Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW C2Star Certified Hypothetical

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CompX

By TeraInvestment

Stocks · Started Dec 2010

hypothetical · Annual Return (Compounded)
-19.6%
Max Drawdown
—
Trades
30
Win Trades
43.3%
Profit Factor
0.80
Win Months
3.2%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20102.72.7
20116.94.65.12.10.2-3.9-4.5-26.4-2.30.00.00.0-20.6
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
2014-0.00.00.00.00.00.00.00.00.00.00.00.0-0.0
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 began12/8/2010
Suggested Minimum Capital$20,000
Age192 months
What it tradesStocks
# Trades30
# Profitable13
% Profitable43.3%
Avg trade duration4.7 days
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)-1.1%
Avg win$743
Avg loss$757

Ratios

W:L ratio0.75
Sharpe Ratio-0.66
Sortino Ratio-0.82
Calmar Ratio-0.15

CORRELATION STATISTICS

Correlation to SP5000.03
Return Percent SP500 (cumu) during strategy life514.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-55.2%

Return Statistics

Ann Return (w trading costs)-19.6%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-1.1%

Slump

Current Slump as Pcnt Equity56.6%
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 loss0.0%
Chance of 20% account loss0.0%
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$757
Avg Win$743
# Winners13
Sum Trade PL (losers)$12,873
Sum Trade PL (winners)$9,665
Num Months Winners7
# Losers17
% Winners43.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table190

Frequency

Avg Position Time (mins)6716.02
Avg Position Time (hrs)111.93
Avg Trade Length4.70
Last Trade Ago5474

Regression

Alpha-0.01
Beta0.01
Treynor Index-1.37

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03
MAE:Equity, 95th Percentile Value for this strat0.06
MAE:Equity, average, losing trades0.04
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 trades-2.78
MAE:PL (avg, all trades)0.15
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats4.84
MAE:PL - Winning Trades - this strat Percentile of All Strats50.86
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.33
Avg(MAE) / Avg(PL) - Losing trades-1.05
Hold-and-Hope Ratio-0.36

RATIO STATISTICS

a (intercept, estimate of alpha)-0.10
VAR (95 Confidence Intrvl)0.01

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)67
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 54 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
QID long78Sep 12, 2011Sep 12, 2011($345)
QID long76Aug 22, 2011Aug 23, 2011($1,005)
QLD long488Aug 17, 2011Aug 18, 2011($1,108)
QID long90Aug 8, 2011Aug 11, 2011($1,613)
QLD long1484Aug 1, 2011Aug 5, 2011($2,240)
QLD long1032Jul 22, 2011Jul 29, 2011($1,741)
QLD long1052Jul 19, 2011Jul 21, 2011$607
QID long128Jul 12, 2011Jul 19, 2011($789)
QLD long548Jul 8, 2011Jul 12, 2011($366)
QLD long1096Jul 5, 2011Jul 8, 2011$445
QLD long1096Jun 21, 2011Jul 1, 2011$2,469
QLD long568Jun 14, 2011Jun 16, 2011($716)
QLD long552Jun 9, 2011Jun 10, 2011($388)
QLD long540Jun 3, 2011Jun 8, 2011($476)
QLD long540Jun 1, 2011Jun 3, 2011($449)
QLD long1080May 25, 2011Jun 1, 2011$524
QID long58May 24, 2011May 25, 2011($126)
QLD long540May 19, 2011May 23, 2011($524)
QID long120May 16, 2011May 17, 2011$478
QLD long1020May 11, 2011May 13, 2011$100
QLD long1080May 6, 2011May 11, 2011$28
QLD long1620Apr 20, 2011May 4, 2011$338
QLD long1620Mar 21, 2011Apr 12, 2011$991
QID long51Mar 11, 2011Mar 15, 2011$278
QLD long780Mar 3, 2011Mar 10, 2011($837)
QID long55Feb 24, 2011Feb 24, 2011($78)
QLD long1520Feb 9, 2011Feb 22, 2011($171)
QLD long1016Feb 4, 2011Feb 9, 2011$464
QLD long1024Jan 31, 2011Feb 4, 2011$797
QLD long1008Dec 8, 2010Jan 26, 2011$2,060

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.