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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

GoldenMiner
(111544483)

Created by: * * * * () * * * * ()
Started: 05/2017
Futures
Last trade: 2,467 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 $99.00 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.

86.8%
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.

(12.1%)
Max Drawdown
129
Num Trades
71.3%
Win Trades
1.3 : 1
Profit Factor
46.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                            +9.6%(0.4%)+0.4%+0.4%(0.7%)(0.6%)(0.1%)+0.1%+8.6%
2018  -  (0.8%)+0.1%+0.4%(0.1%)  -  (0.7%)(0.3%)+0.3%+0.5%+0.2%  -  (0.4%)
2019+0.1%(0.2%)+0.4%  -    -  +1.2%(0.1%)(0.6%)(0.1%)+0.6%+2.1%
2020(0.1%)+0.2%(0.2%)+3.2%(0.8%)+0.4%+1.4%(0.2%)(0.5%)(0.4%)(1.4%)+0.1%+1.7%
2021(0.2%)(1.3%)+0.9%+0.2%+0.9%(1.1%)+0.3%(0.7%)(0.6%)+0.5%(0.1%)(0.2%)(1.5%)
2022+0.2%+1.4%+0.6%(0.3%)(1.2%)(0.5%)(1.3%)+0.1%(0.1%)  -  +0.4%+0.5%(0.2%)
2023+1.0%(1.3%)+0.9%+0.1%(0.7%)(0.1%)+0.1%(0.2%)(0.6%)+0.6%+0.5%+0.3%+0.6%
2024(1%)(0.3%)+0.2%                                                      (1.1%)

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 361 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 2466 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/26/17 11:18 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 3 5780.83 6/26 11:35 5773.21 1.57%
Trade id #112215250
Max drawdown($458)
Time6/26/17 11:35
Quant open2
Worst price5770.88
Drawdown as % of equity-1.57%
($482)
Includes Typical Broker Commissions trade costs of $24.00
6/26/17 10:48 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 1 5803.50 6/26 10:56 5788.25 1.03%
Trade id #112214399
Max drawdown($305)
Time6/26/17 10:56
Quant open0
Worst price5788.25
Drawdown as % of equity-1.03%
($313)
Includes Typical Broker Commissions trade costs of $8.00
6/26/17 10:13 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 3 5824.00 6/26 10:37 5810.50 2.67%
Trade id #112213142
Max drawdown($810)
Time6/26/17 10:37
Quant open1
Worst price5807.25
Drawdown as % of equity-2.67%
($834)
Includes Typical Broker Commissions trade costs of $24.00
6/26/17 9:57 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 1 5841.50 6/26 10:07 5829.00 0.81%
Trade id #112212455
Max drawdown($250)
Time6/26/17 10:07
Quant open0
Worst price5829.00
Drawdown as % of equity-0.81%
($258)
Includes Typical Broker Commissions trade costs of $8.00
6/25/17 23:52 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 3 5826.79 6/26 9:52 5841.75 4.89%
Trade id #112205256
Max drawdown($1,512)
Time6/26/17 9:36
Quant open-3
Worst price5852.00
Drawdown as % of equity-4.89%
($922)
Includes Typical Broker Commissions trade costs of $24.00
6/23/17 4:58 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 1 5794.88 6/23 5:58 5788.62 0.18%
Trade id #112187471
Max drawdown($57)
Time6/23/17 5:47
Quant open-1
Worst price5797.75
Drawdown as % of equity-0.18%
$117
Includes Typical Broker Commissions trade costs of $8.00
6/22/17 12:20 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 2 5787.08 6/22 12:20 5787.25 n/a ($9)
Includes Typical Broker Commissions trade costs of $16.00
6/22/17 12:04 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 2 5788.81 6/22 12:16 5788.42 0.24%
Trade id #112173995
Max drawdown($77)
Time6/22/17 12:07
Quant open-2
Worst price5790.75
Drawdown as % of equity-0.24%
$0
Includes Typical Broker Commissions trade costs of $16.00
6/22/17 3:01 DXMU7 MINI-DAX INDEX LONG 4 12737.7 6/22 8:50 12770.0 1.28%
Trade id #112165963
Max drawdown($395)
Time6/22/17 3:05
Quant open2
Worst price12708.0
Drawdown as % of equity-1.28%
$690
Includes Typical Broker Commissions trade costs of $32.00
6/22/17 3:16 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 2 5793.88 6/22 8:47 5794.25 1.13%
Trade id #112166094
Max drawdown($345)
Time6/22/17 4:01
Quant open2
Worst price5785.25
Drawdown as % of equity-1.13%
($1)
Includes Typical Broker Commissions trade costs of $16.00
6/22/17 1:05 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 2 5805.88 6/22 3:01 5801.67 0.73%
Trade id #112165041
Max drawdown($225)
Time6/22/17 2:01
Quant open-1
Worst price5814.50
Drawdown as % of equity-0.73%
$152
Includes Typical Broker Commissions trade costs of $16.00
6/21/17 18:05 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 1 5789.88 6/21 23:49 5801.88 1.09%
Trade id #112161912
Max drawdown($337)
Time6/21/17 23:49
Quant open-1
Worst price5806.75
Drawdown as % of equity-1.09%
($248)
Includes Typical Broker Commissions trade costs of $8.00
6/21/17 9:57 FB META PLATFORMS INC SHORT 100 152.69 6/21 15:45 154.00 0.42%
Trade id #112151045
Max drawdown($131)
Time6/21/17 15:45
Quant open0
Worst price154.00
Drawdown as % of equity-0.42%
($133)
Includes Typical Broker Commissions trade costs of $2.00
6/21/17 14:42 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 2 5782.00 6/21 15:02 5780.50 0.37%
Trade id #112159219
Max drawdown($115)
Time6/21/17 14:44
Quant open-1
Worst price5786.25
Drawdown as % of equity-0.37%
$44
Includes Typical Broker Commissions trade costs of $16.00
6/21/17 14:13 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 1 5773.50 6/21 14:19 5777.25 0.05%
Trade id #112158437
Max drawdown($15)
Time6/21/17 14:15
Quant open1
Worst price5772.75
Drawdown as % of equity-0.05%
$67
Includes Typical Broker Commissions trade costs of $8.00
6/21/17 13:27 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 1 5770.50 6/21 13:57 5767.62 0.32%
Trade id #112157259
Max drawdown($100)
Time6/21/17 13:32
Quant open-1
Worst price5775.50
Drawdown as % of equity-0.32%
$50
Includes Typical Broker Commissions trade costs of $8.00
6/13/17 9:30 AMD ADVANCED MICRO DEVICES INC. C LONG 200 12.34 6/21 12:49 13.61 0.75%
Trade id #112029242
Max drawdown($225)
Time6/15/17 9:32
Quant open200
Worst price11.21
Drawdown as % of equity-0.75%
$251
Includes Typical Broker Commissions trade costs of $4.00
6/19/17 9:42 SPXL DIREXION DAILY S&P500 BULL 3X SHORT 50 35.07 6/21 11:29 34.65 0.06%
Trade id #112116662
Max drawdown($19)
Time6/19/17 15:55
Quant open-50
Worst price35.45
Drawdown as % of equity-0.06%
$20
Includes Typical Broker Commissions trade costs of $1.00
6/21/17 3:36 DXMU7 MINI-DAX INDEX LONG 3 12717.8 6/21 6:55 12745.2 0.69%
Trade id #112146202
Max drawdown($209)
Time6/21/17 4:23
Quant open2
Worst price12701.0
Drawdown as % of equity-0.69%
$434
Includes Typical Broker Commissions trade costs of $24.00
6/21/17 3:32 @ESU7 E-MINI S&P 500 LONG 2 2430.56 6/21 4:03 2430.25 0.14%
Trade id #112146039
Max drawdown($43)
Time6/21/17 3:38
Quant open1
Worst price2429.50
Drawdown as % of equity-0.14%
($47)
Includes Typical Broker Commissions trade costs of $16.00
6/20/17 15:39 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 1 5742.62 6/20 23:23 5715.38 1.87%
Trade id #112140945
Max drawdown($572)
Time6/20/17 20:40
Quant open1
Worst price5714.00
Drawdown as % of equity-1.87%
($553)
Includes Typical Broker Commissions trade costs of $8.00
6/20/17 14:05 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 2 5750.75 6/20 15:02 5752.08 1.54%
Trade id #112139532
Max drawdown($470)
Time6/20/17 14:41
Quant open2
Worst price5739.00
Drawdown as % of equity-1.54%
$37
Includes Typical Broker Commissions trade costs of $16.00
6/20/17 11:32 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 1 5752.75 6/20 11:51 5759.50 0.31%
Trade id #112136897
Max drawdown($95)
Time6/20/17 11:37
Quant open1
Worst price5748.00
Drawdown as % of equity-0.31%
$127
Includes Typical Broker Commissions trade costs of $8.00
6/20/17 9:40 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 2 5769.56 6/20 9:52 5763.06 0.62%
Trade id #112133169
Max drawdown($187)
Time6/20/17 9:43
Quant open-2
Worst price5774.25
Drawdown as % of equity-0.62%
$244
Includes Typical Broker Commissions trade costs of $16.00
6/19/17 9:43 XIV VELOCITYSHARES DAILY INVERSE V SHORT 50 84.29 6/20 9:30 83.92 0.17%
Trade id #112116710
Max drawdown($52)
Time6/19/17 13:37
Quant open-50
Worst price85.34
Drawdown as % of equity-0.17%
$18
Includes Typical Broker Commissions trade costs of $1.00
6/19/17 13:43 @ESU7 E-MINI S&P 500 SHORT 1 2449.12 6/19 14:01 2448.25 0.1%
Trade id #112121590
Max drawdown($31)
Time6/19/17 13:45
Quant open-1
Worst price2449.75
Drawdown as % of equity-0.10%
$36
Includes Typical Broker Commissions trade costs of $8.00
6/19/17 12:13 @NQU7 E-MINI NASDAQ 100 STK IDX LONG 2 5760.62 6/19 12:16 5764.58 0.15%
Trade id #112120203
Max drawdown($45)
Time6/19/17 12:15
Quant open2
Worst price5759.50
Drawdown as % of equity-0.15%
$142
Includes Typical Broker Commissions trade costs of $16.00
6/19/17 11:11 @NQU7 E-MINI NASDAQ 100 STK IDX SHORT 1 5766.88 6/19 11:17 5764.50 0.08%
Trade id #112118994
Max drawdown($22)
Time6/19/17 11:13
Quant open-1
Worst price5768.00
Drawdown as % of equity-0.08%
$40
Includes Typical Broker Commissions trade costs of $8.00
6/19/17 10:15 @ESU7 E-MINI S&P 500 SHORT 2 2447.12 6/19 10:39 2447.50 0.96%
Trade id #112117560
Max drawdown($287)
Time6/19/17 10:32
Quant open-2
Worst price2450.00
Drawdown as % of equity-0.96%
($54)
Includes Typical Broker Commissions trade costs of $16.00
6/13/17 9:32 SNAP SNAP INC LONG 200 18.43 6/19 10:02 17.10 0.96%
Trade id #112029605
Max drawdown($286)
Time6/15/17 13:50
Quant open200
Worst price17.00
Drawdown as % of equity-0.96%
($271)
Includes Typical Broker Commissions trade costs of $4.00

Statistics

  • Strategy began
    5/11/2017
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    2505.07
  • Age
    84 months ago
  • What it trades
    Futures
  • # Trades
    129
  • # Profitable
    92
  • % Profitable
    71.30%
  • Avg trade duration
    19.9 days
  • Max peak-to-valley drawdown
    12.09%
  • drawdown period
    June 14, 2017 - June 29, 2017
  • Cumul. Return
    9.4%
  • Avg win
    $176.08
  • Avg loss
    $329.57
  • Model Account Values (Raw)
  • Cash
    $28,550
  • Margin Used
    $0
  • Buying Power
    $28,367
  • Ratios
  • W:L ratio
    1.35:1
  • Sharpe Ratio
    -0.05
  • Sortino Ratio
    -0.07
  • Calmar Ratio
    1.301
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    8.38%
  • Correlation to SP500
    0.03840
  • Return Percent SP500 (cumu) during strategy life
    119.19%
  • Return Statistics
  • Ann Return (w trading costs)
    86.8%
  • Slump
  • Current Slump as Pcnt Equity
    13.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.094%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.89%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    0.11%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    2.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    17.00%
  • 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)
    491
  • Popularity (Last 6 weeks)
    941
  • Popularity (7 days, Percentile 1000 scale)
    841
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $176
  • Avg Loss
    $330
  • Sum Trade PL (losers)
    $12,194.000
  • # Winners
    92
  • Num Months Winners
    40
  • Age
  • Num Months filled monthly returns table
    83
  • Win / Loss
  • Sum Trade PL (winners)
    $16,199.000
  • Dividends
  • Dividends Received in Model Acct
    223
  • Win / Loss
  • # Losers
    37
  • % Winners
    71.3%
  • Frequency
  • Avg Position Time (mins)
    28693.30
  • Avg Position Time (hrs)
    478.22
  • Avg Trade Length
    19.9 days
  • Last Trade Ago
    2459
  • Regression
  • Alpha
    -0.00
  • Beta
    0.01
  • Treynor Index
    -0.07
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    41.90
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.58
  • Avg(MAE) / Avg(PL) - All trades
    8.103
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    36.34
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.800
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.452
  • Hold-and-Hope Ratio
    0.133
  • 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)
    0.09300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01400
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    15
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Summary Statistics

Strategy began
2017-05-11
Suggested Minimum Capital
$25,000
# Trades
129
# Profitable
92
% Profitable
71.3%
Net Dividends
Correlation S&P500
0.038
Sharpe Ratio
-0.05
Sortino Ratio
-0.07
Beta
0.01
Alpha
-0.00

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.