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TradeFlow
(122376991)

Started: 02/2019
Options
Last trade: 2 days ago
Trading style: Options Short Volatility

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 $129.00 per month.

Trading Category: Options
Short Volatility
Category: Equity

Short Volatility

This strategy employs one of the several ways that are available to construct a portfolio that will profit when volatility decreases or remains the same.
22.5%
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.

(6.7%)
Max Drawdown
58
Num Trades
93.1%
Win Trades
2.6 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Standard commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019       +12.3%+6.5%+2.5%                                                +22.5%

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 16 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
3/6/19 12:52 NIO1918P7 NIO Apr18'19 7 put SHORT 20 0.97 4/19 8:05 0.00 5.47%
Trade id #122806990
Max drawdown($3,310)
Time4/17/19 9:32
Quant open-20
Worst price2.63
Drawdown as % of equity-5.47%
$1,936
Includes Typical Broker Commissions trade costs of $14.00
4/16/19 13:31 MPC1917E65 MPC May17'19 65 call LONG 70 0.67 4/16 14:35 0.62 1.16%
Trade id #123331197
Max drawdown($700)
Time4/16/19 14:00
Quant open70
Worst price0.57
Drawdown as % of equity-1.16%
($448)
Includes Typical Broker Commissions trade costs of $98.00
4/15/19 10:27 TSLA1926P255 TSLA Apr26'19 255 put SHORT 1 10.85 4/16 10:43 7.10 0.14%
Trade id #123314273
Max drawdown($82)
Time4/15/19 10:48
Quant open-1
Worst price11.67
Drawdown as % of equity-0.14%
$373
Includes Typical Broker Commissions trade costs of $2.00
4/9/19 10:09 JD1918P30 JD Apr18'19 30 put SHORT 6 0.40 4/16 9:31 0.34 0.65%
Trade id #123253937
Max drawdown($390)
Time4/15/19 10:46
Quant open-6
Worst price1.05
Drawdown as % of equity-0.65%
$28
Includes Typical Broker Commissions trade costs of $8.40
4/15/19 11:36 JD1918P29 JD Apr18'19 29 put SHORT 70 0.28 4/16 9:30 0.09 0.71%
Trade id #123315691
Max drawdown($420)
Time4/15/19 12:36
Quant open-70
Worst price0.34
Drawdown as % of equity-0.71%
$1,232
Includes Typical Broker Commissions trade costs of $98.00
4/5/19 10:38 LYFT1912P74 LYFT Apr12'19 74 put SHORT 2 1.90 4/13 9:35 0.00 4.24%
Trade id #123219992
Max drawdown($2,580)
Time4/12/19 10:13
Quant open-2
Worst price14.80
Drawdown as % of equity-4.24%
$379
Includes Typical Broker Commissions trade costs of $1.40
4/9/19 10:27 BABA1912P182.5 BABA Apr12'19 182.5 put SHORT 4 0.41 4/12 10:42 0.02 0.48%
Trade id #123254405
Max drawdown($296)
Time4/10/19 10:30
Quant open-4
Worst price1.15
Drawdown as % of equity-0.48%
$150
Includes Typical Broker Commissions trade costs of $5.60
4/5/19 10:33 AMD1918P27 AMD Apr18'19 27 put SHORT 11 0.46 4/12 10:42 0.37 0.62%
Trade id #123219947
Max drawdown($384)
Time4/9/19 14:30
Quant open-11
Worst price0.81
Drawdown as % of equity-0.62%
$86
Includes Typical Broker Commissions trade costs of $15.40
4/11/19 10:51 EBAY1926D37 EBAY Apr26'19 37 call SHORT 2 1.05 4/12 10:41 0.89 0.01%
Trade id #123282346
Max drawdown($8)
Time4/12/19 9:31
Quant open-2
Worst price1.09
Drawdown as % of equity-0.01%
$29
Includes Typical Broker Commissions trade costs of $2.80
4/11/19 10:16 TSLA1918P260 TSLA Apr18'19 260 put SHORT 1 3.55 4/12 10:41 2.26 0.06%
Trade id #123281662
Max drawdown($35)
Time4/11/19 13:56
Quant open-1
Worst price3.90
Drawdown as % of equity-0.06%
$127
Includes Typical Broker Commissions trade costs of $2.00
4/9/19 10:08 XOP1917Q30 XOP May17'19 30 put SHORT 6 0.64 4/12 10:41 0.42 0.08%
Trade id #123253917
Max drawdown($48)
Time4/11/19 12:43
Quant open-6
Worst price0.72
Drawdown as % of equity-0.08%
$124
Includes Typical Broker Commissions trade costs of $8.40
4/9/19 10:10 SPY1918P286 SPY Apr18'19 286 put SHORT 3 1.29 4/10 14:04 0.96 0.13%
Trade id #123253980
Max drawdown($81)
Time4/9/19 15:56
Quant open-3
Worst price1.56
Drawdown as % of equity-0.13%
$95
Includes Typical Broker Commissions trade costs of $4.20
4/8/19 11:07 QCLK9 CRUDE OIL SHORT 1 64.03 4/8 11:09 64.02 0.02%
Trade id #123240334
Max drawdown($10)
Time4/8/19 11:09
Quant open-1
Worst price64.04
Drawdown as % of equity-0.02%
$1
Includes Typical Broker Commissions trade costs of $8.98
4/5/19 10:41 SPY1908P288 SPY Apr8'19 288 put SHORT 6 0.71 4/8 11:06 0.34 0.12%
Trade id #123220017
Max drawdown($78)
Time4/8/19 9:46
Quant open-6
Worst price0.84
Drawdown as % of equity-0.12%
$214
Includes Typical Broker Commissions trade costs of $8.40
4/5/19 10:48 BABA1918P177.5 BABA Apr18'19 177.5 put SHORT 4 1.28 4/8 11:06 0.60 0.05%
Trade id #123220084
Max drawdown($32)
Time4/5/19 11:26
Quant open-4
Worst price1.36
Drawdown as % of equity-0.05%
$266
Includes Typical Broker Commissions trade costs of $5.60
4/1/19 10:31 TSLA1905P272.5 TSLA Apr5'19 272.5 put SHORT 1 4.00 4/3 10:30 1.31 0.03%
Trade id #123152091
Max drawdown($17)
Time4/1/19 10:35
Quant open-1
Worst price4.17
Drawdown as % of equity-0.03%
$267
Includes Typical Broker Commissions trade costs of $2.00
4/1/19 11:01 JPM1918P100 JPM Apr18'19 100 put SHORT 5 0.84 4/1 14:23 0.66 0.01%
Trade id #123152704
Max drawdown($5)
Time4/1/19 11:05
Quant open-5
Worst price0.85
Drawdown as % of equity-0.01%
$83
Includes Typical Broker Commissions trade costs of $7.00
4/1/19 10:16 QQQ1918P178 QQQ Apr18'19 178 put SHORT 10 1.25 4/1 13:41 0.99 0.03%
Trade id #123151814
Max drawdown($20)
Time4/1/19 10:39
Quant open-10
Worst price1.27
Drawdown as % of equity-0.03%
$246
Includes Typical Broker Commissions trade costs of $14.00
3/29/19 15:32 PBR1918P15.5 PBR Apr18'19 15.5 put SHORT 10 0.43 4/1 10:45 0.30 0.02%
Trade id #123133923
Max drawdown($10)
Time3/29/19 15:55
Quant open-10
Worst price0.44
Drawdown as % of equity-0.02%
$116
Includes Typical Broker Commissions trade costs of $14.00
3/29/19 9:45 XLF1918P25.5 XLF Apr18'19 25.5 put SHORT 7 0.29 4/1 10:26 0.16 0.09%
Trade id #123125730
Max drawdown($56)
Time3/29/19 12:09
Quant open-7
Worst price0.37
Drawdown as % of equity-0.09%
$81
Includes Typical Broker Commissions trade costs of $9.80
3/29/19 15:52 CMCSA1918P39 CMCSA Apr18'19 39 put SHORT 10 0.40 4/1 9:51 0.29 n/a $96
Includes Typical Broker Commissions trade costs of $14.00
3/22/19 14:25 AMD1918P25 AMD Apr18'19 25 put SHORT 10 0.85 4/1 9:50 0.61 1.01%
Trade id #123039911
Max drawdown($600)
Time3/27/19 11:45
Quant open-10
Worst price1.45
Drawdown as % of equity-1.01%
$226
Includes Typical Broker Commissions trade costs of $14.00
3/29/19 14:53 FXI1917Q43 FXI May17'19 43 put SHORT 10 0.64 4/1 9:46 0.56 0.02%
Trade id #123132939
Max drawdown($10)
Time3/29/19 15:18
Quant open-10
Worst price0.65
Drawdown as % of equity-0.02%
$66
Includes Typical Broker Commissions trade costs of $14.00
3/29/19 15:53 IWM1918P151.5 IWM Apr18'19 151.5 put SHORT 3 1.71 4/1 9:36 1.26 n/a $131
Includes Typical Broker Commissions trade costs of $4.20
3/29/19 12:00 NFLX1905P350 NFLX Apr5'19 350 put SHORT 1 3.60 4/1 9:33 1.68 0.06%
Trade id #123129968
Max drawdown($35)
Time3/29/19 12:27
Quant open-1
Worst price3.95
Drawdown as % of equity-0.06%
$190
Includes Typical Broker Commissions trade costs of $2.00
3/29/19 15:19 NVDA1905P175 NVDA Apr5'19 175 put SHORT 2 1.60 4/1 9:32 0.89 0.04%
Trade id #123133556
Max drawdown($26)
Time3/29/19 15:27
Quant open-2
Worst price1.73
Drawdown as % of equity-0.04%
$139
Includes Typical Broker Commissions trade costs of $2.80
3/27/19 12:48 JD1917Q28 JD May17'19 28 put SHORT 5 1.07 4/1 9:31 0.62 0.14%
Trade id #123101138
Max drawdown($85)
Time3/28/19 11:09
Quant open-5
Worst price1.24
Drawdown as % of equity-0.14%
$218
Includes Typical Broker Commissions trade costs of $7.00
3/28/19 12:14 XOP1917Q30 XOP May17'19 30 put SHORT 10 1.15 3/29 10:22 0.93 n/a $206
Includes Typical Broker Commissions trade costs of $14.00
3/22/19 10:08 JD1918P28 JD Apr18'19 28 put SHORT 4 0.88 3/29 9:32 0.34 0.33%
Trade id #123030683
Max drawdown($196)
Time3/25/19 10:15
Quant open-4
Worst price1.37
Drawdown as % of equity-0.33%
$210
Includes Typical Broker Commissions trade costs of $5.60
3/27/19 12:09 EWZ1918P39 EWZ Apr18'19 39 put SHORT 4 1.22 3/29 9:32 0.66 0.06%
Trade id #123100535
Max drawdown($36)
Time3/27/19 15:56
Quant open-4
Worst price1.31
Drawdown as % of equity-0.06%
$218
Includes Typical Broker Commissions trade costs of $5.60

Statistics

  • Strategy began
    2/5/2019
  • Suggested Minimum Cap
    $60,000
  • Strategy Age (days)
    74.98
  • Age
    75 days ago
  • What it trades
    Options
  • # Trades
    58
  • # Profitable
    54
  • % Profitable
    93.10%
  • Avg trade duration
    5.6 days
  • Max peak-to-valley drawdown
    6.66%
  • drawdown period
    Feb 05, 2019 - Feb 07, 2019
  • Cumul. Return
    22.5%
  • Avg win
    $377.63
  • Avg loss
    $1,974
  • Model Account Values (Raw)
  • Cash
    $60,072
  • Margin Used
    $39,580
  • Buying Power
    $12,944
  • Ratios
  • W:L ratio
    2.58:1
  • Sharpe Ratio
    4.179
  • Sortino Ratio
    8.729
  • Calmar Ratio
    38.87
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.54600
  • Return Statistics
  • Ann Return (w trading costs)
    159.8%
  • Ann Return (Compnd, No Fees)
    191.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    0.50%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    419
  • Popularity (Last 6 weeks)
    972
  • C2 Score
    34.8
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $378
  • Avg Loss
    $1,974
  • # Winners
    54
  • # Losers
    4
  • % Winners
    93.1%
  • Frequency
  • Avg Position Time (mins)
    7977.45
  • Avg Position Time (hrs)
    132.96
  • Avg Trade Length
    5.5 days
  • Last Trade Ago
    2
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.70300

Strategy Description

TradeFlow monitors data direct from OPRA, and uses an algorithm to identify high probability options trades. The model is focused on shorting premium, and collecting income, while also making directional bets. The trades are mostly cash secured, so we do take assignment if necessary. The goal of this system is to achieve higher returns than the SPX with lower volatility.



Visit our website to get more information about TradeFlow
www.tflow.us

Summary Statistics

Includes fees & commissions
Strategy began
2019-02-05
Suggested Minimum Capital
$60,000
# Trades
58
# Profitable
54
% Profitable
93.1%
Correlation S&P500
0.546
Sharpe Ratio
4.179

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.

0