Collective2 · investment strategy
by Collective2
Strategy it's based on MES and MGC futures. MES = RSI + filter strategy MGC = daily BIAS + filter strategy
Description from Collective2
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“MES = RSI + filter strategy”
“Strategy it's based on MES and MGC futures.”
No published holdings for this strategy.
Fitted to 90 returns (hypothetical) from 2026-06-04 to 2026-10-08. An estimate, not holdings: it can't name stocks.
· : 0.29 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 2.85 (90%: 0.49 to 3.76)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Futures label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Collective2
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
3 missing
The text the rules are quoted from, with where it came from.
When developing a strategy I put a lot of effort in Robustness Tests. All my strategies when through Walk Forward Matrix, Montecarlo Analysis, Parameters Permutation. This in order to try to guarantee the best Stability and Reliability in live performance compared to backtest. My strategies are so divided: MES = it's a mix of 3 strategies with different filters and parameters. Contract size: from 1 to 3 max at the same time. Trade duration: from few hours to few days. MGC = it's a daily BIAS + filter strategy with 1 contract size. Trade durations: few hours. The strategies all together may perform a max balance DD of 3.000$, so my suggestion is to DO NOT trade with less than 15K$. I trade my own strategy (TradeStation, live account) from November 2024 with starting capital of 16K$ and this is what I registered (hourly check): Max Balance DD: 10.11% Max Equity DD: 14.10% Net Performance: 102% (November 2024 - May 2026) I constantly work in develop new strategies that will be added during the current 2026 once ready to go live on my account. Feel free to reach me out for any question on curiosity.
Strategy it's based on MES and MGC futures. MES = RSI + filter strategy MGC = daily BIAS + filter strategy
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | futures | ||
| Leaderboard views (Collective2) | new_highs |
| Subscription price per month | $49 | 2026-09-29 | |
| Suggested minimum capital | $25k | 2026-09-29 |
| Strategy age | 127 | 2026-09-29 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | -0.12 | 2026-09-29 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 1.03 | 2026-09-29 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.42 | 2026-09-29 |
| Monthly returns (hypothetical model account) | show{
"2026-Aug": -0.02452,
"2026-Jul": 0.03846,
"2026-Jun": -0.054939999999999996,
"2026-Oct": 0.009000000000000001,
"2026-Sep": -0.11382999999999999,
"2026-YTD": -0.14400000000000002
} | 2026-09-29 |
| Maximum drawdown, strategy life (hypothetical model account) | -26.82% | 2026-09-29 | |
| Sharpe ratio, strategy life (hypothetical model account) | -0.84 | 2026-09-29 | |
| Sortino ratio, strategy life (hypothetical model account) | -1.17 | 2026-09-29 |
| Average leverage | 4.85 | 2026-09-29 | |
| Maximum daily leverage | 11.31 | 2026-09-29 | |
| Number of trades | 40 | 2026-09-29 | |
| Percent of trades profitable | 35.00% | 2026-09-29 | |
| Profit factor | 0.70 | 2026-09-29 |
Collective2
Collective2
