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Featured Strategy QUANT AI Gold and Silver +33.1% Cumul. Return since Sep 23, 2025 Hypothetical

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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more
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FROG SP Daytrader
(63123482)

Created by: TerryJones2 TerryJones2
Started: 07/2011
Futures
Last trade: 5,248 days ago

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 $249.00 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.

-50.8%

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.

(32.8%)
Max Drawdown
169
Num Trades
43.8%
Win Trades
1.2 : 1
Profit Factor
1.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                          (1.7%)+13.2%+15.7%+22.7%(6.7%)(16.1%)+23.6%
2012(52.2%)  -    -    -    -    -    -    -    -    -    -    -  (52.2%)
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -    -                                      0.0

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.

Trading Record

This strategy has placed 74 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 5258 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/27/12 11:55 @ESH2 E-MINI S&P 500 SHORT 10 1309.75 1/27 12:03 1311.25 2.31%
Trade id #70055307
Max drawdown($1,000)
Time1/27/12 12:03
Quant open-10
Worst price1311.75
Drawdown as % of equity-2.31%
 ($830)
Includes Typical Broker Commissions trade costs of $80.00
1/27/12 10:50 @ESH2 E-MINI S&P 500 SHORT 10 1310.00 1/27 11:00 1312.00 2.31%
Trade id #70052475
Max drawdown($1,000)
Time1/27/12 11:00
Quant open0
Worst price1312.00
Drawdown as % of equity-2.31%
 ($1,080)
Includes Typical Broker Commissions trade costs of $80.00
1/27/12 10:19 @ESH2 E-MINI S&P 500 SHORT 10 1311.25 1/27 10:30 1313.50 2.6%
Trade id #70050950
Max drawdown($1,125)
Time1/27/12 10:30
Quant open0
Worst price1313.50
Drawdown as % of equity-2.60%
 ($1,205)
Includes Typical Broker Commissions trade costs of $80.00
1/26/12 15:12 @ESH2 E-MINI S&P 500 SHORT 10 1312.50 1/26 15:38 1311.75 1.17%
Trade id #70029269
Max drawdown($500)
Time1/26/12 15:16
Quant open-10
Worst price1313.50
Drawdown as % of equity-1.17%
 $295
Includes Typical Broker Commissions trade costs of $80.00
1/24/12 14:02 @ESH2 E-MINI S&P 500 LONG 10 1308.00 1/24 14:47 1309.50 n/a $670
Includes Typical Broker Commissions trade costs of $80.00
1/24/12 10:19 @ESH2 E-MINI S&P 500 LONG 10 1305.50 1/24 11:13 1309.00 1.27%
Trade id #69950778
Max drawdown($500)
Time1/24/12 10:32
Quant open10
Worst price1304.50
Drawdown as % of equity-1.27%
 $1,670
Includes Typical Broker Commissions trade costs of $80.00
1/24/12 9:49 @ESH2 E-MINI S&P 500 LONG 10 1303.75 1/24 10:04 1305.50 1.27%
Trade id #69949378
Max drawdown($500)
Time1/24/12 10:01
Quant open10
Worst price1302.75
Drawdown as % of equity-1.27%
 $795
Includes Typical Broker Commissions trade costs of $80.00
1/23/12 14:56 @ESH2 E-MINI S&P 500 SHORT 10 1309.00 1/23 14:59 1311.75 3.37%
Trade id #69927069
Max drawdown($1,375)
Time1/23/12 14:59
Quant open0
Worst price1311.75
Drawdown as % of equity-3.37%
 ($1,455)
Includes Typical Broker Commissions trade costs of $80.00
1/20/12 13:34 @ESH2 E-MINI S&P 500 LONG 10 1308.50 1/20 13:57 1308.25 0.61%
Trade id #69885682
Max drawdown($250)
Time1/20/12 13:50
Quant open10
Worst price1308.00
Drawdown as % of equity-0.61%
 ($205)
Includes Typical Broker Commissions trade costs of $80.00
1/20/12 11:00 @ESH2 E-MINI S&P 500 SHORT 10 1306.75 1/20 11:49 1306.00 0.61%
Trade id #69880877
Max drawdown($250)
Time1/20/12 11:02
Quant open-10
Worst price1307.25
Drawdown as % of equity-0.61%
 $295
Includes Typical Broker Commissions trade costs of $80.00
1/20/12 10:09 @ESH2 E-MINI S&P 500 SHORT 10 1307.00 1/20 10:30 1308.00 2.13%
Trade id #69878449
Max drawdown($875)
Time1/20/12 10:30
Quant open-10
Worst price1308.75
Drawdown as % of equity-2.13%
 ($580)
Includes Typical Broker Commissions trade costs of $80.00
1/19/12 10:04 @ESH2 E-MINI S&P 500 SHORT 10 1305.00 1/19 11:20 1309.75 5.46%
Trade id #69840676
Max drawdown($2,375)
Time1/19/12 10:53
Quant open-10
Worst price1309.75
Drawdown as % of equity-5.46%
 ($2,455)
Includes Typical Broker Commissions trade costs of $80.00
1/18/12 14:22 @ESH2 E-MINI S&P 500 LONG 10 1300.25 1/18 14:32 1300.75 0%
Trade id #69813801
Max drawdown$0
Time1/18/12 14:24
Quant open10
Worst price1300.25
Drawdown as % of equity0.00%
 $170
Includes Typical Broker Commissions trade costs of $80.00
1/18/12 13:38 @ESH2 E-MINI S&P 500 LONG 10 1300.00 1/18 13:50 1299.00 1.21%
Trade id #69812300
Max drawdown($500)
Time1/18/12 13:50
Quant open0
Worst price1299.00
Drawdown as % of equity-1.21%
 ($580)
Includes Typical Broker Commissions trade costs of $80.00
1/18/12 10:16 @ESH2 E-MINI S&P 500 LONG 10 1294.00 1/18 10:31 1298.50 0.3%
Trade id #69804857
Max drawdown($125)
Time1/18/12 10:18
Quant open10
Worst price1293.75
Drawdown as % of equity-0.30%
 $2,170
Includes Typical Broker Commissions trade costs of $80.00
1/17/12 14:17 @ESH2 E-MINI S&P 500 SHORT 10 1293.50 1/17 14:25 1294.50 1.17%
Trade id #69767824
Max drawdown($500)
Time1/17/12 14:25
Quant open-10
Worst price1294.50
Drawdown as % of equity-1.17%
 ($580)
Includes Typical Broker Commissions trade costs of $80.00
1/17/12 13:54 @ESH2 E-MINI S&P 500 LONG 10 1294.50 1/17 14:12 1293.50 1.46%
Trade id #69766933
Max drawdown($625)
Time1/17/12 14:12
Quant open10
Worst price1293.25
Drawdown as % of equity-1.46%
 ($580)
Includes Typical Broker Commissions trade costs of $80.00
1/17/12 13:38 @ESH2 E-MINI S&P 500 SHORT 10 1293.50 1/17 13:53 1294.75 1.75%
Trade id #69766447
Max drawdown($750)
Time1/17/12 13:53
Quant open-10
Worst price1295.00
Drawdown as % of equity-1.75%
 ($705)
Includes Typical Broker Commissions trade costs of $80.00
1/17/12 10:15 @ESH2 E-MINI S&P 500 SHORT 10 1294.00 1/17 10:50 1293.50 2.04%
Trade id #69755028
Max drawdown($875)
Time1/17/12 10:27
Quant open-10
Worst price1295.75
Drawdown as % of equity-2.04%
 $170
Includes Typical Broker Commissions trade costs of $80.00
1/13/12 10:28 @ESH2 E-MINI S&P 500 SHORT 10 1277.00 1/13 10:46 1276.75 0.59%
Trade id #69700474
Max drawdown($250)
Time1/13/12 10:46
Quant open-10
Worst price1277.50
Drawdown as % of equity-0.59%
 $45
Includes Typical Broker Commissions trade costs of $80.00
1/12/12 14:18 @ESH2 E-MINI S&P 500 SHORT 10 1287.50 1/12 14:23 1288.00 1.21%
Trade id #69675580
Max drawdown($500)
Time1/12/12 14:23
Quant open-10
Worst price1288.50
Drawdown as % of equity-1.21%
 ($330)
Includes Typical Broker Commissions trade costs of $80.00
1/12/12 13:43 @ESH2 E-MINI S&P 500 SHORT 10 1287.50 1/12 13:58 1288.50 1.21%
Trade id #69674708
Max drawdown($500)
Time1/12/12 13:58
Quant open-10
Worst price1288.50
Drawdown as % of equity-1.21%
 ($580)
Includes Typical Broker Commissions trade costs of $80.00
1/12/12 10:01 @ESH2 E-MINI S&P 500 SHORT 10 1288.25 1/12 10:14 1284.00 0.91%
Trade id #69667413
Max drawdown($375)
Time1/12/12 10:03
Quant open-10
Worst price1289.00
Drawdown as % of equity-0.91%
 $2,045
Includes Typical Broker Commissions trade costs of $80.00
1/11/12 10:09 @ESH2 E-MINI S&P 500 SHORT 10 1282.25 1/11 10:21 1284.25 2.36%
Trade id #69637822
Max drawdown($1,000)
Time1/11/12 10:21
Quant open0
Worst price1284.25
Drawdown as % of equity-2.36%
 ($1,080)
Includes Typical Broker Commissions trade costs of $80.00
1/9/12 11:06 @ESH2 E-MINI S&P 500 SHORT 10 1271.25 1/9 12:28 1274.00 3.08%
Trade id #69577414
Max drawdown($1,375)
Time1/9/12 12:28
Quant open0
Worst price1274.00
Drawdown as % of equity-3.08%
 ($1,455)
Includes Typical Broker Commissions trade costs of $80.00
1/9/12 10:40 @ESH2 E-MINI S&P 500 LONG 10 1275.50 1/9 10:45 1273.50 2.24%
Trade id #69576258
Max drawdown($1,000)
Time1/9/12 10:45
Quant open0
Worst price1273.50
Drawdown as % of equity-2.24%
 ($1,080)
Includes Typical Broker Commissions trade costs of $80.00
1/6/12 10:10 @ESH2 E-MINI S&P 500 SHORT 10 1270.50 1/6 15:38 1274.50 7.23%
Trade id #69529789
Max drawdown($3,375)
Time1/6/12 11:45
Quant open-10
Worst price1277.25
Drawdown as % of equity-7.23%
 ($2,080)
Includes Typical Broker Commissions trade costs of $80.00
1/5/12 10:57 @ESH2 E-MINI S&P 500 SHORT 10 1263.00 1/5 12:26 1271.75 8.61%
Trade id #69499412
Max drawdown($4,375)
Time1/5/12 12:26
Quant open0
Worst price1271.75
Drawdown as % of equity-8.61%
 ($4,455)
Includes Typical Broker Commissions trade costs of $80.00
1/5/12 9:50 @ESH2 E-MINI S&P 500 LONG 10 1262.50 1/5 10:12 1263.00 2.7%
Trade id #69495434
Max drawdown($1,375)
Time1/5/12 10:03
Quant open10
Worst price1259.75
Drawdown as % of equity-2.70%
 $170
Includes Typical Broker Commissions trade costs of $80.00
1/4/12 15:07 @ESH2 E-MINI S&P 500 SHORT 10 1272.25 1/4 15:47 1272.00 1.47%
Trade id #69474152
Max drawdown($750)
Time1/4/12 15:42
Quant open-10
Worst price1273.75
Drawdown as % of equity-1.47%
 $45
Includes Typical Broker Commissions trade costs of $80.00

Statistics

  • Strategy began
    7/1/2011
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    5450.4
  • Age
    182 months ago
  • What it trades
    Futures
  • # Trades
    169
  • # Profitable
    74
  • % Profitable
    43.80%
  • Avg trade duration
    18.8 minutes
  • Max peak-to-valley drawdown
    32.81%
  • drawdown period
    Nov 17, 2011 - Jan 23, 2012
  • Annual return (compounded)
    3.2%
  • Avg win
    $1,270
  • Avg loss
    $827.95
  • Model Account Values (Raw)
  • Cash
    $40,335
  • Margin Used
    $0
  • Buying Power
    $40,335
  • Ratios
  • W:L ratio
    1.19:1
  • Sharpe Ratio
    -0.26
  • Sortino Ratio
    -0.37
  • Calmar Ratio
    0.501
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.01560
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    34.64%
  • Return Percent SP500 (cumu) during strategy life
    442.45%
  • Return Statistics
  • Ann Return (w trading costs)
    -50.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.97%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    189.30%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    3.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    43.90%
  • Chance of 20% account loss
    4.88%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/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
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,270
  • Avg Loss
    $828
  • Sum Trade PL (losers)
    $78,655.000
  • Sum Trade PL (winners)
    $93,990.000
  • # Winners
    74
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    180
  • Win / Loss
  • # Losers
    95
  • % Winners
    43.8%
  • Frequency
  • Avg Position Time (mins)
    18.82
  • Avg Position Time (hrs)
    0.31
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    5240
  • Regression
  • Alpha
    -0.01
  • Beta
    -0.01
  • Treynor Index
    0.90
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.34
  • MAE:Equity, average, all trades
    0.03
  • Avg(MAE) / Avg(PL) - All trades
    24.726
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    11.59
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    22.20
  • MAE:Equity, 95th Percentile Value for this strat
    0.05
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.04
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.360
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.137
  • Hold-and-Hope Ratio
    0.040
  • 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)
    0.13900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02000
  • 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)
    67
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

The Frog trading system trades the Emini SP. It averages about 1 trade per day. Trades are given from 8:30 CST- 2:30 CST each trading day. The size of the "model account" is $25,000.00, however using your money management strategies you can start with a smaller account. Entry- both limit and market orders are used for entry. Exits- Either OCA and market orders are used for exits. These trades are of short duration so the trader must be on alert as things happen fast. We always use stop protection. The account is flat at the end of each trading day (3:15 CST) so there in no overnight exposure. When you view the system, at the top left of the chart is a "change commission" tab. You can click on it and make sure MB Commissions is selected. This is the most reasonable commission for the Emini SP contract.
Trade this strategy at Tradier

Summary Statistics

Strategy began
2011-07-01
Suggested Minimum Capital
$25,000
# Trades
169
# Profitable
74
% Profitable
43.8%
Correlation S&P500
-0.016
Sharpe Ratio
-0.26
Sortino Ratio
-0.37
Beta
-0.01
Alpha
-0.01

Latest Activity

subscribed on started simulation

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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Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.