index (mean / b)
    -3.84127
  • Jensen alpha (a)
    2.22934
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.20949
  • SD
    1.13983
  • Sharpe ratio (Glass type estimate)
    1.06111
  • Sharpe ratio (Hedges UMVUE)
    1.05622
  • df
    163.00000
  • t
    0.83952
  • p
    0.45826
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.42040
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.53954
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.42372
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.53616
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.33293
  • Upside Potential Ratio
    12.40280
  • Upside part of mean
    2.81293
  • Downside part of mean
    -1.60343
  • Upside SD
    1.11599
  • Downside SD
    0.22680
  • N nonnegative terms
    77.00000
  • N negative terms
    87.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    164.00000
  • Mean of predictor
    0.27121
  • Mean of criterion
    1.20949
  • SD of predictor
    0.13371
  • SD of criterion
    1.13983
  • Covariance
    -0.00116
  • r
    -0.00763
  • b (slope, estimate of beta)
    -0.06508
  • a (intercept, estimate of alpha)
    1.22714
  • Mean Square Error
    1.30716
  • DF error
    162.00000
  • t(b)
    -0.09717
  • p(b)
    0.50382
  • t(a)
    0.84255
  • p(a)
    0.46697
  • Lowerbound of 95% confidence interval for beta
    -1.38763
  • Upperbound of 95% confidence interval for beta
    1.25747
  • Lowerbound of 95% confidence interval for alpha
    -1.64895
  • Upperbound of 95% confidence interval for alpha
    4.10323
  • Treynor index (mean / b)
    -18.58460
  • Jensen alpha (a)
    1.22714
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.10525
  • Expected Shortfall on VaR
    0.13090
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01430
  • Expected Shortfall on VaR
    0.02896
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    164.00000
  • Minimum
    0.88885
  • Quartile 1
    0.99210
  • Median
    0.99919
  • Quartile 3
    1.00736
  • Maximum
    2.38318
  • Mean of quarter 1
    0.98073
  • Mean of quarter 2
    0.99544
  • Mean of quarter 3
    1.00281
  • Mean of quarter 4
    1.05317
  • Inter Quartile Range
    0.01526
  • Number outliers low
    4.00000
  • Percentage of outliers low
    0.02439
  • Mean of outliers low
    0.93558
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.04268
  • Mean of outliers high
    1.24249
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.48461
  • VaR(95%) (moments method)
    0.02085
  • Expected Shortfall (moments method)
    0.04350
  • Extreme Value Index (regression method)
    0.44202
  • VaR(95%) (regression method)
    0.01606
  • Expected Shortfall (regression method)
    0.02876
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    12.00000
  • Minimum
    0.00454
  • Quartile 1
    0.01460
  • Median
    0.02546
  • Quartile 3
    0.06550
  • Maximum
    0.19216
  • Mean of quarter 1
    0.00566
  • Mean of quarter 2
    0.01904
  • Mean of quarter 3
    0.04166
  • Mean of quarter 4
    0.14438
  • Inter Quartile Range
    0.05089
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.16924
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -7.73807
  • VaR(95%) (moments method)
    0.15577
  • Expected Shortfall (moments method)
    0.15577
  • Extreme Value Index (regression method)
    -1.17310
  • VaR(95%) (regression method)
    0.21284
  • Expected Shortfall (regression method)
    0.22556
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.86855
  • Compounded annual return (geometric extrapolation)
    2.44664
  • Calmar ratio (compounded annual return / max draw down)
    12.73240
  • Compounded annual return / average of 25% largest draw downs
    16.94610
  • Compounded annual return / Expected Shortfall lognormal
    18.69060
  • 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
  • Mean
    2.53065
  • SD
    1.98479
  • Sharpe ratio (Glass type estimate)
    1.27502
  • Sharpe ratio (Hedges UMVUE)
    1.26765
  • df
    130.00000
  • t
    0.90157
  • p
    0.46059
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.50354
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.04874
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.50844
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.04373
  • Statistics related to Sortino ratio
  • Sortino ratio
    10.54780
  • Upside Potential Ratio
    17.94950
  • Upside part of mean
    4.30648
  • Downside part of mean
    -1.77583
  • Upside SD
    1.96881
  • Downside SD
    0.23992
  • N nonnegative terms
    60.00000
  • N negative terms
    71.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.27604
  • Mean of criterion
    2.53065
  • SD of predictor
    0.14447
  • SD of criterion
    1.98479
  • Covariance
    -0.01353
  • r
    -0.04718
  • b (slope, estimate of beta)
    -0.64821
  • a (intercept, estimate of alpha)
    2.70958
  • Mean Square Error
    3.96110
  • DF error
    129.00000
  • t(b)
    -0.53650
  • p(b)
    0.53003
  • t(a)
    0.95598
  • p(a)
    0.44667
  • Lowerbound of 95% confidence interval for beta
    -3.03870
  • Upperbound of 95% confidence interval for beta
    1.74229
  • Lowerbound of 95% confidence interval for alpha
    -2.89822
  • Upperbound of 95% confidence interval for alpha
    8.31738
  • Treynor index (mean / b)
    -3.90406
  • Jensen alpha (a)
    2.70958
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.44671
  • SD
    1.27355
  • Sharpe ratio (Glass type estimate)
    1.13596
  • Sharpe ratio (Hedges UMVUE)
    1.12940
  • df
    130.00000
  • t
    0.80325
  • p
    0.46486
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.64146
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.90903
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.64581
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.90460
  • Statistics related to Sortino ratio
  • Sortino ratio
    5.81976
  • Upside Potential Ratio
    13.08410
  • Upside part of mean
    3.25251
  • Downside part of mean
    -1.80581
  • Upside SD
    1.24730
  • Downside SD
    0.24859
  • N nonnegative terms
    60.00000
  • N negative terms
    71.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.26554
  • Mean of criterion
    1.44671
  • SD of predictor
    0.14426
  • SD of criterion
    1.27355
  • Covariance
    -0.00284
  • r
    -0.01545
  • b (slope, estimate of beta)
    -0.13643
  • a (intercept, estimate of alpha)
    1.48293
  • Mean Square Error
    1.63412
  • DF error
    129.00000
  • t(b)
    -0.17554
  • p(b)
    0.50984
  • t(a)
    0.81499
  • p(a)
    0.45448
  • VAR (95 Confidence Intrvl)
    0.10500
  • Lowerbound of 95% confidence interval for beta
    -1.67407
  • Upperbound of 95% confidence interval for beta
    1.40122
  • Lowerbound of 95% confidence interval for alpha
    -2.11712
  • Upperbound of 95% confidence interval for alpha
    5.08299
  • Treynor index (mean / b)
    -10.60430
  • Jensen alpha (a)
    1.48293
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11653
  • Expected Shortfall on VaR
    0.14474
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01634
  • Expected Shortfall on VaR
    0.03263
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.88885
  • Quartile 1
    0.99116
  • Median
    0.99868
  • Quartile 3
    1.00772
  • Maximum
    2.38318
  • Mean of quarter 1
    0.97881
  • Mean of quarter 2
    0.99461
  • Mean of quarter 3
    1.00269
  • Mean of quarter 4
    1.06274
  • Inter Quartile Range
    0.01656
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.02290
  • Mean of outliers low
    0.92480
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.05344
  • Mean of outliers high
    1.24249
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.49728
  • VaR(95%) (moments method)
    0.02333
  • Expected Shortfall (moments method)
    0.04930
  • Extreme Value Index (regression method)
    0.58467
  • VaR(95%) (regression method)
    0.01745
  • Expected Shortfall (regression method)
    0.03694
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    7.00000
  • Minimum
    0.00466
  • Quartile 1
    0.02926
  • Median
    0.05578
  • Quartile 3
    0.12049
  • Maximum
    0.19216
  • Mean of quarter 1
    0.01184
  • Mean of quarter 2
    0.04764
  • Mean of quarter 3
    0.09465
  • Mean of quarter 4
    0.16924
  • Inter Quartile Range
    0.09123
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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
  • Last 4 Months - Pcnt Negative
    0.50%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -504188000
  • Max Equity Drawdown (num days)
    59
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    2.18060
  • Compounded annual return (geometric extrapolation)
    3.36935
  • Calmar ratio (compounded annual return / max draw down)
    17.53410
  • Compounded annual return / average of 25% largest draw downs
    19.90840
  • Compounded annual return / Expected Shortfall lognormal
    23.27840

Strategy Description

End of Oct 2025 Statistics:
Strategy start date – Aug 18, 2025

Cash deployed - $41,652
Buying power deployed - $51,152

(BP deployed is Higher than cash due to sell put activity)

Dividend received - $3580 (7.0% of Cash deployed) - Annualized dividend of 32.8%%).

Net income up to Oct 31st including income from Stock & option trades is $8,410 (16.4% of $50K investment). Annualized return generated is 78%

Email at HIPPVB@GMAIL.COM

Requirements to trade this Model:
1. Account Size/Starting Investment - $50,000 (Minimum) Reinvesting income is required
2. Account must be Option Trading enabled for calendar spreads

Portfolio Characteristics:
1. Asset Allocation: Equities with high dividend yields:
2. Risk Management & Principal Protection: Periodic rebalancing and risk monitoring to adjust allocations according to market conditions and income goals.
3. Income Focus without Guarantee:
o The portfolio aims to maximize dividend and interest income, but income levels can fluctuate with market conditions, company performance, and interest rates.
o Income is not guaranteed; dividends can be cut in adverse situations.
o The model emphasizes a balance of income with principal preservation, recognizing that aggressive income generally implies higher risk than conservative income strategies.
4. Time Horizon and Investor Profile:
o Suitable for investors comfortable with moderate fluctuations in portfolio value but who seek income more aggressively.
o Typical investors have a medium to long-term horizon to ride out volatility.
o Income may be reinvested to compound growth or taken as cash flow, depending on investor needs.
5. Portfolio Construction Process (Example Approach):
o Identify eligible income-generating assets with historical dividend/interest yield data.
o Optimize portfolio allocations to maximize targeted income subject to risk constraints and principal preservation considerations.
o Continuous review of income sources and risk/weather changes in market environments.

Such a model differs from pure growth or capital appreciation models by emphasizing dividend and interest income while still being aggressive in risk-taking relative to conservative income strategies. It consciously avoids any language suggesting income guarantees to respect the inherent market and credit risks involved in these investments.

The emphasis is on maximizing income potential with disciplined risk management rather than promising assured income or principal safety. We Strive for a 2-3% income per month
Trade this strategy at Tradier

LiveSignal

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is there anyway to put date on when the signal was triggered for Recent Signals?
I will send a current position & current open orders list with dates to members upon request.
Aug 2025 Statistics: Cash deployed - $18,574 Buying power deployed - $38.974 (BP deployed is Higher than cash due to sell put activity) Dividend received - $360 (1.95% of Cash depl...
UPDATE 9-19-2025 We started this strategy a month ago. Our performance in the first month is as follows Dividend collected is $777 (4.5% of capital deployed) annualized 51% Net inc...
Hello Subscribers UPDATE on 10/5/2025 Thank you for your patronage. All dividends that are due for AGGRESIVE INCOME (AI) Strategy for September have been paid out. For the Month of...
Hello Subscribers UPDATE on 11/4/2025 Thank you for your patronage. All dividends that are due for AGGRESIVE INCOME (AI) Strategy for October have been paid out. Up to the end of O...
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Summary Statistics

Strategy began
2025-08-17
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 7.7%
Rank # 
#53
# Trades
189
# Profitable
109
% Profitable
57.7%
Net Dividends
$11,399
Correlation S&P500
-0.027
Sharpe Ratio
0.76
Sortino Ratio
5.94
Beta
-0.35
Alpha
0.37
Leverage
1.33 Average
4.06 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

subscribed on started simulation

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.