Collective2 Collective2
Featured Strategy Iberia Capital Strategy Followed by live capital $29,400 Hypothetical

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RELAX ZONE

By OsvaldoIFantauzzi

Stocks · Started Oct 2005

hypothetical · Annual Return (Compounded)
0.2%
Max Drawdown
29.3%
Trades
16
Win Trades
50.0%
Profit Factor
1.10
Win Months
4.4%

About this strategy





Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20051.69.32.714.0
200615.1-6.0-0.10.710.10.7-10.03.6-2.8-5.71.41.56.2
2007-1.5-5.13.30.00.00.00.00.00.00.00.00.0-3.4
20080.00.00.00.0-15.40.00.00.00.00.00.00.0-15.4
20090.00.00.00.00.00.00.00.00.00.00.00.00.0
20100.00.00.00.00.0-0.00.0-0.00.00.00.00.0-0.0
20110.00.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began10/20/2005
Suggested Minimum Capital$100,000
Age254 months
What it tradesStocks
# Trades16
# Profitable8
% Profitable50.0%
Avg trade duration28.0 days
Max peak-to-valley drawdown29.3%
drawdown periodJune 01, 2006 - June 20, 2014
Annual return (compounded)0.2%
Avg win$5,354
Avg loss$4,925

Ratios

W:L ratio1.09
Sharpe Ratio-0.20
Sortino Ratio-0.27
Calmar Ratio-0.07

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life547.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-41.7%

Return Statistics

Ann Return (w trading costs)0.2%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.2%

Slump

Current Slump as Pcnt Equity45.8%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss62.5%
Chance of 20% account loss11.8%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$4,924
Avg Win$5,354
# Winners8
Sum Trade PL (losers)$39,396
Sum Trade PL (winners)$42,832
Num Months Winners13
# Losers8
% Winners50.0%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table252

Frequency

Avg Position Time (mins)40322.55
Avg Position Time (hrs)672.04
Avg Trade Length28
Last Trade Ago7116

Regression

Alpha0
Beta0.01
Treynor Index-0.63

Maximum Adverse Excursion (MAE)

Hold-and-Hope Ratio0

RATIO STATISTICS

a (intercept, estimate of alpha)-0.02
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)2941
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
USPSX long7000Nov 27, 2006Mar 22, 2007($3,645)
UOPSX long6500Nov 6, 2006Nov 27, 2006$6,885
USPSX long7000Nov 1, 2006Nov 6, 2006($2,875)
USPSX long7000Sep 5, 2006Oct 20, 2006($13,655)
UOPSX long6500Aug 30, 2006Sep 5, 2006$3,375
USPSX long7000Aug 28, 2006Aug 30, 2006($1,685)
UOPSX long6500May 18, 2006Aug 24, 2006($8,845)
USPSX long7000Mar 3, 2006May 18, 2006$14,765
UOPSX long6000Jan 30, 2006Mar 3, 2006($5,705)
USPSX long8000Jan 10, 2006Jan 10, 2006($3)
UOPSX long5000Dec 28, 2005Dec 28, 2005($3)
USPSX long6600Dec 8, 2005Dec 8, 2005($3)
UOPSX long4500Dec 1, 2005Dec 8, 2005$3,010
USPSX long6000Nov 28, 2005Dec 1, 2005$3,115
UOPSX long4500Nov 14, 2005Nov 28, 2005$5,890
USPSX long5800Nov 7, 2005Nov 14, 2005($2,789)
UOPSX long4100Nov 3, 2005Nov 7, 2005$3,439
USPSX long5800Oct 27, 2005Nov 2, 2005($237)
UOPSX long4730Oct 20, 2005Oct 27, 2005$2,313

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.