Collective2 Collective2
Featured Strategy Income Trades Followed by live capital $89,400 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 02/01/2023
Most recent certification approved 2/1/23 9:31 ET
Trades at broker Israel Interactive Trading
Scaling percentage used 100%
# trading signals issued by system since certification 35
# trading signals executed in manager's Israel Interactive Trading account 35
Percent signals followed since 02/01/2023 100%
This information was last updated 11/10/24 14:42 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 02/01/2023, 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.

YBH FUND
(143396699)

Powered by BrokerTransmit.
Read important disclosures.

Created by: YBHD YBHD
Started: 01/2023
Stocks
Last trade: 27 days ago
Trading style: Equity Trend-following Event-driven

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 $64.00 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.
Event-driven
Category: Equity

Event-driven

Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.
88.1%
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.

(38.7%)
Max Drawdown
12
Num Trades
66.7%
Win Trades
12.2 : 1
Profit Factor
60.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023(0.4%)(15.7%)+26.6%(0.5%)+22.3%+13.7%+14.1%(6.6%)(16.4%)(12.8%)+41.4%+16.3%+87.9%
2024+3.7%+14.9%+2.2%(14.8%)+19.0%+18.3%(7.4%)+0.4%+5.7%(4.1%)+19.8%      +64.7%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 35 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
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/8/24 9:30 GSY INVESCO ULTRA SHORT DURA LONG 17 49.99 8/14 9:30 50.18 0%
Trade id #148588317
Max drawdown($1)
Time7/22/24 0:00
Quant open17
Worst price49.91
Drawdown as % of equity-0.00%
 $3
Includes Typical Broker Commissions trade costs of $0.34
2/15/24 10:06 AMZN AMAZON.COM LONG 3 173.61 5/7 9:28 185.15 0.03%
Trade id #147343777
Max drawdown($14)
Time4/25/24 0:00
Quant open2
Worst price166.32
Drawdown as % of equity-0.03%
 $35
Includes Typical Broker Commissions trade costs of $0.06
1/31/24 12:20 QQQ POWERSHARES QQQ LONG 1 419.70 2/5 9:30 428.91 0.01%
Trade id #147181620
Max drawdown($2)
Time1/31/24 15:54
Quant open1
Worst price416.79
Drawdown as % of equity-0.01%
 $9
Includes Typical Broker Commissions trade costs of $0.02
2/1/23 9:31 OPHC OPTIMUMBANK HOLDINGS INC LONG 250 4.29 8/10 10:52 3.66 0.48%
Trade id #143411556
Max drawdown($110)
Time2/13/23 0:00
Quant open250
Worst price3.85
Drawdown as % of equity-0.48%
 ($162)
Includes Typical Broker Commissions trade costs of $5.00
2/1/23 9:33 MXC MEXCO ENERGY LONG 80 13.78 8/10 10:52 13.51 0.34%
Trade id #143411847
Max drawdown($79)
Time2/6/23 0:00
Quant open80
Worst price12.79
Drawdown as % of equity-0.34%
 ($24)
Includes Typical Broker Commissions trade costs of $1.60
2/1/23 9:31 DRCT DIRECT DIGITAL HOLDINGS INC. CLASS A LONG 104 5.90 8/10 10:51 2.53 1.5%
Trade id #143411558
Max drawdown($374)
Time4/14/23 0:00
Quant open104
Worst price2.30
Drawdown as % of equity-1.50%
 ($353)
Includes Typical Broker Commissions trade costs of $2.08
3/1/23 14:13 TQQQ PROSHARES ULTRAPRO QQQ LONG 882 21.63 3/9 15:19 21.71 2.97%
Trade id #143738612
Max drawdown($599)
Time3/2/23 0:00
Quant open882
Worst price20.95
Drawdown as % of equity-2.97%
 $70
Includes Typical Broker Commissions trade costs of $5.00
2/1/23 9:33 TQQQ PROSHARES ULTRAPRO QQQ LONG 877 26.50 2/24 9:30 21.75 20.95%
Trade id #143411849
Max drawdown($4,235)
Time2/24/23 9:30
Quant open877
Worst price21.67
Drawdown as % of equity-20.95%
 ($4,170)
Includes Typical Broker Commissions trade costs of $5.74
2/1/23 9:36 SOXL DIREXION DAILY SEMICONDCT BULL LONG 13 14.88 2/2 11:45 17.50 0%
Trade id #143411925
Max drawdown($0)
Time2/1/23 9:39
Quant open13
Worst price14.86
Drawdown as % of equity-0.00%
 $34
Includes Typical Broker Commissions trade costs of $0.26
2/1/23 9:33 QQQ POWERSHARES QQQ LONG 4 293.97 2/2 11:44 310.33 0.03%
Trade id #143411845
Max drawdown($6)
Time2/1/23 14:34
Quant open4
Worst price292.30
Drawdown as % of equity-0.03%
 $65
Includes Typical Broker Commissions trade costs of $0.08
2/1/23 9:31 SPY SPDR S&P 500 LONG 3 405.34 2/2 11:44 416.31 0.04%
Trade id #143411560
Max drawdown($8)
Time2/1/23 14:34
Quant open3
Worst price402.35
Drawdown as % of equity-0.04%
 $33
Includes Typical Broker Commissions trade costs of $0.06
Next

Statistics

  • Strategy began
    1/31/2023
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    649.25
  • Age
    22 months ago
  • What it trades
    Stocks
  • # Trades
    12
  • # Profitable
    8
  • % Profitable
    66.70%
  • Avg trade duration
    111.6 days
  • Max peak-to-valley drawdown
    38.66%
  • drawdown period
    July 10, 2024 - Aug 05, 2024
  • Annual Return (Compounded)
    88.1%
  • Avg win
    $6,983
  • Avg loss
    $1,173
  • Model Account Values (Raw)
  • Cash
    $5,362
  • Margin Used
    $0
  • Buying Power
    $60,978
  • Ratios
  • W:L ratio
    12.17:1
  • Sharpe Ratio
    1.28
  • Sortino Ratio
    2.06
  • Calmar Ratio
    3.402
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    162.38%
  • Correlation to SP500
    0.78030
  • Return Percent SP500 (cumu) during strategy life
    47.07%
  • Return Statistics
  • Ann Return (w trading costs)
    88.1%
  • Slump
  • Current Slump as Pcnt Equity
    2.60%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.19%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.881%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    1.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    91.6%
  • 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)
    983
  • Popularity (Last 6 weeks)
    983
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    971
  • Popularity (7 days, Percentile 1000 scale)
    979
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $1,174
  • Avg Win
    $6,984
  • Sum Trade PL (losers)
    $4,694.000
  • Age
  • Num Months filled monthly returns table
    23
  • Win / Loss
  • Sum Trade PL (winners)
    $55,870.000
  • # Winners
    8
  • Num Months Winners
    14
  • Dividends
  • Dividends Received in Model Acct
    1248
  • AUM
  • AUM (AutoTrader live capital)
    673874
  • Win / Loss
  • # Losers
    4
  • % Winners
    66.7%
  • Frequency
  • Avg Position Time (mins)
    160722.00
  • Avg Position Time (hrs)
    2678.70
  • Avg Trade Length
    111.6 days
  • Last Trade Ago
    27
  • Leverage
  • Daily leverage (average)
    1.48
  • Daily leverage (max)
    3.01
  • Regression
  • Alpha
    0.04
  • Beta
    2.91
  • Treynor Index
    0.07
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.27
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.06
  • Avg(MAE) / Avg(PL) - All trades
    0.133
  • 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
    0.21
  • Avg(MAE) / Avg(PL) - Winning trades
    0.034
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.022
  • Hold-and-Hope Ratio
    -0.817
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.79717
  • SD
    0.39796
  • Sharpe ratio (Glass type estimate)
    2.00312
  • Sharpe ratio (Hedges UMVUE)
    1.90748
  • df
    16.00000
  • t
    2.38419
  • p
    0.24400
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.19184
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.76143
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.13311
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.68185
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.89424
  • Upside Potential Ratio
    6.41897
  • Upside part of mean
    1.04552
  • Downside part of mean
    -0.24835
  • Upside SD
    0.41891
  • Downside SD
    0.16288
  • N nonnegative terms
    13.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    17.00000
  • Mean of predictor
    0.22906
  • Mean of criterion
    0.79717
  • SD of predictor
    0.09629
  • SD of criterion
    0.39796
  • Covariance
    0.03281
  • r
    0.85625
  • b (slope, estimate of beta)
    3.53868
  • a (intercept, estimate of alpha)
    -0.01342
  • Mean Square Error
    0.04508
  • DF error
    15.00000
  • t(b)
    6.41971
  • p(b)
    0.03200
  • t(a)
    -0.06139
  • p(a)
    0.51009
  • Lowerbound of 95% confidence interval for beta
    2.36378
  • Upperbound of 95% confidence interval for beta
    4.71358
  • Lowerbound of 95% confidence interval for alpha
    -0.47924
  • Upperbound of 95% confidence interval for alpha
    0.45241
  • Treynor index (mean / b)
    0.22527
  • Jensen alpha (a)
    -0.01342
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.70352
  • SD
    0.37815
  • Sharpe ratio (Glass type estimate)
    1.86040
  • Sharpe ratio (Hedges UMVUE)
    1.77158
  • df
    16.00000
  • t
    2.21432
  • p
    0.25784
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.06885
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.60179
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.01420
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.52895
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.07016
  • Upside Potential Ratio
    5.58656
  • Upside part of mean
    0.96562
  • Downside part of mean
    -0.26210
  • Upside SD
    0.38204
  • Downside SD
    0.17285
  • N nonnegative terms
    13.00000
  • N negative terms
    4.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    17.00000
  • Mean of predictor
    0.22218
  • Mean of criterion
    0.70352
  • SD of predictor
    0.09459
  • SD of criterion
    0.37815
  • Covariance
    0.03094
  • r
    0.86508
  • b (slope, estimate of beta)
    3.45849
  • a (intercept, estimate of alpha)
    -0.06490
  • Mean Square Error
    0.03838
  • DF error
    15.00000
  • t(b)
    6.67919
  • p(b)
    0.02913
  • t(a)
    -0.32317
  • p(a)
    0.55288
  • Lowerbound of 95% confidence interval for beta
    2.35483
  • Upperbound of 95% confidence interval for beta
    4.56216
  • Lowerbound of 95% confidence interval for alpha
    -0.49294
  • Upperbound of 95% confidence interval for alpha
    0.36314
  • Treynor index (mean / b)
    0.20342
  • Jensen alpha (a)
    -0.06490
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.11391
  • Expected Shortfall on VaR
    0.15273
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02706
  • Expected Shortfall on VaR
    0.06433
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    17.00000
  • Minimum
    0.86595
  • Quartile 1
    1.02910
  • Median
    1.05368
  • Quartile 3
    1.15673
  • Maximum
    1.24220
  • Mean of quarter 1
    0.93732
  • Mean of quarter 2
    1.04025
  • Mean of quarter 3
    1.11105
  • Mean of quarter 4
    1.21927
  • Inter Quartile Range
    0.12763
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -1.60073
  • VaR(95%) (regression method)
    0.15661
  • Expected Shortfall (regression method)
    0.16446
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.09611
  • Quartile 1
    0.10328
  • Median
    0.11044
  • Quartile 3
    0.12225
  • Maximum
    0.13405
  • Mean of quarter 1
    0.09611
  • Mean of quarter 2
    0.11044
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.13405
  • Inter Quartile Range
    0.01897
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • 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)
    1.28361
  • Compounded annual return (geometric extrapolation)
    1.07804
  • Calmar ratio (compounded annual return / max draw down)
    8.04193
  • Compounded annual return / average of 25% largest draw downs
    8.04193
  • Compounded annual return / Expected Shortfall lognormal
    7.05831
  • 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
    0.87865
  • SD
    0.47746
  • Sharpe ratio (Glass type estimate)
    1.84025
  • Sharpe ratio (Hedges UMVUE)
    1.83663
  • df
    381.00000
  • t
    2.22207
  • p
    0.01343
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.21066
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.46752
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.20822
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.46504
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.97789
  • Upside Potential Ratio
    10.79760
  • Upside part of mean
    3.18594
  • Downside part of mean
    -2.30728
  • Upside SD
    0.37850
  • Downside SD
    0.29506
  • N nonnegative terms
    215.00000
  • N negative terms
    167.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    382.00000
  • Mean of predictor
    0.24526
  • Mean of criterion
    0.87865
  • SD of predictor
    0.13023
  • SD of criterion
    0.47746
  • Covariance
    0.04614
  • r
    0.74207
  • b (slope, estimate of beta)
    2.72067
  • a (intercept, estimate of alpha)
    0.21100
  • Mean Square Error
    0.10271
  • DF error
    380.00000
  • t(b)
    21.58010
  • p(b)
    0.00000
  • t(a)
    0.79113
  • p(a)
    0.21468
  • Lowerbound of 95% confidence interval for beta
    2.47278
  • Upperbound of 95% confidence interval for beta
    2.96856
  • Lowerbound of 95% confidence interval for alpha
    -0.31399
  • Upperbound of 95% confidence interval for alpha
    0.73677
  • Treynor index (mean / b)
    0.32295
  • Jensen alpha (a)
    0.21139
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.76506
  • SD
    0.47320
  • Sharpe ratio (Glass type estimate)
    1.61677
  • Sharpe ratio (Hedges UMVUE)
    1.61358
  • df
    381.00000
  • t
    1.95222
  • p
    0.02582
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.01146
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.24297
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.01364
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.24080
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.52157
  • Upside Potential Ratio
    10.27420
  • Upside part of mean
    3.11727
  • Downside part of mean
    -2.35221
  • Upside SD
    0.36540
  • Downside SD
    0.30341
  • N nonnegative terms
    215.00000
  • N negative terms
    167.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    382.00000
  • Mean of predictor
    0.23667
  • Mean of criterion
    0.76506
  • SD of predictor
    0.13020
  • SD of criterion
    0.47320
  • Covariance
    0.04589
  • r
    0.74487
  • b (slope, estimate of beta)
    2.70726
  • a (intercept, estimate of alpha)
    0.12434
  • Mean Square Error
    0.09995
  • DF error
    380.00000
  • t(b)
    21.76240
  • p(b)
    0.00000
  • t(a)
    0.47195
  • p(a)
    0.31862
  • Lowerbound of 95% confidence interval for beta
    2.46266
  • Upperbound of 95% confidence interval for beta
    2.95186
  • Lowerbound of 95% confidence interval for alpha
    -0.39370
  • Upperbound of 95% confidence interval for alpha
    0.64238
  • Treynor index (mean / b)
    0.28260
  • Jensen alpha (a)
    0.12434
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04416
  • Expected Shortfall on VaR
    0.05571
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01859
  • Expected Shortfall on VaR
    0.03731
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    382.00000
  • Minimum
    0.90344
  • Quartile 1
    0.98746
  • Median
    1.00426
  • Quartile 3
    1.01631
  • Maximum
    1.14773
  • Mean of quarter 1
    0.96916
  • Mean of quarter 2
    0.99657
  • Mean of quarter 3
    1.00985
  • Mean of quarter 4
    1.03825
  • Inter Quartile Range
    0.02885
  • Number outliers low
    12.00000
  • Percentage of outliers low
    0.03141
  • Mean of outliers low
    0.92750
  • Number of outliers high
    15.00000
  • Percentage of outliers high
    0.03927
  • Mean of outliers high
    1.08407
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.06331
  • VaR(95%) (moments method)
    0.02887
  • Expected Shortfall (moments method)
    0.04029
  • Extreme Value Index (regression method)
    -0.02447
  • VaR(95%) (regression method)
    0.03058
  • Expected Shortfall (regression method)
    0.04128
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    21.00000
  • Minimum
    0.00096
  • Quartile 1
    0.02580
  • Median
    0.05007
  • Quartile 3
    0.08623
  • Maximum
    0.35567
  • Mean of quarter 1
    0.00958
  • Mean of quarter 2
    0.04592
  • Mean of quarter 3
    0.07394
  • Mean of quarter 4
    0.21532
  • Inter Quartile Range
    0.06043
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.14286
  • Mean of outliers high
    0.26886
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -0.74155
  • VaR(95%) (moments method)
    0.20206
  • Expected Shortfall (moments method)
    0.22467
  • Extreme Value Index (regression method)
    -0.17523
  • VaR(95%) (regression method)
    0.29024
  • Expected Shortfall (regression method)
    0.37811
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.49361
  • Compounded annual return (geometric extrapolation)
    1.20995
  • Calmar ratio (compounded annual return / max draw down)
    3.40187
  • Compounded annual return / average of 25% largest draw downs
    5.61934
  • Compounded annual return / Expected Shortfall lognormal
    21.71790
  • 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
    0.78554
  • SD
    0.47597
  • Sharpe ratio (Glass type estimate)
    1.65040
  • Sharpe ratio (Hedges UMVUE)
    1.64086
  • df
    130.00000
  • t
    1.16701
  • p
    0.44909
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.13180
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.42632
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.13811
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.41984
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.28641
  • Upside Potential Ratio
    9.23252
  • Upside part of mean
    3.17201
  • Downside part of mean
    -2.38647
  • Upside SD
    0.33035
  • Downside SD
    0.34357
  • N nonnegative terms
    84.00000
  • N negative terms
    47.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.26055
  • Mean of criterion
    0.78554
  • SD of predictor
    0.13455
  • SD of criterion
    0.47597
  • Covariance
    0.05251
  • r
    0.81988
  • b (slope, estimate of beta)
    2.90025
  • a (intercept, estimate of alpha)
    0.02989
  • Mean Square Error
    0.07484
  • DF error
    129.00000
  • t(b)
    16.26450
  • p(b)
    0.04462
  • t(a)
    0.07670
  • p(a)
    0.49570
  • Lowerbound of 95% confidence interval for beta
    2.54745
  • Upperbound of 95% confidence interval for beta
    3.25306
  • Lowerbound of 95% confidence interval for alpha
    -0.74106
  • Upperbound of 95% confidence interval for alpha
    0.80083
  • Treynor index (mean / b)
    0.27085
  • Jensen alpha (a)
    0.02989
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.67083
  • SD
    0.48011
  • Sharpe ratio (Glass type estimate)
    1.39725
  • Sharpe ratio (Hedges UMVUE)
    1.38917
  • df
    130.00000
  • t
    0.98800
  • p
    0.45683
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.38242
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.17160
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.38777
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.16612
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.88674
  • Upside Potential Ratio
    8.77176
  • Upside part of mean
    3.11882
  • Downside part of mean
    -2.44799
  • Upside SD
    0.32256
  • Downside SD
    0.35555
  • N nonnegative terms
    84.00000
  • N negative terms
    47.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.25140
  • Mean of criterion
    0.67083
  • SD of predictor
    0.13472
  • SD of criterion
    0.48011
  • Covariance
    0.05319
  • r
    0.82231
  • b (slope, estimate of beta)
    2.93062
  • a (intercept, estimate of alpha)
    -0.06592
  • Mean Square Error
    0.07522
  • DF error
    129.00000
  • t(b)
    16.41320
  • p(b)
    0.04374
  • t(a)
    -0.16884
  • p(a)
    0.50946
  • VAR (95 Confidence Intrvl)
    0.04400
  • Lowerbound of 95% confidence interval for beta
    2.57735
  • Upperbound of 95% confidence interval for beta
    3.28389
  • Lowerbound of 95% confidence interval for alpha
    -0.83843
  • Upperbound of 95% confidence interval for alpha
    0.70658
  • Treynor index (mean / b)
    0.22890
  • Jensen alpha (a)
    -0.06592
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04518
  • Expected Shortfall on VaR
    0.05688
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01650
  • Expected Shortfall on VaR
    0.03604
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.90344
  • Quartile 1
    0.99206
  • Median
    1.00741
  • Quartile 3
    1.01571
  • Maximum
    1.07385
  • Mean of quarter 1
    0.96561
  • Mean of quarter 2
    1.00107
  • Mean of quarter 3
    1.01118
  • Mean of quarter 4
    1.03480
  • Inter Quartile Range
    0.02365
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.92314
  • Number of outliers high
    9.00000
  • Percentage of outliers high
    0.06870
  • Mean of outliers high
    1.06114
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.17611
  • VaR(95%) (moments method)
    0.02803
  • Expected Shortfall (moments method)
    0.04457
  • Extreme Value Index (regression method)
    -0.05448
  • VaR(95%) (regression method)
    0.03520
  • Expected Shortfall (regression method)
    0.04988
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    5.00000
  • Minimum
    0.00096
  • Quartile 1
    0.01173
  • Median
    0.04882
  • Quartile 3
    0.07375
  • Maximum
    0.35567
  • Mean of quarter 1
    0.00635
  • Mean of quarter 2
    0.04882
  • Mean of quarter 3
    0.07375
  • Mean of quarter 4
    0.35567
  • Inter Quartile Range
    0.06202
  • 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
    0.20000
  • Mean of outliers high
    0.35567
  • 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?
    -382937000
  • Max Equity Drawdown (num days)
    26
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.83635
  • Compounded annual return (geometric extrapolation)
    1.01122
  • Calmar ratio (compounded annual return / max draw down)
    2.84313
  • Compounded annual return / average of 25% largest draw downs
    2.84313
  • Compounded annual return / Expected Shortfall lognormal
    17.77800

Strategy Description

Hello and blessings,

I want to extend my heartfelt congratulations and sincere gratitude to you for choosing me to manage your assets. It is a responsibility I take very seriously, and I am committed to exceeding your expectations in every way possible.

I am thrilled about the journey we are embarking upon together and look forward to a successful partnership with the help of the Almighty. Before we dive into the intricacies of our strategy, allow me to share a bit about myself and shed some light on our approach.

My name is Yedidya, and at 25 years old, I am pursuing studies in economics and computer science. I have harbored a deep passion for finance and technology since a young age, having commenced my journey in the stock market at the age of 15.

Now, let's delve into the core of our strategy:

- The strategy primarily focuses on trading leveraged ETFs on the leading indices in the United States, with a particular emphasis on TQQQ and SQQQ. Additionally, we may opportunistically enter positions in selected stocks that meet stringent criteria and present compelling investment opportunities.

Given the inherent volatility associated with trading leveraged ETFs, I emphasize the importance of prudent risk management. Here are a few recommendations:

1. **Manage Risks Wisely**: Begin with an amount you can afford to risk, and consider increasing it as you become more comfortable with the strategy's volatility.

2. **Opt for Autotrading**: Due to the potential for rapid market movements, autotrading ensures timely execution of positions and effective risk mitigation.

3. **Exercise Caution**: While the strategy employs calculated risk measures, it operates at a high-risk level. In the worst-case scenario, the strategy may experience a 35% drawdown within a month. Therefore, it is advisable to invest only funds that are entirely disposable, avoiding borrowed capital or funds earmarked for short-term needs.

As your investment manager, I advocate for a long-term perspective. Despite inevitable market fluctuations, staying invested through challenging times often yields optimal outcomes. Remember, those who succumb to fear during downturns typically incur greater losses, whereas steadfast optimism tends to yield substantial rewards in the long run.

Furthermore, staying invested allows us to capitalize on dividends issued by our holdings several times a year, potentially offsetting commission expenses and enhancing overall returns.

You may notice that our strategy prioritizes quality over quantity in terms of trading frequency. Rest assured, I meticulously monitor our positions and continuously update protective measures to safeguard your investments.

Currently, the strategy is available at a discounted introductory rate, affording you the opportunity to assess its suitability. Subsequently, subscription fees may be adjusted gradually in accordance with performance, ensuring fair and transparent pricing.

In addition, I am aware that there are investors with low initial capital, that high management fees will cut a significant part of their profits, therefore I want to allow them to join at the beginning with management fees that are adjusted to the size of their portfolio.

To contact me, you can contact me on my X account, where I also update my followers on the monthly performance of the strategy and other things related to the strategy and the stock market and trading:
@ybh_fund


Oh and one last thing:
Never forget - "We run long distances"

Thank you for entrusting me with your financial journey. I am genuinely excited about the prospects that lie ahead and am committed to navigating this path together.

Wishing us a fruitful and prosperous partnership.

Warm regards,

Yedidya.

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2023-01-31
Suggested Minimum Capital
$15,000
Rank at C2 %
Top 2.9%
Rank # 
#21
# Trades
12
# Profitable
8
% Profitable
66.7%
Net Dividends
$1,248
Correlation S&P500
0.780
Sharpe Ratio
1.28
Sortino Ratio
2.06
Beta
2.91
Alpha
0.04
Leverage
1.48 Average
3.01 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

#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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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.