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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

WT - Discontinued
(16508839)

Created by: AnthonyBusigin AnthonyBusigin
Started: 10/2005
Stocks
Last trade: 5,323 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 $29.00 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.

0.7%

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.

-
Max Drawdown
129
Num Trades
58.1%
Win Trades
1.0 : 1
Profit Factor
13.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2005                                                               +4.4%(4.5%)+1.7%+1.4%
2006+10.6%+1.8%+4.9%+0.1%+7.2%(0.2%)+2.3%+3.6%+6.8%(0.2%)+4.0%+4.4%+55.0%
2007+0.1%(0.5%)+1.0%+4.1%(2.4%)+0.3%(6.8%)(1.3%)+18.1%+26.3%(16.7%)(5.5%)+10.7%
2008+0.7%+7.9%+9.2%+5.2%+32.1%(11.6%)+5.5%+7.0%(27.9%)(47.5%)(23.8%)+11.5%(47.1%)
2009+4.4%+6.6%(0.3%)+45.7%(7.3%)(19.4%)+5.7%(13.7%)  -    -    -    -  +10.3%
2010  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2011  -  (0.2%)  -    -    -    -    -    -    -    -    -    -  (0.2%)
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
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

This strategy has placed 16 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 6156 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/11/09 9:34 ATV ACORN INTERNATIONAL LONG 1,281 25.21 8/31 9:33 24.95 2.83%
Trade id #40327142
Max drawdown($3,672)
Time8/17/09 9:42
Quant open8,541
Worst price3.35
Drawdown as % of equity-2.83%
($347)
Includes Typical Broker Commissions trade costs of $5.00
3/16/09 9:30 GSI GENERAL STEEL HOLDINGS LONG 1,872 11.40 8/31 9:30 19.60 1.81%
Trade id #39302827
Max drawdown($2,059)
Time3/17/09 9:31
Quant open9,361
Worst price2.06
Drawdown as % of equity-1.81%
$15,345
Includes Typical Broker Commissions trade costs of $5.00
8/24/09 9:32 MFG MIZUHO FINANCIAL GROUP LONG 6,200 4.87 8/31 9:30 4.85 0.83%
Trade id #42665251
Max drawdown($992)
Time8/26/09 15:39
Quant open6,200
Worst price4.71
Drawdown as % of equity-0.83%
($129)
Includes Typical Broker Commissions trade costs of $5.00
6/15/09 9:30 AHD Atlas Energy, L.P LONG 5,200 5.07 8/31 9:30 3.51 9.39%
Trade id #41015729
Max drawdown($11,492)
Time6/23/09 11:17
Quant open5,200
Worst price2.86
Drawdown as % of equity-9.39%
($8,117)
Includes Typical Broker Commissions trade costs of $5.00
12/15/08 9:30 BGZ LONG 377 238.07 8/24/09 10:01 170.96 17.65%
Trade id #37159412
Max drawdown($25,166)
Time4/16/09 15:23
Quant open630
Worst price46.20
Drawdown as % of equity-17.65%
($25,174)
Includes Typical Broker Commissions trade costs of $7.52
7/20/09 9:44 BPI BRIDGEPOINT EDUCATION LONG 1,434 16.12 8/24 9:31 21.35 0.15%
Trade id #41841475
Max drawdown($186)
Time7/20/09 9:47
Quant open1,434
Worst price15.99
Drawdown as % of equity-0.15%
$7,495
Includes Typical Broker Commissions trade costs of $5.00
5/4/09 9:33 OSP LONG 3,440 9.30 7/20 9:42 6.49 9.3%
Trade id #40195201
Max drawdown($11,317)
Time7/6/09 13:39
Quant open3,440
Worst price6.01
Drawdown as % of equity-9.30%
($9,671)
Includes Typical Broker Commissions trade costs of $5.00
6/1/09 9:30 CYD CHINA YUCHAI LONG 3,396 8.55 6/15 9:34 7.92 2.33%
Trade id #40737989
Max drawdown($3,497)
Time6/8/09 10:17
Quant open3,396
Worst price7.52
Drawdown as % of equity-2.33%
($2,144)
Includes Typical Broker Commissions trade costs of $5.00
5/26/09 20:26 EDN EMPRESA DISTRIBUIDORA LONG 5,500 5.30 6/1 9:39 4.90 3.6%
Trade id #40646283
Max drawdown($5,280)
Time5/29/09 15:40
Quant open5,500
Worst price4.34
Drawdown as % of equity-3.60%
($2,204)
Includes Typical Broker Commissions trade costs of $5.00
3/23/09 9:30 SDA SUNCAR TECHNOLOGY GROUP INC. CLASS A LONG 6,076 3.74 5/18 9:30 6.44 0.3%
Trade id #39446931
Max drawdown($364)
Time3/23/09 11:30
Quant open6,076
Worst price3.68
Drawdown as % of equity-0.30%
$16,400
Includes Typical Broker Commissions trade costs of $5.00
4/27/09 9:33 ALJ ALON USA ENERGY LONG 2,121 12.88 5/11 9:33 12.77 1.09%
Trade id #40077268
Max drawdown($1,654)
Time4/27/09 10:12
Quant open2,121
Worst price12.10
Drawdown as % of equity-1.09%
($238)
Includes Typical Broker Commissions trade costs of $5.00
11/3/08 9:44 CYD CHINA YUCHAI LONG 4,700 5.44 5/4/09 9:30 7.76 14.9%
Trade id #36179865
Max drawdown($12,220)
Time11/21/08 10:54
Quant open4,700
Worst price2.84
Drawdown as % of equity-14.90%
$10,899
Includes Typical Broker Commissions trade costs of $5.00
4/6/09 9:30 QXM Qiao Xing Mobile Communication Co., Ltd. LONG 10,100 2.29 4/27 9:32 2.62 1.24%
Trade id #39721839
Max drawdown($1,414)
Time4/6/09 9:32
Quant open10,100
Worst price2.15
Drawdown as % of equity-1.24%
$3,328
Includes Typical Broker Commissions trade costs of $5.00
3/2/09 9:31 DEP Duncan Energy Partners LP LONG 1,311 15.92 4/6 9:30 15.31 2.81%
Trade id #38906786
Max drawdown($3,107)
Time3/6/09 14:14
Quant open1,311
Worst price13.55
Drawdown as % of equity-2.81%
($805)
Includes Typical Broker Commissions trade costs of $5.00
3/16/09 9:34 EDN EMPRESA DISTRIBUIDORA LONG 5,617 3.90 3/23 9:34 3.41 2.36%
Trade id #39303246
Max drawdown($2,752)
Time3/19/09 14:57
Quant open5,617
Worst price3.41
Drawdown as % of equity-2.36%
($2,757)
Includes Typical Broker Commissions trade costs of $5.00
3/2/09 9:41 NTT NIPPON T & T LONG 1,010 21.57 3/16 9:30 18.27 3.41%
Trade id #38907943
Max drawdown($3,898)
Time3/12/09 10:15
Quant open1,010
Worst price17.71
Drawdown as % of equity-3.41%
($3,338)
Includes Typical Broker Commissions trade costs of $5.00
3/9/09 9:35 ALJ ALON USA ENERGY LONG 2,332 8.81 3/16 9:30 12.84 n/a $9,393
Includes Typical Broker Commissions trade costs of $5.00
8/18/08 9:30 GSI GENERAL STEEL HOLDINGS LONG 1,136 64.00 3/9/09 9:32 14.45 n/a ($56,293)
Includes Typical Broker Commissions trade costs of $8.79
2/17/09 9:41 ATV ACORN INTERNATIONAL LONG 832 24.95 3/2 9:40 23.01 1.41%
Trade id #38497734
Max drawdown($1,609)
Time3/2/09 9:40
Quant open5,550
Worst price3.45
Drawdown as % of equity-1.41%
($1,614)
Includes Typical Broker Commissions trade costs of $5.00
1/12/09 9:34 QXM Qiao Xing Mobile Communication Co., Ltd. LONG 7,370 2.90 3/2 9:31 1.84 8%
Trade id #37619263
Max drawdown($8,844)
Time2/27/09 10:05
Quant open7,370
Worst price1.70
Drawdown as % of equity-8.00%
($7,817)
Includes Typical Broker Commissions trade costs of $5.00
12/15/08 9:35 ALJ ALON USA ENERGY LONG 2,100 9.30 2/17/09 9:30 12.54 2.17%
Trade id #37159877
Max drawdown($2,205)
Time12/30/08 12:43
Quant open2,100
Worst price8.25
Drawdown as % of equity-2.17%
$6,799
Includes Typical Broker Commissions trade costs of $5.00
12/22/08 9:34 DEP Duncan Energy Partners LP LONG 1,483 13.98 1/12/09 9:35 15.93 1.34%
Trade id #37305202
Max drawdown($1,364)
Time12/30/08 13:02
Quant open1,483
Worst price13.06
Drawdown as % of equity-1.34%
$2,887
Includes Typical Broker Commissions trade costs of $5.00
11/17/08 9:30 CEA CHINA EASTERN AIRLINES LONG 4,200 6.33 12/22 9:30 8.08 9.87%
Trade id #36507062
Max drawdown($8,820)
Time11/25/08 11:09
Quant open2,100
Worst price8.47
Drawdown as % of equity-9.87%
$7,324
Includes Typical Broker Commissions trade costs of $5.00
11/24/08 9:46 MED MEDIFAST LONG 5,500 3.54 12/8 9:30 4.29 n/a $4,120
Includes Typical Broker Commissions trade costs of $5.00
9/8/08 9:30 DWT VELOCITYSHARES 3X INV CRUDE & S&P LONG 9,500 7.86 11/25 8:56 0.00 45.45%
Trade id #34878033
Max drawdown($74,670)
Time10/13/08 15:14
Quant open9,500
Worst price3.28
Drawdown as % of equity-45.45%
($74,675)
Includes Typical Broker Commissions trade costs of $5.00
3/31/08 9:33 ATV ACORN INTERNATIONAL LONG 1,055 54.76 11/24 9:44 12.92 n/a ($44,152)
Includes Typical Broker Commissions trade costs of $8.65
9/15/08 9:30 GU Gushan Environmental Energy Limited LONG 1,840 34.70 11/17 9:30 13.20 25%
Trade id #35032777
Max drawdown($39,561)
Time10/10/08 10:36
Quant open9,200
Worst price2.83
Drawdown as % of equity-25.00%
($39,569)
Includes Typical Broker Commissions trade costs of $7.50
7/21/08 9:40 VRS VERSO CORPORATION LONG 12,477 5.80 9/15 9:33 4.56 6.09%
Trade id #33924645
Max drawdown($16,220)
Time9/11/08 9:45
Quant open12,477
Worst price4.50
Drawdown as % of equity-6.09%
($15,476)
Includes Typical Broker Commissions trade costs of $5.00
8/18/08 9:33 DK DELEK US HOLDINGS LONG 9,048 8.54 9/8 9:37 8.70 3.95%
Trade id #34508716
Max drawdown($11,400)
Time8/26/08 9:33
Quant open9,048
Worst price7.28
Drawdown as % of equity-3.95%
$1,443
Includes Typical Broker Commissions trade costs of $5.00
8/11/08 9:30 CFX COLFAX LONG 3,287 22.27 8/18 9:30 23.41 2.55%
Trade id #34367929
Max drawdown($7,264)
Time8/12/08 9:46
Quant open3,287
Worst price20.06
Drawdown as % of equity-2.55%
$3,742
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    10/23/2005
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    6723.98
  • Age
    224 months ago
  • What it trades
    Stocks
  • # Trades
    129
  • # Profitable
    75
  • % Profitable
    58.10%
  • Avg trade duration
    43.4 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    0.8%
  • Avg win
    $6,410
  • Avg loss
    $8,789
  • Model Account Values (Raw)
  • Cash
    $114,954
  • Margin Used
    $0
  • Buying Power
    $114,954
  • Ratios
  • W:L ratio
    1.03:1
  • Sharpe Ratio
    -0.04
  • Sortino Ratio
    -0.06
  • Calmar Ratio
    -0.051
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.13630
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -28.13%
  • Return Percent SP500 (cumu) during strategy life
    344.94%
  • Return Statistics
  • Ann Return (w trading costs)
    0.7%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.85%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    193.60%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    87.81%
  • Chance of 20% account loss
    69.05%
  • Chance of 30% account loss
    44.19%
  • Chance of 40% account loss
    27.27%
  • Chance of 60% account loss (Monte Carlo)
    8.70%
  • Chance of 70% account loss (Monte Carlo)
    2.13%
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    11.11%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $6,411
  • Avg Loss
    $8,789
  • Sum Trade PL (losers)
    $474,613.000
  • Sum Trade PL (winners)
    $480,796.000
  • # Winners
    75
  • Dividends
  • Dividends Received in Model Acct
    8777
  • Win / Loss
  • Num Months Winners
    34
  • Age
  • Num Months filled monthly returns table
    222
  • Win / Loss
  • # Losers
    54
  • % Winners
    58.1%
  • Frequency
  • Avg Position Time (mins)
    62427.50
  • Avg Position Time (hrs)
    1040.46
  • Avg Trade Length
    43.4 days
  • Last Trade Ago
    5318
  • Regression
  • Alpha
    -0.00
  • Beta
    0.11
  • Treynor Index
    -0.02
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.37
  • MAE:Equity, average, all trades
    0.04
  • Avg(MAE) / Avg(PL) - All trades
    -12.775
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    54.91
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    39.63
  • MAE:Equity, 95th Percentile Value for this strat
    0.04
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.06
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.372
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.299
  • Hold-and-Hope Ratio
    -0.078
  • 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)
    0.37500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.12000
  • 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)
    101
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

The system beat the market, but volatility of returns was too high. Time to move on - we have better ideas now,

Summary Statistics

Strategy began
2005-10-23
Suggested Minimum Capital
$100,000
# Trades
129
# Profitable
75
% Profitable
58.1%
Net Dividends
Correlation S&P500
0.136
Sharpe Ratio
-0.04
Sortino Ratio
-0.06
Beta
0.11
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.