Avi Butz and Goldshtein
(128081688)
Subscription terms. Subscriptions to this system cost $595.00 per month.
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.
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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  +24.4%  +5.2%  +0.7%  +10.0%  +6.5%  +66.4%  +7.9%  +3.0%  +1.3%  +0.1%  +189.6%  
2021  +3.2%  +0.3%  +2.8%  (11.4%)  +17.2%  +3.5%  (0.5%)  (7.6%)  +9.3%  +6.9%  +9.9%  +35.0% 
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.
Started  $50,000  
Buy Power  $211,960  
Cash  $1  
Equity  $1  
Cumulative $  $169,955  
Total System Equity  $219,955  
Margined  $1  
Open P/L  ($2,151)  
Data has been delayed by 12 hours for nonsubscribers 
System developer has asked us to delay this information by 12 hours.
Trading Record
Statistics

Strategy began3/17/2020

Suggested Minimum Cap$50,000

Strategy Age (days)620.75

Age21 months ago

What it tradesStocks, Futures

# Trades936

# Profitable893

% Profitable95.40%

Avg trade duration17.1 hours

Max peaktovalley drawdown25.98%

drawdown periodApril 01, 2021  April 26, 2021

Annual Return (Compounded)122.1%

Avg win$311.25

Avg loss$2,488
 Model Account Values (Raw)

Cash$214,111

Margin Used$0

Buying Power$211,960
 Ratios

W:L ratio2.60:1

Sharpe Ratio1.86

Sortino Ratio3.73

Calmar Ratio7.355
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)209.36%

Correlation to SP5000.03740

Return Percent SP500 (cumu) during strategy life81.66%
 Return Statistics

Ann Return (w trading costs)122.1%
 Slump

Current Slump as Pcnt Equity1.70%
 Instruments

Percent Trades Futures0.76%
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.221%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.24%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)138.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss26.50%

Chance of 20% account loss7.00%

Chance of 30% account loss0.50%

Chance of 40% account lossn/a

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)888

Popularity (Last 6 weeks)972
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score794

Popularity (7 days, Percentile 1000 scale)969
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$2,511

Avg Win$311

Sum Trade PL (losers)$107,989.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table21
 Win / Loss

Sum Trade PL (winners)$277,944.000

# Winners893

Num Months Winners18
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)208796
 Win / Loss

# Losers43

% Winners95.4%
 Frequency

Avg Position Time (mins)1024.20

Avg Position Time (hrs)17.07

Avg Trade Length0.7 days

Last Trade Ago2
 Leverage

Daily leverage (average)3.63

Daily leverage (max)47.87
 Regression

Alpha0.24

Beta0.07

Treynor Index3.41
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.46

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades5.785

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades2.261

Avg(MAE) / Avg(PL)  Losing trades1.736

HoldandHope Ratio0.172
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.93496

SD0.55435

Sharpe ratio (Glass type estimate)1.68658

Sharpe ratio (Hedges UMVUE)1.61515

df18.00000

t2.12223

p0.27632

Lowerbound of 95% confidence interval for Sharpe Ratio0.01499

Upperbound of 95% confidence interval for Sharpe Ratio3.31672

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02941

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.25970
 Statistics related to Sortino ratio

Sortino ratio18.41900

Upside Potential Ratio20.02850

Upside part of mean1.01666

Downside part of mean0.08170

Upside SD0.60116

Downside SD0.05076

N nonnegative terms14.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations19.00000

Mean of predictor0.38046

Mean of criterion0.93496

SD of predictor0.14934

SD of criterion0.55435

Covariance0.02447

r0.29562

b (slope, estimate of beta)1.09729

a (intercept, estimate of alpha)0.51748

Mean Square Error0.29695

DF error17.00000

t(b)1.27587

p(b)0.31458

t(a)0.95339

p(a)0.35780

Lowerbound of 95% confidence interval for beta0.71722

Upperbound of 95% confidence interval for beta2.91180

Lowerbound of 95% confidence interval for alpha0.62768

Upperbound of 95% confidence interval for alpha1.66265

Treynor index (mean / b)0.85206

Jensen alpha (a)0.51748
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.79734

SD0.43870

Sharpe ratio (Glass type estimate)1.81751

Sharpe ratio (Hedges UMVUE)1.74054

df18.00000

t2.28699

p0.26275

Lowerbound of 95% confidence interval for Sharpe Ratio0.13014

Upperbound of 95% confidence interval for Sharpe Ratio3.46096

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08239

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.39868
 Statistics related to Sortino ratio

Sortino ratio15.47570

Upside Potential Ratio17.08320

Upside part of mean0.88016

Downside part of mean0.08282

Upside SD0.48234

Downside SD0.05152

N nonnegative terms14.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations19.00000

Mean of predictor0.36369

Mean of criterion0.79734

SD of predictor0.14583

SD of criterion0.43870

Covariance0.01691

r0.26433

b (slope, estimate of beta)0.79514

a (intercept, estimate of alpha)0.50815

Mean Square Error0.18954

DF error17.00000

t(b)1.13003

p(b)0.33371

t(a)1.18081

p(a)0.32697

Lowerbound of 95% confidence interval for beta0.68942

Upperbound of 95% confidence interval for beta2.27969

Lowerbound of 95% confidence interval for alpha0.39979

Upperbound of 95% confidence interval for alpha1.41610

Treynor index (mean / b)1.00276

Jensen alpha (a)0.50815
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13226

Expected Shortfall on VaR0.17609
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00989

Expected Shortfall on VaR0.02232
 ORDER STATISTICS
 Quartiles of return rates

Number of observations19.00000

Minimum0.96528

Quartile 11.00374

Median1.02849

Quartile 31.09359

Maximum1.66640

Mean of quarter 10.97646

Mean of quarter 21.02120

Mean of quarter 31.05919

Mean of quarter 41.25991

Inter Quartile Range0.08985

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.10526

Mean of outliers high1.46412
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)8.19988

VaR(95%) (moments method)0.01377

Expected Shortfall (moments method)0.01377

Extreme Value Index (regression method)2.90552

VaR(95%) (regression method)0.04176

Expected Shortfall (regression method)0.04202
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00466

Quartile 10.02443

Median0.04419

Quartile 30.05573

Maximum0.06727

Mean of quarter 10.00466

Mean of quarter 20.04419

Mean of quarter 30.00000

Mean of quarter 40.06727

Inter Quartile Range0.03130

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.70129

Compounded annual return (geometric extrapolation)1.28243

Calmar ratio (compounded annual return / max draw down)19.06430

Compounded annual return / average of 25% largest draw downs19.06430

Compounded annual return / Expected Shortfall lognormal7.28275

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.91088

SD0.34519

Sharpe ratio (Glass type estimate)2.63874

Sharpe ratio (Hedges UMVUE)2.63412

df428.00000

t3.37656

p0.00040

Lowerbound of 95% confidence interval for Sharpe Ratio1.09541

Upperbound of 95% confidence interval for Sharpe Ratio4.17911

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.09230

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.17593
 Statistics related to Sortino ratio

Sortino ratio5.98964

Upside Potential Ratio11.64720

Upside part of mean1.77125

Downside part of mean0.86037

Upside SD0.31452

Downside SD0.15208

N nonnegative terms267.00000

N negative terms162.00000
 Statistics related to linear regression on benchmark

N of observations429.00000

Mean of predictor0.36007

Mean of criterion0.91088

SD of predictor0.21613

SD of criterion0.34519

Covariance0.00271

r0.03638

b (slope, estimate of beta)0.05810

a (intercept, estimate of alpha)0.93200

Mean Square Error0.11928

DF error427.00000

t(b)0.75221

p(b)0.77383

t(a)3.43418

p(a)0.00033

Lowerbound of 95% confidence interval for beta0.20992

Upperbound of 95% confidence interval for beta0.09372

Lowerbound of 95% confidence interval for alpha0.39849

Upperbound of 95% confidence interval for alpha1.46511

Treynor index (mean / b)15.67780

Jensen alpha (a)0.93180
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.85384

SD0.32825

Sharpe ratio (Glass type estimate)2.60120

Sharpe ratio (Hedges UMVUE)2.59663

df428.00000

t3.32852

p0.00047

Lowerbound of 95% confidence interval for Sharpe Ratio1.05814

Upperbound of 95% confidence interval for Sharpe Ratio4.14128

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.05510

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.13817
 Statistics related to Sortino ratio

Sortino ratio5.49139

Upside Potential Ratio11.10080

Upside part of mean1.72603

Downside part of mean0.87219

Upside SD0.29343

Downside SD0.15549

N nonnegative terms267.00000

N negative terms162.00000
 Statistics related to linear regression on benchmark

N of observations429.00000

Mean of predictor0.33669

Mean of criterion0.85384

SD of predictor0.21487

SD of criterion0.32825

Covariance0.00274

r0.03878

b (slope, estimate of beta)0.05924

a (intercept, estimate of alpha)0.87378

Mean Square Error0.10784

DF error427.00000

t(b)0.80198

p(b)0.78849

t(a)3.38898

p(a)0.00038

Lowerbound of 95% confidence interval for beta0.20444

Upperbound of 95% confidence interval for beta0.08595

Lowerbound of 95% confidence interval for alpha0.36701

Upperbound of 95% confidence interval for alpha1.38056

Treynor index (mean / b)14.41240

Jensen alpha (a)0.87378
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02965

Expected Shortfall on VaR0.03781
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00603

Expected Shortfall on VaR0.01387
 ORDER STATISTICS
 Quartiles of return rates

Number of observations429.00000

Minimum0.91536

Quartile 10.99854

Median1.00121

Quartile 31.00607

Maximum1.27262

Mean of quarter 10.98722

Mean of quarter 21.00023

Mean of quarter 31.00331

Mean of quarter 41.02373

Inter Quartile Range0.00753

Number outliers low32.00000

Percentage of outliers low0.07459

Mean of outliers low0.97121

Number of outliers high42.00000

Percentage of outliers high0.09790

Mean of outliers high1.04438
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.48765

VaR(95%) (moments method)0.00765

Expected Shortfall (moments method)0.01850

Extreme Value Index (regression method)0.20151

VaR(95%) (regression method)0.01093

Expected Shortfall (regression method)0.01955
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations36.00000

Minimum0.00006

Quartile 10.00160

Median0.00457

Quartile 30.04253

Maximum0.19239

Mean of quarter 10.00072

Mean of quarter 20.00288

Mean of quarter 30.01311

Mean of quarter 40.09226

Inter Quartile Range0.04093

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.08333

Mean of outliers high0.15615
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.39355

VaR(95%) (moments method)0.10593

Expected Shortfall (moments method)0.18661

Extreme Value Index (regression method)1.01483

VaR(95%) (regression method)0.09336

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.97669

Compounded annual return (geometric extrapolation)1.41511

Calmar ratio (compounded annual return / max draw down)7.35543

Compounded annual return / average of 25% largest draw downs15.33890

Compounded annual return / Expected Shortfall lognormal37.42710

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.45173

SD0.26620

Sharpe ratio (Glass type estimate)1.69692

Sharpe ratio (Hedges UMVUE)1.68711

df130.00000

t1.19990

p0.44767

Lowerbound of 95% confidence interval for Sharpe Ratio1.08570

Upperbound of 95% confidence interval for Sharpe Ratio4.47325

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.09227

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.46649
 Statistics related to Sortino ratio

Sortino ratio2.49654

Upside Potential Ratio8.90403

Upside part of mean1.61110

Downside part of mean1.15937

Upside SD0.19586

Downside SD0.18094

N nonnegative terms81.00000

N negative terms50.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15696

Mean of criterion0.45173

SD of predictor0.10630

SD of criterion0.26620

Covariance0.00473

r0.16712

b (slope, estimate of beta)0.41853

a (intercept, estimate of alpha)0.51742

Mean Square Error0.06942

DF error129.00000

t(b)1.92521

p(b)0.60590

t(a)1.38284

p(a)0.42325

Lowerbound of 95% confidence interval for beta0.84866

Upperbound of 95% confidence interval for beta0.01159

Lowerbound of 95% confidence interval for alpha0.22288

Upperbound of 95% confidence interval for alpha1.25772

Treynor index (mean / b)1.07931

Jensen alpha (a)0.51742
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.41599

SD0.26730

Sharpe ratio (Glass type estimate)1.55626

Sharpe ratio (Hedges UMVUE)1.54726

df130.00000

t1.10044

p0.45197

Lowerbound of 95% confidence interval for Sharpe Ratio1.22490

Upperbound of 95% confidence interval for Sharpe Ratio4.33161

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.23092

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.32544
 Statistics related to Sortino ratio

Sortino ratio2.23847

Upside Potential Ratio8.56779

Upside part of mean1.59220

Downside part of mean1.17621

Upside SD0.19243

Downside SD0.18584

N nonnegative terms81.00000

N negative terms50.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15128

Mean of criterion0.41599

SD of predictor0.10647

SD of criterion0.26730

Covariance0.00467

r0.16401

b (slope, estimate of beta)0.41178

a (intercept, estimate of alpha)0.47828

Mean Square Error0.07007

DF error129.00000

t(b)1.88835

p(b)0.60394

t(a)1.27272

p(a)0.42925

VAR (95 Confidence Intrvl)0.03000

Lowerbound of 95% confidence interval for beta0.84321

Upperbound of 95% confidence interval for beta0.01966

Lowerbound of 95% confidence interval for alpha0.26524

Upperbound of 95% confidence interval for alpha1.22179

Treynor index (mean / b)1.01023

Jensen alpha (a)0.47828
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02525

Expected Shortfall on VaR0.03194
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00830

Expected Shortfall on VaR0.01842
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91536

Quartile 10.99560

Median1.00190

Quartile 31.00755

Maximum1.06377

Mean of quarter 10.98375

Mean of quarter 20.99941

Mean of quarter 31.00415

Mean of quarter 41.02008

Inter Quartile Range0.01194

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.95879

Number of outliers high8.00000

Percentage of outliers high0.06107

Mean of outliers high1.03958
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.11934

VaR(95%) (moments method)0.01276

Expected Shortfall (moments method)0.01933

Extreme Value Index (regression method)0.59047

VaR(95%) (regression method)0.01142

Expected Shortfall (regression method)0.02793
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00015

Quartile 10.00327

Median0.00476

Quartile 30.07782

Maximum0.14578

Mean of quarter 10.00159

Mean of quarter 20.00457

Mean of quarter 30.04715

Mean of quarter 40.13803

Inter Quartile Range0.07455

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)50.66470

VaR(95%) (moments method)0.12317

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.75968

VaR(95%) (regression method)0.19340

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.19400

Strat Max DD how much worse than SP500 max DD during strat life?308972000

Max Equity Drawdown (num days)25
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.49701

Compounded annual return (geometric extrapolation)0.55876

Calmar ratio (compounded annual return / max draw down)3.83304

Compounded annual return / average of 25% largest draw downs4.04815

Compounded annual return / Expected Shortfall lognormal17.49660
Strategy Description
At Collective2, we are a signal provider, meaning we don't take any responsibility for client order execution nor any technical problem that may occur.
This strategy is managed in a real portfolio (TOS). All trades that seen on Collective2 are fully executed on our side. We are trading our own developed models. We will take shortterm & swing positions depending on the market's environment.
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Please be advised; It is a highrisk business! We will try to minimize the risk as much as possible. We believe the bigger the account, the lower the risk because we prefer not to use leverage and try to avoid it. One must understand what is involved in trading.
We were there in 1987 / 1997 / 2000 / 2008 and saw how the market crashed many people.
Therefore, we must emphasize that those who cannot afford to lose should not participate in this game.
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PLEASE NOTE:
We don't replay here nor visiting the platform that often. If you have any urgent questions or inquiries, please send an email to: Daniel@goldshteinandco.com
In addition, Collective2 doesnâ€™t support pre and after market trades execution. Nonetheless, sometimes WE WILL trade pre and after market on our account, especially when there is earning season, so please consider this factor when you choose to subscribe to the strategy; you can modify which product to execute from your side when subscribing to the strategy.
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************************************************************FAQ**************************************************************
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Q: How much should I allocate to this strategy?
A: As we mentioned before, we are managing a portfolio of 1MM; based on your risk tolerance and capital available, you should allocate as you see right (Scaling).
Q: Can I get a discount?
A: No, we don't provide any discounts.
Q: Why is the strategy so expensive?
A: Our strategy trades Futures; one of the limitations we have in Collective2 is the higher we go in AUM, the more effect it has on our buying quantity, know as " Position Limits" (Weird, right?).
So, after working in Collective2 for some time, we saw that the more clients we have, the less we have buying quantity ( There are situations that we can buy at all... and that's unfair towards the current clients)
that said, we decided to try to avoid this problem by having a higher fee so it will have a more negligible effect on the quantity we can buy (This position limits mainly for Futures contracts and not stocks).
Q: Why the Leverage is so high, and how come you have all this buying power?
A: Our portfolio size is 1 Million USD, and Collective2 doesn't adjust the strategy starting capital. Once a strategy opens with starting capital, it is unchangeable.
Q: One of the orders didn't fill what I need to do?
A: Please get in touch with Collective2; We can't do anything regarding that from our side.
Q: Is it an Algo Strategy?
A: No, the strategy is managed by a group of people and manually executed.
Q: I see a different fill price and P&L from the trade on my side.
A: Often, system vendors at C2 will submit a limit order at a price that is not "market clearing".
Q: Are you double down or doing martingale?
A: No, by our strategy, we have a price range which we will accumulate the asset
Q: Do you have a take profit & stop loss?
A: Each trade has a strategic plan prepared in advance.
Q: The returns of the strategy doesn't add up why there are different numbers
A: Collective2 has to calculate by the requirements of the regulations. If you do due diligence, you will see different numbers that, in the end, are much higher.
Q: What do you trade?
A: We will trade Futures, Stocks, and maybe option depends on market conditions.
Q: I don't want to trade one of those products.
A: You can choose which trades to follow; you don't have to trade them all.
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.