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This is an archived track record. This track record was archived on 5/26/20 13:50 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

Death Touch S
(127823551)

Created by: CoolS CoolS
Started: 03/2020
Stocks
Last trade: 1,403 days ago
Trading style: Equity Momentum 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. You can subscribe to this system for free.

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
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
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.
-5.7%
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.

(21.3%)
Max Drawdown
71
Num Trades
36.6%
Win Trades
1.0 : 1
Profit Factor
2.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020              +3.6%(3.9%)(4%)  -    -    -    -    -    -    -  (4.4%)
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -                                                        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.

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

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/26/20 13:44 LTM LATAM AIRLINES GROUP SA SHORT 1,613 1.50 5/26 13:50 2.58 n/a ($1,747)
Includes Typical Broker Commissions trade costs of $5.00
5/21/20 9:30 AUY YAMANA GOLD LONG 1,340 5.44 5/26 13:50 5.13 0.73%
Trade id #129128551
Max drawdown($348)
Time5/21/20 10:46
Quant open1,340
Worst price5.18
Drawdown as % of equity-0.73%
($420)
Includes Typical Broker Commissions trade costs of $5.00
5/18/20 10:07 BAND BANDWIDTH INC. CLASS A COMMON STOCK LONG 88 114.79 5/26 13:50 108.52 1.9%
Trade id #129067637
Max drawdown($931)
Time5/21/20 0:00
Quant open88
Worst price104.20
Drawdown as % of equity-1.90%
($554)
Includes Typical Broker Commissions trade costs of $1.76
5/15/20 11:06 IMMU IMMUNOMEDICS LONG 283 33.06 5/26 13:50 35.37 0.53%
Trade id #129041983
Max drawdown($257)
Time5/15/20 15:03
Quant open283
Worst price32.15
Drawdown as % of equity-0.53%
$648
Includes Typical Broker Commissions trade costs of $5.66
5/15/20 10:36 HEBT HEBRON TECHNOLOGY CO. LTD. COMMON SHARES LONG 478 12.80 5/26 13:50 17.01 0.88%
Trade id #129041149
Max drawdown($425)
Time5/18/20 0:00
Quant open478
Worst price11.91
Drawdown as % of equity-0.88%
$2,002
Includes Typical Broker Commissions trade costs of $9.56
5/13/20 10:26 KALA KALA PHARMACEUTICALS INC. LONG 556 12.43 5/26 13:50 13.18 1.08%
Trade id #129000649
Max drawdown($533)
Time5/14/20 0:00
Quant open556
Worst price11.47
Drawdown as % of equity-1.08%
$412
Includes Typical Broker Commissions trade costs of $5.00
5/5/20 9:30 PDYPF FLUTTER ENTERTAINMENT PLC LONG 90 0.00 5/26 13:50 130.00 n/a $11,698
Includes Typical Broker Commissions trade costs of $1.80
4/13/20 10:35 GLD SPDR GOLD SHARES LONG 141 159.87 5/26 13:50 160.91 0.8%
Trade id #128535078
Max drawdown($399)
Time4/21/20 0:00
Quant open141
Worst price157.04
Drawdown as % of equity-0.80%
$144
Includes Typical Broker Commissions trade costs of $2.82
4/7/20 10:26 RRTS ROADRUNNER TRANSPORTATION SHORT 731 2.25 5/26 13:50 2.20 0.79%
Trade id #128453185
Max drawdown($394)
Time4/14/20 0:00
Quant open731
Worst price2.79
Drawdown as % of equity-0.79%
$32
Includes Typical Broker Commissions trade costs of $5.00
4/3/20 11:28 LOGI LOGITECH INTERNATIONAL LONG 240 43.28 5/26 13:50 56.83 0.23%
Trade id #128406350
Max drawdown($115)
Time4/3/20 12:52
Quant open240
Worst price42.80
Drawdown as % of equity-0.23%
$3,246
Includes Typical Broker Commissions trade costs of $4.80
5/20/20 11:56 AGQ PROSHARES ULTRA SILVER LONG 195 28.58 5/22 9:30 27.15 0.97%
Trade id #129110918
Max drawdown($475)
Time5/21/20 0:00
Quant open195
Worst price26.14
Drawdown as % of equity-0.97%
($283)
Includes Typical Broker Commissions trade costs of $3.90
5/14/20 12:38 TDW TIDEWATER SHORT 836 4.34 5/21 9:30 5.43 1.74%
Trade id #129024850
Max drawdown($863)
Time5/20/20 0:00
Quant open836
Worst price5.37
Drawdown as % of equity-1.74%
($916)
Includes Typical Broker Commissions trade costs of $5.00
5/14/20 12:43 ZNTL ZENTALIS PHARMACEUTICALS INC. LONG 163 38.23 5/20 15:01 37.90 0.81%
Trade id #129024917
Max drawdown($394)
Time5/15/20 0:00
Quant open163
Worst price35.81
Drawdown as % of equity-0.81%
($57)
Includes Typical Broker Commissions trade costs of $3.26
5/14/20 9:31 CASH PATHWARD FINANCIAL INC SHORT 1,915 13.91 5/18 9:34 14.53 2.04%
Trade id #129018751
Max drawdown($989)
Time5/18/20 9:34
Quant open352
Worst price16.72
Drawdown as % of equity-2.04%
($1,196)
Includes Typical Broker Commissions trade costs of $12.04
5/14/20 12:49 BDRY BREAKWAVE DRY BULK SHIPPING ETF SHORT 1,201 3.99 5/18 9:30 4.66 1.31%
Trade id #129025004
Max drawdown($636)
Time5/18/20 9:30
Quant open1,201
Worst price4.52
Drawdown as % of equity-1.31%
($810)
Includes Typical Broker Commissions trade costs of $5.00
5/14/20 12:22 BDRY BREAKWAVE DRY BULK SHIPPING ETF LONG 1,563 4.02 5/14 12:24 3.98 0.13%
Trade id #129024481
Max drawdown($63)
Time5/14/20 12:24
Quant open1,563
Worst price3.98
Drawdown as % of equity-0.13%
($68)
Includes Typical Broker Commissions trade costs of $5.00
4/14/20 9:30 IVOL QUADRATIC INT RATE VLT AND INFLATION HEDGE ETF LONG 450 27.09 5/14 9:30 26.60 0.78%
Trade id #128553582
Max drawdown($388)
Time4/21/20 0:00
Quant open450
Worst price26.23
Drawdown as % of equity-0.78%
($230)
Includes Typical Broker Commissions trade costs of $9.00
4/29/20 9:43 WING WINGSTOP INC. COMMON STOCK LONG 85 117.39 5/14 9:30 116.79 0.6%
Trade id #128786646
Max drawdown($297)
Time5/1/20 0:00
Quant open85
Worst price113.89
Drawdown as % of equity-0.60%
($53)
Includes Typical Broker Commissions trade costs of $1.70
3/25/20 11:04 DHY CREDIT SUISSE HIGH YIELD BOND LONG 3,247 1.73 5/13 15:44 1.81 0.76%
Trade id #128242778
Max drawdown($389)
Time4/3/20 0:00
Quant open3,247
Worst price1.61
Drawdown as % of equity-0.76%
$255
Includes Typical Broker Commissions trade costs of $5.00
3/26/20 10:17 DUK DUKE ENERGY LONG 86 80.10 5/13 9:32 81.50 0.76%
Trade id #128264327
Max drawdown($388)
Time4/3/20 0:00
Quant open86
Worst price75.58
Drawdown as % of equity-0.76%
$118
Includes Typical Broker Commissions trade costs of $1.72
4/6/20 14:21 PETS PETMED EXPRESS LONG 223 30.23 5/13 9:31 34.40 1.31%
Trade id #128437440
Max drawdown($664)
Time4/7/20 0:00
Quant open223
Worst price27.25
Drawdown as % of equity-1.31%
$926
Includes Typical Broker Commissions trade costs of $4.46
3/24/20 14:56 DGLD VELOCITYSHARES 3X INVERSE GOLD SHORT 219 19.87 5/7 9:31 17.86 1.28%
Trade id #128227676
Max drawdown($665)
Time4/1/20 0:00
Quant open219
Worst price22.91
Drawdown as % of equity-1.28%
$436
Includes Typical Broker Commissions trade costs of $4.38
4/30/20 11:05 GNMK GENMARK DIAGNOSTICS LONG 235 12.83 5/6 9:37 10.77 0.91%
Trade id #128805963
Max drawdown($448)
Time5/5/20 0:00
Quant open235
Worst price10.92
Drawdown as % of equity-0.91%
($489)
Includes Typical Broker Commissions trade costs of $4.70
4/30/20 9:58 TSG THE STARS GROUP INC LONG 400 27.75 5/5 9:30 0.00 1.13%
Trade id #128804111
Max drawdown($564)
Time5/4/20 0:00
Quant open400
Worst price26.34
Drawdown as % of equity-1.13%
($11,108)
Includes Typical Broker Commissions trade costs of $8.00
4/21/20 13:54 TISI TEAM SHORT 600 5.10 5/1 9:30 6.04 1.44%
Trade id #128678285
Max drawdown($738)
Time4/30/20 0:00
Quant open600
Worst price6.33
Drawdown as % of equity-1.44%
($569)
Includes Typical Broker Commissions trade costs of $5.00
3/16/20 9:31 GGAL GRUPO FINANCIERO GALICIA SHORT 285 7.72 4/30 9:30 7.40 0.44%
Trade id #128061822
Max drawdown($247)
Time3/16/20 11:25
Quant open285
Worst price8.59
Drawdown as % of equity-0.44%
$85
Includes Typical Broker Commissions trade costs of $5.70
3/19/20 15:15 LEAF LEAF GROUP LTD SHORT 1,479 1.15 4/30 9:30 1.35 1.7%
Trade id #128145266
Max drawdown($946)
Time3/20/20 0:00
Quant open1,479
Worst price1.79
Drawdown as % of equity-1.70%
($301)
Includes Typical Broker Commissions trade costs of $5.00
4/9/20 9:30 CTMX CYTOMX THERAPEUTICS INC. COMMON STOCK LONG 682 8.67 4/29 9:30 8.63 0.63%
Trade id #128493467
Max drawdown($313)
Time4/13/20 0:00
Quant open682
Worst price8.21
Drawdown as % of equity-0.63%
($32)
Includes Typical Broker Commissions trade costs of $5.00
3/25/20 12:47 GAIA GAIAM LONG 585 7.06 4/28 10:27 8.53 0.4%
Trade id #128245810
Max drawdown($228)
Time3/25/20 15:51
Quant open585
Worst price6.67
Drawdown as % of equity-0.40%
$855
Includes Typical Broker Commissions trade costs of $5.00
4/7/20 9:40 OIL IPATH PURE BETA CRUDE OIL ETN LONG 887 5.35 4/15 10:36 4.19 2.09%
Trade id #128451667
Max drawdown($1,020)
Time4/15/20 10:36
Quant open887
Worst price4.20
Drawdown as % of equity-2.09%
($1,034)
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    3/3/2020
  • Suggested Minimum Cap
    $50,000
  • Strategy Age (days)
    1478.63
  • Age
    50 months ago
  • What it trades
    Stocks
  • # Trades
    71
  • # Profitable
    26
  • % Profitable
    36.60%
  • Avg trade duration
    13.6 days
  • Max peak-to-valley drawdown
    21.29%
  • drawdown period
    March 18, 2020 - May 21, 2020
  • Cumul. Return
    -1.4%
  • Avg win
    $1,320
  • Avg loss
    $804.04
  • Model Account Values (Raw)
  • Cash
    $48,243
  • Margin Used
    $0
  • Buying Power
    $48,243
  • Ratios
  • W:L ratio
    0.95:1
  • Sharpe Ratio
    -0.26
  • Sortino Ratio
    -0.36
  • Calmar Ratio
    -0.238
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.16620
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -1.61%
  • Return Percent SP500 (cumu) during strategy life
    74.95%
  • Return Statistics
  • Ann Return (w trading costs)
    -5.7%
  • Instruments
  • Percent Trades Options
    0.05%
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    0.95%
  • Slump
  • Current Slump as Pcnt Equity
    23.90%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.014%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -0.9%
  • Automation
  • Percentage Signals Automated
    7.58%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    728
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,320
  • Avg Loss
    $804
  • Sum Trade PL (losers)
    $36,182.000
  • Sum Trade PL (winners)
    $34,332.000
  • # Winners
    26
  • Dividends
  • Dividends Received in Model Acct
    93
  • Win / Loss
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    49
  • Win / Loss
  • # Losers
    45
  • % Winners
    36.6%
  • Frequency
  • Avg Position Time (mins)
    19625.10
  • Avg Position Time (hrs)
    327.08
  • Avg Trade Length
    13.6 days
  • Last Trade Ago
    1394
  • Leverage
  • Daily leverage (average)
    1.78
  • Daily leverage (max)
    2.48
  • Regression
  • Alpha
    -0.00
  • Beta
    -0.06
  • Treynor Index
    0.11
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -1.61
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -3.716
  • 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
    0.02
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.651
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.846
  • Hold-and-Hope Ratio
    -0.269
  • 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)
    0.00800
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02000
  • 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)
    64
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -245928000

Strategy Description

Summary Statistics

Strategy began
2020-03-03
Suggested Minimum Capital
$35,000
# Trades
71
# Profitable
26
% Profitable
36.6%
Net Dividends
Correlation S&P500
-0.166
Sharpe Ratio
-0.26
Sortino Ratio
-0.36
Beta
-0.06
Alpha
-0.00
Leverage
1.78 Average
2.48 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.