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

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The Golden Oak

By TheGoldenOak

Forex · Started Dec 2020

hypothetical · Annual Return (Compounded)
2.0%
Max Drawdown
13.4%
Trades
101
Win Trades
94.1%
Profit Factor
2.10
Win Months
18.8%

About this strategy

-----4/28/21 Update: I have learned that I can earn my TOS badge by upgrading my "trader subscription" at the cost of an additional $60 per month. This will also increase profits from subscriptions by 10%. Once subscription revenue nears $600 (before fees), I will upgrade my subscription so investors may indeed see proof that I trade my account at 100% of signals generated.
This strategy is still developing it's trading history. For those who may be wondering this strategy, in the past, tends to experience about 2 drawdowns per 12 month period of approximately 11-15%. As well about once every 2.5 years I have experienced drawdowns of approximately 22%. I just wanted to divulge some information to give extra insight to investors. As stated below originally, past results are not indicative of the future and performance & drawdowns are not guaranteed and results may vary.
-----

Trading major USD cross pairs including CAD/AUD/NZD/EUR/JPY/GBP. 11 years experience trading forex. 6 years full time.

Trading is a marathon not a sprint, thus our goals are 2% ROI per month. These of course are only goals, and as such performance can not be guaranteed and results may vary. Trades place on this C2 system are the exact same as my personal trading account using the C2 Platform Copier. Trades are based off technical analysis most often, but I keep an eye on fundamentals as they can trump technicals at times.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20204.44.4
20211.01.21.8-1.1-5.111.11.00.50.62.11.61.616.7
20220.42.2-10.30.00.00.00.00.00.00.00.00.0-7.9
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
20260.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began12/3/2020
Suggested Minimum Capital$50,000
Age70 months
What it tradesForex
# Trades101
# Profitable95
% Profitable94.1%
Avg trade duration1.9 days
Max peak-to-valley drawdown13.4%
drawdown periodApril 27, 2021 - May 18, 2021
Annual Return (Compounded)2.0%
Avg win$145
Avg loss$1,111

Ratios

W:L ratio2.06
Sharpe Ratio0.04
Sortino Ratio0.06
Calmar Ratio0.75

CORRELATION STATISTICS

Correlation to SP500-0.02
Return Percent SP500 (cumu) during strategy life108.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-97.3%

Return Statistics

Ann Return (w trading costs)2.0%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)2.3%

Slump

Current Slump as Pcnt Equity12.4%
Current Slump, time of slump as pcnt of strategy life0.8%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss30.0%
Chance of 20% account loss5.0%
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 Automated99.9%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)0
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$1,111
Avg Win$145
# Winners95
Sum Trade PL (losers)$6,664
Sum Trade PL (winners)$13,753
Num Months Winners13
# Losers6
% Winners94.1%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table69

Frequency

Avg Position Time (mins)2795.65
Avg Position Time (hrs)46.59
Avg Trade Length1.90
Last Trade Ago1629

Leverage

Daily leverage (average)3.06
Daily leverage (max)12.87

Regression

Alpha0
Beta-0.01
Treynor Index-0.10

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.05
MAE:Equity, average, losing trades0.03
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 trades5.29
MAE:PL (avg, all trades)1.42
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades2.17
Avg(MAE) / Avg(PL) - Losing trades-0.95
Hold-and-Hope Ratio0.19

RATIO STATISTICS

Mean0.05
SD0.11
Sharpe ratio (Glass type estimate)0.50
Sharpe ratio (Hedges UMVUE)0.48
df20
t0.66
p0.43
Lowerbound of 95% confidence interval for Sharpe Ratio-1.00
Upperbound of 95% confidence interval for Sharpe Ratio1.98
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.01
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.97
Sortino ratio0.67
Upside Potential Ratio1.80
Upside part of mean0.15
Downside part of mean-0.09
Upside SD0.07
Downside SD0.08
N nonnegative terms12
N negative terms9
N of observations21
Mean of predictor0.43
Mean of criterion0.05
SD of predictor0.28
SD of criterion0.11
Covariance-0.00
r-0.13
b (slope, estimate of beta)-0.05
a (intercept, estimate of alpha)0.08
Mean Square Error0.01
DF error19
t(b)-0.56
p(b)0.58
t(a)0.82
p(a)0.38
Lowerbound of 95% confidence interval for beta-0.24
Upperbound of 95% confidence interval for beta0.14
Lowerbound of 95% confidence interval for alpha-0.12
Upperbound of 95% confidence interval for alpha0.27
Treynor index (mean / b)-1.09
Jensen alpha (a)0.08
Mean0.05
SD0.11
Sharpe ratio (Glass type estimate)0.43
Sharpe ratio (Hedges UMVUE)0.42
df20
t0.57
p0.44
Lowerbound of 95% confidence interval for Sharpe Ratio-1.06
Upperbound of 95% confidence interval for Sharpe Ratio1.92
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.07
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.90
Sortino ratio0.57
Upside Potential Ratio1.70
Upside part of mean0.14
Downside part of mean-0.10
Upside SD0.07
Downside SD0.08
N nonnegative terms12
N negative terms9
N of observations21
Mean of predictor0.38
Mean of criterion0.05
SD of predictor0.26
SD of criterion0.11
Covariance-0.00
r-0.12
b (slope, estimate of beta)-0.05
a (intercept, estimate of alpha)0.07
Mean Square Error0.01
DF error19
t(b)-0.54
p(b)0.58
t(a)0.73
p(a)0.40
Lowerbound of 95% confidence interval for beta-0.25
Upperbound of 95% confidence interval for beta0.15
Lowerbound of 95% confidence interval for alpha-0.13
Upperbound of 95% confidence interval for alpha0.26
Treynor index (mean / b)-0.94
Jensen alpha (a)0.07
VaR(95%)0.05
Expected Shortfall on VaR0.06
VaR(95%)0.02
Expected Shortfall on VaR0.04
Mean0.05
SD0.11
Sharpe ratio (Glass type estimate)0.50
Sharpe ratio (Hedges UMVUE)0.50
df459
t0.67
p0.25
Lowerbound of 95% confidence interval for Sharpe Ratio-0.97
Upperbound of 95% confidence interval for Sharpe Ratio1.98
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.98
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.98
Sortino ratio0.73
Upside Potential Ratio4.91
Upside part of mean0.36
Downside part of mean-0.31
Upside SD0.08
Downside SD0.07
N nonnegative terms154
N negative terms306
N of observations460
Mean of predictor0.43
Mean of criterion0.05
SD of predictor0.26
SD of criterion0.11
Covariance0.00
r0.01
b (slope, estimate of beta)0.00
a (intercept, estimate of alpha)0.05
Mean Square Error0.01
DF error458
t(b)0.24
p(b)0.40
t(a)0.64
p(a)0.26
Lowerbound of 95% confidence interval for beta-0.03
Upperbound of 95% confidence interval for beta0.04
Lowerbound of 95% confidence interval for alpha-0.11
Upperbound of 95% confidence interval for alpha0.21
Treynor index (mean / b)11.85
Jensen alpha (a)0.05
Mean0.05
SD0.11
Sharpe ratio (Glass type estimate)0.45
Sharpe ratio (Hedges UMVUE)0.45
df459
t0.60
p0.27
Lowerbound of 95% confidence interval for Sharpe Ratio-1.03
Upperbound of 95% confidence interval for Sharpe Ratio1.93
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.03
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.93
Sortino ratio0.65
Upside Potential Ratio4.81
Upside part of mean0.36
Downside part of mean-0.31
Upside SD0.08
Downside SD0.07
N nonnegative terms154
N negative terms306
N of observations460
Mean of predictor0.39
Mean of criterion0.05
SD of predictor0.26
SD of criterion0.11
Covariance0.00
r0.01
b (slope, estimate of beta)0.01
a (intercept, estimate of alpha)0.05
Mean Square Error0.01
DF error458
t(b)0.28
p(b)0.39
t(a)0.57
p(a)0.28
Lowerbound of 95% confidence interval for beta-0.03
Upperbound of 95% confidence interval for beta0.04
Lowerbound of 95% confidence interval for alpha-0.11
Upperbound of 95% confidence interval for alpha0.20
Treynor index (mean / b)9.06
Jensen alpha (a)0.05
VaR(95%)0.01
Expected Shortfall on VaR0.01
VaR(95%)0.00
Expected Shortfall on VaR0.01
Mean-0.03
SD0
Sharpe ratio (Glass type estimate)0
Sharpe ratio (Hedges UMVUE)0
df0
t0
p0
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Sortino ratio-16.19
Upside Potential Ratio0
Upside part of mean0
Downside part of mean-0.03
Upside SD0
Downside SD0.00
N nonnegative terms0
N negative terms131
N of observations131
Mean of predictor1.17
Mean of criterion-0.03
SD of predictor0.43
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)0
Mean Square Error0
DF error0
t(b)0
p(b)0
t(a)0
p(a)0
Lowerbound of 95% confidence interval for beta0
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha0
Upperbound of 95% confidence interval for alpha0
Treynor index (mean / b)0
Jensen alpha (a)0
Mean-0.03
SD0
Sharpe ratio (Glass type estimate)-9.74841826823373e+15
Sharpe ratio (Hedges UMVUE)-9.69206937105203e+15
df130
t-6893172865105920
p1
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.08701574255084e+16
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-8513981316595712
Sortino ratio-16.19
Upside Potential Ratio0
Upside part of mean0
Downside part of mean-0.03
Upside SD0
Downside SD0.00
N nonnegative terms0
N negative terms131
N of observations131
Mean of predictor1.08
Mean of criterion-0.03
SD of predictor0.42
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)-0.03
Mean Square Error0
DF error129
t(b)0
p(b)0.50
t(a)-6782551687430144
p(a)1
Lowerbound of 95% confidence interval for beta0
VAR (95 Confidence Intrvl)0.01
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha-0.03
Upperbound of 95% confidence interval for alpha-0.03
Treynor index (mean / b)-2.76412010303666e+32
Jensen alpha (a)-0.03
VaR(95%)0.00
Expected Shortfall on VaR0.00
VaR(95%)0
Expected Shortfall on VaR0

ORDER STATISTICS

Number of observations21
Minimum0.91
Quartile 11
Median1.01
Quartile 31.02
Maximum1.06
Mean of quarter 10.98
Mean of quarter 21.00
Mean of quarter 31.01
Mean of quarter 41.04
Inter Quartile Range0.02
Number outliers low2
Percentage of outliers low0.10
Mean of outliers low0.93
Number of outliers high1
Percentage of outliers high0.05
Mean of outliers high1.06
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)-1.23
VaR(95%) (regression method)0.09
Expected Shortfall (regression method)0.12
Number of observations460
Minimum0.96
Quartile 11
Median1
Quartile 31.00
Maximum1.05
Mean of quarter 11.00
Mean of quarter 21
Mean of quarter 31.00
Mean of quarter 41.01
Inter Quartile Range0.00
Number outliers low53
Percentage of outliers low0.12
Mean of outliers low0.99
Number of outliers high71
Percentage of outliers high0.15
Mean of outliers high1.01
Extreme Value Index (moments method)0.52
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0.01
Extreme Value Index (regression method)0.26
VaR(95%) (regression method)0.01
Expected Shortfall (regression method)0.01
Number of observations131
Minimum1
Quartile 11
Median1
Quartile 31
Maximum1
Mean of quarter 11
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0

DRAW DOWN STATISTICS

Number of observations2
Minimum0.05
Quartile 10.06
Median0.07
Quartile 30.08
Maximum0.09
Mean of quarter 10.05
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40.09
Inter Quartile Range0.02
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations32
Minimum0.00
Quartile 10.00
Median0.00
Quartile 30.01
Maximum0.10
Mean of quarter 10.00
Mean of quarter 20.00
Mean of quarter 30.00
Mean of quarter 40.04
Inter Quartile Range0.01
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high3
Percentage of outliers high0.09
Mean of outliers high0.08
Extreme Value Index (moments method)0.84
VaR(95%) (moments method)0.04
Expected Shortfall (moments method)0.26
Extreme Value Index (regression method)0.42
VaR(95%) (regression method)0.03
Expected Shortfall (regression method)0.06
Number of observations0
Minimum0
Quartile 10
Median0
Quartile 30
Maximum0
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Strat Max DD how much worse than SP500 max DD during strat life?-388482304
Max Equity Drawdown (num days)21
Last 4 Months - Pcnt Negative0.0%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.08
Compounded annual return (geometric extrapolation)0.08
Calmar ratio (compounded annual return / max draw down)0.86
Compounded annual return / average of 25% largest draw downs0.86
Compounded annual return / Expected Shortfall lognormal1.31
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.08
Compounded annual return (geometric extrapolation)0.08
Calmar ratio (compounded annual return / max draw down)0.75
Compounded annual return / average of 25% largest draw downs2.08
Compounded annual return / Expected Shortfall lognormal5.94
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)0
Compounded annual return (geometric extrapolation)0
Calmar ratio (compounded annual return / max draw down)0
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal0

Trading record

Placed 873 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
USD/JPY short550Mar 10, 2022Mar 16, 2022($2,843)
USD/JPY short30Mar 10, 2022Mar 10, 2022$40
USD/JPY short30Mar 9, 2022Mar 10, 2022$39
EUR/USD long60Mar 8, 2022Mar 9, 2022$116
EUR/USD long1240Mar 1, 2022Mar 8, 2022($2,975)
EUR/USD long30Feb 27, 2022Feb 28, 2022$62
EUR/USD long160Feb 27, 2022Feb 27, 2022$113
EUR/USD long500Feb 23, 2022Feb 25, 2022$443
EUR/USD long30Feb 21, 2022Feb 22, 2022$58
NZD/USD long30Feb 21, 2022Feb 21, 2022($5)
USD/JPY short30Feb 15, 2022Feb 15, 2022$41
USD/JPY short30Feb 14, 2022Feb 14, 2022$40
USD/JPY short200Feb 10, 2022Feb 11, 2022$187
NZD/USD long250Jan 26, 2022Feb 1, 2022$296
NZD/USD long120Jan 23, 2022Jan 26, 2022$15
USD/JPY long30Jan 23, 2022Jan 23, 2022$0
EUR/USD long30Jan 20, 2022Jan 20, 2022$61
USD/CAD long40Jan 14, 2022Jan 14, 2022$50
USD/CAD long30Jan 13, 2022Jan 13, 2022$44
USD/JPY short230Jan 3, 2022Jan 7, 2022$137
USD/JPY short30Jan 3, 2022Jan 3, 2022$40
EUR/USD short30Jan 3, 2022Jan 3, 2022($0)
EUR/USD long60Dec 17, 2021Dec 20, 2021$100
EUR/USD long150Dec 14, 2021Dec 15, 2021$244
EUR/USD long30Dec 13, 2021Dec 14, 2021$5
EUR/USD long30Dec 13, 2021Dec 13, 2021$55
EUR/USD long100Dec 9, 2021Dec 10, 2021$207
EUR/USD long30Dec 7, 2021Dec 7, 2021$62
USD/CAD short40Dec 3, 2021Dec 6, 2021$56
EUR/USD long60Dec 3, 2021Dec 3, 2021$125

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.