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
08/04/2026
Most recent certification approved
8/18/26 12:46 ET
Trades at broker
Tradier
Scaling percentage used
100%
# trading signals issued by system since certification
55
# trading signals executed in manager's Tradier account
47
Percent signals followed since 08/04/2026
85.5%
This information was last updated
8/24/26 10:46 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 08/04/2026,
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.
Omega TQQQ SQQQ
(156963136)
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 | 08/04/2026 |
| Most recent certification approved | 8/18/26 12:46 ET |
| Trades at broker | Tradier |
| Scaling percentage used | 100% |
| # trading signals issued by system since certification | 55 |
| # trading signals executed in manager's Tradier account | 47 |
| Percent signals followed since 08/04/2026 | 85.5% |
| This information was last updated | 8/24/26 10:46 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 08/04/2026, 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.
Subscription terms. Subscriptions to this system cost $230.00 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.
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 | (1.2%) | +2.2% | +1.0% |
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.
| Started | $10,000 | |
| Buy Power | $10,644 | |
| Cash | $10,644 | |
| Equity | $0 | |
| Cumulative $ | $643 | |
| Total System Equity | $10,643 | |
| Margined | $0 | |
| Open P/L | $0 |
Trading Record
symbol.
Statistics
-
Strategy began7/19/2026
-
Suggested Minimum Cap$35,000
-
Strategy Age (days)35.7
-
Age36 days ago
-
What it tradesStocks
-
# Trades14
-
# Profitable4
-
% Profitable28.60%
-
Avg trade duration1.2 days
-
Max peak-to-valley drawdown3.91%
-
drawdown periodAug 13, 2026 - Aug 24, 2026
-
Cumul. Return1.0%
-
Avg win$235.75
-
Avg loss$29.90
- Model Account Values (Raw)
-
Cash$10,644
-
Margin Used$0
-
Buying Power$10,644
- Ratios
-
W:L ratio3.15:1
-
Sharpe Ratio
-
Sortino Ratio
-
Calmar Ratio
- CORRELATION STATISTICS
-
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-1.74%
-
Return Percent SP500 (cumu) during strategy life2.71%
- Return Statistics
-
Ann Return (w trading costs)9.4%
- Instruments
-
Percent Trades Optionsn/a
-
Percent Trades Futuresn/a
- Slump
-
Current Slump, time of slump as pcnt of strategy life0.31%
- Instruments
-
Percent Trades Stocks1.00%
- Slump
-
Current Slump as Pcnt Equity4.10%
- Return Statistics
-
Return Pcnt Since TOS Status1.230%
- Instruments
-
Short Options - Percent Covered100.00%
- Return Statistics
-
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.010%
- Instruments
-
Percent Trades Forexn/a
- Return Statistics
-
Ann Return (Compnd, No Fees)85.7%
- 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 Automated100.00%
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account lossn/a
- Popularity
-
Popularity (Today)402
-
Popularity (Last 6 weeks)837
-
Popularity (7 days, Percentile 1000 scale)711
- Trading Style
-
Any stock shorts? 0/11
- Popularity
-
C2 Score918
- Trades-Own-System Certification
-
Trades Own System?Yes
-
TOS percent100%
- Win / Loss
-
Avg Win$236
-
Avg Loss$30
-
Sum Trade PL (losers)$299.000
-
Sum Trade PL (winners)$943.000
-
# Winners4
- Dividends
-
Dividends Received in Model Acct0
- AUM
-
AUM (AutoTrader live capital)10622
- Win / Loss
-
Num Months Winners2
- Age
-
Num Months filled monthly returns table2
- Win / Loss
-
# Losers10
-
% Winners28.6%
- Frequency
-
Avg Position Time (mins)1673.88
-
Avg Position Time (hrs)27.90
-
Avg Trade Length1.2 days
-
Last Trade Ago0
- Leverage
-
Daily leverage (average)2.01
-
Daily leverage (max)2.86
- Maximum Adverse Excursion (MAE)
-
Hold-and-Hope Ratio1.128
- Analysis based on DAILY values, last 6 months only
- DRAW DOWN STATISTICS
- Risk estimates based on draw downs (based on Extreme Value T
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
Max Equity Drawdown (num days)11
-
Last 4 Months - Pcnt Negativen/a
-
Strat Max DD how much worse than SP500 max DD during strat life?-436991000
Strategy Description
Key Strengths
Multiple independent strategies across four timeframes — 5-minute, 15-minute, and 30-minute intraday trend systems combined with daily-bar swing and mean-reversion components, so the system isn't dependent on one holding period or one type of market behavior.
Diversification that's been measured, not assumed — components were selected based on how little they overlapped with each other's behavior, not just on which had the best individual numbers. Candidate strategies with strong standalone returns were tested and excluded when they added drawdown without meaningfully improving the ensemble's risk-adjusted performance.
The ensemble outperforms every one of its parts — in backtesting, the combined system's Sharpe ratio exceeded that of every individual component, including the strongest single strategy in the mix — direct evidence the diversification is doing real work, not just adding complexity.
Regime- and volatility-aware components — several of the underlying trend-following systems incorporate trend-strength and volatility-regime filtering rather than trading blindly on price alone.
Runs live exactly as backtested — the live deployment trades at 1.0x margin (no leverage), the same no-margin configuration validated in backtesting for cash and retirement-account compatibility — not a theoretical "would also work" claim.
Risk Controls & Discipline
Fixed, tested position sizing — each component is allocated a set percentage of equity determined through direct testing (including testing whether a larger allocation improved results — it didn't), not discretionary sizing.
No single point of failure — because the components trade independently across different signals and timeframes, no single strategy's bad week determines the portfolio's outcome.
Volatility-based and time-based exit logic in the trend-following components, rather than open-ended trend-following with no defined risk per trade.
A documented exclusion process — candidate components are only added when they demonstrably improve the ensemble's risk-adjusted return; several were tested and rejected for this program specifically because they didn't clear that bar.
No leverage required — validated to work within a no-margin account structure, which matters for subscribers trading through retirement or otherwise margin-restricted accounts.
Why Subscribe
Building and maintaining a diversified set of uncorrelated trading strategies, testing them against each other for genuine diversification benefit, and continuously validating that the combination still earns its complexity is a substantial ongoing research effort — one most individual traders don't have the time, data infrastructure, or tooling to replicate themselves. Subscribing to Omega TQQQ SQQQ gives you access to that completed research and its ongoing signals, in a system built around a specific question: does adding this component make the whole portfolio better, not just add another strategy to the pile. It's designed to be workable within the constraints of a real account — including accounts that can't use margin — rather than requiring subscribers to take on leverage they may not want or be able to use.
Risk Disclosure
Omega TQQQ SQQQ trades TQQQ and SQQQ, both 3x leveraged ETFs — these instruments carry elevated volatility and are subject to compounding/decay effects over holding periods, and are not suitable for all investors or account sizes. Historical backtested results referenced above (or elsewhere in this listing) reflect hypothetical performance over a 10-year lookback and are shown for illustrative purposes only — they do not reflect actual trading, are subject to the limitations of backtested performance generally, and should not be relied upon as an indication of future results. Live trading results, once established, are reported independently by Collective2 based on actual signal history since publication. Past performance, whether backtested or live, does not guarantee future results. As with any trading strategy, subscribers should independently evaluate whether this strategy is suitable for their financial situation and risk tolerance before subscribing.
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.
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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.