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Solid Options
(121071498)

Created by: gsap86 gsap86
Started: 11/2018
Options
Last trade: 3 days ago
Trading style: Options Premium Collecting Volatility Long / Short

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 $39.00 per month.

Trading Category: Options
Premium Collecting
Category: Equity

Premium Collecting

A trading strategy that, while typically profitable on a trade-by-trade basis, has some possibility of infrequent, but extremely large, losses.
Volatility Long / Short
Category: Equity

Volatility Long / Short

This strategy constructs portfolios that make bets about whether market volatility will increase or decrease.
28.5%
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.

(7.4%)
Max Drawdown
41
Num Trades
75.6%
Win Trades
8.7 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Interactive Brokers commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                                                                      +5.6%+14.8%+21.3%
2019+6.0%                                                                  +6.0%

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 48 hours.

Trading Record

This strategy has placed 15 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/17/19 10:30 FB1918M141 FB Jan18'19 141 put SHORT 31 0.05 1/19 9:36 0.00 0.09%
Trade id #122031542
Max drawdown($60)
Time1/17/19 13:16
Quant open-31
Worst price0.07
Drawdown as % of equity-0.09%
$135
Includes Typical Broker Commissions trade costs of $22.30
1/15/19 10:56 SPY1916M252 SPY Jan16'19 252 put SHORT 1 0.06 1/17 8:06 0.00 n/a $5
Includes Typical Broker Commissions trade costs of $1.00
1/10/19 11:50 VIX1916M17 VIX Jan16'19 17 put SHORT 200 0.13 1/16 8:05 0.00 3.99%
Trade id #121901640
Max drawdown($2,500)
Time1/11/19 15:53
Quant open-200
Worst price0.25
Drawdown as % of equity-3.99%
$2,360
Includes Typical Broker Commissions trade costs of $140.00
1/8/19 10:41 VIXW1909A25 VIXW Jan9'19 25 call SHORT 100 0.05 1/9 8:06 0.00 n/a $430
Includes Typical Broker Commissions trade costs of $70.00
1/7/19 10:09 VIXW1909A26 VIXW Jan9'19 26 call SHORT 50 0.10 1/9 8:06 0.00 0%
Trade id #121817211
Max drawdown$0
Time1/7/19 10:35
Quant open-50
Worst price0.10
Drawdown as % of equity0.00%
$465
Includes Typical Broker Commissions trade costs of $35.00
1/2/19 13:47 GS1904M160 GS Jan4'19 160 put SHORT 20 0.09 1/5 9:36 0.00 0.12%
Trade id #121749606
Max drawdown($76)
Time1/2/19 15:24
Quant open-20
Worst price0.13
Drawdown as % of equity-0.12%
$169
Includes Typical Broker Commissions trade costs of $14.60
12/31/18 12:10 VIXW1902A32.5 VIXW Jan2'19 32.5 call SHORT 50 0.05 1/2/19 8:06 0.00 0.16%
Trade id #121723323
Max drawdown($100)
Time12/31/18 14:37
Quant open-50
Worst price0.07
Drawdown as % of equity-0.16%
$215
Includes Typical Broker Commissions trade costs of $35.00
12/28/18 10:33 GOOG1828X1015 GOOG Dec28'18 1015 put SHORT 1 0.80 12/29 9:36 0.00 0.05%
Trade id #121697761
Max drawdown($30)
Time12/28/18 10:41
Quant open-1
Worst price1.10
Drawdown as % of equity-0.05%
$79
Includes Typical Broker Commissions trade costs of $1.00
12/26/18 11:17 VIXW1826L37.5 VIXW Dec26'18 37.5 call SHORT 81 0.50 12/27 8:06 0.00 n/a $3,993
Includes Typical Broker Commissions trade costs of $57.00
12/20/18 11:20 VIXW1826L37.5 VIXW Dec26'18 37.5 call SHORT 10 0.05 12/26 8:05 0.00 1.67%
Trade id #121595836
Max drawdown($950)
Time12/24/18 13:13
Quant open-10
Worst price1.00
Drawdown as % of equity-1.67%
$43
Includes Typical Broker Commissions trade costs of $7.00
12/12/18 13:46 DVMT DELL TECHNOLOGIES INC SHORT 900 105.38 12/22 9:36 105.05 2.03%
Trade id #121466740
Max drawdown($1,133)
Time12/19/18 9:51
Quant open-700
Worst price106.90
Drawdown as % of equity-2.03%
$281
Includes Typical Broker Commissions trade costs of $13.00
12/12/18 13:44 DVMT1821X105 DVMT Dec21'18 105 put SHORT 13 1.68 12/22 9:36 0.67 6.16%
Trade id #121466712
Max drawdown($3,476)
Time12/21/18 13:21
Quant open-8
Worst price6.03
Drawdown as % of equity-6.16%
$1,302
Includes Typical Broker Commissions trade costs of $13.50
12/17/18 11:38 TSLA1821X250 TSLA Dec21'18 250 put SHORT 1 0.10 12/22 9:36 0.00 0.02%
Trade id #121528974
Max drawdown($13)
Time12/17/18 15:51
Quant open-1
Worst price0.23
Drawdown as % of equity-0.02%
$9
Includes Typical Broker Commissions trade costs of $1.00
12/21/18 10:02 DVMT1821X100 DVMT Dec21'18 100 put SHORT 12 0.35 12/22 9:36 0.00 1.39%
Trade id #121617186
Max drawdown($785)
Time12/21/18 13:20
Quant open-12
Worst price1.00
Drawdown as % of equity-1.39%
$406
Includes Typical Broker Commissions trade costs of $9.00
12/12/18 14:52 DVMT1821L105 DVMT Dec21'18 105 call LONG 13 1.18 12/22 9:36 0.46 1.68%
Trade id #121467713
Max drawdown($935)
Time12/22/18 9:36
Quant open5
Worst price0.00
Drawdown as % of equity-1.68%
($949)
Includes Typical Broker Commissions trade costs of $13.50
12/19/18 9:45 VIX1819L29 VIX Dec19'18 29 call SHORT 1 0.05 12/20 8:06 0.00 n/a $4
Includes Typical Broker Commissions trade costs of $1.00
12/17/18 10:55 VIX1819L29 VIX Dec19'18 29 call SHORT 20 0.05 12/19 8:05 0.00 0.73%
Trade id #121527905
Max drawdown($400)
Time12/17/18 15:31
Quant open-20
Worst price0.25
Drawdown as % of equity-0.73%
$86
Includes Typical Broker Commissions trade costs of $14.00
11/27/18 11:36 VIX1819L50 VIX Dec19'18 50 call SHORT 50 0.05 12/19 8:05 0.03 0.49%
Trade id #121193532
Max drawdown($250)
Time12/6/18 10:54
Quant open-50
Worst price0.10
Drawdown as % of equity-0.49%
$33
Includes Typical Broker Commissions trade costs of $46.90
12/11/18 11:03 COST1814X190 COST Dec14'18 190 put SHORT 2 0.09 12/15 9:36 0.00 0%
Trade id #121443789
Max drawdown($2)
Time12/11/18 11:32
Quant open-2
Worst price0.10
Drawdown as % of equity-0.00%
$16
Includes Typical Broker Commissions trade costs of $2.00
12/11/18 11:25 COST1814L232.5 COST Dec14'18 232.5 call LONG 1 1.90 12/15 9:36 0.00 0.34%
Trade id #121444763
Max drawdown($190)
Time12/15/18 9:36
Quant open0
Worst price0.00
Drawdown as % of equity-0.34%
($191)
Includes Typical Broker Commissions trade costs of $1.00
12/11/18 11:23 COST1814X220 COST Dec14'18 220 put LONG 1 2.45 12/14 10:12 8.20 0.23%
Trade id #121444669
Max drawdown($123)
Time12/12/18 13:08
Quant open1
Worst price1.22
Drawdown as % of equity-0.23%
$573
Includes Typical Broker Commissions trade costs of $2.00
12/12/18 9:44 VIXW1812L24 VIXW Dec12'18 24 call SHORT 1 0.05 12/13 8:06 0.00 n/a $4
Includes Typical Broker Commissions trade costs of $1.00
12/12/18 9:41 VIXW1812L23 VIXW Dec12'18 23 call SHORT 61 0.20 12/13 8:06 0.00 n/a $1,177
Includes Typical Broker Commissions trade costs of $43.00
12/11/18 10:55 VIXW1812L26 VIXW Dec12'18 26 call SHORT 51 0.01 12/12 8:06 0.00 0.53%
Trade id #121443384
Max drawdown($288)
Time12/11/18 12:46
Quant open-51
Worst price0.07
Drawdown as % of equity-0.53%
$32
Includes Typical Broker Commissions trade costs of $36.00
12/3/18 10:43 SIG1807X38 SIG Dec7'18 38 put SHORT 80 0.16 12/8 9:36 0.02 6.17%
Trade id #121310591
Max drawdown($3,125)
Time12/6/18 11:21
Quant open-80
Worst price0.55
Drawdown as % of equity-6.17%
$1,080
Includes Typical Broker Commissions trade costs of $70.30
11/23/18 11:01 MCD1807X162.5 MCD Dec7'18 162.5 put LONG 1 0.25 12/8 9:36 0.00 0.05%
Trade id #121136762
Max drawdown($25)
Time12/8/18 9:36
Quant open0
Worst price0.00
Drawdown as % of equity-0.05%
($26)
Includes Typical Broker Commissions trade costs of $1.00
12/3/18 11:03 SIG1807L54 SIG Dec7'18 54 call LONG 1 3.60 12/8 9:36 0.00 0.67%
Trade id #121311166
Max drawdown($360)
Time12/8/18 9:36
Quant open0
Worst price0.00
Drawdown as % of equity-0.67%
($361)
Includes Typical Broker Commissions trade costs of $1.00
12/7/18 9:32 LULU1807X120 LULU Dec7'18 120 put SHORT 1 0.15 12/7 12:24 1.64 0.32%
Trade id #121396077
Max drawdown($170)
Time12/7/18 12:08
Quant open-1
Worst price1.85
Drawdown as % of equity-0.32%
($151)
Includes Typical Broker Commissions trade costs of $2.00
11/23/18 10:57 MCD1807X187.5 MCD Dec7'18 187.5 put SHORT 1 7.62 12/6 11:30 5.45 n/a $215
Includes Typical Broker Commissions trade costs of $2.00
11/23/18 11:01 MCD1807L162.5 MCD Dec7'18 162.5 call SHORT 1 19.75 12/6 11:30 21.10 0.27%
Trade id #121136731
Max drawdown($135)
Time12/6/18 11:30
Quant open0
Worst price21.10
Drawdown as % of equity-0.27%
($137)
Includes Typical Broker Commissions trade costs of $2.00

Statistics

  • Strategy began
    11/20/2018
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    62.91
  • Age
    63 days ago
  • What it trades
    Options
  • # Trades
    41
  • # Profitable
    31
  • % Profitable
    75.60%
  • Avg trade duration
    4.4 days
  • Max peak-to-valley drawdown
    7.43%
  • drawdown period
    Dec 21, 2018 - Dec 26, 2018
  • Cumul. Return
    28.8%
  • Avg win
    $561.32
  • Avg loss
    $200.40
  • Model Account Values (Raw)
  • Cash
    $65,397
  • Margin Used
    $0
  • Buying Power
    $65,397
  • Ratios
  • W:L ratio
    8.68:1
  • Sharpe Ratio
    5.44
  • Sortino Ratio
    17.819
  • Calmar Ratio
    104.682
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.06700
  • Return Statistics
  • Ann Return (w trading costs)
    308.4%
  • Ann Return (Compnd, No Fees)
    363.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    46
  • Popularity (Last 6 weeks)
    903
  • C2 Score
    43.4
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $561
  • Avg Loss
    $200
  • # Winners
    31
  • # Losers
    10
  • % Winners
    75.6%
  • Frequency
  • Avg Position Time (mins)
    6314.27
  • Avg Position Time (hrs)
    105.24
  • Avg Trade Length
    4.4 days
  • Last Trade Ago
    3
  • 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)
    1.68900

Strategy Description

Summary Statistics

Strategy began
2018-11-20
Suggested Minimum Capital
$35,000
# Trades
41
# Profitable
31
% Profitable
75.6%
Correlation S&P500
-0.067
Sharpe Ratio
5.440

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.

0