Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW +40.3% Cumul. Return since Jul 10, 2026 Hypothetical

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ValuGrow

By ValuGrow

Equity · Stocks · Started Dec 2019

hypothetical · Annual Return (Compounded)
95.2%
Max Drawdown
64.5%
Trades
27
Win Trades
40.7%
Profit Factor
2.70
Win Months
4.9%

About this strategy

Why choose between Value vs. Growth when investing in stocks? At ValuGrow we create systems and execute strategies designed to deliver the best of both worlds. Our algorithmic trading systems also diversify across asset classes, industry groups, geographies, market caps, and risk management strategies. Systems designed to provide asymmetric returns; highly above average gains with almost no down side risk and relatively small draw downs.

How do we achieve it? We use multiple algorithmic systems that work together to magnify many small edges into a large one. Systems that work equally well in up and down markets. Not to mention multiple risk and money management parameters on each position and applied to our entire portfolios.

In addition, we do not rely upon purely mechanical systems alone. We also are a team of highly experienced traders and investors that apply our own discretionary judgement to every trade. We have discovered this helps us to distinguish signal from noise and finely tune trade timing based on decades of experience.

NEVER BEFORE HAS THIS CALIBER OF INVESTMENT BEEN AVAILABLE AT SUCH A LOW COST!

Previously access to investment information of this caliber was only available to high net worth individuals and institutional investors. Now because of advances in FinTech that are proving disruptive to the entire financial and asset management industries, you can not only follow us in real time but even auto-trade our entire portfolio automatically. Thanks in no small part to a company called Collective2.

Also we welcome you to follow our stock pick ideas and weekly market updates blog on valuegrow.com. Information on systems trading and expert trader insights included. You can also get our new weekly blog posts via email by signing up our newsletter. As a Bonus newsletter subscribers get occasional offers to follow our trades on Collective2 at discounted prices. And our Guarantee that we will NEVER spam you nor share your contact information with anyone.

Non-hedged Equity

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2019-1.9-1.9
2020-1.3-29.2-40.132.652.32.879.40.00.00.00.00.056.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began12/7/2019
Suggested Minimum Capital$50,000
Age82 months
What it tradesStocks
# Trades27
# Profitable11
% Profitable40.7%
Avg trade duration254.9 days
Max peak-to-valley drawdown64.5%
drawdown periodJan 14, 2020 - March 20, 2020
Cumul. Return54.9%
Avg win$3,985
Avg loss$1,016

Ratios

W:L ratio2.73
Sharpe Ratio0.25
Sortino Ratio0.45
Calmar Ratio1.28

CORRELATION STATISTICS

Correlation to SP5000.31
Return Percent SP500 (cumu) during strategy life143.2%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)51.7%

Return Statistics

Ann Return (w trading costs)95.2%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.5%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)6.8%

Slump

Current Slump as Pcnt Equity0.0%
Current Slump, time of slump as pcnt of strategy life0.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.1%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.9%

Automation

Percentage Signals Automated10.3%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)0
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$1,016
Avg Win$3,985
# Winners11
Sum Trade PL (losers)$16,262
Sum Trade PL (winners)$43,834
Num Months Winners4
# Losers16
% Winners40.7%

Dividends

Dividends Received in Model Acct556

Age

Num Months filled monthly returns table82

Frequency

Avg Position Time (mins)367115.06
Avg Position Time (hrs)6118.58
Avg Trade Length254.90
Last Trade Ago2238

Leverage

Daily leverage (average)1.40
Daily leverage (max)2.75

Regression

Alpha0.01
Beta0.43
Treynor Index0.05

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.18
MAE:Equity, average, losing trades0.02
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades0.55
MAE:PL (avg, all trades)1.75
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.10
Avg(MAE) / Avg(PL) - Losing trades-0.70
Hold-and-Hope Ratio3.06

RATIO STATISTICS

a (intercept, estimate of alpha)0.12
VAR (95 Confidence Intrvl)0.08

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-237033952
Max Equity Drawdown (num days)66
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
CDE long500Jan 2, 2020Jul 30, 2020$15
GGB long1000Dec 18, 2019Jul 30, 2020($1,298)
DBA long500Dec 13, 2019Jul 30, 2020($1,370)
RVP long3000Dec 9, 2019Jul 30, 2020$35,183
ACH long1000Dec 9, 2019Jul 30, 2020($1,863)
NOK long3000Dec 9, 2019Jul 30, 2020$2,440
CX long2500Dec 9, 2019Jul 30, 2020($1,088)
DBC long1500Dec 9, 2019Jul 30, 2020($1,303)
SSW long200Dec 27, 2019Jan 2, 2020($76)
GSK long200Dec 27, 2019Jan 2, 2020($96)
BUD long100Dec 27, 2019Jan 2, 2020$13
HLIT long1000Dec 9, 2019Jan 2, 2020($233)
AIRI long11000Dec 13, 2019Jan 2, 2020$510
SPXS long1000Dec 20, 2019Dec 24, 2019($65)
SSW long500Dec 18, 2019Dec 20, 2019$180
GSK long200Dec 18, 2019Dec 20, 2019$142
GGB long1000Dec 9, 2019Dec 13, 2019$63
LCTX long10000Dec 9, 2019Dec 13, 2019($601)
VERI long2000Dec 9, 2019Dec 13, 2019($358)
PDLI long1000Dec 9, 2019Dec 13, 2019($235)
UNG long100Dec 9, 2019Dec 13, 2019$59
CDE long1000Dec 9, 2019Dec 13, 2019$3
SPXS1920L15 long70Dec 9, 2019Dec 13, 2019($1,498)
SPXS1920L14 long30Dec 9, 2019Dec 13, 2019($1,092)
SPXS long1000Dec 9, 2019Dec 9, 2019($98)

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.