Collective2 Collective2
Featured Strategy Quant AI pro +15.2% 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 06/21/2022
Most recent certification approved 6/21/22 10:21 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 385
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 385
Percent signals followed since 06/21/2022 100%
This information was last updated 12/23/24 10:40 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 06/21/2022, 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.

Cryptoverse
(140747120)

Powered by BrokerTransmit.
Read important disclosures.

Created by: Shay_Cohen Shay_Cohen
Started: 06/2022
Stocks
Last trade: Today
Trading style: Equity Trend-following Sector: Technology

Subscriptions not available

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

Subscription terms. Subscriptions to this system cost $30.00 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.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Sector: Technology
Category: Equity

Sector: Technology

Focuses primarily on stocks of technology companies.
49.1%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(50.5%)
Max Drawdown
36
Num Trades
75.0%
Win Trades
9.2 : 1
Profit Factor
61.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                   (6.4%)+13.7%+1.4%(5.1%)+6.2%(11.9%)(14.9%)(18.5%)
2023+31.1%(1.8%)+10.9%+7.3%+6.5%+13.5%+13.4%(22.3%)(12.8%)+3.6%+27.7%+30.1%+144.7%
2024(18.9%)+24.7%+12.3%(16.3%)+8.7%(2.6%)+3.7%(12%)+6.5%+8.5%+43.7%(9.4%)+38.0%

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.

Trading Record

This strategy has placed 354 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
12/19/24 12:58 MSTU OPPTY TRUST T-REX 2X LONG MSTR DAILY TARGET LONG 50 10.58 12/23 9:56 11.09 n/a $25
Includes Typical Broker Commissions trade costs of $1.00
12/10/24 15:49 MSTU OPPTY TRUST T-REX 2X LONG MSTR DAILY TARGET LONG 190 15.72 12/17 10:19 16.48 0.12%
Trade id #150293552
Max drawdown($38)
Time12/17/24 10:19
Quant open50
Worst price14.94
Drawdown as % of equity-0.12%
 $141
Includes Typical Broker Commissions trade costs of $3.80
12/10/24 13:46 ETHU VOLATILITY SHARES TRUST 2X ETHER ETF LONG 50 9.42 12/12 11:18 11.51 0.01%
Trade id #150292425
Max drawdown($3)
Time12/10/24 13:56
Quant open50
Worst price9.36
Drawdown as % of equity-0.01%
 $104
Includes Typical Broker Commissions trade costs of $1.00
6/21/23 9:48 BTBT BIT DIGITAL INC LONG 1,750 2.67 5/21/24 9:30 2.99 8.27%
Trade id #144979747
Max drawdown($988)
Time10/31/23 0:00
Quant open1,000
Worst price1.96
Drawdown as % of equity-8.27%
 $545
Includes Typical Broker Commissions trade costs of $27.50
5/20/24 9:30 BITI PROSHARES SHORT BITCOIN STRATEGY ETF SHORT 100 7.61 5/20 9:30 7.61 n/a ($2)
Includes Typical Broker Commissions trade costs of $2.00
1/30/24 9:30 BITI PROSHARES SHORT BITCOIN STRATEGY ETF LONG 430 11.64 5/20 9:30 9.59 4.39%
Trade id #147166584
Max drawdown($887)
Time3/13/24 0:00
Quant open200
Worst price7.20
Drawdown as % of equity-4.39%
 ($890)
Includes Typical Broker Commissions trade costs of $8.60
8/4/23 9:31 SQ BLOCK INC LONG 205 67.25 5/13/24 13:10 64.87 4.95%
Trade id #145429944
Max drawdown($776)
Time8/4/23 15:50
Quant open200
Worst price63.20
Drawdown as % of equity-4.95%
 ($492)
Includes Typical Broker Commissions trade costs of $4.10
2/1/24 12:18 WULF TERAWULF INC. COMMON STOCK LONG 850 1.80 5/8 9:30 2.29 0.48%
Trade id #147195552
Max drawdown($95)
Time3/19/24 0:00
Quant open500
Worst price1.57
Drawdown as % of equity-0.48%
 $398
Includes Typical Broker Commissions trade costs of $12.50
2/8/24 9:30 HUT HUT 8 MINING CORP. COMMON SHARES LONG 150 7.21 5/8 9:30 7.90 0.2%
Trade id #147256121
Max drawdown($38)
Time4/16/24 0:00
Quant open150
Worst price6.95
Drawdown as % of equity-0.20%
 $101
Includes Typical Broker Commissions trade costs of $3.00
3/19/24 11:09 MSTR MICROSTRATEGY LONG 1 1271.73 3/28 13:09 1745.91 0.08%
Trade id #147684466
Max drawdown($14)
Time3/19/24 11:18
Quant open1
Worst price1256.82
Drawdown as % of equity-0.08%
 $474
Includes Typical Broker Commissions trade costs of $0.02
6/21/22 10:22 MSTR MICROSTRATEGY LONG 15 357.78 3/4/24 11:27 510.91 4.92%
Trade id #140819137
Max drawdown($402)
Time12/30/22 0:00
Quant open4
Worst price132.56
Drawdown as % of equity-4.92%
 $2,297
Includes Typical Broker Commissions trade costs of $0.30
12/7/23 14:44 BITI PROSHARES SHORT BITCOIN STRATEGY ETF LONG 1,060 13.15 1/23/24 10:39 13.35 1.9%
Trade id #146638380
Max drawdown($383)
Time1/2/24 0:00
Quant open300
Worst price11.87
Drawdown as % of equity-1.90%
 $188
Includes Typical Broker Commissions trade costs of $21.20
7/18/22 6:03 AMD ADVANCED MICRO DEVICES INC. C LONG 52 93.81 1/18/24 13:11 117.49 4.1%
Trade id #141059231
Max drawdown($411)
Time10/13/22 0:00
Quant open20
Worst price54.57
Drawdown as % of equity-4.10%
 $1,230
Includes Typical Broker Commissions trade costs of $1.04
7/18/22 6:06 HUT HUT 8 MINING CORP. COMMON SHARES LONG 338 11.58 1/18/24 13:10 11.94 2.81%
Trade id #141087817
Max drawdown($440)
Time1/18/24 13:10
Quant open100
Worst price7.17
Drawdown as % of equity-2.81%
 $116
Includes Typical Broker Commissions trade costs of $6.76
7/14/23 9:30 BITI PROSHARES SHORT BITCOIN STRATEGY ETF LONG 300 18.33 8/23 13:19 19.69 0.23%
Trade id #145218156
Max drawdown($41)
Time7/14/23 10:57
Quant open300
Worst price18.19
Drawdown as % of equity-0.23%
 $404
Includes Typical Broker Commissions trade costs of $6.00
7/13/23 14:12 BITI PROSHARES SHORT BITCOIN STRATEGY ETF SHORT 300 18.09 7/14 9:30 18.32 0.4%
Trade id #145212000
Max drawdown($70)
Time7/14/23 9:30
Quant open300
Worst price18.33
Drawdown as % of equity-0.40%
 ($74)
Includes Typical Broker Commissions trade costs of $6.00
7/6/23 9:56 BITI PROSHARES SHORT BITCOIN STRATEGY ETF LONG 300 18.79 7/7 12:26 18.86 0.13%
Trade id #145131505
Max drawdown($20)
Time7/6/23 11:46
Quant open300
Worst price18.72
Drawdown as % of equity-0.13%
 $14
Includes Typical Broker Commissions trade costs of $6.00
6/21/22 10:22 BTBT BIT DIGITAL INC LONG 1,300 1.44 5/10/23 13:21 2.07 11.17%
Trade id #140819111
Max drawdown($907)
Time12/28/22 0:00
Quant open1,000
Worst price0.53
Drawdown as % of equity-11.17%
 $802
Includes Typical Broker Commissions trade costs of $22.50
7/12/22 8:10 BITI PROSHARES SHORT BITCOIN STRATEGY ETF LONG 24 38.19 9/7 12:37 39.77 1.22%
Trade id #141031220
Max drawdown($139)
Time8/11/22 0:00
Quant open20
Worst price31.24
Drawdown as % of equity-1.22%
 $38
Includes Typical Broker Commissions trade costs of $0.48
6/21/22 10:21 COIN COINBASE GLOBAL INC. CLASS A LONG 17 63.14 8/4 10:37 82.05 1.44%
Trade id #140819102
Max drawdown($136)
Time6/30/22 0:00
Quant open9
Worst price44.15
Drawdown as % of equity-1.44%
 $321
Includes Typical Broker Commissions trade costs of $0.34
Next

Statistics

  • Strategy began
    6/13/2022
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    924.22
  • Age
    31 months ago
  • What it trades
    Stocks
  • # Trades
    36
  • # Profitable
    27
  • % Profitable
    75.00%
  • Avg trade duration
    238.7 days
  • Max peak-to-valley drawdown
    50.52%
  • drawdown period
    Dec 17, 2024 - Dec 20, 2024
  • Annual Return (Compounded)
    49.1%
  • Avg win
    $818.59
  • Avg loss
    $266.44
  • Model Account Values (Raw)
  • Cash
    $9,171
  • Margin Used
    $0
  • Buying Power
    $23,011
  • Ratios
  • W:L ratio
    9.24:1
  • Sharpe Ratio
    0.98
  • Sortino Ratio
    1.56
  • Calmar Ratio
    1.741
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    117.88%
  • Correlation to SP500
    0.42910
  • Return Percent SP500 (cumu) during strategy life
    58.17%
  • Return Statistics
  • Ann Return (w trading costs)
    49.1%
  • Slump
  • Current Slump as Pcnt Equity
    17.50%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.01%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.491%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    53.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    966
  • Popularity (Last 6 weeks)
    991
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    947
  • Popularity (7 days, Percentile 1000 scale)
    982
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $266
  • Avg Win
    $819
  • Sum Trade PL (losers)
    $2,398.000
  • Age
  • Num Months filled monthly returns table
    31
  • Win / Loss
  • Sum Trade PL (winners)
    $22,102.000
  • # Winners
    27
  • Num Months Winners
    19
  • Dividends
  • Dividends Received in Model Acct
    46
  • AUM
  • AUM (AutoTrader live capital)
    2939810
  • Win / Loss
  • # Losers
    9
  • % Winners
    75.0%
  • Frequency
  • Avg Position Time (mins)
    343722.00
  • Avg Position Time (hrs)
    5728.71
  • Avg Trade Length
    238.7 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    0.64
  • Daily leverage (max)
    1.32
  • Regression
  • Alpha
    0.08
  • Beta
    1.14
  • Treynor Index
    0.12
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.52
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    0.964
  • 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 strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.546
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.182
  • Hold-and-Hope Ratio
    1.009
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.56350
  • SD
    0.48179
  • Sharpe ratio (Glass type estimate)
    1.16959
  • Sharpe ratio (Hedges UMVUE)
    1.13793
  • df
    28.00000
  • t
    1.81820
  • p
    0.03987
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.13736
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.45691
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.15760
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.43346
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.45865
  • Upside Potential Ratio
    4.22236
  • Upside part of mean
    0.96773
  • Downside part of mean
    -0.40423
  • Upside SD
    0.44503
  • Downside SD
    0.22919
  • N nonnegative terms
    19.00000
  • N negative terms
    10.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    29.00000
  • Mean of predictor
    0.17615
  • Mean of criterion
    0.56350
  • SD of predictor
    0.13011
  • SD of criterion
    0.48179
  • Covariance
    0.02599
  • r
    0.41462
  • b (slope, estimate of beta)
    1.53533
  • a (intercept, estimate of alpha)
    0.29306
  • Mean Square Error
    0.19934
  • DF error
    27.00000
  • t(b)
    2.36748
  • p(b)
    0.01267
  • t(a)
    0.94814
  • p(a)
    0.17573
  • Lowerbound of 95% confidence interval for beta
    0.20470
  • Upperbound of 95% confidence interval for beta
    2.86596
  • Lowerbound of 95% confidence interval for alpha
    -0.34114
  • Upperbound of 95% confidence interval for alpha
    0.92725
  • Treynor index (mean / b)
    0.36702
  • Jensen alpha (a)
    0.29306
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.44878
  • SD
    0.45617
  • Sharpe ratio (Glass type estimate)
    0.98379
  • Sharpe ratio (Hedges UMVUE)
    0.95716
  • df
    28.00000
  • t
    1.52937
  • p
    0.06870
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.31121
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.26200
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.32830
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.24262
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.79810
  • Upside Potential Ratio
    3.53160
  • Upside part of mean
    0.88144
  • Downside part of mean
    -0.43266
  • Upside SD
    0.39422
  • Downside SD
    0.24959
  • N nonnegative terms
    19.00000
  • N negative terms
    10.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    29.00000
  • Mean of predictor
    0.16644
  • Mean of criterion
    0.44878
  • SD of predictor
    0.12945
  • SD of criterion
    0.45617
  • Covariance
    0.02446
  • r
    0.41427
  • b (slope, estimate of beta)
    1.45990
  • a (intercept, estimate of alpha)
    0.20580
  • Mean Square Error
    0.17877
  • DF error
    27.00000
  • t(b)
    2.36509
  • p(b)
    0.01273
  • t(a)
    0.70786
  • p(a)
    0.24255
  • Lowerbound of 95% confidence interval for beta
    0.19337
  • Upperbound of 95% confidence interval for beta
    2.72642
  • Lowerbound of 95% confidence interval for alpha
    -0.39074
  • Upperbound of 95% confidence interval for alpha
    0.80234
  • Treynor index (mean / b)
    0.30741
  • Jensen alpha (a)
    0.20580
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.16407
  • Expected Shortfall on VaR
    0.20790
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.06108
  • Expected Shortfall on VaR
    0.12418
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    29.00000
  • Minimum
    0.79311
  • Quartile 1
    0.94946
  • Median
    1.04811
  • Quartile 3
    1.11234
  • Maximum
    1.39324
  • Mean of quarter 1
    0.89152
  • Mean of quarter 2
    1.01366
  • Mean of quarter 3
    1.08176
  • Mean of quarter 4
    1.23273
  • Inter Quartile Range
    0.16288
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.03448
  • Mean of outliers high
    1.39324
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.10646
  • VaR(95%) (moments method)
    0.11003
  • Expected Shortfall (moments method)
    0.14139
  • Extreme Value Index (regression method)
    -0.22075
  • VaR(95%) (regression method)
    0.14110
  • Expected Shortfall (regression method)
    0.17774
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    4.00000
  • Minimum
    0.10903
  • Quartile 1
    0.18242
  • Median
    0.20960
  • Quartile 3
    0.23065
  • Maximum
    0.28568
  • Mean of quarter 1
    0.10903
  • Mean of quarter 2
    0.20689
  • Mean of quarter 3
    0.21230
  • Mean of quarter 4
    0.28568
  • Inter Quartile Range
    0.04823
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.25000
  • Mean of outliers low
    0.10903
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.89565
  • Compounded annual return (geometric extrapolation)
    0.61073
  • Calmar ratio (compounded annual return / max draw down)
    2.13781
  • Compounded annual return / average of 25% largest draw downs
    2.13781
  • Compounded annual return / Expected Shortfall lognormal
    2.93766
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.49912
  • SD
    0.38465
  • Sharpe ratio (Glass type estimate)
    1.29758
  • Sharpe ratio (Hedges UMVUE)
    1.29608
  • df
    651.00000
  • t
    2.04695
  • p
    0.02053
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.05266
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.54153
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.05165
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.54051
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.06991
  • Upside Potential Ratio
    10.65940
  • Upside part of mean
    2.57030
  • Downside part of mean
    -2.07118
  • Upside SD
    0.30090
  • Downside SD
    0.24113
  • N nonnegative terms
    337.00000
  • N negative terms
    315.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    652.00000
  • Mean of predictor
    0.16703
  • Mean of criterion
    0.49912
  • SD of predictor
    0.15673
  • SD of criterion
    0.38465
  • Covariance
    0.02611
  • r
    0.43303
  • b (slope, estimate of beta)
    1.06277
  • a (intercept, estimate of alpha)
    0.32200
  • Mean Square Error
    0.12040
  • DF error
    650.00000
  • t(b)
    12.24800
  • p(b)
    0.00000
  • t(a)
    1.45896
  • p(a)
    0.07253
  • Lowerbound of 95% confidence interval for beta
    0.89239
  • Upperbound of 95% confidence interval for beta
    1.23316
  • Lowerbound of 95% confidence interval for alpha
    -0.11124
  • Upperbound of 95% confidence interval for alpha
    0.75445
  • Treynor index (mean / b)
    0.46964
  • Jensen alpha (a)
    0.32160
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.42546
  • SD
    0.38220
  • Sharpe ratio (Glass type estimate)
    1.11319
  • Sharpe ratio (Hedges UMVUE)
    1.11191
  • df
    651.00000
  • t
    1.75607
  • p
    0.03977
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.13111
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.35671
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.13200
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.35581
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.73051
  • Upside Potential Ratio
    10.27520
  • Upside part of mean
    2.52626
  • Downside part of mean
    -2.10079
  • Upside SD
    0.29343
  • Downside SD
    0.24586
  • N nonnegative terms
    337.00000
  • N negative terms
    315.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    652.00000
  • Mean of predictor
    0.15472
  • Mean of criterion
    0.42546
  • SD of predictor
    0.15656
  • SD of criterion
    0.38220
  • Covariance
    0.02612
  • r
    0.43652
  • b (slope, estimate of beta)
    1.06570
  • a (intercept, estimate of alpha)
    0.26058
  • Mean Square Error
    0.11843
  • DF error
    650.00000
  • t(b)
    12.37010
  • p(b)
    0.00000
  • t(a)
    1.19229
  • p(a)
    0.11679
  • Lowerbound of 95% confidence interval for beta
    0.89653
  • Upperbound of 95% confidence interval for beta
    1.23487
  • Lowerbound of 95% confidence interval for alpha
    -0.16858
  • Upperbound of 95% confidence interval for alpha
    0.68974
  • Treynor index (mean / b)
    0.39924
  • Jensen alpha (a)
    0.26058
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03653
  • Expected Shortfall on VaR
    0.04595
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01797
  • Expected Shortfall on VaR
    0.03372
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    652.00000
  • Minimum
    0.91471
  • Quartile 1
    0.98723
  • Median
    1.00073
  • Quartile 3
    1.01564
  • Maximum
    1.12527
  • Mean of quarter 1
    0.97387
  • Mean of quarter 2
    0.99475
  • Mean of quarter 3
    1.00718
  • Mean of quarter 4
    1.03225
  • Inter Quartile Range
    0.02841
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.00767
  • Mean of outliers low
    0.93159
  • Number of outliers high
    11.00000
  • Percentage of outliers high
    0.01687
  • Mean of outliers high
    1.07553
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.01688
  • VaR(95%) (moments method)
    0.02577
  • Expected Shortfall (moments method)
    0.03411
  • Extreme Value Index (regression method)
    -0.12059
  • VaR(95%) (regression method)
    0.02538
  • Expected Shortfall (regression method)
    0.03170
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    30.00000
  • Minimum
    0.00183
  • Quartile 1
    0.01237
  • Median
    0.03652
  • Quartile 3
    0.09601
  • Maximum
    0.32947
  • Mean of quarter 1
    0.00704
  • Mean of quarter 2
    0.02262
  • Mean of quarter 3
    0.04723
  • Mean of quarter 4
    0.21768
  • Inter Quartile Range
    0.08364
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    4.00000
  • Percentage of outliers high
    0.13333
  • Mean of outliers high
    0.28769
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -1.34848
  • VaR(95%) (moments method)
    0.22622
  • Expected Shortfall (moments method)
    0.23604
  • Extreme Value Index (regression method)
    -1.22680
  • VaR(95%) (regression method)
    0.26632
  • Expected Shortfall (regression method)
    0.27986
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.83993
  • Compounded annual return (geometric extrapolation)
    0.57361
  • Calmar ratio (compounded annual return / max draw down)
    1.74099
  • Compounded annual return / average of 25% largest draw downs
    2.63514
  • Compounded annual return / Expected Shortfall lognormal
    12.48210
  • 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
  • Mean
    0.72479
  • SD
    0.47557
  • Sharpe ratio (Glass type estimate)
    1.52404
  • Sharpe ratio (Hedges UMVUE)
    1.51523
  • df
    130.00000
  • t
    1.07766
  • p
    0.45295
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.25685
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.29913
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.26268
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.29315
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.37242
  • Upside Potential Ratio
    10.42060
  • Upside part of mean
    3.18358
  • Downside part of mean
    -2.45879
  • Upside SD
    0.36485
  • Downside SD
    0.30551
  • N nonnegative terms
    78.00000
  • N negative terms
    53.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.14585
  • Mean of criterion
    0.72479
  • SD of predictor
    0.14143
  • SD of criterion
    0.47557
  • Covariance
    0.03901
  • r
    0.58000
  • b (slope, estimate of beta)
    1.95034
  • a (intercept, estimate of alpha)
    0.44034
  • Mean Square Error
    0.15125
  • DF error
    129.00000
  • t(b)
    8.08660
  • p(b)
    0.15266
  • t(a)
    0.79899
  • p(a)
    0.45536
  • Lowerbound of 95% confidence interval for beta
    1.47315
  • Upperbound of 95% confidence interval for beta
    2.42752
  • Lowerbound of 95% confidence interval for alpha
    -0.65007
  • Upperbound of 95% confidence interval for alpha
    1.53076
  • Treynor index (mean / b)
    0.37162
  • Jensen alpha (a)
    0.44034
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.61294
  • SD
    0.47179
  • Sharpe ratio (Glass type estimate)
    1.29919
  • Sharpe ratio (Hedges UMVUE)
    1.29168
  • df
    130.00000
  • t
    0.91867
  • p
    0.45984
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.47953
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.07308
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.48457
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.06793
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.95606
  • Upside Potential Ratio
    9.95590
  • Upside part of mean
    3.11973
  • Downside part of mean
    -2.50679
  • Upside SD
    0.35232
  • Downside SD
    0.31335
  • N nonnegative terms
    78.00000
  • N negative terms
    53.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.13584
  • Mean of criterion
    0.61294
  • SD of predictor
    0.14178
  • SD of criterion
    0.47179
  • Covariance
    0.03921
  • r
    0.58618
  • b (slope, estimate of beta)
    1.95058
  • a (intercept, estimate of alpha)
    0.34798
  • Mean Square Error
    0.14724
  • DF error
    129.00000
  • t(b)
    8.21752
  • p(b)
    0.14946
  • t(a)
    0.64012
  • p(a)
    0.46420
  • VAR (95 Confidence Intrvl)
    0.03700
  • Lowerbound of 95% confidence interval for beta
    1.48094
  • Upperbound of 95% confidence interval for beta
    2.42022
  • Lowerbound of 95% confidence interval for alpha
    -0.72757
  • Upperbound of 95% confidence interval for alpha
    1.42352
  • Treynor index (mean / b)
    0.31423
  • Jensen alpha (a)
    0.34798
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04458
  • Expected Shortfall on VaR
    0.05609
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01890
  • Expected Shortfall on VaR
    0.03783
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.91471
  • Quartile 1
    0.98798
  • Median
    1.00345
  • Quartile 3
    1.01880
  • Maximum
    1.12527
  • Mean of quarter 1
    0.96681
  • Mean of quarter 2
    0.99687
  • Mean of quarter 3
    1.01212
  • Mean of quarter 4
    1.03597
  • Inter Quartile Range
    0.03082
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.02290
  • Mean of outliers low
    0.92733
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.02290
  • Mean of outliers high
    1.10653
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.36230
  • VaR(95%) (moments method)
    0.03105
  • Expected Shortfall (moments method)
    0.03727
  • Extreme Value Index (regression method)
    -0.28525
  • VaR(95%) (regression method)
    0.03197
  • Expected Shortfall (regression method)
    0.03924
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    8.00000
  • Minimum
    0.01597
  • Quartile 1
    0.02921
  • Median
    0.04971
  • Quartile 3
    0.11129
  • Maximum
    0.28307
  • Mean of quarter 1
    0.02126
  • Mean of quarter 2
    0.03305
  • Mean of quarter 3
    0.08515
  • Mean of quarter 4
    0.20380
  • Inter Quartile Range
    0.08208
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.12500
  • Mean of outliers high
    0.28307
  • 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
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -374381000
  • Max Equity Drawdown (num days)
    3
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.75543
  • Compounded annual return (geometric extrapolation)
    0.89809
  • Calmar ratio (compounded annual return / max draw down)
    3.17267
  • Compounded annual return / average of 25% largest draw downs
    4.40663
  • Compounded annual return / Expected Shortfall lognormal
    16.01170

Strategy Description

Welcome to our diversified crypto stock portfolio, where we harness the power of digital assets to create a robust investment strategy. Our portfolio is designed to provide investors with exposure to the dynamic and rapidly growing world of cryptocurrencies while minimizing risk through careful diversification.
1. Diversification: We believe in spreading risk across a carefully selected range of crypto based stock, This approach helps mitigate volatility and capture potential growth opportunities.
2. Active Management: Our dedicated team of experienced professionals actively monitors market trends, news, and technological advancements to ensure that our portfolio remains agile and adaptable to changing market conditions.We adjust our holdings as necessary to maximize returns and minimize downside risks.
3. Risk Management: We understand the inherent volatility of the crypto market. Our risk management protocols include stop-loss orders, position sizing limits, and ongoing monitoring of portfolio performance to protect capital and preserve long-term growth potential.
Join our portfolio and enjoy the benefits of participating in the exciting world of cryptocurrencies, we committed to delivering consistent results. Together, we aim to capitalize on the immense potential offered by the digital asset market while managing risks effectively.

This strategy was managed by Interactive Israel Investment House Ltd until June 2024. From July 2024, the strategy is managed by Mr. Shay Cohen, who was part of the team that managed the strategy from its inception and now manages it privately without the involvement and/or management of Interactive Israel Investment House Ltd.

**Please note that investing in crypto and related stocks may be accompanied by increased volatility, this should be taken into account before subscribing.**
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2022-06-13
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 5.3%
Rank # 
#39
# Trades
36
# Profitable
27
% Profitable
75.0%
Net Dividends
$45
Correlation S&P500
0.429
Sharpe Ratio
0.98
Sortino Ratio
1.56
Beta
1.14
Alpha
0.08
Leverage
0.64 Average
1.32 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

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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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