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C2 slow steady

Equity · Stocks · Started Oct 2022

hypothetical · Annual Return (Compounded)
14.5%
Max Drawdown
12.8%
Trades
299
Win Trades
87.0%
Profit Factor
2.90
Win Months
58.3%
Subscribe $50/mo

About this strategy

The C2 Slow and Steady trading strategy is built upon the principles of patience, long-term investment, and a strong belief in carefully selected companies. With a focus on steady growth and minimizing risk, this strategy aims to provide reliable and consistent performance for investors seeking stable returns.

Long-term Approach: The strategy is designed for long-term investors who are willing to hold positions for extended periods. It emphasizes the importance of giving the selected companies ample time to fulfill their potential.

Daily Order Placement: The strategy typically places orders on a daily basis to take advantage of short-term fluctuations while maintaining a long-term investment horizon. However, the overarching philosophy remains focused on the big picture.

Limited Diversification: The strategy typically maintains a manageable number of positions, with a maximum of 20 different companies in the portfolio at any given time. This approach allows for better monitoring and analysis of each investment.

No Short Positions: The strategy does not engage in short selling, thereby avoiding potential higher risks associated with short positions.

Fundamental Belief in Companies: Investments are made in companies that the strategy's creator firmly believes in, based on thorough fundamental analysis. The focus is on selecting strong, well-established companies with solid growth prospects.

Patient Risk Management: Emphasizing patience and discipline, the strategy avoids making impulsive decisions during market downturns or euphoria. Losses are managed carefully, and exits are only executed when there is a strong conviction that a company's potential has diminished.

Scaling Possibility: Investors have the option to scale their accounts, but the strategy creator suggests a minimum account size of 3K to ensure the timely execution of signals.

Risk and Reward:

The C2 Slow and Steady strategy aims for steady, consistent growth over time, rather than chasing quick gains. By focusing on fundamentally strong companies and exercising patience, the strategy seeks to limit downside risk while participating in potential long-term upsides. Investors should be prepared for moderate volatility in the short term but can expect a smoother equity curve over the long run.

Pairs Trading / Relative Value

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20225.4-3.7-5.9-4.5
202315.4-3.67.82.91.12.39.1-3.3-5.1-2.014.66.853.1
2024-3.011.10.5-3.63.51.32.7-1.31.0-0.72.7-2.611.2
20250.60.1-0.7-1.10.81.1-1.00.60.60.60.8-0.32.2
2026-0.2-0.8-0.71.32.81.0-1.2-0.11.23.3

Statistics

Overview

Strategy began10/3/2022
Suggested Minimum Capital$50,000
Age48 months
C2 Rank234
What it tradesStocks
# Trades299
# Profitable260
% Profitable87.0%
Avg trade duration51.5 days
Max peak-to-valley drawdown12.8%
drawdown periodAug 01, 2023 - Oct 26, 2023
Annual Return (Compounded)14.5%
Avg win$231
Avg loss$573

Ratios

W:L ratio2.87
Sharpe Ratio0.94
Sortino Ratio1.57
Calmar Ratio2.05

Verified

C2Star0

CORRELATION STATISTICS

Correlation to SP5000.45
Return Percent SP500 (cumu) during strategy life110.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-38.2%

Return Statistics

Ann Return (w trading costs)14.5%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)16.0%

Slump

Current Slump as Pcnt Equity0.2%
Current Slump, time of slump as pcnt of strategy life0.1%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss9.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)646
C2 Score234
Popularity (7 days, Percentile 1000 scale)437

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$598
Avg Win$237
# Winners260
Sum Trade PL (losers)$23,308
Sum Trade PL (winners)$61,621
Num Months Winners28
# Losers39
% Winners87.0%

Dividends

Dividends Received in Model Acct1980

Age

Num Months filled monthly returns table48

Frequency

Avg Position Time (mins)74133.62
Avg Position Time (hrs)1235.56
Avg Trade Length51.50
Last Trade Ago440

Leverage

Daily leverage (average)0.49
Daily leverage (max)1.81

Regression

Alpha0.02
Beta0.36
Treynor Index0.09

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades2.70
MAE:PL (avg, all trades)1.41
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades1.27
Avg(MAE) / Avg(PL) - Losing trades-0.90
Hold-and-Hope Ratio0.37

RATIO STATISTICS

Mean0.18
SD0.16
Sharpe ratio (Glass type estimate)1.15
Sharpe ratio (Hedges UMVUE)1.12
df33
t1.93
p0.03
Lowerbound of 95% confidence interval for Sharpe Ratio-0.06
Upperbound of 95% confidence interval for Sharpe Ratio2.33
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.08
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.32
Sortino ratio2.47
Upside Potential Ratio3.86
Upside part of mean0.28
Downside part of mean-0.10
Upside SD0.14
Downside SD0.07
N nonnegative terms21
N negative terms13
N of observations34
Mean of predictor0.20
Mean of criterion0.18
SD of predictor0.12
SD of criterion0.16
Covariance0.01
r0.61
b (slope, estimate of beta)0.82
a (intercept, estimate of alpha)0.01
Mean Square Error0.02
DF error32
t(b)4.37
p(b)0.00
t(a)0.18
p(a)0.43
Lowerbound of 95% confidence interval for beta0.44
Upperbound of 95% confidence interval for beta1.21
Lowerbound of 95% confidence interval for alpha-0.15
Upperbound of 95% confidence interval for alpha0.18
Treynor index (mean / b)0.22
Jensen alpha (a)0.01
Mean0.17
SD0.15
Sharpe ratio (Glass type estimate)1.09
Sharpe ratio (Hedges UMVUE)1.07
df33
t1.84
p0.04
Lowerbound of 95% confidence interval for Sharpe Ratio-0.11
Upperbound of 95% confidence interval for Sharpe Ratio2.28
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.12
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.26
Sortino ratio2.21
Upside Potential Ratio3.60
Upside part of mean0.27
Downside part of mean-0.10
Upside SD0.14
Downside SD0.07
N nonnegative terms21
N negative terms13
N of observations34
Mean of predictor0.19
Mean of criterion0.17
SD of predictor0.11
SD of criterion0.15
Covariance0.01
r0.63
b (slope, estimate of beta)0.83
a (intercept, estimate of alpha)0.01
Mean Square Error0.01
DF error32
t(b)4.53
p(b)0.00
t(a)0.10
p(a)0.46
Lowerbound of 95% confidence interval for beta0.45
Upperbound of 95% confidence interval for beta1.20
Lowerbound of 95% confidence interval for alpha-0.15
Upperbound of 95% confidence interval for alpha0.17
Treynor index (mean / b)0.20
Jensen alpha (a)0.01
VaR(95%)0.06
Expected Shortfall on VaR0.07
VaR(95%)0.02
Expected Shortfall on VaR0.03
Mean0.18
SD0.13
Sharpe ratio (Glass type estimate)1.46
Sharpe ratio (Hedges UMVUE)1.46
df757
t2.49
p0.01
Lowerbound of 95% confidence interval for Sharpe Ratio0.31
Upperbound of 95% confidence interval for Sharpe Ratio2.62
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.31
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.62
Sortino ratio2.52
Upside Potential Ratio9.88
Upside part of mean0.72
Downside part of mean-0.54
Upside SD0.10
Downside SD0.07
N nonnegative terms392
N negative terms366
N of observations758
Mean of predictor0.24
Mean of criterion0.18
SD of predictor0.16
SD of criterion0.13
Covariance0.01
r0.44
b (slope, estimate of beta)0.34
a (intercept, estimate of alpha)0.10
Mean Square Error0.01
DF error756
t(b)13.52
p(b)0
t(a)1.52
p(a)0.06
Lowerbound of 95% confidence interval for beta0.29
Upperbound of 95% confidence interval for beta0.39
Lowerbound of 95% confidence interval for alpha-0.03
Upperbound of 95% confidence interval for alpha0.23
Treynor index (mean / b)0.54
Jensen alpha (a)0.10
Mean0.18
SD0.13
Sharpe ratio (Glass type estimate)1.41
Sharpe ratio (Hedges UMVUE)1.41
df757
t2.39
p0.01
Lowerbound of 95% confidence interval for Sharpe Ratio0.25
Upperbound of 95% confidence interval for Sharpe Ratio2.56
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.25
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.56
Sortino ratio2.39
Upside Potential Ratio9.73
Upside part of mean0.72
Downside part of mean-0.54
Upside SD0.10
Downside SD0.07
N nonnegative terms392
N negative terms366
N of observations758
Mean of predictor0.23
Mean of criterion0.18
SD of predictor0.16
SD of criterion0.13
Covariance0.01
r0.44
b (slope, estimate of beta)0.34
a (intercept, estimate of alpha)0.10
Mean Square Error0.01
DF error756
t(b)13.60
p(b)0
t(a)1.48
p(a)0.07
Lowerbound of 95% confidence interval for beta0.29
Upperbound of 95% confidence interval for beta0.39
Lowerbound of 95% confidence interval for alpha-0.03
Upperbound of 95% confidence interval for alpha0.23
Treynor index (mean / b)0.52
Jensen alpha (a)0.10
VaR(95%)0.01
Expected Shortfall on VaR0.02
VaR(95%)0.00
Expected Shortfall on VaR0.01
Mean0.11
SD0.06
Sharpe ratio (Glass type estimate)1.66
Sharpe ratio (Hedges UMVUE)1.65
df130
t1.18
p0.45
Lowerbound of 95% confidence interval for Sharpe Ratio-1.12
Upperbound of 95% confidence interval for Sharpe Ratio4.44
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.13
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.43
Sortino ratio2.97
Upside Potential Ratio9.27
Upside part of mean0.33
Downside part of mean-0.23
Upside SD0.05
Downside SD0.04
N nonnegative terms63
N negative terms68
N of observations131
Mean of predictor0.60
Mean of criterion0.11
SD of predictor0.22
SD of criterion0.06
Covariance0.01
r0.62
b (slope, estimate of beta)0.18
a (intercept, estimate of alpha)-0.00
Mean Square Error0.00
DF error129
t(b)9.05
p(b)0.13
t(a)-0.04
p(a)0.50
Lowerbound of 95% confidence interval for beta0.14
Upperbound of 95% confidence interval for beta0.22
Lowerbound of 95% confidence interval for alpha-0.15
Upperbound of 95% confidence interval for alpha0.14
Treynor index (mean / b)0.58
Jensen alpha (a)-0.00
Mean0.11
SD0.06
Sharpe ratio (Glass type estimate)1.63
Sharpe ratio (Hedges UMVUE)1.63
df130
t1.16
p0.45
Lowerbound of 95% confidence interval for Sharpe Ratio-1.15
Upperbound of 95% confidence interval for Sharpe Ratio4.41
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-1.15
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.40
Sortino ratio2.89
Upside Potential Ratio9.18
Upside part of mean0.33
Downside part of mean-0.23
Upside SD0.05
Downside SD0.04
N nonnegative terms63
N negative terms68
N of observations131
Mean of predictor0.57
Mean of criterion0.11
SD of predictor0.22
SD of criterion0.06
Covariance0.01
r0.63
b (slope, estimate of beta)0.18
a (intercept, estimate of alpha)-0.00
Mean Square Error0.00
DF error129
t(b)9.11
p(b)0.13
t(a)-0.01
p(a)0.50
Lowerbound of 95% confidence interval for beta0.14
VAR (95 Confidence Intrvl)0.01
Upperbound of 95% confidence interval for beta0.22
Lowerbound of 95% confidence interval for alpha-0.14
Upperbound of 95% confidence interval for alpha0.14
Treynor index (mean / b)0.57
Jensen alpha (a)-0.00
VaR(95%)0.01
Expected Shortfall on VaR0.01
VaR(95%)0.00
Expected Shortfall on VaR0.00

ORDER STATISTICS

Number of observations34
Minimum0.91
Quartile 11.00
Median1.01
Quartile 31.05
Maximum1.16
Mean of quarter 10.97
Mean of quarter 21.00
Mean of quarter 31.02
Mean of quarter 41.07
Inter Quartile Range0.05
Number outliers low1
Percentage of outliers low0.03
Mean of outliers low0.91
Number of outliers high1
Percentage of outliers high0.03
Mean of outliers high1.16
Extreme Value Index (moments method)0.50
VaR(95%) (moments method)0.02
Expected Shortfall (moments method)0.04
Extreme Value Index (regression method)0.23
VaR(95%) (regression method)0.04
Expected Shortfall (regression method)0.07
Number of observations758
Minimum0.97
Quartile 11.00
Median1.00
Quartile 31.00
Maximum1.05
Mean of quarter 10.99
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.01
Inter Quartile Range0.01
Number outliers low40
Percentage of outliers low0.05
Mean of outliers low0.98
Number of outliers high59
Percentage of outliers high0.08
Mean of outliers high1.02
Extreme Value Index (moments method)0.27
VaR(95%) (moments method)0.01
Expected Shortfall (moments method)0.01
Extreme Value Index (regression method)-0.02
VaR(95%) (regression method)0.01
Expected Shortfall (regression method)0.01
Number of observations131
Minimum0.98
Quartile 11.00
Median1.00
Quartile 31.00
Maximum1.02
Mean of quarter 11.00
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.00
Inter Quartile Range0.00
Number outliers low9
Percentage of outliers low0.07
Mean of outliers low0.99
Number of outliers high12
Percentage of outliers high0.09
Mean of outliers high1.01
Extreme Value Index (moments method)0.66
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0.01
Extreme Value Index (regression method)0.79
VaR(95%) (regression method)0.00
Expected Shortfall (regression method)0.01

DRAW DOWN STATISTICS

Number of observations8
Minimum0.00
Quartile 10.01
Median0.02
Quartile 30.04
Maximum0.09
Mean of quarter 10.00
Mean of quarter 20.01
Mean of quarter 30.02
Mean of quarter 40.09
Inter Quartile Range0.04
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations43
Minimum0.00
Quartile 10.00
Median0.01
Quartile 30.02
Maximum0.11
Mean of quarter 10.00
Mean of quarter 20.01
Mean of quarter 30.02
Mean of quarter 40.06
Inter Quartile Range0.02
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high4
Percentage of outliers high0.09
Mean of outliers high0.08
Extreme Value Index (moments method)-0.35
VaR(95%) (moments method)0.05
Expected Shortfall (moments method)0.07
Extreme Value Index (regression method)-1.35
VaR(95%) (regression method)0.05
Expected Shortfall (regression method)0.05
Number of observations11
Minimum0.00
Quartile 10.00
Median0.00
Quartile 30.01
Maximum0.02
Mean of quarter 10.00
Mean of quarter 20.00
Mean of quarter 30.01
Mean of quarter 40.02
Inter Quartile Range0.01
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0.05
VaR(95%) (moments method)0.02
Expected Shortfall (moments method)0.02
Extreme Value Index (regression method)4.19
VaR(95%) (regression method)0.03
Expected Shortfall (regression method)0
Strat Max DD how much worse than SP500 max DD during strat life?-398829312
Max Equity Drawdown (num days)86
Last 4 Months - Pcnt Negative0.5%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.26
Compounded annual return (geometric extrapolation)0.21
Calmar ratio (compounded annual return / max draw down)2.41
Compounded annual return / average of 25% largest draw downs2.43
Compounded annual return / Expected Shortfall lognormal2.91
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.28
Compounded annual return (geometric extrapolation)0.23
Calmar ratio (compounded annual return / max draw down)2.05
Compounded annual return / average of 25% largest draw downs4.12
Compounded annual return / Expected Shortfall lognormal14.93
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.14
Compounded annual return (geometric extrapolation)0.14
Calmar ratio (compounded annual return / max draw down)6.37
Compounded annual return / average of 25% largest draw downs7.33
Compounded annual return / Expected Shortfall lognormal18.33

Trading record

Placed 471 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
NVDA long6Dec 9, 2024Jul 11, 2025$148
COIN long4Dec 9, 2024Jul 11, 2025$247
AMD long10Dec 9, 2024Jul 11, 2025$86
F long400Dec 9, 2024May 16, 2025$297
APP long3Dec 9, 2024May 16, 2025$41
BTM long150Dec 9, 2024May 16, 2025$53
SNOW long14Mar 4, 2024Dec 9, 2024$77
LLY long2Nov 18, 2024Nov 26, 2024$148
COIN long10Jul 31, 2024Nov 6, 2024$129
DIS long14Sep 23, 2024Nov 6, 2024$83
AAL long60May 29, 2024Nov 5, 2024$121
NVDA long10Sep 23, 2024Oct 14, 2024$236
MSFT long5Jul 31, 2024Sep 23, 2024$88
ABNB long29Feb 14, 2024Sep 23, 2024$429
CRWD long10Sep 6, 2024Sep 12, 2024$120
F long200Aug 5, 2024Aug 16, 2024$166
META long5Jul 31, 2024Aug 16, 2024$272
CRWD long10Jul 31, 2024Aug 16, 2024$244
ZS long5Mar 13, 2024Jul 15, 2024$22
MPX long200Jul 1, 2024Jul 12, 2024$92
MSFT long8Feb 13, 2024Jun 24, 2024$223
PANW long30Feb 22, 2024Jun 24, 2024$760
FL long200Apr 3, 2024Jun 24, 2024$560
AI long200Feb 13, 2024Jun 7, 2024$755
LLY long3Apr 1, 2024May 23, 2024$166
FL long120Mar 6, 2024Mar 28, 2024$340
MPX long100Feb 13, 2024Mar 28, 2024$113
NVDA long5Mar 11, 2024Mar 12, 2024$128
NVDA long4Feb 6, 2024Mar 8, 2024$513
AMD long15Feb 6, 2024Mar 1, 2024$445

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.