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Asymmetry and Chaos
(119234155)

Created by: TheMonk TheMonk
Started: 08/2018
Futures
Last trade: 2 days ago
Trading style: Futures Macro / Fundamental

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 $88.00 per month.

Trading Category: Futures
Macro / Fundamental
Category: Equity

Macro / Fundamental

Predicts large-scale events related to national economies, history, and international relations. The strategy typically employs forecasts and analysis of interest rate trends, international trade and payments, political changes, government policies, inter-government relations, and other broad systemic factors.
117.7%
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.

(22.7%)
Max Drawdown
31
Num Trades
58.1%
Win Trades
2.5 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                                                 +49.5%(8.8%)+59.7%            +117.7%

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.

Trading Record

This strategy has placed 33 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/15/18 13:19 QPLF9 PLATINUM SHORT 3 847.1 10/19 13:37 835.3 1.06%
Trade id #120358389
Max drawdown($465)
Time10/16/18 10:02
Quant open-3
Worst price850.2
Drawdown as % of equity-1.06%
$1,746
Includes Typical Broker Commissions trade costs of $24.00
10/11/18 13:32 @ESZ8 E-MINI S&P 500 LONG 3 2769.67 10/17 14:08 2770.17 13.8%
Trade id #120305694
Max drawdown($5,975)
Time10/11/18 14:47
Quant open2
Worst price2712.25
Drawdown as % of equity-13.80%
$51
Includes Typical Broker Commissions trade costs of $24.00
10/16/18 2:36 @M6EZ8 E-MICRO EUR/USD SHORT 2 1.1635 10/17 11:53 1.1595 0.14%
Trade id #120371528
Max drawdown($61)
Time10/16/18 9:15
Quant open-1
Worst price1.1678
Drawdown as % of equity-0.14%
$99
Includes Typical Broker Commissions trade costs of $16.00
10/16/18 15:46 QRBZ8 RBOB Gasoline LONG 1 1.9730 10/17 10:37 1.9331 3.99%
Trade id #120387250
Max drawdown($1,764)
Time10/17/18 10:37
Quant open1
Worst price1.9310
Drawdown as % of equity-3.99%
($1,686)
Includes Typical Broker Commissions trade costs of $8.00
10/8/18 16:39 QSIZ8 Silver 5000 oz SHORT 3 14.372 10/11 13:09 14.550 6.2%
Trade id #120241262
Max drawdown($2,783)
Time10/11/18 12:07
Quant open-2
Worst price14.650
Drawdown as % of equity-6.20%
($2,699)
Includes Typical Broker Commissions trade costs of $24.00
9/19/18 8:54 @VXV8 CBOE Volatility Index VIX LONG 2 14.50 10/10 16:01 20.00 6.86%
Trade id #119924551
Max drawdown($1,900)
Time10/1/18 5:11
Quant open2
Worst price13.55
Drawdown as % of equity-6.86%
$10,984
Includes Typical Broker Commissions trade costs of $16.00
10/8/18 13:49 QNGF9 Natural Gas LONG 3 3.340 10/10 13:03 3.395 1.4%
Trade id #120238559
Max drawdown($510)
Time10/8/18 15:21
Quant open3
Worst price3.323
Drawdown as % of equity-1.40%
$1,626
Includes Typical Broker Commissions trade costs of $24.00
9/19/18 11:56 @ADZ8 AUSTRALIAN DOLLAR SHORT 2 0.7275 10/8 16:36 0.7085 3.2%
Trade id #119932425
Max drawdown($880)
Time9/26/18 14:07
Quant open-2
Worst price0.7319
Drawdown as % of equity-3.20%
$3,784
Includes Typical Broker Commissions trade costs of $16.00
10/1/18 15:53 QRBZ8 RBOB Gasoline SHORT 2 2.1192 10/8 14:31 2.0800 8.3%
Trade id #120123812
Max drawdown($2,284)
Time10/3/18 13:40
Quant open-2
Worst price2.1464
Drawdown as % of equity-8.30%
$3,277
Includes Typical Broker Commissions trade costs of $16.00
9/25/18 14:54 @USZ8 US T-BOND LONG 1 139 25/32 10/3 11:31 139 4/32 2.4%
Trade id #120029974
Max drawdown($687)
Time10/3/18 11:31
Quant open1
Worst price139 3/32
Drawdown as % of equity-2.40%
($664)
Includes Typical Broker Commissions trade costs of $8.00
9/25/18 14:14 @PXZ8 Mexican Peso SHORT 2 0.051900 9/27 15:20 0.052515 2.73%
Trade id #120029096
Max drawdown($790)
Time9/27/18 10:29
Quant open-2
Worst price0.052690
Drawdown as % of equity-2.73%
($631)
Includes Typical Broker Commissions trade costs of $16.00
9/7/18 11:51 @WZ8 WHEAT LONG 1.600000000 511 2/4 9/17 20:13 509 4.8%
Trade id #119762992
Max drawdown($1,300)
Time9/13/18 13:43
Quant open2
Worst price495 1/4
Drawdown as % of equity-4.80%
($213)
Includes Typical Broker Commissions trade costs of $12.80
8/29/18 15:05 QHGZ8 Copper SHORT 0.800000000 273.00 9/17 18:29 264.80 0.74%
Trade id #119653270
Max drawdown($210)
Time8/30/18 3:18
Quant open-1
Worst price274.05
Drawdown as % of equity-0.74%
$1,634
Includes Typical Broker Commissions trade costs of $6.40
8/21/18 15:47 @VXU8 CBOE Volatility Index VIX LONG 1.600000000 14.28 9/17 17:59 13.35 8.03%
Trade id #119540531
Max drawdown($2,280)
Time9/14/18 16:15
Quant open2
Worst price12.85
Drawdown as % of equity-8.03%
($1,493)
Includes Typical Broker Commissions trade costs of $12.80
8/30/18 15:45 @PXU8 Mexican Peso SHORT 1.600000000 0.052150 9/7 3:13 0.052050 0.24%
Trade id #119671851
Max drawdown($73)
Time8/31/18 14:55
Quant open-1
Worst price0.052380
Drawdown as % of equity-0.24%
$67
Includes Typical Broker Commissions trade costs of $12.80
8/13/18 13:52 @WZ8 WHEAT LONG 3.200000000 546 3/4 9/5 14:07 528 1/4 7.42%
Trade id #119415814
Max drawdown($1,704)
Time8/28/18 3:45
Quant open1
Worst price518 2/4
Drawdown as % of equity-7.42%
($3,006)
Includes Typical Broker Commissions trade costs of $25.60
8/27/18 8:14 @MEU8 E-MINI EURO FX SHORT 0.800000000 1.1650 9/4 23:52 1.1606 0.86%
Trade id #119601153
Max drawdown($200)
Time8/28/18 9:56
Quant open0
Worst price1.1750
Drawdown as % of equity-0.86%
$214
Includes Typical Broker Commissions trade costs of $6.40
8/27/18 14:12 QSIZ8 Silver 5000 oz SHORT 0.800000000 14.950 9/4 23:25 14.180 0.84%
Trade id #119611350
Max drawdown($192)
Time8/28/18 5:25
Quant open0
Worst price15.070
Drawdown as % of equity-0.84%
$3,074
Includes Typical Broker Commissions trade costs of $6.40
8/16/18 3:25 QCLZ8 CRUDE OIL LONG 1.600000000 64.00 8/27 13:25 68.25 0.33%
Trade id #119463823
Max drawdown($86)
Time8/16/18 5:06
Quant open0
Worst price63.82
Drawdown as % of equity-0.33%
$6,787
Includes Typical Broker Commissions trade costs of $12.80
8/23/18 15:07 @CDU8 CANADIAN DOLLAR SHORT 0.800000000 0.7642 8/27 12:52 0.7718 1.07%
Trade id #119575424
Max drawdown($260)
Time8/27/18 11:11
Quant open0
Worst price0.7723
Drawdown as % of equity-1.07%
($614)
Includes Typical Broker Commissions trade costs of $6.40
8/16/18 9:58 @LEV8 LIVE CATTLE LONG 1.600000000 109.000 8/24 11:51 106.900 2.13%
Trade id #119467825
Max drawdown($563)
Time8/24/18 11:47
Quant open1
Worst price106.800
Drawdown as % of equity-2.13%
($1,357)
Includes Typical Broker Commissions trade costs of $12.80
8/20/18 13:12 QGCZ8 Gold 100 oz LONG 1.600000000 1195.0 8/23 15:02 1191.5 1.09%
Trade id #119517072
Max drawdown($288)
Time8/23/18 14:55
Quant open1
Worst price1190.5
Drawdown as % of equity-1.09%
($573)
Includes Typical Broker Commissions trade costs of $12.80
8/1/18 15:43 @VXQ8 CBOE Volatility Index VIX LONG 2.800000000 14.10 8/21 13:59 13.68 5.86%
Trade id #119235685
Max drawdown($1,120)
Time8/9/18 12:54
Quant open1
Worst price12.35
Drawdown as % of equity-5.86%
($1,202)
Includes Typical Broker Commissions trade costs of $22.40
8/1/18 15:41 QSIU8 Silver 5000 oz SHORT 0.800000000 15.410 8/17 12:26 14.660 1.32%
Trade id #119235259
Max drawdown($264)
Time8/3/18 10:46
Quant open0
Worst price15.575
Drawdown as % of equity-1.32%
$2,994
Includes Typical Broker Commissions trade costs of $6.40
8/10/18 15:21 @PXU8 Mexican Peso SHORT 1.600000000 0.052550 8/16 10:18 0.052400 0.31%
Trade id #119388598
Max drawdown($73)
Time8/15/18 3:18
Quant open-1
Worst price0.052780
Drawdown as % of equity-0.31%
$107
Includes Typical Broker Commissions trade costs of $12.80
8/2/18 14:13 QNGF9 Natural Gas LONG 1.600000000 3.046 8/10 13:59 3.148 0.16%
Trade id #119254307
Max drawdown($32)
Time8/2/18 14:29
Quant open1
Worst price3.041
Drawdown as % of equity-0.16%
$1,619
Includes Typical Broker Commissions trade costs of $12.80
8/1/18 16:10 QPAU8 PALLADIUM SHORT 0.800000000 913.0 8/2 13:01 914.2 1%
Trade id #119236029
Max drawdown($204)
Time8/2/18 9:28
Quant open0
Worst price919.4
Drawdown as % of equity-1.00%
($102)
Includes Typical Broker Commissions trade costs of $6.40

Statistics

  • Strategy began
    8/1/2018
  • Suggested Minimum Cap
    $45,000
  • Strategy Age (days)
    81.29
  • Age
    81 days ago
  • What it trades
    Futures
  • # Trades
    31
  • # Profitable
    18
  • % Profitable
    58.10%
  • Avg trade duration
    9.0 days
  • Max peak-to-valley drawdown
    22.72%
  • drawdown period
    Aug 17, 2018 - Aug 28, 2018
  • Cumul. Return
    117.7%
  • Avg win
    $2,190
  • Avg loss
    $1,219
  • Model Account Values (Raw)
  • Cash
    $44,203
  • Margin Used
    $26,828
  • Buying Power
    $16,717
  • Ratios
  • W:L ratio
    2.49:1
  • Sharpe Ratio
    4.905
  • Sortino Ratio
    10.668
  • Calmar Ratio
    241.973
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.38500
  • Return Statistics
  • Ann Return (w trading costs)
    2764.1%
  • Ann Return (Compnd, No Fees)
    3281.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    50.00%
  • Chance of 20% account loss
    21.00%
  • Chance of 30% account loss
    5.00%
  • Chance of 40% account loss
    1.00%
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    956
  • Popularity (Last 6 weeks)
    974
  • C2 Score
    61.5
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $2,196
  • Avg Loss
    $1,177
  • # Winners
    18
  • # Losers
    13
  • % Winners
    58.1%
  • Frequency
  • Avg Position Time (mins)
    12903.00
  • Avg Position Time (hrs)
    215.05
  • Avg Trade Length
    9.0 days
  • Last Trade Ago
    2
  • 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)
    3.77200

Strategy Description

Program seeks to profit from pricing dislocation due to supply/demand imbalance, macro-economic or geopolitical events.
Interest rate movements, political upsets, weather events, volatility spikes, trade wars, regional conflicts, mine strikes are prime examples.
Fundamental research complemented by technical analysis provides the basis for trades. Trades are direction-agnostic.
Program algorithm evaluates risk/reward profile of trade ideas based on fundamental head/tailwinds, market sentiment, and technical setup.
This program is designed to be a standalone, highly scalable portfolio utilizing only futures and options. No individual stocks.

Summary Statistics

Strategy began
2018-08-01
Suggested Minimum Capital
$45,000
# Trades
31
# Profitable
18
% Profitable
58.1%
Correlation S&P500
-0.385
Sharpe Ratio
4.905

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.