Collective2 Collective2
Featured Strategy Iberia Capital Strategy +15.0% Cumul. Return since Apr 15, 2026 Hypothetical

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.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Mini N&R

By KD

Futures · Started Jun 2009

hypothetical · Annual Return (Compounded)
1.8%
Max Drawdown
29.0%
Trades
196
Win Trades
44.4%
Profit Factor
1.10
Win Months
3.4%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20095.3-8.43.021.7-1.0-2.8-3.612.0
20107.59.4-8.83.7-22.18.90.0-0.00.0-0.00.00.0-5.7
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
20190.00.00.00.00.00.00.00.00.00.00.00.0
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 began6/4/2009
Suggested Minimum Capital$50,000
Age210 months
What it tradesFutures
# Trades196
# Profitable87
% Profitable44.4%
Avg trade duration3.3 days
Max peak-to-valley drawdown29.0%
drawdown periodFeb 16, 2010 - May 25, 2010
Annual return (compounded)0.7%
Avg win$1,264
Avg loss$946

Ratios

W:L ratio1.07
Sharpe Ratio-0.13
Sortino Ratio-0.17
Calmar Ratio0.08

CORRELATION STATISTICS

Correlation to SP5000.00
Return Percent SP500 (cumu) during strategy life710.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-67.6%

Return Statistics

Ann Return (w trading costs)1.8%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.7%

Slump

Current Slump as Pcnt Equity30.7%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
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$946
Avg Win$1,264
# Winners87
Sum Trade PL (losers)$103,074
Sum Trade PL (winners)$110,010
Num Months Winners8
# Losers109
% Winners44.4%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table208

Frequency

Avg Position Time (mins)4683.38
Avg Position Time (hrs)78.06
Avg Trade Length3.30
Last Trade Ago5939

Regression

Alpha0
Beta0
Treynor Index-34.19

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02
MAE:Equity, 95th Percentile Value for this strat0.03
MAE:Equity, average, losing trades0.02
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades38.92
MAE:PL (avg, all trades)-1.76
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats78.39
MAE:PL - Winning Trades - this strat Percentile of All Strats22.72
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.37
Avg(MAE) / Avg(PL) - Losing trades-1.43
Hold-and-Hope Ratio0.03

RATIO STATISTICS

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

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)98
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 156 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
TFS M0long1Jun 8, 2010Jun 10, 2010$2,592
NQ M0long2Jun 4, 2010Jun 10, 2010($1,626)
TFS M0long1Jun 8, 2010Jun 8, 2010($538)
TFS M0long1Jun 8, 2010Jun 8, 2010($218)
TFS M0long1Jun 7, 2010Jun 8, 2010($1,358)
TFS M0long1Jun 7, 2010Jun 7, 2010($728)
TFS M0short1Jun 3, 2010Jun 7, 2010$2,882
NQ M0short2May 28, 2010Jun 4, 2010($266)
TFS M0long1Jun 2, 2010Jun 3, 2010$1,762
TFS M0short1May 27, 2010Jun 2, 2010$1,922
TFS M0short1May 27, 2010May 27, 2010($808)
TFS M0short1May 27, 2010May 27, 2010($378)
NQ M0long2May 19, 2010May 27, 2010($2,096)
TFS M0short1May 26, 2010May 27, 2010($538)
TFS M0long1May 25, 2010May 26, 2010$1,842
TFS M0long1May 24, 2010May 25, 2010($2,688)
TFS M0long1May 21, 2010May 24, 2010$572
TFS M0long1May 20, 2010May 21, 2010($58)
TFS M0long1May 20, 2010May 20, 2010($658)
TFS M0long1May 19, 2010May 20, 2010($1,988)
TFS M0long1May 19, 2010May 19, 2010($658)
TFS M0long1May 19, 2010May 19, 2010($1,118)
NQ M0short2May 18, 2010May 19, 2010$1,544
TFS M0short1May 17, 2010May 19, 2010$1,632
TFS M0short1May 12, 2010May 17, 2010$1,482
TFS M0short1May 12, 2010May 12, 2010($518)
TFS M0short1May 11, 2010May 12, 2010($958)
TFS M0short1May 11, 2010May 11, 2010($618)
TFS M0short1May 11, 2010May 11, 2010($578)
TFS M0long1May 7, 2010May 11, 2010$2,592

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.