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Featured Strategy SK Trader Followed by live capital $40,100 Hypothetical

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SMA Trading ES500
(151231384)

Created by: BruceT BruceT
Started: 03/2025
Futures
Last trade: 3 days ago
Trading style: Futures Financials / Indexes

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 $158.00 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: Futures
Financials / Indexes
Category: Equity

Financials / Indexes

Focuses on market indexes or interest rates futures.
126.0%
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.

(11.3%)
Max Drawdown
314
Num Trades
51.6%
Win Trades
1.9 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025              +8.8%+77.6%+11.5%+4.8%                                    +125.9%

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 522 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
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/13/25 9:33 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 10 21766.00 6/13 12:14 21847.30 2.69%
Trade id #152047775
Max drawdown($2,970)
Time6/13/25 10:28
Quant open10
Worst price21617.50
Drawdown as % of equity-2.69%
 $1,617
Includes Typical Broker Commissions trade costs of $9.40
6/13/25 8:14 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 10 21669.57 6/13 9:32 21770.21 0.8%
Trade id #152046337
Max drawdown($871)
Time6/13/25 9:19
Quant open10
Worst price21626.00
Drawdown as % of equity-0.80%
 $2,004
Includes Typical Broker Commissions trade costs of $9.40
6/13/25 4:39 QGCQ5 Gold 100 oz SHORT 2 3444.1 6/13 7:43 3442.2 0.8%
Trade id #152043854
Max drawdown($870)
Time6/13/25 6:01
Quant open2
Worst price3448.4
Drawdown as % of equity-0.80%
 $344
Includes Typical Broker Commissions trade costs of $16.00
6/12/25 20:06 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 8 21678.31 6/13 2:32 21591.34 0.6%
Trade id #152041650
Max drawdown($643)
Time6/12/25 20:14
Quant open8
Worst price21718.50
Drawdown as % of equity-0.60%
 $1,384
Includes Typical Broker Commissions trade costs of $7.52
6/10/25 22:16 QGCQ5 Gold 100 oz LONG 2 3355.1 6/11 6:53 3350.8 3.63%
Trade id #151986187
Max drawdown($3,936)
Time6/11/25 0:00
Quant open2
Worst price3335.4
Drawdown as % of equity-3.63%
 ($879)
Includes Typical Broker Commissions trade costs of $16.00
6/10/25 19:31 QGCQ5 Gold 100 oz SHORT 2 3341.6 6/10 22:16 3355.0 3.09%
Trade id #151985538
Max drawdown($3,406)
Time6/10/25 21:29
Quant open2
Worst price3358.6
Drawdown as % of equity-3.09%
 ($2,706)
Includes Typical Broker Commissions trade costs of $16.00
6/10/25 12:40 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 12 21901.90 6/10 13:16 21915.21 0.24%
Trade id #151981880
Max drawdown($261)
Time6/10/25 12:44
Quant open12
Worst price21891.00
Drawdown as % of equity-0.24%
 $308
Includes Typical Broker Commissions trade costs of $11.28
6/10/25 12:10 QGCQ5 Gold 100 oz SHORT 2 3345.6 6/10 12:40 3344.1 n/a $267
Includes Typical Broker Commissions trade costs of $16.00
6/10/25 12:03 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 10 21893.77 6/10 12:10 21892.11 0.07%
Trade id #151981362
Max drawdown($75)
Time6/10/25 12:10
Quant open10
Worst price21890.00
Drawdown as % of equity-0.07%
 ($42)
Includes Typical Broker Commissions trade costs of $9.40
6/10/25 11:52 QGCQ5 Gold 100 oz SHORT 2 3348.0 6/10 12:03 3348.1 0.23%
Trade id #151981243
Max drawdown($260)
Time6/10/25 11:56
Quant open2
Worst price3349.3
Drawdown as % of equity-0.23%
 ($43)
Includes Typical Broker Commissions trade costs of $16.00
6/10/25 11:33 QGCQ5 Gold 100 oz LONG 2 3349.9 6/10 11:49 3345.7 1.02%
Trade id #151980309
Max drawdown($1,133)
Time6/10/25 11:40
Quant open2
Worst price3344.2
Drawdown as % of equity-1.02%
 ($853)
Includes Typical Broker Commissions trade costs of $16.00
6/6/25 8:51 QGCQ5 Gold 100 oz SHORT 2 3378.6 6/6 9:09 3377.7 0.55%
Trade id #151941770
Max drawdown($613)
Time6/6/25 8:54
Quant open2
Worst price3381.7
Drawdown as % of equity-0.55%
 $171
Includes Typical Broker Commissions trade costs of $16.00
6/6/25 8:37 QGCQ5 Gold 100 oz SHORT 2 3378.2 6/6 8:46 3378.9 0.19%
Trade id #151941641
Max drawdown($216)
Time6/6/25 8:46
Quant open2
Worst price3379.3
Drawdown as % of equity-0.19%
 ($149)
Includes Typical Broker Commissions trade costs of $16.00
6/6/25 5:13 QGCQ5 Gold 100 oz LONG 2 3384.5 6/6 8:37 3380.5 2.6%
Trade id #151939391
Max drawdown($2,906)
Time6/6/25 8:30
Quant open2
Worst price3370.0
Drawdown as % of equity-2.60%
 ($816)
Includes Typical Broker Commissions trade costs of $16.00
6/6/25 4:28 QGCQ5 Gold 100 oz LONG 2 3387.1 6/6 5:05 3386.4 0.17%
Trade id #151939204
Max drawdown($186)
Time6/6/25 5:05
Quant open2
Worst price3386.2
Drawdown as % of equity-0.17%
 ($159)
Includes Typical Broker Commissions trade costs of $16.00
6/6/25 4:11 QGCQ5 Gold 100 oz SHORT 1 3383.2 6/6 4:27 3387.3 0.42%
Trade id #151939119
Max drawdown($473)
Time6/6/25 4:27
Quant open1
Worst price3387.9
Drawdown as % of equity-0.42%
 ($421)
Includes Typical Broker Commissions trade costs of $8.00
6/6/25 4:02 QGCQ5 Gold 100 oz LONG 2 3384.1 6/6 4:10 3384.0 0.1%
Trade id #151939017
Max drawdown($110)
Time6/6/25 4:05
Quant open1
Worst price3383.0
Drawdown as % of equity-0.10%
 ($29)
Includes Typical Broker Commissions trade costs of $16.00
6/6/25 3:34 QGCQ5 Gold 100 oz SHORT 1 3382.1 6/6 3:58 3382.2 0.12%
Trade id #151938905
Max drawdown($136)
Time6/6/25 3:39
Quant open1
Worst price3383.5
Drawdown as % of equity-0.12%
 ($15)
Includes Typical Broker Commissions trade costs of $8.00
6/6/25 3:16 QGCQ5 Gold 100 oz LONG 1 3384.6 6/6 3:33 3382.4 0.28%
Trade id #151938850
Max drawdown($320)
Time6/6/25 3:31
Quant open1
Worst price3381.4
Drawdown as % of equity-0.28%
 ($228)
Includes Typical Broker Commissions trade costs of $8.00
6/6/25 2:40 QGCQ5 Gold 100 oz SHORT 2 3385.6 6/6 3:16 3384.3 n/a $247
Includes Typical Broker Commissions trade costs of $16.00
6/5/25 18:50 QGCQ5 Gold 100 oz LONG 2 3383.7 6/5 20:32 3385.3 0.73%
Trade id #151937490
Max drawdown($823)
Time6/5/25 19:45
Quant open2
Worst price3379.6
Drawdown as % of equity-0.73%
 $307
Includes Typical Broker Commissions trade costs of $16.00
6/5/25 12:54 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 15 21708.91 6/5 18:47 21532.51 2.29%
Trade id #151934450
Max drawdown($2,425)
Time6/5/25 13:34
Quant open15
Worst price21789.80
Drawdown as % of equity-2.29%
 $5,278
Includes Typical Broker Commissions trade costs of $14.10
6/5/25 13:02 QGCQ5 Gold 100 oz LONG 2 3375.4 6/5 14:11 3373.8 0.69%
Trade id #151934645
Max drawdown($740)
Time6/5/25 13:14
Quant open2
Worst price3371.7
Drawdown as % of equity-0.69%
 ($336)
Includes Typical Broker Commissions trade costs of $16.00
6/5/25 12:02 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 19 21862.72 6/5 12:52 21687.36 6.48%
Trade id #151933716
Max drawdown($7,304)
Time6/5/25 12:52
Quant open19
Worst price21670.50
Drawdown as % of equity-6.48%
 ($6,682)
Includes Typical Broker Commissions trade costs of $17.86
6/5/25 10:35 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 7 21747.45 6/5 11:40 21913.93 n/a $2,324
Includes Typical Broker Commissions trade costs of $6.58
6/5/25 10:29 QGCQ5 Gold 100 oz SHORT 1 3400.9 6/5 11:40 3374.0 0.58%
Trade id #151931824
Max drawdown($643)
Time6/5/25 10:40
Quant open1
Worst price3407.3
Drawdown as % of equity-0.58%
 $2,682
Includes Typical Broker Commissions trade costs of $8.00
6/5/25 9:57 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 9 21720.13 6/5 10:29 21803.23 1.38%
Trade id #151931370
Max drawdown($1,518)
Time6/5/25 10:29
Quant open9
Worst price21804.50
Drawdown as % of equity-1.38%
 ($1,504)
Includes Typical Broker Commissions trade costs of $8.46
6/5/25 9:58 QMGCQ5 E-Micro Gold LONG 6 3404.8 6/5 10:01 3398.9 0.34%
Trade id #151931385
Max drawdown($380)
Time6/5/25 10:01
Quant open6
Worst price3398.5
Drawdown as % of equity-0.34%
 ($359)
Includes Typical Broker Commissions trade costs of $4.20
6/5/25 9:40 @ADM5 AUSTRALIAN DOLLAR LONG 5 0.6539 6/5 9:57 0.6528 0.51%
Trade id #151931112
Max drawdown($575)
Time6/5/25 9:57
Quant open5
Worst price0.6528
Drawdown as % of equity-0.51%
 ($582)
Includes Typical Broker Commissions trade costs of $40.00
6/5/25 9:08 QMGCQ5 E-Micro Gold SHORT 7 3401.7 6/5 9:40 3412.0 0.68%
Trade id #151930363
Max drawdown($762)
Time6/5/25 9:40
Quant open7
Worst price3412.6
Drawdown as % of equity-0.68%
 ($722)
Includes Typical Broker Commissions trade costs of $4.90
Next

Statistics

  • Strategy began
    3/31/2025
  • Suggested Minimum Cap
    $120,000
  • Strategy Age (days)
    74.34
  • Age
    77 days ago
  • What it trades
    Futures
  • # Trades
    314
  • # Profitable
    162
  • % Profitable
    51.60%
  • Avg trade duration
    2.4 hours
  • Max peak-to-valley drawdown
    11.29%
  • drawdown period
    April 06, 2025 - April 07, 2025
  • Cumul. Return
    126.0%
  • Avg win
    $895.39
  • Avg loss
    $504.28
  • Model Account Values (Raw)
  • Cash
    $118,405
  • Margin Used
    $0
  • Buying Power
    $118,405
  • Ratios
  • W:L ratio
    1.89:1
  • Sharpe Ratio
    8.19
  • Sortino Ratio
    22.16
  • Calmar Ratio
    1213.65
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    118.66%
  • Correlation to SP500
    -0.24380
  • Return Percent SP500 (cumu) during strategy life
    6.51%
  • Return Statistics
  • Ann Return (w trading costs)
    4511.5%
  • Slump
  • Current Slump as Pcnt Equity
    1.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.260%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.11%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    5662.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    7.00%
  • Chance of 20% account loss
    0.50%
  • 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
    97.37%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    847
  • Popularity (Last 6 weeks)
    998
  • Popularity (7 days, Percentile 1000 scale)
    992
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    932
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $895
  • Avg Loss
    $504
  • Sum Trade PL (losers)
    $76,651.000
  • # Winners
    162
  • Num Months Winners
    4
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $145,053.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    227096
  • Win / Loss
  • # Losers
    152
  • % Winners
    51.6%
  • Frequency
  • Avg Position Time (mins)
    142.55
  • Avg Position Time (hrs)
    2.38
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    6.57
  • Daily leverage (max)
    20.38
  • Regression
  • Alpha
    1.06
  • Beta
    -0.28
  • Treynor Index
    -3.64
  • 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 (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.17
  • Avg(MAE) / Avg(PL) - All trades
    6.045
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.690
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.565
  • Hold-and-Hope Ratio
    0.165
  • 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)
    3.97600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02200
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -334543000
  • Max Equity Drawdown (num days)
    1
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade Stock Index: SP500, momentum trade by the Dow Jones's Theory, including LONG and SHORT trades. Each trade always includes a stop loss.

Summary Statistics

Strategy began
2025-03-31
Suggested Minimum Capital
$120,000
Rank at C2 %
Top 6.8%
Rank # 
#93
# Trades
314
# Profitable
162
% Profitable
51.6%
Correlation S&P500
-0.244
Sharpe Ratio
8.19
Sortino Ratio
22.16
Beta
-0.28
Alpha
1.06
Leverage
6.57 Average
20.38 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.