Collective2 Collective2
Featured Strategy Quant AI pro +17.0% Cumul. Return since Dec 2, 2024 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 11/14/2024
Most recent certification approved 11/14/24 10:41 ET
Trades at broker Israel Interactive Trading (server 3)
Scaling percentage used 100%
# trading signals issued by system since certification 51
# trading signals executed in manager's Israel Interactive Trading (server 3) account 51
Percent signals followed since 11/14/2024 100%
This information was last updated 12/23/24 6:37 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 11/14/2024, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

BOOST3
(150008931)

Powered by BrokerTransmit.
Read important disclosures.

Created by: AdiPlaut AdiPlaut
Started: 11/2024
Stocks
Last trade: 3 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

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.

0.4%
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.

(4.1%)
Max Drawdown
34
Num Trades
55.9%
Win Trades
1.2 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                                      (1.6%)+2.0%+0.4%

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.

Trading Record

This strategy has placed 51 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
11/14/24 10:55 DLTR DOLLAR TREE STORES SHORT 17 66.09 12/20 10:14 69.54 0.46%
Trade id #150086647
Max drawdown($181)
Time12/5/24 0:00
Quant open17
Worst price76.76
Drawdown as % of equity-0.46%
 ($59)
Includes Typical Broker Commissions trade costs of $0.34
11/14/24 10:55 VC VISTEON CORPORATION COMMON STOCK SHORT 12 93.86 12/20 10:14 86.50 0.12%
Trade id #150086645
Max drawdown($45)
Time12/5/24 0:00
Quant open12
Worst price97.67
Drawdown as % of equity-0.12%
 $88
Includes Typical Broker Commissions trade costs of $0.24
11/14/24 10:49 NVO NOVO-NORDISK SHORT 10 106.39 12/20 10:14 83.55 0.16%
Trade id #150086499
Max drawdown($61)
Time12/11/24 0:00
Quant open10
Worst price112.52
Drawdown as % of equity-0.16%
 $228
Includes Typical Broker Commissions trade costs of $0.20
11/14/24 10:46 DIOD DIODES SHORT 20 55.16 12/20 10:14 62.35 0.61%
Trade id #150086448
Max drawdown($244)
Time11/25/24 0:00
Quant open20
Worst price67.40
Drawdown as % of equity-0.61%
 ($144)
Includes Typical Broker Commissions trade costs of $0.40
11/14/24 10:46 PDCO PATTERSON COMPANIES SHORT 56 19.78 12/20 10:14 30.91 1.73%
Trade id #150086446
Max drawdown($672)
Time12/12/24 0:00
Quant open56
Worst price31.79
Drawdown as % of equity-1.73%
 ($625)
Includes Typical Broker Commissions trade costs of $1.12
11/14/24 10:46 DVN DEVON ENERGY SHORT 28 39.25 12/20 10:14 30.80 0.03%
Trade id #150086444
Max drawdown($13)
Time11/15/24 0:00
Quant open28
Worst price39.74
Drawdown as % of equity-0.03%
 $235
Includes Typical Broker Commissions trade costs of $0.56
11/14/24 10:43 VSH VISHAY INTERTECHNOLOGY SHORT 68 16.22 12/20 10:14 17.03 0.67%
Trade id #150086408
Max drawdown($267)
Time11/27/24 0:00
Quant open68
Worst price20.15
Drawdown as % of equity-0.67%
 ($56)
Includes Typical Broker Commissions trade costs of $1.36
11/14/24 10:41 EL ESTEE LAUDER COS SHORT 18 64.10 12/20 10:14 74.64 0.92%
Trade id #150086359
Max drawdown($363)
Time12/9/24 0:00
Quant open18
Worst price84.27
Drawdown as % of equity-0.92%
 ($190)
Includes Typical Broker Commissions trade costs of $0.36
11/14/24 10:55 BMRN BIOMARIN PHARMACEUTICAL SHORT 17 66.28 12/20 10:14 65.44 0.07%
Trade id #150086643
Max drawdown($27)
Time12/9/24 0:00
Quant open17
Worst price67.87
Drawdown as % of equity-0.07%
 $14
Includes Typical Broker Commissions trade costs of $0.34
11/14/24 10:52 CLDX CELLDEX THERAPEUTICS SHORT 41 26.88 12/20 10:14 25.64 0.18%
Trade id #150086579
Max drawdown($72)
Time12/4/24 0:00
Quant open41
Worst price28.65
Drawdown as % of equity-0.18%
 $50
Includes Typical Broker Commissions trade costs of $0.82
11/14/24 10:49 DG DOLLAR GENERAL SHORT 14 77.08 12/20 10:14 74.53 0.27%
Trade id #150086501
Max drawdown($107)
Time12/6/24 0:00
Quant open14
Worst price84.75
Drawdown as % of equity-0.27%
 $36
Includes Typical Broker Commissions trade costs of $0.28
11/14/24 10:43 BA BOEING SHORT 8 140.83 12/20 10:14 177.42 0.78%
Trade id #150086406
Max drawdown($309)
Time12/19/24 0:00
Quant open8
Worst price179.58
Drawdown as % of equity-0.78%
 ($293)
Includes Typical Broker Commissions trade costs of $0.16
Next

Statistics

  • Strategy began
    11/14/2024
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    38.7
  • Age
    39 days ago
  • What it trades
    Stocks
  • # Trades
    34
  • # Profitable
    19
  • % Profitable
    55.90%
  • Avg trade duration
    20.8 days
  • Max peak-to-valley drawdown
    4.14%
  • drawdown period
    Nov 18, 2024 - Dec 11, 2024
  • Cumul. Return
    0.4%
  • Avg win
    $91.05
  • Avg loss
    $95.20
  • Model Account Values (Raw)
  • Cash
    $60,949
  • Margin Used
    $32,496
  • Buying Power
    $29,465
  • Ratios
  • W:L ratio
    1.19:1
  • Sharpe Ratio
  • Sortino Ratio
  • Calmar Ratio
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    0.71%
  • Return Percent SP500 (cumu) during strategy life
    -0.31%
  • Return Statistics
  • Ann Return (w trading costs)
    3.6%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.90%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    1.00%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.004%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    6.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    51.00%
  • Chance of 20% account loss
    44.50%
  • Chance of 30% account loss
    44.50%
  • Chance of 40% account loss
    44.50%
  • 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
    44.50%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    790
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    931
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Win
    $91
  • Avg Loss
    $95
  • Sum Trade PL (losers)
    $1,428.000
  • Sum Trade PL (winners)
    $1,730.000
  • # Winners
    19
  • Dividends
  • Dividends Received in Model Acct
    -28
  • AUM
  • AUM (AutoTrader live capital)
    40261
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    2
  • Win / Loss
  • # Losers
    15
  • % Winners
    55.9%
  • Frequency
  • Avg Position Time (mins)
    29960.80
  • Avg Position Time (hrs)
    499.35
  • Avg Trade Length
    20.8 days
  • Last Trade Ago
    3
  • Leverage
  • Daily leverage (average)
    0.51
  • Daily leverage (max)
    0.54
  • Maximum Adverse Excursion (MAE)
  • Hold-and-Hope Ratio
    -0.301
  • Analysis based on DAILY values, last 6 months only
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    23
  • Last 4 Months - Pcnt Negative
    0.25%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -346935000

Strategy Description

A Short Strategy Focused on Technical Weakness and Market Balance
Targets :
1. Generate at least monthly returns of 2% (26% annually) after accounting for short holding costs.
2. Act as a balancing tool for other strategies (Boost1 and Boost2), particularly during bear markets when traditional strategies may struggle.
Strategy Principles:
- Stock Selection: Market: U.S.-listed stocks only.
- Technical Criteria: Stocks trading below major moving averages.
- Fundamental Criteria: Market Cap: Above $2 billion, PE Ratio: mostly Positive, Aspiration for diversification between different industries
- Diversification: Companies span various industries, are not overly small, and most are profitable.
Position Management: Positions are held as long as technical weakness persists or a weaker stock has been found.
Stop Loss is applied to minimize risks based on predefined criteria.

Boost3 belongs to the Boost family and is designed to balance and stabilize Boost1 and Boost2.
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2024-11-14
Suggested Minimum Capital
$5,000
Rank at C2 %
Top 6.9%
Rank # 
#243
# Trades
34
# Profitable
19
% Profitable
55.9%
Net Dividends
($28)
Sharpe Ratio
-
Sortino Ratio
0.00
Beta
0.00
Alpha
0.00
Leverage
0.51 Average
0.54 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

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.