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Strategies making new highs

BillStrayer

407-day New High

Two wise men
+9.8% Annual Return (Compounded) since
inception Oct 19, 2023
Hypothetical
Two wise men

HIPP_Strategist

403-day New High

HIPP Income Strategy
-3.0% Annual Return (Compounded) since
inception Sep 9, 2022
Hypothetical
HIPP Income Strategy

BridgeSwiss

239-day New High

Futures Bridge
+36.2% Cumul. Return since
inception Apr 5, 2024
Hypothetical
Futures Bridge

ANDQuant

204-day New High

SPY StatArb
+0.5% Cumul. Return since
inception May 10, 2024
Hypothetical
SPY StatArb

Roman2

156-day New High

Alpha Futures
-2.0% Cumul. Return since
inception Apr 7, 2024
Hypothetical
Alpha Futures

Jay_Wolberg

58-day New High

Trading Volatility 1
+1.3% Annual Return (Compounded) since
inception Feb 2, 2016
Hypothetical
Trading Volatility 1

olatunji_akingbe2

20-day New High

Oneofthebest option
-15.6% Cumul. Return since
inception Jun 27, 2024
Hypothetical
Oneofthebest option

DavidBurgh

16-day New High

The Momentum Machine
+46.7% Cumul. Return since
inception Mar 10, 2024
Hypothetical
The Momentum Machine

ThomasBopp4

13-day New High

The Prometheus Project
+9.2% Annual Return (Compounded) since
inception Jun 6, 2019
Hypothetical
The Prometheus Project

Arbitrader

12-day New High

Arbitrade Strategy
-1.5% Cumul. Return since
inception Feb 16, 2024
Hypothetical
Arbitrade Strategy

ANDQuant

11-day New High

Nasdaq StatArb
+15.7% Annual Return (Compounded) since
inception Mar 9, 2022
Hypothetical
Nasdaq StatArb

Sage_Volatility

10-day New High

Sage Volatility Margin
+26.5% Annual Return (Compounded) since
inception May 18, 2016
Hypothetical
Sage Volatility Margin

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.

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.