SP 500 Index Futures
(146914847)
Subscription terms. Subscriptions to this system cost $125.00 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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2024  +22.6%  +10.9%  +12.0%  (1.2%)  (19.5%)  (1.1%)  +9.3%  (8.5%)  (7.1%)  +11.4% 
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.
Started  $25,000  
Buy Power  $13,571  
Cash  $33,257  
Equity  ($270)  
Cumulative $  $7,987  
Total System Equity  $32,987  
Margined  $19,416  
Open P/L  ($270) 
Trading Record
Statistics

Strategy began1/5/2024

Suggested Minimum Cap$25,000

Strategy Age (days)249.32

Age8 months ago

What it tradesFutures

# Trades394

# Profitable325

% Profitable82.50%

Avg trade duration8.9 hours

Max peaktovalley drawdown41.72%

drawdown periodAug 11, 2024  Sept 06, 2024

Cumul. Return11.4%

Avg win$294.17

Avg loss$1,269
 Model Account Values (Raw)

Cash$33,257

Margin Used$19,416

Buying Power$13,571
 Ratios

W:L ratio1.09:1

Sharpe Ratio0.35

Sortino Ratio0.46

Calmar Ratio1.304
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)5.59%

Correlation to SP5000.02860

Return Percent SP500 (cumu) during strategy life16.27%
 Return Statistics

Ann Return (w trading costs)16.9%
 Slump

Current Slump as Pcnt Equity43.50%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.12%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.114%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)50.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss69.50%

Chance of 20% account loss47.00%

Chance of 30% account loss21.50%

Chance of 40% account loss5.00%

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 (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)896

Popularity (Last 6 weeks)959
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score950

Popularity (7 days, Percentile 1000 scale)901
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,269

Avg Win$294

Sum Trade PL (losers)$87,543.000
 Age

Num Months filled monthly returns table9
 Win / Loss

Sum Trade PL (winners)$95,605.000

# Winners325

Num Months Winners4
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)29211
 Win / Loss

# Losers69

% Winners82.5%
 Frequency

Avg Position Time (mins)531.38

Avg Position Time (hrs)8.86

Avg Trade Length0.4 days

Last Trade Ago0
 Leverage

Daily leverage (average)8.73

Daily leverage (max)13.38
 Regression

Alpha0.06

Beta0.11

Treynor Index0.53
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.07

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.05

Avg(MAE) / Avg(PL)  All trades1068.720

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.05

Avg(MAE) / Avg(PL)  Winning trades1.205

Avg(MAE) / Avg(PL)  Losing trades1.166

HoldandHope Ratio0.000
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.42215

SD0.66574

Sharpe ratio (Glass type estimate)0.63410

Sharpe ratio (Hedges UMVUE)0.56321

df7.00000

t0.51774

p0.31030

Lowerbound of 95% confidence interval for Sharpe Ratio1.81004

Upperbound of 95% confidence interval for Sharpe Ratio3.03480

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.85531

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.98173
 Statistics related to Sortino ratio

Sortino ratio0.99977

Upside Potential Ratio2.81280

Upside part of mean1.18768

Downside part of mean0.76554

Upside SD0.47368

Downside SD0.42224

N nonnegative terms5.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.19367

Mean of criterion0.42215

SD of predictor0.13629

SD of criterion0.66574

Covariance0.02402

r0.26471

b (slope, estimate of beta)1.29308

a (intercept, estimate of alpha)0.67258

Mean Square Error0.48085

DF error6.00000

t(b)0.67240

p(b)0.73682

t(a)0.72527

p(a)0.24779

Lowerbound of 95% confidence interval for beta5.99870

Upperbound of 95% confidence interval for beta3.41255

Lowerbound of 95% confidence interval for alpha1.59660

Upperbound of 95% confidence interval for alpha2.94175

Treynor index (mean / b)0.32647

Jensen alpha (a)0.67258
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21648

SD0.68751

Sharpe ratio (Glass type estimate)0.31488

Sharpe ratio (Hedges UMVUE)0.27968

df7.00000

t0.25710

p0.40225

Lowerbound of 95% confidence interval for Sharpe Ratio2.10194

Upperbound of 95% confidence interval for Sharpe Ratio2.70987

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.12524

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.68460
 Statistics related to Sortino ratio

Sortino ratio0.44861

Upside Potential Ratio2.25170

Upside part of mean1.08658

Downside part of mean0.87010

Upside SD0.42968

Downside SD0.48256

N nonnegative terms5.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.18357

Mean of criterion0.21648

SD of predictor0.13742

SD of criterion0.68751

Covariance0.02573

r0.27230

b (slope, estimate of beta)1.36231

a (intercept, estimate of alpha)0.46656

Mean Square Error0.51056

DF error6.00000

t(b)0.69318

p(b)0.74294

t(a)0.49289

p(a)0.31980

Lowerbound of 95% confidence interval for beta6.17128

Upperbound of 95% confidence interval for beta3.44667

Lowerbound of 95% confidence interval for alpha1.84965

Upperbound of 95% confidence interval for alpha2.78276

Treynor index (mean / b)0.15891

Jensen alpha (a)0.46656
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.26539

Expected Shortfall on VaR0.32207
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.12313

Expected Shortfall on VaR0.24260
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.74713

Quartile 10.92620

Median1.08413

Quartile 31.17913

Maximum1.24037

Mean of quarter 10.75948

Mean of quarter 21.02115

Mean of quarter 31.13225

Mean of quarter 41.23715

Inter Quartile Range0.25293

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.24541

Quartile 10.24727

Median0.24914

Quartile 30.25100

Maximum0.25287

Mean of quarter 10.24541

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.25287

Inter Quartile Range0.00373

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.26543

Compounded annual return (geometric extrapolation)0.27684

Calmar ratio (compounded annual return / max draw down)1.09481

Compounded annual return / average of 25% largest draw downs1.09481

Compounded annual return / Expected Shortfall lognormal0.85956

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.43061

SD0.45181

Sharpe ratio (Glass type estimate)0.95309

Sharpe ratio (Hedges UMVUE)0.94903

df176.00000

t0.78338

p0.47053

Lowerbound of 95% confidence interval for Sharpe Ratio1.43491

Upperbound of 95% confidence interval for Sharpe Ratio3.33841

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.43761

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.33567
 Statistics related to Sortino ratio

Sortino ratio1.27863

Upside Potential Ratio8.52361

Upside part of mean2.87057

Downside part of mean2.43995

Upside SD0.30044

Downside SD0.33678

N nonnegative terms108.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations177.00000

Mean of predictor0.21294

Mean of criterion0.43061

SD of predictor0.12993

SD of criterion0.45181

Covariance0.00197

r0.03354

b (slope, estimate of beta)0.11663

a (intercept, estimate of alpha)0.45500

Mean Square Error0.20506

DF error175.00000

t(b)0.44394

p(b)0.52135

t(a)0.82244

p(a)0.46052

Lowerbound of 95% confidence interval for beta0.63511

Upperbound of 95% confidence interval for beta0.40186

Lowerbound of 95% confidence interval for alpha0.63750

Upperbound of 95% confidence interval for alpha1.54839

Treynor index (mean / b)3.69222

Jensen alpha (a)0.45545
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32747

SD0.45650

Sharpe ratio (Glass type estimate)0.71734

Sharpe ratio (Hedges UMVUE)0.71428

df176.00000

t0.58961

p0.47780

Lowerbound of 95% confidence interval for Sharpe Ratio1.66940

Upperbound of 95% confidence interval for Sharpe Ratio3.10212

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.67147

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.10003
 Statistics related to Sortino ratio

Sortino ratio0.94069

Upside Potential Ratio8.11928

Upside part of mean2.82642

Downside part of mean2.49895

Upside SD0.29401

Downside SD0.34811

N nonnegative terms108.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations177.00000

Mean of predictor0.20443

Mean of criterion0.32747

SD of predictor0.13009

SD of criterion0.45650

Covariance0.00187

r0.03146

b (slope, estimate of beta)0.11041

a (intercept, estimate of alpha)0.35003

Mean Square Error0.20938

DF error175.00000

t(b)0.41644

p(b)0.52003

t(a)0.62580

p(a)0.46993

Lowerbound of 95% confidence interval for beta0.63367

Upperbound of 95% confidence interval for beta0.41285

Lowerbound of 95% confidence interval for alpha0.75388

Upperbound of 95% confidence interval for alpha1.45395

Treynor index (mean / b)2.96591

Jensen alpha (a)0.35003
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04414

Expected Shortfall on VaR0.05528
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01801

Expected Shortfall on VaR0.03811
 ORDER STATISTICS
 Quartiles of return rates

Number of observations177.00000

Minimum0.90475

Quartile 10.98707

Median1.00548

Quartile 31.01792

Maximum1.08047

Mean of quarter 10.96606

Mean of quarter 20.99866

Mean of quarter 31.01109

Mean of quarter 41.03200

Inter Quartile Range0.03085

Number outliers low6.00000

Percentage of outliers low0.03390

Mean of outliers low0.91729

Number of outliers high3.00000

Percentage of outliers high0.01695

Mean of outliers high1.07263
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.42572

VaR(95%) (moments method)0.03637

Expected Shortfall (moments method)0.07149

Extreme Value Index (regression method)0.02783

VaR(95%) (regression method)0.03426

Expected Shortfall (regression method)0.04677
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00065

Quartile 10.00337

Median0.01364

Quartile 30.02935

Maximum0.32713

Mean of quarter 10.00157

Mean of quarter 20.00721

Mean of quarter 30.02705

Mean of quarter 40.21557

Inter Quartile Range0.02598

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.18182

Mean of outliers high0.30858
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)755.33900

VaR(95%) (moments method)0.09893

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.81155

VaR(95%) (regression method)0.66919

Expected Shortfall (regression method)0.67029
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.40166

Compounded annual return (geometric extrapolation)0.42671

Calmar ratio (compounded annual return / max draw down)1.30440

Compounded annual return / average of 25% largest draw downs1.97943

Compounded annual return / Expected Shortfall lognormal7.71873

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.35418

SD0.48793

Sharpe ratio (Glass type estimate)0.72588

Sharpe ratio (Hedges UMVUE)0.72168

df130.00000

t0.51327

p0.52249

Lowerbound of 95% confidence interval for Sharpe Ratio3.49776

Upperbound of 95% confidence interval for Sharpe Ratio2.04866

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.49488

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.05151
 Statistics related to Sortino ratio

Sortino ratio0.91547

Upside Potential Ratio6.92389

Upside part of mean2.67872

Downside part of mean3.03290

Upside SD0.29506

Downside SD0.38688

N nonnegative terms76.00000

N negative terms55.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.12350

Mean of criterion0.35418

SD of predictor0.13451

SD of criterion0.48793

Covariance0.00523

r0.07973

b (slope, estimate of beta)0.28920

a (intercept, estimate of alpha)0.31846

Mean Square Error0.23840

DF error129.00000

t(b)0.90841

p(b)0.55070

t(a)0.46046

p(a)0.52578

Lowerbound of 95% confidence interval for beta0.91908

Upperbound of 95% confidence interval for beta0.34068

Lowerbound of 95% confidence interval for alpha1.68685

Upperbound of 95% confidence interval for alpha1.04993

Treynor index (mean / b)1.22468

Jensen alpha (a)0.31846
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.47464

SD0.49429

Sharpe ratio (Glass type estimate)0.96023

Sharpe ratio (Hedges UMVUE)0.95468

df130.00000

t0.67899

p0.52972

Lowerbound of 95% confidence interval for Sharpe Ratio3.73269

Upperbound of 95% confidence interval for Sharpe Ratio1.81584

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.72892

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.81955
 Statistics related to Sortino ratio

Sortino ratio1.18619

Upside Potential Ratio6.58825

Upside part of mean2.63620

Downside part of mean3.11084

Upside SD0.28847

Downside SD0.40014

N nonnegative terms76.00000

N negative terms55.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11446

Mean of criterion0.47464

SD of predictor0.13478

SD of criterion0.49429

Covariance0.00512

r0.07680

b (slope, estimate of beta)0.28166

a (intercept, estimate of alpha)0.44240

Mean Square Error0.24477

DF error129.00000

t(b)0.87490

p(b)0.54885

t(a)0.63142

p(a)0.53532

VAR (95 Confidence Intrvl)0.04400

Lowerbound of 95% confidence interval for beta0.91863

Upperbound of 95% confidence interval for beta0.35530

Lowerbound of 95% confidence interval for alpha1.82863

Upperbound of 95% confidence interval for alpha0.94383

Treynor index (mean / b)1.68512

Jensen alpha (a)0.44240
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05071

Expected Shortfall on VaR0.06269
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02380

Expected Shortfall on VaR0.04801
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.90475

Quartile 10.98521

Median1.00380

Quartile 31.01596

Maximum1.08047

Mean of quarter 10.95912

Mean of quarter 20.99562

Mean of quarter 31.00946

Mean of quarter 41.03115

Inter Quartile Range0.03075

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.91729

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.07599
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01895

VaR(95%) (moments method)0.03660

Expected Shortfall (moments method)0.05044

Extreme Value Index (regression method)0.33276

VaR(95%) (regression method)0.04287

Expected Shortfall (regression method)0.05256
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00065

Quartile 10.14534

Median0.29003

Quartile 30.30858

Maximum0.32713

Mean of quarter 10.00065

Mean of quarter 20.29003

Mean of quarter 30.00000

Mean of quarter 40.32713

Inter Quartile Range0.16324

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?360893000

Max Equity Drawdown (num days)26
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.40036

Compounded annual return (geometric extrapolation)0.36028

Calmar ratio (compounded annual return / max draw down)1.10134

Compounded annual return / average of 25% largest draw downs1.10134

Compounded annual return / Expected Shortfall lognormal5.74736
Strategy Description
There is only one guarantee about the stock market...prices will fluctuate.
Every day global markets move up and down as stocks react to economic news, earnings reports, analyst ratings, monetary policy, geopolitics and world events.
While typical investment strategies only generate profits when stocks go up, our mission is to help traders build wealth regardless of market direction.
Our tactical long/short strategy identifies nearterm market trends to capitalize on both rising and falling prices, enabling us to profit in bull and bear markets.
By design, our strategy is focused solely on Micro Emini S&P 500 Index Futures (MES).
S&P 500 Index Futures offer an efficient and costeffective way to gain market exposure to the S&P 500 Index, a broadbased, capitalizationweighted index that tracks 500 of the largest companies of the US economy.
We leverage the power of S&P 500 Index Futures to maximize the profit potential of each trade and the total return on investment (ROI). We believe futures trading offers unique advantages such as greater leverage, efficient markets, low commissions and tax benefits.
Unlike some Trade Leaders who trade multiple strategies or multiple asset classes, we keep things simple by trading one strategy and one asset class. Our singular focus allows us to remain disciplined in our approach and consistent in our performance.
Trading methodology:
Our strategy is discretionary, not automated. We enter trades and manage positions as we observe price action in realtime. Trades are executed as price reacts to specific support/resistance levels we have mapped out as part of our daily trade plan. We use several technical indicators to guide our exit/entry points as each trade develops.
The maximum number of MES contracts we will hold at any given time is 12. When we have strong conviction in a trade we will enter the position fullsized with 12 contracts, but we may also scale into a position (adding 4 or 6 contracts at a time) as we monitor price action in realtime.
Once we are fully sized (12 contracts) we will always have a stop loss in place. The stop loss will typically be 1520 points away from our entry and will often be placed just above/below a key support/resistance level. The stop loss is wide enough to give our trade room to work while also exercising proper risk management. We may not have a stop loss in place initially if we are scaling into a position, but we will always have a stop loss in place on any positions held overnight, regardless of position size.
Regardless of position size, profit takes are managed where we typically take 75% profit at our first target. Our first profit target will usually be 510 points although this can vary based on volatility and price action. After our first profit target is achieved we will adjust our stop loss to ensure that we never go red once we’re in a winning trade. Once profitable we typically leave a 25% riskfree runner where we will lockin more profits if price reaches our next target. If we are fully sized, we may leave a 10% riskfree runner which we let run indefinitely and we typically move our stop loss above/below the closest major swing high/low on the 15minute chart.
If we have a large realized profit we will allow a little more latitude with our runners, especially if we are in a powerful trending market. We may add to our winning position (smaller size) while ensuring that we do not put any large realized profit at risk, or we may exit our runner manually before our stop loss triggers if our remaining runner has a large realized gain of 25 or 50+ points.
Since markets chop between support/resistance levels far more frequently than they trend in one direction, the vast majority of our trades will be completed at the first or second profit target before our stop loss is triggered and we exit the trade. Our goal is to aim for modest gains (think singles & doubles instead of home runs) and generate positive returns to consistently outperform the market.
On most days we will average 13 trades per day, but this is not a hard rule and we do not force trades if the setups we’re looking for are not present. We may execute more trades if market conditions present actionable opportunities, but on other days we may simply hold a runner or pass on the day entirely if market conditions are not ideal. While most of our trades are completed intraday, we will occasionally hold positions overnight with a firm stoploss in place. This is common if we have locked in a profitable trade and are holding a riskfree runner.
We rarely hold a full position heading into a major news event or economic data release such as FOMC, CPI, NFP, etc. Although we may hold a profitable runner heading into one of these events, we believe it is a best practice to trade the price action after these events, not before.
Like any trading strategy, drawdowns are a part of doing business. While our historical performance demonstrates the majority of our trades are profitable, we don’t always get it right. When a trade is moving against us and hits our stop loss, we will exit the trade for a loss, analyze what we learned and move on to the next opportunity. When the market doesn't present a clear advantage, we simply wait on the sidelines and remain in cash until the next opportunity presents itself.
About us:
As a former licensed broker with a major firm, we have more than 20 years of industry experience in the financial markets (both retail and institutional) trading a variety of asset classes including stocks, options and futures. Several years ago we branched out on our own to found TAG Capital, LLC  a smallfamily owned firm located outside of Raleigh, NC.
Our firm’s primary focus is equity research and analysis where we maintain a diversified equity portfolio as part of our core investment strategy. With our equity investments, we have a firm belief that the secret to building wealth is ‘time in the market’ as opposed to ‘timing the market’. Market timing is difficult and takes years of practice with a disciplined approach. Our market timing efforts are reserved solely for S&P 500 Index Futures where we trade the larger ES contract in our own account and also the smaller MES contract (through the C2 platform). The majority of our profits from trading S&P 500 Index Futures are funneled into our larger equity portfolio where we invest regularly through dollarcostaveraging.
In addition to our passion for investing, we are equally passionate about delivering a positive customer experience. If you have any questions, please don’t hesitate to reach out through the Collective2 Message Center. We do our best to reply to messages in a timely manner, but as a general rule we typically don’t review messages between 8AM  4PM EST during market hours to ensure we remain focused on price action and managing any open positions.
Tom G.
Founder/Chief Investment Officer
TAG Capital, LLC
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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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Strategy is now visible
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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.