This system has earned Trades-Own-Strategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a real-life, funded brokerage account.
Trades-Own-Strategy (TOS) Certification Details
Certification process started
05/19/2026
Most recent certification approved
5/19/26 15:28 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
28
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
15
Percent signals followed since 05/19/2026
53.6%
This information was last updated
5/23/26 12:05 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a real-life brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 05/19/2026,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Structured Premium
(154941631)
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disclosures.
This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.
| Trades-Own-Strategy (TOS) Certification Details | |
|---|---|
| Certification process started | 05/19/2026 |
| Most recent certification approved | 5/19/26 15:28 ET |
| Trades at broker | Interactive Brokers (Stocks, Options, Futures) |
| Scaling percentage used | 100% |
| # trading signals issued by system since certification | 28 |
| # trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account | 15 |
| Percent signals followed since 05/19/2026 | 53.6% |
| This information was last updated | 5/23/26 12:05 ET |
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 05/19/2026, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Powered by
BrokerTransmit.
Read important
disclosures.
Subscription terms. Subscriptions to this system cost $99.00 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.
Premium Collecting
A trading strategy that, while typically profitable on a trade-by-trade basis, has some possibility of infrequent, but extremely large, losses.Short Volatility
This strategy employs one of the several ways that are available to construct a portfolio that will profit when volatility decreases or remains the same.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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | (0.5%) | +7.5% | +3.3% | +10.5% |
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.
| Started | $25,000 | |
| Buy Power | $27,543 | |
| Cash | $28,329 | |
| Equity | $0 | |
| Cumulative $ | $3,051 | |
| Total System Equity | $28,051 | |
| Margined | $786 | |
| Open P/L | $464 |
LiveSignal
Live Chat
.
Hi all, feel free to ask any questions here.
Trading Record
symbol.
Statistics
-
Strategy began3/9/2026
-
Suggested Minimum Cap$35,000
-
Strategy Age (days)75.35
-
Age75 days ago
-
What it tradesOptions
-
# Trades20
-
# Profitable9
-
% Profitable45.00%
-
Avg trade duration6.3 days
-
Max peak-to-valley drawdown2.32%
-
drawdown periodMay 14, 2026 - May 18, 2026
-
Cumul. Return10.4%
-
Avg win$440.00
-
Avg loss$82.64
- Model Account Values (Raw)
-
Cash$28,329
-
Margin Used$786
-
Buying Power$27,543
- Ratios
-
W:L ratio4.36:1
-
Sharpe Ratio4.7
-
Sortino Ratio9.03
-
Calmar Ratio37.45
- CORRELATION STATISTICS
-
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)0.48%
-
Correlation to SP5000.34450
-
Return Percent SP500 (cumu) during strategy life9.97%
- Return Statistics
-
Ann Return (w trading costs)58.6%
- Slump
-
Current Slump as Pcnt Equity0.30%
- Return Statistics
-
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.104%
- Instruments
-
Percent Trades Options1.00%
-
Percent Trades Futuresn/a
- Slump
-
Current Slump, time of slump as pcnt of strategy life0.11%
- Instruments
-
Percent Trades Stocksn/a
- Return Statistics
-
Return Pcnt Since TOS Statusn/a
- Instruments
-
Short Options - Percent Coveredn/a
-
Percent Trades Forexn/a
- Return Statistics
-
Ann Return (Compnd, No Fees)73.4%
- Risk of Ruin (Monte-Carlo)
-
Chance of 10% account lossn/a
-
Chance of 20% account lossn/a
-
Chance of 30% account lossn/a
-
Chance of 40% account lossn/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 Automatedn/a
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account lossn/a
- Popularity
-
Popularity (Today)361
-
Popularity (Last 6 weeks)817
-
Popularity (7 days, Percentile 1000 scale)624
- Trading Style
-
Any stock shorts? 0/11
- Popularity
-
C2 Score918
- Trades-Own-System Certification
-
Trades Own System?Yes
-
TOS percent100%
- Win / Loss
-
Avg Win$440
-
Avg Loss$83
-
Sum Trade PL (losers)$909.000
-
# Winners9
-
Num Months Winners2
- Age
-
Num Months filled monthly returns table3
- Win / Loss
-
Sum Trade PL (winners)$3,960.000
- Dividends
-
Dividends Received in Model Acct0
- AUM
-
AUM (AutoTrader live capital)28008
- Win / Loss
-
# Losers11
-
% Winners45.0%
- Frequency
-
Avg Position Time (mins)9075.28
-
Avg Position Time (hrs)151.25
-
Avg Trade Length6.3 days
-
Last Trade Ago2
- Leverage
-
Daily leverage (average)10.77
-
Daily leverage (max)18.10
- Regression
-
Alpha0.11
-
Beta0.21
-
Treynor Index0.68
- Maximum Adverse Excursion (MAE)
-
MAE:Equity, average, all trades0.01
-
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)-0.34
-
Avg(MAE) / Avg(PL) - All trades2.517
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MAE:Equity, 95th Percentile Value for this strat0.00
-
MAE:Equity, average, winning trades0.01
-
MAE:Equity, average, losing trades0.01
-
Avg(MAE) / Avg(PL) - Winning trades0.837
-
Avg(MAE) / Avg(PL) - Losing trades-1.293
-
Hold-and-Hope Ratio0.355
- 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)0.45300
- Analysis based on DAILY values, last 6 months only
- Ratio statistics of excess log return rates
-
VAR (95 Confidence Intrvl)0.00700
- 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?-403742000
-
Max Equity Drawdown (num days)4
-
Last 4 Months - Pcnt Negativen/a
Strategy Description
Rules-based framework with defined risk management and stop execution. Position sizing and exposure adjust based on market conditions.
Intentional periods of reduced exposure or holding cash occur as volatility regimes shift and markets stabilize - this is a feature designed to manage drawdowns and optimize overall risk-adjusted performance.
Risk Controls:
The strategy is designed to operate only in favorable market conditions. Built-in risk controls include stop losses and sitting out unfavorable, high-volatility markets that increase the likelihood of tail risk, helping preserve capital and avoid large drawdowns during extreme market stress. The strategy's risk controls have been tested across historical volatility regimes to ensure robustness during market stress.
For capital efficiency, idle cash can optionally be allocated to a treasury fund, such as SGOV, or a similar short-term yield vehicle. This allocation is entirely optional and not required for the strategy to function, allowing followers to choose the approach that works best with their own brokerage or cash management setup.
Opening trades are typically initiated in the afternoon near market close. Stops are monitored during market hours; re-entry may occur the same day if conditions permit.
As a proxy, an automatic stop of 5% of the spread's maximum potential loss can be used if real-time monitoring isn't possible.
Performance is tracked transparently through live execution history.
Disclaimer:
This strategy is provided for informational purposes only and does not constitute investment advice. Past performance is not indicative of future results.
While the system is designed to reduce risk and preserve capital during normal market conditions, the short volatility component of the strategy exposes it to the possibility of sudden and unforeseen volatility spikes (e.g. “Volmageddon”), which can result in significant short-term losses.
All followers are responsible for evaluating their own risk tolerance and determining whether participation in the strategy is appropriate for their individual financial situation.
LiveSignal
Live Chat
.
Hi all, feel free to ask any questions here.
Latest Activity
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.
Not available
This feature isn't available under your current Trade Leader Plan.
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.