Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW Followed by live capital $119,000 Hypothetical

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Mitainvest Technology

By MiguelTarazona

Stocks · Started Sep 2010

hypothetical · Annual Return (Compounded)
-0.6%
Max Drawdown
—
Trades
170
Win Trades
38.2%
Profit Factor
5
Win Months
44.0%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20101.32.92.812.520.6
20119.42.1-4.71.9-11.0-15.20.10.00.0-0.10.10.0-18.2
2012-0.10.10.00.00.00.00.00.0-0.10.10.00.00.0
20130.00.00.00.00.00.00.00.00.0-0.10.00.10.0
20140.0-0.10.10.00.00.0132.83.44.3-0.8-0.40.2148.5
20154.99.017.86.316.8-21.20.9-16.61.212.00.42.629.3
2016-20.86.71.4-1.6-3.41.51.51.3-1.6-0.8-0.9-6.1-22.9
20170.61.70.4-1.1-0.64.4-0.57.4-0.71.8-1.10.413.1
2018-0.81.3-0.1-2.7-0.8-9.2-2.3-1.7-4.1-8.94.0-5.1-27.2
20194.413.05.9-5.90.5-1.80.0-1.62.61.2-0.03.723.0
2020-1.08.5-7.43.1-0.810.913.2-0.9-1.05.5-0.14.938.5
202110.8-5.9-6.55.21.62.11.3-1.6-0.74.51.00.912.3
2022-10.90.0-6.0-10.41.89.6-1.6-1.9-10.2-2.40.52.4-27.3
20239.9-6.4-0.8-1.4-4.7-0.60.3-5.2-0.9-3.01.6-2.0-13.4
2024-4.93.90.01.8-1.8-0.2-5.0-1.026.2-3.0-1.0-1.510.7
2025-2.55.7-3.9-7.23.65.05.011.89.70.7-5.37.431.8
20263.9-0.4-2.313.26.42.1-14.81.9-2.94.8

Statistics

Overview

Strategy began9/20/2010
Suggested Minimum Capital$100,000
Age195 months
What it tradesStocks
# Trades170
# Profitable65
% Profitable38.2%
Avg trade duration47.2 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)8.7%
Avg win$4,983
Avg loss$672

Ratios

W:L ratio4.97
Sharpe Ratio0.23
Sortino Ratio0.88
Calmar Ratio0.54

CORRELATION STATISTICS

Correlation to SP5000.07
Return Percent SP500 (cumu) during strategy life560.9%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-42.2%

Return Statistics

Ann Return (w trading costs)-0.6%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)8.7%

Slump

Current Slump as Pcnt Equity19.6%
Current Slump, time of slump as pcnt of strategy life0.7%

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 loss29.3%
Chance of 20% account loss2.4%
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$672
Avg Win$4,983
# Winners65
Sum Trade PL (losers)$70,536
Sum Trade PL (winners)$323,894
Num Months Winners89
# Losers105
% Winners38.2%

Dividends

Dividends Received in Model Acct26928

Age

Num Months filled monthly returns table193

Frequency

Avg Position Time (mins)67986.27
Avg Position Time (hrs)1133.10
Avg Trade Length47.20
Last Trade Ago5570

Regression

Alpha0.05
Beta0.38
Treynor Index0.17

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.01
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades0.43
MAE:PL (avg, all trades)-0.22
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats67.13
MAE:PL - Winning Trades - this strat Percentile of All Strats84.58
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.06
Avg(MAE) / Avg(PL) - Losing trades-1.26
Hold-and-Hope Ratio2.44

RATIO STATISTICS

a (intercept, estimate of alpha)0.74
VAR (95 Confidence Intrvl)0.10

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)121
Last 4 Months - Pcnt Negative0.5%

Trading record

Placed 3 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
PFE long600May 17, 2011Jun 15, 2011($345)
PBCT long1000May 17, 2011Jun 15, 2011($625)
CMS long1500May 10, 2011Jun 15, 2011($615)
SAI long350May 17, 2011Jun 15, 2011($406)
BSX long2000May 10, 2011Jun 15, 2011($1,228)
DF long600May 10, 2011Jun 15, 2011$307
S long3000May 10, 2011Jun 15, 2011($35)
WIN long250May 16, 2011Jun 15, 2011($965)
FTR long1500May 16, 2011Jun 15, 2011($1,430)
PCS long2500May 17, 2011Jun 15, 2011($5,918)
LSCC long3000Mar 28, 2011Jun 15, 2011($1,643)
AES long1000May 17, 2011Jun 15, 2011($335)
POM long8000May 10, 2011May 17, 2011($73)
CIEN long600Apr 19, 2011May 17, 2011($1,041)
GPK long4000May 10, 2011May 17, 2011($2,110)
SABA long2000Apr 19, 2011May 16, 2011($778)
EXTR long2000Mar 28, 2011May 10, 2011($868)
SONS long600Mar 28, 2011May 10, 2011($1,949)
UTSI long2333Mar 28, 2011May 10, 2011($1,521)
DVOX long1000Apr 11, 2011May 10, 2011($75)
MCRS long300May 2, 2011May 10, 2011($561)
AMSWA long2600Mar 28, 2011May 10, 2011($450)
PKE long300Apr 19, 2011May 4, 2011$174
VICL long4000Apr 15, 2011May 4, 2011$875
VSEA long300Apr 19, 2011May 2, 2011($752)
CRIS long3000Apr 15, 2011May 2, 2011$353
ADSK long100Apr 19, 2011May 2, 2011$226
GY long1600Apr 6, 2011Apr 11, 2011$1,195
BLDR long2000Apr 6, 2011Apr 11, 2011$55
BRCD long1600Mar 28, 2011Apr 11, 2011($645)

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.