Collective2 Collective2
Featured Strategy Iberia Capital Strategy +13.9% Cumul. Return since Apr 15, 2026 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

QT DayTrader Gold Jr

By quantimer-dot-net

Stocks · Started Mar 2017

hypothetical · Annual Return (Compounded)
-59.4%
Max Drawdown
14.5%
Trades
62
Win Trades
32.3%
Profit Factor
0.90
Win Months
0.0%

About this strategy

This is a long-only day trading system with max allocation set at 100%. All positions are closed at the end of the day with no overnight market risks.

In order to preserve the effectiveness of the strategy the number of subscribers will be limited to 7.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2017-5.4-3.40.00.00.00.00.00.00.00.0-8.6
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began3/5/2017
Suggested Minimum Capital$30,000
Age116 months
What it tradesStocks
# Trades62
# Profitable20
% Profitable32.3%
Avg trade duration2.6 hours
Max peak-to-valley drawdown14.5%
drawdown periodMarch 06, 2017 - April 05, 2017
Cumul. Return-8.4%
Avg win$565
Avg loss$287

Ratios

W:L ratio0.94
Sharpe Ratio-0.70
Sortino Ratio-0.96
Calmar Ratio-0.67

CORRELATION STATISTICS

Correlation to SP5000.01
Return Percent SP500 (cumu) during strategy life221.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-7.3%

Return Statistics

Ann Return (w trading costs)-59.4%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-0.3%

Slump

Current Slump as Pcnt Equity16.9%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss39.0%
Chance of 20% account loss0.5%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated98.1%

Popularity

Popularity (Today)550
Popularity (Last 6 weeks)895
Popularity (7 days, Percentile 1000 scale)816

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$287
Avg Win$565
# Winners20
Sum Trade PL (losers)$12,040
Sum Trade PL (winners)$11,305
Num Months Winners0
# Losers42
% Winners32.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table115

Frequency

Avg Position Time (mins)153.12
Avg Position Time (hrs)2.55
Avg Trade Length0.10
Last Trade Ago3437

Regression

Alpha-0.01
Beta0
Treynor Index-4.24

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-19.47
MAE:PL (avg, all trades)-0.55
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats17.82
MAE:PL - Winning Trades - this strat Percentile of All Strats36.30
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.27
Avg(MAE) / Avg(PL) - Losing trades-1.21
Hold-and-Hope Ratio-0.05

RATIO STATISTICS

a (intercept, estimate of alpha)-0.08
VAR (95 Confidence Intrvl)0.01

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)30
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 315 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
JNUG long645Apr 5, 2017Apr 5, 2017($3)
JDST long973Apr 5, 2017Apr 5, 2017($91)
JNUG long2037Apr 4, 2017Apr 4, 2017$116
JDST long1402Apr 4, 2017Apr 4, 2017($356)
JNUG long646Apr 4, 2017Apr 4, 2017($90)
JNUG long2078Apr 3, 2017Apr 3, 2017($117)
JDST long1591Apr 3, 2017Apr 3, 2017($154)
JDST long989Mar 31, 2017Mar 31, 2017$108
JNUG long2180Mar 31, 2017Mar 31, 2017$140
JDST long278Mar 31, 2017Mar 31, 2017($171)
JDST long1490Mar 30, 2017Mar 30, 2017$10
JNUG long2182Mar 29, 2017Mar 29, 2017$70
JDST long294Mar 29, 2017Mar 29, 2017$12
JDST long288Mar 29, 2017Mar 29, 2017($173)
JDST long1524Mar 28, 2017Mar 28, 2017$891
JDST long992Mar 27, 2017Mar 27, 2017($356)
JNUG long2012Mar 27, 2017Mar 27, 2017($48)
JDST long292Mar 27, 2017Mar 27, 2017($160)
JNUG long2150Mar 24, 2017Mar 24, 2017($557)
JDST long1006Mar 24, 2017Mar 24, 2017($616)
JNUG long693Mar 24, 2017Mar 24, 2017($116)
JNUG long1383Mar 23, 2017Mar 23, 2017($257)
JDST long595Mar 23, 2017Mar 23, 2017($212)
JDST long1066Mar 23, 2017Mar 23, 2017$570
JNUG long639Mar 22, 2017Mar 22, 2017($151)
JDST long2529Mar 22, 2017Mar 22, 2017($122)
JNUG long2741Mar 21, 2017Mar 21, 2017($193)
JDST long695Mar 21, 2017Mar 21, 2017($91)
JDST long1057Mar 21, 2017Mar 21, 2017($549)
JNUG long1623Mar 20, 2017Mar 20, 2017$464

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.