Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it
These are hypothetical performance results that have certain inherent limitations. Learn more

NQ e-Micro Pro
(142796090)

Created by: GSPTrader GSPTrader
Started: 12/2022
Futures
Last trade: 8 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 $200.00 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.

-12.9%
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.

(15.9%)
Max Drawdown
24
Num Trades
41.7%
Win Trades
0.6 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                                                                             (8%)(8%)
2023(5.4%)                                                                  

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
1/24/23 13:09 @MNQH3 MICRO E-MINI NASDAQ 100 LONG 4 11894.50 1/24 14:58 11914.50 0.08%
Trade id #143323022
Max drawdown($18)
Time1/24/23 14:01
Quant open4
Worst price11892.20
Drawdown as % of equity-0.08%
$156
Includes Typical Broker Commissions trade costs of $3.76
1/19/23 18:43 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 5 11390.00 1/20 9:52 11465.50 3.65%
Trade id #143274999
Max drawdown($830)
Time1/20/23 9:52
Quant open5
Worst price11473.00
Drawdown as % of equity-3.65%
($760)
Includes Typical Broker Commissions trade costs of $4.70
1/19/23 13:07 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 4 11361.25 1/19 14:27 11436.00 2.64%
Trade id #143271498
Max drawdown($624)
Time1/19/23 14:27
Quant open4
Worst price11439.20
Drawdown as % of equity-2.64%
($602)
Includes Typical Broker Commissions trade costs of $3.76
1/19/23 10:02 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 5 11395.50 1/19 11:22 11344.25 0.96%
Trade id #143267866
Max drawdown($222)
Time1/19/23 10:18
Quant open5
Worst price11417.80
Drawdown as % of equity-0.96%
$508
Includes Typical Broker Commissions trade costs of $4.70
1/10/23 9:13 @MNQH3 MICRO E-MINI NASDAQ 100 LONG 4 11154.00 1/10 9:59 11210.75 0.57%
Trade id #143159509
Max drawdown($130)
Time1/10/23 9:28
Quant open4
Worst price11137.80
Drawdown as % of equity-0.57%
$450
Includes Typical Broker Commissions trade costs of $3.76
1/5/23 15:09 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 5 10858.25 1/5 15:51 10817.00 0.31%
Trade id #143113673
Max drawdown($70)
Time1/5/23 15:15
Quant open5
Worst price10865.20
Drawdown as % of equity-0.31%
$408
Includes Typical Broker Commissions trade costs of $4.70
1/5/23 10:00 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 5 10863.50 1/5 14:54 10901.25 2.79%
Trade id #143107720
Max drawdown($637)
Time1/5/23 10:08
Quant open5
Worst price10927.20
Drawdown as % of equity-2.79%
($383)
Includes Typical Broker Commissions trade costs of $4.70
12/30/22 15:01 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 3 10919.00 12/30 15:50 10997.75 2.15%
Trade id #143049247
Max drawdown($495)
Time12/30/22 15:50
Quant open3
Worst price11001.50
Drawdown as % of equity-2.15%
($476)
Includes Typical Broker Commissions trade costs of $2.82
12/30/22 11:01 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 3 10937.00 12/30 13:06 10940.25 0.51%
Trade id #143046048
Max drawdown($118)
Time12/30/22 12:36
Quant open3
Worst price10956.80
Drawdown as % of equity-0.51%
($23)
Includes Typical Broker Commissions trade costs of $2.82
12/28/22 12:58 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 3 10843.00 12/28 15:01 10793.25 1.27%
Trade id #143021814
Max drawdown($294)
Time12/28/22 13:10
Quant open3
Worst price10892.00
Drawdown as % of equity-1.27%
$296
Includes Typical Broker Commissions trade costs of $2.82
12/27/22 15:46 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 3 10939.25 12/28 11:03 10820.25 1.53%
Trade id #143011353
Max drawdown($343)
Time12/28/22 9:36
Quant open3
Worst price10996.50
Drawdown as % of equity-1.53%
$711
Includes Typical Broker Commissions trade costs of $2.82
12/27/22 10:58 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 3 10965.25 12/27 12:56 10942.75 0.86%
Trade id #143007142
Max drawdown($190)
Time12/27/22 11:46
Quant open3
Worst price10997.00
Drawdown as % of equity-0.86%
$132
Includes Typical Broker Commissions trade costs of $2.82
12/21/22 10:08 @MNQH3 MICRO E-MINI NASDAQ 100 SHORT 3 11284.00 12/21 11:00 11357.75 2.01%
Trade id #142952983
Max drawdown($450)
Time12/21/22 11:00
Quant open3
Worst price11359.00
Drawdown as % of equity-2.01%
($446)
Includes Typical Broker Commissions trade costs of $2.82
12/19/22 9:31 @MNQH3 MICRO E-MINI NASDAQ 100 LONG 2 11332.50 12/19 9:31 11324.25 0.15%
Trade id #142922733
Max drawdown($33)
Time12/19/22 9:31
Quant open2
Worst price11324.20
Drawdown as % of equity-0.15%
($35)
Includes Typical Broker Commissions trade costs of $1.88
12/13/22 11:10 @MNQZ2 MICRO E-MINI NASDAQ 100 LONG 2 11972.75 12/13 11:52 11865.00 2.01%
Trade id #142861404
Max drawdown($466)
Time12/13/22 11:52
Quant open2
Worst price11856.20
Drawdown as % of equity-2.01%
($433)
Includes Typical Broker Commissions trade costs of $1.88
12/9/22 15:59 @MNQZ2 MICRO E-MINI NASDAQ 100 SHORT 4 11573.75 12/12 10:59 11561.25 1.48%
Trade id #142834286
Max drawdown($342)
Time12/12/22 6:43
Quant open4
Worst price11616.50
Drawdown as % of equity-1.48%
$96
Includes Typical Broker Commissions trade costs of $3.76
12/9/22 9:58 @MNQZ2 MICRO E-MINI NASDAQ 100 SHORT 4 11605.25 12/9 10:58 11685.00 2.78%
Trade id #142828387
Max drawdown($658)
Time12/9/22 10:58
Quant open4
Worst price11687.50
Drawdown as % of equity-2.78%
($642)
Includes Typical Broker Commissions trade costs of $3.76
12/8/22 15:05 @MNQZ2 MICRO E-MINI NASDAQ 100 SHORT 4 11611.50 12/8 15:31 11671.00 2%
Trade id #142820540
Max drawdown($482)
Time12/8/22 15:31
Quant open4
Worst price11671.80
Drawdown as % of equity-2.00%
($480)
Includes Typical Broker Commissions trade costs of $3.76
12/7/22 15:57 @MNQZ2 MICRO E-MINI NASDAQ 100 SHORT 3 11513.50 12/8 10:37 11670.00 3.88%
Trade id #142804723
Max drawdown($946)
Time12/8/22 10:37
Quant open3
Worst price11671.20
Drawdown as % of equity-3.88%
($942)
Includes Typical Broker Commissions trade costs of $2.82
12/7/22 11:00 @MNQZ2 MICRO E-MINI NASDAQ 100 SHORT 5.680000000 11560.25 12/7 12:59 11516.50 0.95%
Trade id #142798457
Max drawdown($232)
Time12/7/22 11:05
Quant open6
Worst price11580.80
Drawdown as % of equity-0.95%
$492
Includes Typical Broker Commissions trade costs of $5.34

Statistics

  • Strategy began
    12/7/2022
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    55.62
  • Age
    56 days ago
  • What it trades
    Futures
  • # Trades
    24
  • # Profitable
    10
  • % Profitable
    41.70%
  • Avg trade duration
    6.4 hours
  • Max peak-to-valley drawdown
    15.9%
  • drawdown period
    Dec 07, 2022 - Jan 30, 2023
  • Cumul. Return
    -12.9%
  • Avg win
    $347.70
  • Avg loss
    $438.57
  • Model Account Values (Raw)
  • Cash
    $22,187
  • Margin Used
    $0
  • Buying Power
    $22,187
  • Ratios
  • W:L ratio
    0.57:1
  • Sharpe Ratio
    -3.91
  • Sortino Ratio
    -4.26
  • Calmar Ratio
    -4.67
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -16.56%
  • Correlation to SP500
    0.17270
  • Return Percent SP500 (cumu) during strategy life
    3.63%
  • Return Statistics
  • Ann Return (w trading costs)
    -57.8%
  • Slump
  • Current Slump as Pcnt Equity
    17.70%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.129%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -51.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    1.50%
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    320
  • Popularity (7 days, Percentile 1000 scale)
    290
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    732
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $348
  • Avg Loss
    $439
  • Sum Trade PL (losers)
    $6,140.000
  • # Winners
    10
  • Num Months Winners
    0
  • Age
  • Num Months filled monthly returns table
    2
  • Win / Loss
  • Sum Trade PL (winners)
    $3,477.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    14
  • % Winners
    41.7%
  • Frequency
  • Avg Position Time (mins)
    383.15
  • Avg Position Time (hrs)
    6.39
  • Avg Trade Length
    0.3 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    3.69
  • Daily leverage (max)
    5.34
  • Regression
  • Alpha
    -0.29
  • Beta
    0.22
  • Treynor Index
    -1.28
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • 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)
    -1.10
  • Avg(MAE) / Avg(PL) - All trades
    -3.558
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.627
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.188
  • Hold-and-Hope Ratio
    -0.281
  • 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)
    -0.97500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02600
  • 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?
    -337902000
  • Max Equity Drawdown (num days)
    54
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

NQ e-Micro Pro is a systematic trading strategy designed to take advantage of short term price movements of the stock market. Multiple risk controls are used to determine position size and control drawdowns. The program trades Micro E-Mini Nasdaq100 futures contracts, entering and exiting the trades within hours. When there are no high probability trades, the system will be out of the markets. Because pf the number of short term trades, transaction costs will be significant. Stop orders, limit orders, or market orders may be used to enter or exit markets at the discretion of the manager.

The account will be traded at the size shown on the Hypothetical Performance chart, starting at $25,000. Larger or smaller accounts should be scaled accordingly. A majority of the equity may be used for the daily margin requirements. Scaling at greater than or less than 100% may result in performance different from the model.

QQQ Swing Pro uses a lower leveraged strategy trading long only positions of TQQQ and SQQQ ETFs. For trades based on the S&P500 index, the same algorithm is used by SP Micro Pro and SP e-Mini Pro.

Futures trading involves high risk. Actual results are not guaranteed and may vary from expectations.

Summary Statistics

Strategy began
2022-12-07
Suggested Minimum Capital
$25,000
# Trades
24
# Profitable
10
% Profitable
41.7%
Correlation S&P500
0.173
Sharpe Ratio
-3.91
Sortino Ratio
-4.26
Beta
0.22
Alpha
-0.29
Leverage
3.69 Average
5.34 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.