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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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Piston
(67114347)

Created by: GabrielGarcia2 GabrielGarcia2
Started: 10/2011
Stocks
Last trade: 4,786 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 $77.00 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.

7.1%

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.

-
Max Drawdown
115
Num Trades
38.3%
Win Trades
1.2 : 1
Profit Factor
4.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                                               (1.2%)(0.3%)+0.1%(1.3%)
2012+7.2%+0.7%+5.4%(1.6%)(7.1%)+1.5%(3.9%)(6.5%)(1.3%)+6.9%(0.4%)(9.2%)(9.3%)
2013(1.3%)(0.6%)+0.8%(0.1%)+2.0%  -    -    -    -    -    -    -  +0.8%
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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 34 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 5159 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/24/13 9:31 AXP AMERICAN EXPRESS LONG 84 67.41 5/3 9:30 69.92 0.28%
Trade id #80463952
Max drawdown($31)
Time4/24/13 10:12
Quant open84
Worst price67.04
Drawdown as % of equity-0.28%
 $209
Includes Typical Broker Commissions trade costs of $1.68
4/25/13 9:30 SLXP SALIX PHARMACEUTICALS LONG 112 51.00 5/1 15:03 52.73 1.21%
Trade id #80496262
Max drawdown($136)
Time4/25/13 9:57
Quant open112
Worst price49.78
Drawdown as % of equity-1.21%
 $192
Includes Typical Broker Commissions trade costs of $2.24
4/25/13 9:30 CYH COMMUNITY HEALTH SYSTEMS LONG 120 43.02 4/29 9:30 44.79 0.41%
Trade id #80496148
Max drawdown($45)
Time4/25/13 9:37
Quant open120
Worst price42.64
Drawdown as % of equity-0.41%
 $210
Includes Typical Broker Commissions trade costs of $2.40
4/22/13 9:31 FLO FLOWERS FOODS LONG 260 21.61 4/25 9:30 21.67 0.28%
Trade id #80389935
Max drawdown($31)
Time4/22/13 9:41
Quant open174
Worst price32.07
Drawdown as % of equity-0.28%
 $11
Includes Typical Broker Commissions trade costs of $5.20
4/24/13 9:31 TWC TIME WARNER CABLE LONG 61 92.74 4/25 9:30 89.90 1.54%
Trade id #80464004
Max drawdown($173)
Time4/25/13 9:30
Quant open0
Worst price89.90
Drawdown as % of equity-1.54%
 ($174)
Includes Typical Broker Commissions trade costs of $1.22
4/15/13 9:30 C CITIGROUP LONG 130 46.10 4/22 9:40 44.86 1.46%
Trade id #80232053
Max drawdown($165)
Time4/15/13 16:00
Quant open130
Worst price44.83
Drawdown as % of equity-1.46%
 ($164)
Includes Typical Broker Commissions trade costs of $2.60
4/11/13 9:32 ARCO ARCOS DORADOS HOLDINGS LONG 450 12.29 4/17 10:08 12.10 0.74%
Trade id #80183155
Max drawdown($86)
Time4/17/13 10:08
Quant open0
Worst price12.10
Drawdown as % of equity-0.74%
 ($95)
Includes Typical Broker Commissions trade costs of $9.00
4/12/13 9:30 HOG HARLEY-DAVIDSON LONG 113 52.09 4/15 10:26 51.43 0.64%
Trade id #80206214
Max drawdown($75)
Time4/15/13 10:26
Quant open0
Worst price51.43
Drawdown as % of equity-0.64%
 ($77)
Includes Typical Broker Commissions trade costs of $2.26
4/12/13 9:30 CTB COOPER TIRE & RUBBER LONG 237 24.89 4/15 9:30 24.39 1.24%
Trade id #80206322
Max drawdown($146)
Time4/12/13 11:41
Quant open237
Worst price24.27
Drawdown as % of equity-1.24%
 ($124)
Includes Typical Broker Commissions trade costs of $4.74
4/11/13 9:31 SGY STONE ENERGY LONG 278 20.65 4/12 9:30 20.32 0.89%
Trade id #80183100
Max drawdown($102)
Time4/11/13 9:43
Quant open278
Worst price20.28
Drawdown as % of equity-0.89%
 ($99)
Includes Typical Broker Commissions trade costs of $5.56
4/10/13 9:30 WPX WPX ENERGY INC. LONG 331 17.15 4/11 10:39 17.77 0.09%
Trade id #80158405
Max drawdown($9)
Time4/10/13 9:54
Quant open331
Worst price17.12
Drawdown as % of equity-0.09%
 $198
Includes Typical Broker Commissions trade costs of $6.62
4/10/13 9:30 TXT TEXTRON LONG 197 28.74 4/11 10:24 29.78 0%
Trade id #80158622
Max drawdown$0
Time4/10/13 9:32
Quant open197
Worst price28.74
Drawdown as % of equity0.00%
 $201
Includes Typical Broker Commissions trade costs of $3.94
4/5/13 9:30 CHS CHICO'S FAS LONG 317 17.46 4/11 9:30 17.80 n/a $102
Includes Typical Broker Commissions trade costs of $6.34
3/7/13 9:30 AN AUTONATION LONG 125 45.10 3/11 9:30 44.50 0.67%
Trade id #79589203
Max drawdown($75)
Time3/11/13 9:30
Quant open0
Worst price44.50
Drawdown as % of equity-0.67%
 ($78)
Includes Typical Broker Commissions trade costs of $2.50
3/1/13 9:31 PHG KONINKLIJKE PHILIPS LONG 197 27.96 3/5 9:30 29.09 0.21%
Trade id #79492005
Max drawdown($23)
Time3/1/13 9:41
Quant open197
Worst price27.84
Drawdown as % of equity-0.21%
 $219
Includes Typical Broker Commissions trade costs of $3.94
2/28/13 9:30 ROSE ROSE HILL ACQUISITION CORPORATION CLASS A LONG 115 48.75 3/4 9:36 47.92 0.85%
Trade id #79467889
Max drawdown($95)
Time3/4/13 9:36
Quant open0
Worst price47.92
Drawdown as % of equity-0.85%
 ($97)
Includes Typical Broker Commissions trade costs of $2.30
2/22/13 9:30 SPLS PIMCO US STOCKS PLUS ACTIVE BOND ETF LONG 424 13.42 2/25 9:39 13.19 1.24%
Trade id #79357896
Max drawdown($139)
Time2/22/13 12:25
Quant open424
Worst price13.09
Drawdown as % of equity-1.24%
 ($106)
Includes Typical Broker Commissions trade costs of $8.48
2/5/13 9:30 EGN ENERGEN LONG 118 47.20 2/14 12:08 48.69 0.39%
Trade id #79033120
Max drawdown($43)
Time2/12/13 9:47
Quant open118
Worst price46.83
Drawdown as % of equity-0.39%
 $174
Includes Typical Broker Commissions trade costs of $2.36
1/28/13 9:30 BBL BHP GROUP PLC LONG 82 66.41 1/31 9:30 68.75 0.21%
Trade id #78877279
Max drawdown($22)
Time1/28/13 10:24
Quant open82
Worst price66.13
Drawdown as % of equity-0.21%
 $190
Includes Typical Broker Commissions trade costs of $1.64
1/8/13 9:30 DELL DELL TECHNOLOGIES INC LONG 494 11.07 1/11 10:35 10.76 1.63%
Trade id #78527746
Max drawdown($177)
Time1/8/13 12:49
Quant open494
Worst price10.71
Drawdown as % of equity-1.63%
 ($163)
Includes Typical Broker Commissions trade costs of $9.88
1/7/13 9:30 CLR CONTINENTAL RESOURCES LONG 138 38.31 1/8 9:42 39.54 0.35%
Trade id #78504276
Max drawdown($37)
Time1/7/13 9:36
Quant open69
Worst price76.08
Drawdown as % of equity-0.35%
 $167
Includes Typical Broker Commissions trade costs of $2.76
1/7/13 9:31 SHLD GLOBAL X DEFENSE TECH ETF LONG 127 41.95 1/8 9:30 43.51 n/a $195
Includes Typical Broker Commissions trade costs of $2.54
12/31/12 9:30 NFLX NETFLIX SHORT 450 12.51 1/2/13 9:30 13.33 3.32%
Trade id #78396335
Max drawdown($368)
Time1/2/13 9:30
Quant open0
Worst price95.22
Drawdown as % of equity-3.32%
 ($377)
Includes Typical Broker Commissions trade costs of $9.00
12/31/12 9:31 RIMM SHORT 479 11.83 1/2/13 9:30 12.35 2.25%
Trade id #78396475
Max drawdown($249)
Time1/2/13 9:30
Quant open0
Worst price12.35
Drawdown as % of equity-2.25%
 ($259)
Includes Typical Broker Commissions trade costs of $9.58
12/20/12 9:30 WMS ADVANCED DRAINAGE SYSTEMS INC LONG 684 17.04 12/27 12:59 16.76 1.69%
Trade id #78255772
Max drawdown($192)
Time12/27/12 12:59
Quant open0
Worst price16.76
Drawdown as % of equity-1.69%
 ($201)
Includes Typical Broker Commissions trade costs of $9.34
12/18/12 9:30 MRO MARATHON OIL LONG 193 30.68 12/27 10:17 30.22 0.78%
Trade id #78210051
Max drawdown($89)
Time12/27/12 10:17
Quant open0
Worst price30.22
Drawdown as % of equity-0.78%
 ($93)
Includes Typical Broker Commissions trade costs of $3.86
12/20/12 9:31 NPBC NATIONAL PENN BANCSHARES INC LONG 628 9.45 12/21 9:30 9.31 0.74%
Trade id #78255955
Max drawdown($88)
Time12/21/12 9:30
Quant open0
Worst price9.31
Drawdown as % of equity-0.74%
 ($93)
Includes Typical Broker Commissions trade costs of $5.00
12/19/12 9:30 SHLD GLOBAL X DEFENSE TECH ETF LONG 135 44.46 12/20 10:32 43.78 0.78%
Trade id #78232614
Max drawdown($92)
Time12/20/12 10:32
Quant open0
Worst price43.78
Drawdown as % of equity-0.78%
 ($95)
Includes Typical Broker Commissions trade costs of $2.70
12/19/12 9:30 SHW SHERWIN-WILLIAMS LONG 39 152.65 12/20 9:30 150.30 0.9%
Trade id #78232661
Max drawdown($108)
Time12/19/12 16:00
Quant open39
Worst price149.88
Drawdown as % of equity-0.90%
 ($93)
Includes Typical Broker Commissions trade costs of $0.78
12/10/12 9:30 VRSN VERISIGN LONG 165 36.26 12/13 14:05 35.69 0.78%
Trade id #78067741
Max drawdown($94)
Time12/13/12 14:05
Quant open0
Worst price35.69
Drawdown as % of equity-0.78%
 ($97)
Includes Typical Broker Commissions trade costs of $3.30

Statistics

  • Strategy began
    10/24/2011
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    5335.79
  • Age
    178 months ago
  • What it trades
    Stocks
  • # Trades
    115
  • # Profitable
    44
  • % Profitable
    38.30%
  • Avg trade duration
    3.3 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    1.1%
  • Avg win
    $237.93
  • Avg loss
    $124.90
  • Model Account Values (Raw)
  • Cash
    $11,678
  • Margin Used
    $0
  • Buying Power
    $11,678
  • Ratios
  • W:L ratio
    1.19:1
  • Sharpe Ratio
    -0.41
  • Sortino Ratio
    -0.59
  • Calmar Ratio
    0.325
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.05030
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -17.80%
  • Return Percent SP500 (cumu) during strategy life
    479.42%
  • Return Statistics
  • Ann Return (w trading costs)
    7.1%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.97%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    28.20%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    n/a
  • 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
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $238
  • Avg Loss
    $125
  • Sum Trade PL (losers)
    $8,868.000
  • Sum Trade PL (winners)
    $10,469.000
  • # Winners
    44
  • Dividends
  • Dividends Received in Model Acct
    80
  • Win / Loss
  • Num Months Winners
    8
  • Age
  • Num Months filled monthly returns table
    177
  • Win / Loss
  • # Losers
    71
  • % Winners
    38.3%
  • Frequency
  • Avg Position Time (mins)
    4719.92
  • Avg Position Time (hrs)
    78.67
  • Avg Trade Length
    3.3 days
  • Last Trade Ago
    4786
  • Regression
  • Alpha
    -0.01
  • Beta
    0.02
  • Treynor Index
    -0.40
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.61
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -52.875
  • 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
    6.90
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    7.71
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.277
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.108
  • Hold-and-Hope Ratio
    -0.019
  • 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)
    0.00900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00900
  • 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)
    55
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Piston is a long/short stocks trading system in which positions are held for a maximum of 10 days. We choose stocks with incipient but defined trends after overbought or oversold situations. Normally, each position will have allocated 50% of the Total System Equity so it is possible that on occasions we use some leverage depending on how many positions we have open at the same time. Without exception, each trade will have a stop loss and a stop limit that is placed the day after the position is opened. In this manner we manage the risk of the system and thus reducing as much as possible the drawdown.

Despite the fact that the benchmark is the S&P 500 (we do not have any other option in C2) our goal is to give absolute returns to investors (measured yearly) regardless of the performance of the benchmark.

Last but least, there might be extended periods where this system is not invested. Our motto is better to be in cash than to face a massive drawdown.
Trade this strategy at Tradier

Summary Statistics

Strategy began
2011-10-24
Suggested Minimum Capital
$10,000
# Trades
115
# Profitable
44
% Profitable
38.3%
Net Dividends
$80
Correlation S&P500
0.050
Sharpe Ratio
-0.41
Sortino Ratio
-0.59
Beta
0.02
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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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.