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These are hypothetical performance results that have certain inherent limitations. Learn more

Kauai (29023647)

Created by: ScienceTrader ScienceTrader
Started: 11/2007
Options
Last trade: 2,853 days ago

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 $5.00 per month.

8.2%
-
Max Drawdown
276
Num Trades
85.5%
Win Trades
1.5 : 1
Profit Factor
14.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2007                                                                      +3.4%+3.0%+6.5%
2008(4.4%)+5.3%(0.5%)+7.1%+3.2%(6.7%)+10.5%+3.5%+0.8%(4.4%)(11.7%)+3.9%+4.3%
2009(1.3%)(1.5%)+5.8%+2.1%+2.8%+0.9%+0.8%+5.9%+5.4%(1.4%)(3%)(0.8%)+16.4%
2010+0.2%  -    -    -    -    -    -    -    -    -    -    -  +0.2%
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -              0.0

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

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Long
Short
Both
Win
Loss
Both
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Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/18/09 10:57 QSWMU SHORT 1 0.20 12/30 10:18 0.15 0.03%
Trade id #45953593
Max drawdown($2)
Time12/18/09 14:16
Quant open-1
Worst price0.22
Drawdown as % of equity-0.03%
($6)
Includes Typical Broker Commissions trade costs of $10.90
12/8/09 9:32 ZLCMZ SHORT 2 0.23 12/30 10:17 0.45 1.63%
Trade id #45689825
Max drawdown($115)
Time12/18/09 10:19
Quant open-2
Worst price0.80
Drawdown as % of equity-1.63%
($62)
Includes Typical Broker Commissions trade costs of $16.85
12/2/09 10:20 MWUMA SHORT 1 0.40 12/30 10:17 0.20 0.21%
Trade id #45536724
Max drawdown($15)
Time12/22/09 12:26
Quant open-1
Worst price0.55
Drawdown as % of equity-0.21%
$9
Includes Typical Broker Commissions trade costs of $10.90
12/20/09 9:00 BCRX BIOCRYST PHARMACEUTICALS LONG 100 7.50 12/21 9:30 6.05 2.14%
Trade id #45966528
Max drawdown($151)
Time12/21/09 8:21
Quant open100
Worst price5.99
Drawdown as % of equity-2.14%
($147)
Includes Typical Broker Commissions trade costs of $2.00
11/18/09 10:16 NTQXU SHORT 1 0.15 12/20 9:00 0.00 n/a $10
Includes Typical Broker Commissions trade costs of $5.45
11/9/09 9:33 QMPXU SHORT 1 0.30 12/20 9:00 0.00 0%
Trade id #44667997
Max drawdown$0
Time11/9/09 9:35
Quant open-1
Worst price0.30
Drawdown as % of equity0.00%
$25
Includes Typical Broker Commissions trade costs of $5.45
11/6/09 9:39 QJSXA SHORT 1 0.15 12/20 9:00 0.00 0%
Trade id #44599543
Max drawdown$0
Time11/6/09 9:43
Quant open-1
Worst price0.15
Drawdown as % of equity0.00%
$10
Includes Typical Broker Commissions trade costs of $5.45
11/17/09 9:36 GMUXA SHORT 1 0.15 12/20 9:00 0.00 0.15%
Trade id #45047572
Max drawdown($11)
Time11/20/09 9:36
Quant open-1
Worst price0.26
Drawdown as % of equity-0.15%
$10
Includes Typical Broker Commissions trade costs of $5.45
10/28/09 9:31 BIUXU SHORT 1 0.40 12/20 9:00 0.00 1.84%
Trade id #44263300
Max drawdown($130)
Time12/18/09 9:42
Quant open-1
Worst price1.70
Drawdown as % of equity-1.84%
$35
Includes Typical Broker Commissions trade costs of $5.45
11/22/09 9:01 ZLC ZALE CORPORATION LONG 100 5.00 11/23 9:30 4.45 n/a ($57)
Includes Typical Broker Commissions trade costs of $2.00
11/22/09 9:00 NCS NCI BUILDING SYSTEMS LONG 20 12.50 11/23 9:30 9.90 n/a ($52)
Includes Typical Broker Commissions trade costs of $0.40
11/22/09 9:00 GTXI GTX LONG 100 7.50 11/23 9:30 3.50 n/a ($402)
Includes Typical Broker Commissions trade costs of $2.00
10/29/09 11:12 HZOWA SHORT 1 0.15 11/22 9:01 0.00 0.28%
Trade id #44314360
Max drawdown($20)
Time11/5/09 10:39
Quant open-1
Worst price0.35
Drawdown as % of equity-0.28%
$10
Includes Typical Broker Commissions trade costs of $5.45
10/26/09 9:33 ZLCWA SHORT 1 0.15 11/22 9:01 0.00 0.92%
Trade id #44177643
Max drawdown($68)
Time11/2/09 9:32
Quant open-1
Worst price0.83
Drawdown as % of equity-0.92%
$10
Includes Typical Broker Commissions trade costs of $5.45
10/19/09 9:30 QDCWU SHORT 1 0.25 11/22 9:00 0.00 0.63%
Trade id #43931521
Max drawdown($45)
Time11/11/09 15:57
Quant open-1
Worst price0.70
Drawdown as % of equity-0.63%
$20
Includes Typical Broker Commissions trade costs of $5.45
9/17/09 9:30 GQHWU SHORT 1 1.05 11/22 9:00 0.00 4.68%
Trade id #43108120
Max drawdown($335)
Time11/19/09 11:28
Quant open-1
Worst price4.40
Drawdown as % of equity-4.68%
$100
Includes Typical Broker Commissions trade costs of $5.45
9/24/09 9:30 NCSWZ SHORT 1 0.55 11/22 9:00 0.00 0.47%
Trade id #43322668
Max drawdown($35)
Time10/28/09 11:21
Quant open-1
Worst price0.90
Drawdown as % of equity-0.47%
$50
Includes Typical Broker Commissions trade costs of $5.45
10/18/09 9:00 BBX BBX CAPITAL CORP LONG 40 12.50 10/19 9:30 10.95 n/a ($63)
Includes Typical Broker Commissions trade costs of $0.80
9/22/09 10:27 FQRVA SHORT 1 0.35 10/18 9:00 0.00 0.07%
Trade id #43267170
Max drawdown($5)
Time9/22/09 10:35
Quant open-1
Worst price0.40
Drawdown as % of equity-0.07%
$30
Includes Typical Broker Commissions trade costs of $5.45
9/17/09 12:05 QATVA SHORT 1 0.30 10/18 9:00 0.00 0%
Trade id #43113027
Max drawdown$0
Time9/18/09 9:45
Quant open-1
Worst price0.30
Drawdown as % of equity0.00%
$25
Includes Typical Broker Commissions trade costs of $5.45
9/15/09 9:39 HZOVA SHORT 1 0.25 10/18 9:00 0.00 n/a $20
Includes Typical Broker Commissions trade costs of $5.45
9/18/09 9:33 ZLCVA SHORT 1 0.30 10/18 9:00 0.00 0.07%
Trade id #43137502
Max drawdown($5)
Time9/18/09 10:52
Quant open-1
Worst price0.35
Drawdown as % of equity-0.07%
$25
Includes Typical Broker Commissions trade costs of $5.45
9/17/09 9:30 BQNVU SHORT 1 0.35 10/18 9:00 0.00 0.14%
Trade id #43108266
Max drawdown($10)
Time9/22/09 10:00
Quant open-1
Worst price0.45
Drawdown as % of equity-0.14%
$30
Includes Typical Broker Commissions trade costs of $5.45
9/9/09 9:30 CUEVZ SHORT 1 0.15 10/18 9:00 0.00 0%
Trade id #42961694
Max drawdown$0
Time9/10/09 15:53
Quant open-1
Worst price0.15
Drawdown as % of equity0.00%
$10
Includes Typical Broker Commissions trade costs of $5.45
9/3/09 10:27 BBXVZ SHORT 2 0.33 10/18 9:00 0.00 0.07%
Trade id #42877384
Max drawdown($5)
Time9/10/09 12:40
Quant open-2
Worst price0.35
Drawdown as % of equity-0.07%
$54
Includes Typical Broker Commissions trade costs of $10.90
9/22/09 9:47 DQNVZ SHORT 1 0.10 10/18 9:00 0.00 0.07%
Trade id #43265862
Max drawdown($5)
Time9/22/09 14:18
Quant open-1
Worst price0.15
Drawdown as % of equity-0.07%
$5
Includes Typical Broker Commissions trade costs of $5.45
9/20/09 9:00 ACAD ACADIA PHARMACEUTICALS LONG 100 2.50 9/21 9:30 1.94 n/a ($58)
Includes Typical Broker Commissions trade costs of $2.00
8/13/09 13:52 DANUZ SHORT 2 0.15 9/20 9:00 0.00 0%
Trade id #42438427
Max drawdown$0
Time8/14/09 14:42
Quant open-2
Worst price0.15
Drawdown as % of equity0.00%
$19
Includes Typical Broker Commissions trade costs of $10.90
8/12/09 10:23 CUEUZ SHORT 1 0.25 9/20 9:00 0.00 0%
Trade id #42402746
Max drawdown$0
Time8/12/09 12:56
Quant open-1
Worst price0.25
Drawdown as % of equity0.00%
$20
Includes Typical Broker Commissions trade costs of $5.45
8/3/09 10:01 QJSUA SHORT 1 0.45 9/20 9:00 0.00 0.15%
Trade id #42176451
Max drawdown($10)
Time8/3/09 10:39
Quant open-1
Worst price0.55
Drawdown as % of equity-0.15%
$40
Includes Typical Broker Commissions trade costs of $5.45

Statistics

  • Strategy began
    11/6/2007
  • Starting Unit Size
    $5,000
  • Strategy Age (days)
    3633.32
  • Age
    121 months ago
  • What it trades
    Options
  • # Trades
    276
  • # Profitable
    236
  • % Profitable
    85.50%
  • Avg trade duration
    51.2 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    3.7%
  • Avg win
    $27.96
  • Avg loss
    $111.00
  • Model Account Values (Raw)
  • Cash
    $7,159
  • Margin Used
    $145
  • Buying Power
    $7,014
  • Ratios
  • W:L ratio
    1.49:1
  • Sharpe Ratio
    0.105
  • Sortino Ratio
    0.144
  • Calmar Ratio
    0
  • Return Statistics
  • Ann Return (w trading costs)
    8.2%
  • Ann Return (Compnd, No Fees)
    3.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    31.71%
  • Chance of 20% account loss
    4.76%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • 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
    $28
  • Avg Loss
    $111
  • # Winners
    236
  • # Losers
    40
  • % Winners
    85.5%
  • Frequency
  • Avg Position Time (mins)
    73771.00
  • Avg Position Time (hrs)
    1229.52
  • Avg Trade Length
    51.2 days
  • Last Trade Ago
    2849
  • 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)
    0.01400

Strategy Description














Summary Statistics

Strategy began
2007-11-06
Minimum Capital Required
$5,000
# Trades
276
# Profitable
236
% Profitable
85.5%
Correlation S&P500
0.253
Sharpe Ratio
0.105

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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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