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
08/06/2026
Most recent certification approved
8/6/26 15:00 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
11
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
11
Percent signals followed since 08/06/2026
100%
This information was last updated
8/7/26 4:34 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 08/06/2026,
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.
AWP Futures
(157037154)
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Read important
disclosures.
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 | 08/06/2026 |
| Most recent certification approved | 8/6/26 15:00 ET |
| Trades at broker | Interactive Brokers (Stocks, Options, Futures) |
| Scaling percentage used | 100% |
| # trading signals issued by system since certification | 11 |
| # trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account | 11 |
| Percent signals followed since 08/06/2026 | 100% |
| This information was last updated | 8/7/26 4:34 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 08/06/2026, 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.
Powered by
BrokerTransmit.
Read important
disclosures.
Subscription terms. Subscriptions to this system cost $199.00 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.
Trend-following
Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).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.
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 | $100,000 | |
| Buy Power | $86,086 | |
| Cash | $104,294 | |
| Equity | $172 | |
| Cumulative $ | $4,466 | |
| Total System Equity | $104,466 | |
| Margined | $18,380 | |
| Open P/L | $172 |
LiveSignal
Live Chat
This strategy will be "Trade Own System". Starting equity at 100K. I will use 3X notional leverage. To learn about it , you can read at https://substack.com/@alokranjan3/p-20852851...
Introductory Price of $199.
Trading Record
symbol.
Statistics
-
Strategy began7/26/2026
-
Suggested Minimum Cap$100,000
-
Strategy Age (days)11.5
-
Age12 days ago
-
What it tradesFutures
-
# Trades11
-
# Profitable5
-
% Profitable45.50%
-
Avg trade duration3.2 days
-
Max peak-to-valley drawdown1.91%
-
drawdown periodAug 05, 2026 - Aug 06, 2026
-
Avg win$1,421
-
Avg loss$440.33
- Model Account Values (Raw)
-
Cash$104,294
-
Margin Used$18,380
-
Buying Power$86,086
- Ratios
-
W:L ratio2.69:1
-
Sharpe Ratio
-
Sortino Ratio
-
Calmar Ratio
- CORRELATION STATISTICS
-
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)0.18%
-
Return Percent SP500 (cumu) during strategy life4.02%
- Return Statistics
-
Ann Return (w trading costs)178.7%
- Instruments
-
Percent Trades Optionsn/a
-
Percent Trades Futures1.00%
- Slump
-
Current Slump, time of slump as pcnt of strategy life0.15%
- Instruments
-
Percent Trades Stocksn/a
- Slump
-
Current Slump as Pcnt Equity1.10%
- Instruments
-
Short Options - Percent Covered100.00%
- Return Statistics
-
Return Pcnt Since TOS Statusn/a
-
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.042%
- Instruments
-
Percent Trades Forexn/a
- Return Statistics
-
Ann Return (Compnd, No Fees)258.1%
- 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 Automatedn/a
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account lossn/a
- Popularity
-
Popularity (Today)894
-
Popularity (Last 6 weeks)909
-
Popularity (7 days, Percentile 1000 scale)940
- Trading Style
-
Any stock shorts? 0/10
- Popularity
-
C2 Score925
- Trades-Own-System Certification
-
Trades Own System?Yes
-
TOS percent100%
- Win / Loss
-
Avg Win$1,422
-
Avg Loss$440
-
Sum Trade PL (losers)$2,642.000
-
Sum Trade PL (winners)$7,109.000
-
# Winners5
- Dividends
-
Dividends Received in Model Acct0
- AUM
-
AUM (AutoTrader live capital)315959
- Win / Loss
-
Num Months Winners2
- Age
-
Num Months filled monthly returns table2
- Win / Loss
-
# Losers6
-
% Winners45.5%
- Frequency
-
Avg Position Time (mins)4619.72
-
Avg Position Time (hrs)77.00
-
Avg Trade Length3.2 days
-
Last Trade Ago0
- Leverage
-
Daily leverage (average)1.83
-
Daily leverage (max)1.83
- Maximum Adverse Excursion (MAE)
-
Hold-and-Hope Ratio0.624
- 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)1
-
Last 4 Months - Pcnt Negativen/a
-
Strat Max DD how much worse than SP500 max DD during strat life?-381542000
Strategy Description
AWP stands for All Weather Portfolio. It is a systematic, seven-pod strategy designed to pursue long-term growth while managing volatility and drawdowns across changing market environments.
The model does not depend on a single market, indicator, or forecast. Each pod evaluates opportunities independently and can reduce risk when conditions become unfavorable.
The proprietary signals, parameters, and allocation rules will remain confidential.
Diversification by Strategy
AWP Futures combines several quantitative approaches, including trend, momentum, relative strength, cross-asset analysis, volatility, and defensive positioning.
Because the seven pods respond to different market information, the portfolio is less dependent on any single strategy continuing to perform.
When opportunities are limited, unused allocations can remain in short-term Treasury instruments rather than being forced into the market.
This is diversification by strategy, not merely by ticker.
The individual pods followed distinctly different paths. Combining them produced a smoother and more consistent historical equity curve than relying on any one pod alone.
That is the central premise of AWP Futures: its strength comes from the interaction of complementary return streams.
Built for Futures Implementation
AWP Futures is designed primarily for implementation through liquid futures and micro futures contracts.
Futures provide efficient access to equity, Treasury, commodity, currency, precious-metal, and other markets while allowing unused capital to remain in Treasury bills.
The production system translates its signals into a next-session trading blotter showing target exposures, contract quantities, total notional exposure, and Treasury allocations.
Futures are being used for efficient implementation—not as justification for uncontrolled leverage. When a futures contract is too large to represent the intended allocation accurately, the corresponding ETF may be used instead.
Historical Performance
The finalized portfolio was backtested from February 2016 through July 2026.
SPY produced greater ending wealth over the period, but it did so with a substantially more volatile return path. AWP Futures 1× delivered competitive growth with considerably lower historical volatility and drawdown.
The comparison illustrates the model’s objective: strong compounding with less dependence on traditional equity-market risk.
Exposure Comparison
Because AWP Futures is implemented through futures, I also evaluated the portfolio at 2× and 3× exposure.
These results were calculated by applying leverage to each daily portfolio return and recompounding the complete series. They were not created by simply multiplying the 1× statistics.
The chart shows how the same underlying return stream compounded at different exposure levels. Higher exposure increased historical returns significantly, but it also magnified volatility and drawdowns.
The 2× and 3× simulations are risk-scaling studies—not return forecasts.
Designed Around Robustness
An attractive backtest is not enough. Quantitative strategies can appear exceptional when their rules are overly fitted to historical data.
AWP Futures was therefore developed around robustness rather than the highest isolated backtest result. The research process included:
Point-in-time signal construction
Execution after signals became observable
Independent analysis of every pod
Full-history and trailing-period evaluation
Rolling-return and drawdown analysis
Parameter-neighborhood testing
Allocation-sensitivity testing
Turnover analysis
Comparison with passive equity exposure
Reconciliation of model targets with executable futures positions
The final configuration was selected from a stable range of results—not from a single optimization peak.
Risk Management Within the Architecture
AWP Futures does not rely on one stop-loss or discretionary decision to control risk.
Each pod independently determines whether conditions are favorable. Predetermined portfolio weights limit dependence on any one strategy, while unused allocations can move into defensive Treasury exposure.
Overlapping positions are combined before futures contracts are calculated, and micro futures are used where practical to improve sizing precision.
This architecture cannot eliminate losses. Future drawdowns may be materially larger than those observed in the backtest, and several pods can lose money simultaneously.
The objective is to take risk selectively and systematically—not to suggest that risk has disappeared.
Entering Production
AWP Futures is now entering production.
Its positioning and performance will be documented here on Substack and tracked on Collective2, creating an ongoing record as the strategy moves from historical research into real-world validation.
I will share material positioning changes, performance updates, drawdowns, and observations while keeping the model’s proprietary rules confidential.
The backtest is encouraging. The live record will be the more important test.
This article is for educational and informational purposes only. It is not investment advice, a recommendation, or an offer to buy or sell any security. Backtested results are hypothetical, depend on data and implementation assumptions, and do not represent actual trading. Past performance does not guarantee future results.
LiveSignal
Live Chat
This strategy will be "Trade Own System". Starting equity at 100K. I will use 3X notional leverage. To learn about it , you can read at https://substack.com/@alokranjan3/p-20852851...
Introductory Price of $199.
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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If you designate your strategy as Private, it will no longer be visible to the public.
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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.