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These are hypothetical performance results that have certain inherent limitations. Learn more
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Magellan Atlas Navigator
(151472571)

Created by: CameronMitchell2000 CameronMitchell2000
Started: 04/2025
Stocks
Last trade: 3 days ago
Trading style: Equity Hedged Equity Trend-following

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 $40.00 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.

Trading Category: Equity
Hedged Equity
Category: Equity

Hedged Equity

Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
31.2%
Annual Return (Compounded)

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 Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(10.7%)
Max Drawdown
834
Num Trades
44.5%
Win Trades
1.4 : 1
Profit Factor
43.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2025                     (2.5%)+6.3%+9.3%+1.8%(4.3%)+15.4%(0.2%)(0.2%)(0.3%)+26.3%
2026(0.6%)(0.2%)(1.5%)+1.3%+15.3%+1.2%(4.6%)                              +10.1%

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.

LiveSignal

Live broadcasts, recordings, and community highlights.
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Live Chat

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The stop loss is now at the previous bars low depending on the chart i'm looking at. (Which is the daily chart, and the weekly chart for me).
’m currently using a rules?based, multi?factor process that blends seasonality, breadth, a position?sizing calculator, timing models, and a credit model — which is reading bullish ...
4× Big Cap RS stocks 4× Leveraged index ETFs 1× Bitcoin model 1× Ethereum model 3× Futures index model 4× Commodities model 4× Forex model 1× Alpha index ETF model For a total of 2...
Open LiveSignal

Trading Record

This strategy has placed 264 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/2/26 10:08 SMH VANECK SEMICONDUCTOR ETF LONG 3 622.68 7/2 12:17 594.81 0.24%
Trade id #156777804
Max drawdown($83)
Time7/2/26 12:17
Quant open3
Worst price594.80
Drawdown as % of equity-0.24%
 ($84)
Includes Typical Broker Commissions trade costs of $0.06
7/2/26 9:47 SOXX ISHARES SEMICONDUCTOR ETF LONG 6 600.93 7/2 12:17 570.01 0.54%
Trade id #156777096
Max drawdown($187)
Time7/2/26 12:17
Quant open6
Worst price569.64
Drawdown as % of equity-0.54%
 ($185)
Includes Typical Broker Commissions trade costs of $0.12
7/2/26 10:06 SOXL DIREXION DAILY SEMICONDUCTOR BULL 3X ETF LONG 8 221.98 7/2 11:05 192.01 0.7%
Trade id #156777738
Max drawdown($245)
Time7/2/26 11:05
Quant open8
Worst price191.31
Drawdown as % of equity-0.70%
 ($240)
Includes Typical Broker Commissions trade costs of $0.16
7/2/26 9:55 WDC WESTERN DIGITAL LONG 2 601.09 7/2 10:28 576.20 0.15%
Trade id #156777366
Max drawdown($54)
Time7/2/26 10:28
Quant open2
Worst price574.00
Drawdown as % of equity-0.15%
 ($50)
Includes Typical Broker Commissions trade costs of $0.04
7/2/26 9:46 USO UNITED STATES OIL LONG 3 103.08 7/2 9:46 103.08 n/a $0
Includes Typical Broker Commissions trade costs of $0.06
6/29/26 9:30 DXJ WISDOMTREE JAPAN HEDGED EQUITY LONG 6 173.10 7/2 9:45 176.10 0.02%
Trade id #156731543
Max drawdown($8)
Time6/29/26 10:15
Quant open6
Worst price171.73
Drawdown as % of equity-0.02%
 $18
Includes Typical Broker Commissions trade costs of $0.12
6/29/26 14:38 FXY CURRENCYSHARES JAPANESE YEN TR SHORT 93 56.53 7/2 9:45 57.00 0.12%
Trade id #156737848
Max drawdown($44)
Time7/2/26 9:36
Quant open93
Worst price57.01
Drawdown as % of equity-0.12%
 ($45)
Includes Typical Broker Commissions trade costs of $1.86
6/29/26 15:21 AMD ADVANCED MICRO DEVICES INC. C LONG 3 537.40 7/2 9:45 535.22 0.1%
Trade id #156738145
Max drawdown($35)
Time7/2/26 9:38
Quant open3
Worst price525.57
Drawdown as % of equity-0.10%
 ($7)
Includes Typical Broker Commissions trade costs of $0.06
6/30/26 12:41 DDOG DATADOG INC. LONG 6 258.37 7/2 9:45 260.63 0.02%
Trade id #156752689
Max drawdown($5)
Time6/30/26 13:51
Quant open6
Worst price257.43
Drawdown as % of equity-0.02%
 $14
Includes Typical Broker Commissions trade costs of $0.12
6/30/26 15:44 USO UNITED STATES OIL SHORT 14 106.35 7/2 9:45 103.02 0%
Trade id #156755256
Max drawdown($1)
Time6/30/26 15:54
Quant open14
Worst price106.47
Drawdown as % of equity-0.00%
 $47
Includes Typical Broker Commissions trade costs of $0.28
7/1/26 9:30 ILMN ILLUMINA LONG 8 175.83 7/2 9:45 187.97 n/a $97
Includes Typical Broker Commissions trade costs of $0.16
6/26/26 13:55 FXA CURRENCYSHARES AUSTRALIAN DOLL SHORT 334 68.32 7/2 9:45 68.35 0.03%
Trade id #156719272
Max drawdown($9)
Time7/2/26 9:43
Quant open29
Worst price68.64
Drawdown as % of equity-0.03%
 ($19)
Includes Typical Broker Commissions trade costs of $6.68
6/26/26 13:58 SPLV INVESCO S&P 500 LOW VOLATI LONG 104 75.29 7/2 9:45 75.18 0.1%
Trade id #156719326
Max drawdown($34)
Time6/30/26 0:00
Quant open52
Worst price74.87
Drawdown as % of equity-0.10%
 ($13)
Includes Typical Broker Commissions trade costs of $2.08
6/29/26 9:30 IWM ISHARES RUSSELL 2000 INDEX LONG 3 298.11 7/2 9:45 301.42 0.03%
Trade id #156731676
Max drawdown($10)
Time6/29/26 10:15
Quant open3
Worst price294.68
Drawdown as % of equity-0.03%
 $10
Includes Typical Broker Commissions trade costs of $0.06
6/30/26 12:49 WSM WILLIAMS-SONOMA LONG 6 236.03 7/2 9:45 225.92 0.17%
Trade id #156752798
Max drawdown($61)
Time7/2/26 9:45
Quant open6
Worst price225.85
Drawdown as % of equity-0.17%
 ($61)
Includes Typical Broker Commissions trade costs of $0.12
6/29/26 14:35 AMAT APPLIED MATERIALS LONG 2 696.87 7/2 9:45 640.20 0.36%
Trade id #156737796
Max drawdown($129)
Time7/2/26 9:41
Quant open2
Worst price632.13
Drawdown as % of equity-0.36%
 ($113)
Includes Typical Broker Commissions trade costs of $0.04
6/29/26 14:41 LRCX LAM RESEARCH LONG 4 412.42 7/2 9:45 386.71 0.36%
Trade id #156737861
Max drawdown($127)
Time7/2/26 9:39
Quant open4
Worst price380.64
Drawdown as % of equity-0.36%
 ($103)
Includes Typical Broker Commissions trade costs of $0.08
6/29/26 14:42 KLAC KLA CORP LONG 5 278.34 7/2 9:45 259.30 0.32%
Trade id #156737889
Max drawdown($114)
Time7/2/26 9:39
Quant open5
Worst price255.49
Drawdown as % of equity-0.32%
 ($95)
Includes Typical Broker Commissions trade costs of $0.10
6/30/26 13:37 INTC INTEL LONG 11 142.13 7/2 9:45 127.13 0.55%
Trade id #156753454
Max drawdown($196)
Time7/2/26 9:38
Quant open11
Worst price124.23
Drawdown as % of equity-0.55%
 ($165)
Includes Typical Broker Commissions trade costs of $0.22
6/29/26 9:30 SOXX ISHARES SEMICONDUCTOR ETF LONG 2 593.39 7/1 9:30 617.05 0.12%
Trade id #156731554
Max drawdown($43)
Time6/29/26 10:18
Quant open2
Worst price571.60
Drawdown as % of equity-0.12%
 $47
Includes Typical Broker Commissions trade costs of $0.04
6/30/26 12:48 AMKR AMKOR TECHNOLOGY LONG 6 85.06 6/30 12:48 85.02 n/a $0
Includes Typical Broker Commissions trade costs of $0.12
6/30/26 9:30 INTC INTEL LONG 11 132.00 6/30 9:40 134.63 n/a $29
Includes Typical Broker Commissions trade costs of $0.22
6/30/26 9:33 AXP AMERICAN EXPRESS LONG 4 342.24 6/30 9:35 341.29 0.01%
Trade id #156748508
Max drawdown($4)
Time6/30/26 9:35
Quant open4
Worst price341.29
Drawdown as % of equity-0.01%
 ($4)
Includes Typical Broker Commissions trade costs of $0.08
6/30/26 9:30 TGT TARGET LONG 11 132.58 6/30 9:35 132.39 0.05%
Trade id #156748016
Max drawdown($18)
Time6/30/26 9:35
Quant open11
Worst price130.89
Drawdown as % of equity-0.05%
 ($2)
Includes Typical Broker Commissions trade costs of $0.22
6/30/26 9:30 V VISA LONG 4 342.11 6/30 9:34 340.56 0.02%
Trade id #156747914
Max drawdown($7)
Time6/30/26 9:33
Quant open4
Worst price340.19
Drawdown as % of equity-0.02%
 ($6)
Includes Typical Broker Commissions trade costs of $0.08
6/29/26 14:36 FXE CURRENCYSHARES EURO TRUST SHORT 14 105.48 6/30 9:30 105.26 0%
Trade id #156737832
Max drawdown($0)
Time6/29/26 14:47
Quant open14
Worst price105.49
Drawdown as % of equity-0.00%
 $3
Includes Typical Broker Commissions trade costs of $0.28
6/29/26 14:37 FXB CURRENCYSHARES BRITISH POUND S SHORT 12 127.56 6/30 9:30 127.32 0%
Trade id #156737841
Max drawdown($0)
Time6/29/26 15:56
Quant open12
Worst price127.58
Drawdown as % of equity-0.00%
 $3
Includes Typical Broker Commissions trade costs of $0.24
6/29/26 14:39 FXC CURRENCYSHARES CANADIAN DOLLAR SHORT 22 68.83 6/30 9:30 68.73 0%
Trade id #156737854
Max drawdown($0)
Time6/29/26 15:42
Quant open22
Worst price68.85
Drawdown as % of equity-0.00%
 $2
Includes Typical Broker Commissions trade costs of $0.44
6/29/26 9:30 UNG UNITED STATES NATURAL GAS LONG 84 11.52 6/29 14:43 11.40 0.03%
Trade id #156731523
Max drawdown($10)
Time6/29/26 14:43
Quant open84
Worst price11.39
Drawdown as % of equity-0.03%
 ($12)
Includes Typical Broker Commissions trade costs of $1.68
6/26/26 14:02 EWY ISHARES MSCI SOUTH KOREA ETF LONG 5 201.19 6/29 10:06 191.00 0.14%
Trade id #156719385
Max drawdown($51)
Time6/29/26 10:06
Quant open5
Worst price190.93
Drawdown as % of equity-0.14%
 ($51)
Includes Typical Broker Commissions trade costs of $0.10

Statistics

  • Strategy began
    4/21/2025
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    440.11
  • Age
    15 months ago
  • What it trades
    Stocks
  • # Trades
    834
  • # Profitable
    371
  • % Profitable
    44.50%
  • Avg trade duration
    4.3 days
  • Max peak-to-valley drawdown
    10.66%
  • drawdown period
    June 18, 2026 - July 02, 2026
  • Annual Return (Compounded)
    31.2%
  • Avg win
    $108.85
  • Avg loss
    $62.19
  • Model Account Values (Raw)
  • Cash
    $20,288
  • Margin Used
    ($15,063)
  • Buying Power
    $35,206
  • Ratios
  • W:L ratio
    1.41:1
  • Sharpe Ratio
    1.35
  • Sortino Ratio
    2.08
  • Calmar Ratio
    6.474
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -5.99%
  • Correlation to SP500
    0.19210
  • Return Percent SP500 (cumu) during strategy life
    45.07%
  • Return Statistics
  • Ann Return (w trading costs)
    31.2%
  • Slump
  • Current Slump as Pcnt Equity
    11.40%
  • Instruments
  • Percent Trades Futures
    0.07%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.04%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.312%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    0.79%
  • Percent Trades Forex
    0.14%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    37.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    14.50%
  • 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)
    100.00%
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    727
  • Popularity (Last 6 weeks)
    970
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    935
  • Popularity (7 days, Percentile 1000 scale)
    819
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $62
  • Avg Win
    $109
  • Sum Trade PL (losers)
    $28,793.000
  • Age
  • Num Months filled monthly returns table
    16
  • Win / Loss
  • Sum Trade PL (winners)
    $40,382.000
  • # Winners
    371
  • Num Months Winners
    7
  • Dividends
  • Dividends Received in Model Acct
    136
  • AUM
  • AUM (AutoTrader live capital)
    107600
  • Win / Loss
  • # Losers
    463
  • % Winners
    44.5%
  • Frequency
  • Avg Position Time (mins)
    6234.33
  • Avg Position Time (hrs)
    103.91
  • Avg Trade Length
    4.3 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    2.24
  • Daily leverage (max)
    10.32
  • Regression
  • Alpha
    0.05
  • Beta
    0.24
  • Treynor Index
    0.31
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.75
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    5.429
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.324
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.417
  • Hold-and-Hope Ratio
    0.184
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.52371
  • SD
    0.20069
  • Sharpe ratio (Glass type estimate)
    2.60949
  • Sharpe ratio (Hedges UMVUE)
    2.38475
  • df
    9.00000
  • t
    2.38213
  • p
    0.02054
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.10160
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.00876
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.02843
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.79793
  • Statistics related to Sortino ratio
  • Sortino ratio
    17.43300
  • Upside Potential Ratio
    19.10710
  • Upside part of mean
    0.57400
  • Downside part of mean
    -0.05029
  • Upside SD
    0.24125
  • Downside SD
    0.03004
  • N nonnegative terms
    7.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    10.00000
  • Mean of predictor
    0.46841
  • Mean of criterion
    0.52371
  • SD of predictor
    0.17730
  • SD of criterion
    0.20069
  • Covariance
    0.01253
  • r
    0.35225
  • b (slope, estimate of beta)
    0.39874
  • a (intercept, estimate of alpha)
    0.33694
  • Mean Square Error
    0.03969
  • DF error
    8.00000
  • t(b)
    1.06455
  • p(b)
    0.15908
  • t(a)
    1.20329
  • p(a)
    0.13163
  • Lowerbound of 95% confidence interval for beta
    -0.46500
  • Upperbound of 95% confidence interval for beta
    1.26247
  • Lowerbound of 95% confidence interval for alpha
    -0.30878
  • Upperbound of 95% confidence interval for alpha
    0.98266
  • Treynor index (mean / b)
    1.31343
  • Jensen alpha (a)
    0.33694
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.49622
  • SD
    0.19009
  • Sharpe ratio (Glass type estimate)
    2.61046
  • Sharpe ratio (Hedges UMVUE)
    2.38563
  • df
    9.00000
  • t
    2.38301
  • p
    0.02051
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.10234
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.00994
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.02773
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.79900
  • Statistics related to Sortino ratio
  • Sortino ratio
    16.35530
  • Upside Potential Ratio
    18.02810
  • Upside part of mean
    0.54697
  • Downside part of mean
    -0.05075
  • Upside SD
    0.22830
  • Downside SD
    0.03034
  • N nonnegative terms
    7.00000
  • N negative terms
    3.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    10.00000
  • Mean of predictor
    0.44649
  • Mean of criterion
    0.49622
  • SD of predictor
    0.16969
  • SD of criterion
    0.19009
  • Covariance
    0.01218
  • r
    0.37764
  • b (slope, estimate of beta)
    0.42305
  • a (intercept, estimate of alpha)
    0.30733
  • Mean Square Error
    0.03485
  • DF error
    8.00000
  • t(b)
    1.15355
  • p(b)
    0.14099
  • t(a)
    1.17308
  • p(a)
    0.13725
  • Lowerbound of 95% confidence interval for beta
    -0.42265
  • Upperbound of 95% confidence interval for beta
    1.26875
  • Lowerbound of 95% confidence interval for alpha
    -0.29681
  • Upperbound of 95% confidence interval for alpha
    0.91147
  • Treynor index (mean / b)
    1.17296
  • Jensen alpha (a)
    0.30733
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.04773
  • Expected Shortfall on VaR
    0.06913
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00680
  • Expected Shortfall on VaR
    0.01461
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    10.00000
  • Minimum
    0.97790
  • Quartile 1
    0.99749
  • Median
    1.03315
  • Quartile 3
    1.08565
  • Maximum
    1.14403
  • Mean of quarter 1
    0.98603
  • Mean of quarter 2
    1.01456
  • Mean of quarter 3
    1.04692
  • Mean of quarter 4
    1.11846
  • Inter Quartile Range
    0.08816
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -37.39870
  • VaR(95%) (moments method)
    0.01047
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    -1.86268
  • VaR(95%) (regression method)
    0.02951
  • Expected Shortfall (regression method)
    0.03024
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00410
  • Quartile 1
    0.00991
  • Median
    0.01571
  • Quartile 3
    0.01891
  • Maximum
    0.02210
  • Mean of quarter 1
    0.00410
  • Mean of quarter 2
    0.01571
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.02210
  • Inter Quartile Range
    0.00900
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.61455
  • Compounded annual return (geometric extrapolation)
    0.64250
  • Calmar ratio (compounded annual return / max draw down)
    29.07360
  • Compounded annual return / average of 25% largest draw downs
    29.07360
  • Compounded annual return / Expected Shortfall lognormal
    9.29457
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.47822
  • SD
    0.19753
  • Sharpe ratio (Glass type estimate)
    2.42097
  • Sharpe ratio (Hedges UMVUE)
    2.41267
  • df
    219.00000
  • t
    2.21845
  • p
    0.01378
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.26743
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.56909
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.26189
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.56346
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.99402
  • Upside Potential Ratio
    11.40840
  • Upside part of mean
    1.36596
  • Downside part of mean
    -0.88774
  • Upside SD
    0.15930
  • Downside SD
    0.11973
  • N nonnegative terms
    131.00000
  • N negative terms
    89.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    220.00000
  • Mean of predictor
    0.45631
  • Mean of criterion
    0.47822
  • SD of predictor
    0.16013
  • SD of criterion
    0.19753
  • Covariance
    0.00510
  • r
    0.16130
  • b (slope, estimate of beta)
    0.19898
  • a (intercept, estimate of alpha)
    0.38700
  • Mean Square Error
    0.03818
  • DF error
    218.00000
  • t(b)
    2.41317
  • p(b)
    0.00832
  • t(a)
    1.78929
  • p(a)
    0.03748
  • Lowerbound of 95% confidence interval for beta
    0.03647
  • Upperbound of 95% confidence interval for beta
    0.36148
  • Lowerbound of 95% confidence interval for alpha
    -0.03932
  • Upperbound of 95% confidence interval for alpha
    0.81416
  • Treynor index (mean / b)
    2.40339
  • Jensen alpha (a)
    0.38742
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.45846
  • SD
    0.19696
  • Sharpe ratio (Glass type estimate)
    2.32772
  • Sharpe ratio (Hedges UMVUE)
    2.31974
  • df
    219.00000
  • t
    2.13301
  • p
    0.01702
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.17516
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.47509
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.16986
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.46963
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.78536
  • Upside Potential Ratio
    11.17530
  • Upside part of mean
    1.35348
  • Downside part of mean
    -0.89502
  • Upside SD
    0.15732
  • Downside SD
    0.12111
  • N nonnegative terms
    131.00000
  • N negative terms
    89.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    220.00000
  • Mean of predictor
    0.44311
  • Mean of criterion
    0.45846
  • SD of predictor
    0.16069
  • SD of criterion
    0.19696
  • Covariance
    0.00509
  • r
    0.16081
  • b (slope, estimate of beta)
    0.19710
  • a (intercept, estimate of alpha)
    0.37112
  • Mean Square Error
    0.03796
  • DF error
    218.00000
  • t(b)
    2.40569
  • p(b)
    0.00849
  • t(a)
    1.72053
  • p(a)
    0.04338
  • Lowerbound of 95% confidence interval for beta
    0.03562
  • Upperbound of 95% confidence interval for beta
    0.35858
  • Lowerbound of 95% confidence interval for alpha
    -0.05401
  • Upperbound of 95% confidence interval for alpha
    0.79624
  • Treynor index (mean / b)
    2.32597
  • Jensen alpha (a)
    0.37112
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01810
  • Expected Shortfall on VaR
    0.02307
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00674
  • Expected Shortfall on VaR
    0.01405
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    220.00000
  • Minimum
    0.96446
  • Quartile 1
    0.99605
  • Median
    1.00027
  • Quartile 3
    1.00810
  • Maximum
    1.04842
  • Mean of quarter 1
    0.98771
  • Mean of quarter 2
    0.99874
  • Mean of quarter 3
    1.00346
  • Mean of quarter 4
    1.01739
  • Inter Quartile Range
    0.01205
  • Number outliers low
    8.00000
  • Percentage of outliers low
    0.03636
  • Mean of outliers low
    0.97116
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.02727
  • Mean of outliers high
    1.03625
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.03237
  • VaR(95%) (moments method)
    0.01029
  • Expected Shortfall (moments method)
    0.01448
  • Extreme Value Index (regression method)
    -0.09284
  • VaR(95%) (regression method)
    0.01247
  • Expected Shortfall (regression method)
    0.01695
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    21.00000
  • Minimum
    0.00079
  • Quartile 1
    0.00516
  • Median
    0.01457
  • Quartile 3
    0.03485
  • Maximum
    0.08984
  • Mean of quarter 1
    0.00261
  • Mean of quarter 2
    0.00924
  • Mean of quarter 3
    0.02366
  • Mean of quarter 4
    0.06417
  • Inter Quartile Range
    0.02969
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.04762
  • Mean of outliers high
    0.08984
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -1.28960
  • VaR(95%) (moments method)
    0.06572
  • Expected Shortfall (moments method)
    0.06840
  • Extreme Value Index (regression method)
    -0.45855
  • VaR(95%) (regression method)
    0.07508
  • Expected Shortfall (regression method)
    0.08582
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.55921
  • Compounded annual return (geometric extrapolation)
    0.58163
  • Calmar ratio (compounded annual return / max draw down)
    6.47402
  • Compounded annual return / average of 25% largest draw downs
    9.06351
  • Compounded annual return / Expected Shortfall lognormal
    25.21310
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.52099
  • SD
    0.20087
  • Sharpe ratio (Glass type estimate)
    2.59373
  • Sharpe ratio (Hedges UMVUE)
    2.57874
  • df
    130.00000
  • t
    1.83404
  • p
    0.42059
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.20081
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.37855
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.21074
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.36821
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.46737
  • Upside Potential Ratio
    11.61130
  • Upside part of mean
    1.35413
  • Downside part of mean
    -0.83314
  • Upside SD
    0.16575
  • Downside SD
    0.11662
  • N nonnegative terms
    82.00000
  • N negative terms
    49.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.31675
  • Mean of criterion
    0.52099
  • SD of predictor
    0.17930
  • SD of criterion
    0.20087
  • Covariance
    0.00499
  • r
    0.13864
  • b (slope, estimate of beta)
    0.15532
  • a (intercept, estimate of alpha)
    0.47179
  • Mean Square Error
    0.03988
  • DF error
    129.00000
  • t(b)
    1.59004
  • p(b)
    0.41202
  • t(a)
    1.66065
  • p(a)
    0.40822
  • Lowerbound of 95% confidence interval for beta
    -0.03795
  • Upperbound of 95% confidence interval for beta
    0.34859
  • Lowerbound of 95% confidence interval for alpha
    -0.09031
  • Upperbound of 95% confidence interval for alpha
    1.03390
  • Treynor index (mean / b)
    3.35429
  • Jensen alpha (a)
    0.47179
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.50059
  • SD
    0.20003
  • Sharpe ratio (Glass type estimate)
    2.50258
  • Sharpe ratio (Hedges UMVUE)
    2.48812
  • df
    130.00000
  • t
    1.76959
  • p
    0.42332
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.29048
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.28630
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.30014
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.27637
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.24424
  • Upside Potential Ratio
    11.36650
  • Upside part of mean
    1.34063
  • Downside part of mean
    -0.84004
  • Upside SD
    0.16356
  • Downside SD
    0.11795
  • N nonnegative terms
    82.00000
  • N negative terms
    49.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.30049
  • Mean of criterion
    0.50059
  • SD of predictor
    0.18046
  • SD of criterion
    0.20003
  • Covariance
    0.00498
  • r
    0.13803
  • b (slope, estimate of beta)
    0.15300
  • a (intercept, estimate of alpha)
    0.45462
  • Mean Square Error
    0.03955
  • DF error
    129.00000
  • t(b)
    1.58290
  • p(b)
    0.41241
  • t(a)
    1.60781
  • p(a)
    0.41106
  • VAR (95 Confidence Intrvl)
    0.01800
  • Lowerbound of 95% confidence interval for beta
    -0.03824
  • Upperbound of 95% confidence interval for beta
    0.34424
  • Lowerbound of 95% confidence interval for alpha
    -0.10482
  • Upperbound of 95% confidence interval for alpha
    1.01406
  • Treynor index (mean / b)
    3.27187
  • Jensen alpha (a)
    0.45462
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01825
  • Expected Shortfall on VaR
    0.02329
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00596
  • Expected Shortfall on VaR
    0.01278
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.96594
  • Quartile 1
    0.99617
  • Median
    1.00000
  • Quartile 3
    1.00613
  • Maximum
    1.04842
  • Mean of quarter 1
    0.98820
  • Mean of quarter 2
    0.99918
  • Mean of quarter 3
    1.00246
  • Mean of quarter 4
    1.01813
  • Inter Quartile Range
    0.00996
  • Number outliers low
    7.00000
  • Percentage of outliers low
    0.05344
  • Mean of outliers low
    0.97448
  • Number of outliers high
    8.00000
  • Percentage of outliers high
    0.06107
  • Mean of outliers high
    1.03005
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.26571
  • VaR(95%) (moments method)
    0.01111
  • Expected Shortfall (moments method)
    0.01867
  • Extreme Value Index (regression method)
    0.06526
  • VaR(95%) (regression method)
    0.01331
  • Expected Shortfall (regression method)
    0.01988
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00278
  • Quartile 1
    0.00678
  • Median
    0.01486
  • Quartile 3
    0.03341
  • Maximum
    0.08984
  • Mean of quarter 1
    0.00389
  • Mean of quarter 2
    0.01310
  • Mean of quarter 3
    0.02211
  • Mean of quarter 4
    0.06366
  • Inter Quartile Range
    0.02663
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    0.08984
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    -12.39680
  • VaR(95%) (moments method)
    0.06480
  • Expected Shortfall (moments method)
    0.06480
  • Extreme Value Index (regression method)
    -1.41784
  • VaR(95%) (regression method)
    0.10656
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.11074
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -371391000
  • Max Equity Drawdown (num days)
    14
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.56881
  • Compounded annual return (geometric extrapolation)
    0.64970
  • Calmar ratio (compounded annual return / max draw down)
    7.23165
  • Compounded annual return / average of 25% largest draw downs
    10.20500
  • Compounded annual return / Expected Shortfall lognormal
    27.89120

Strategy Description

Magellan Atlas Navigator – Tactical Asset Allocation (TAA) Models+ Fund
Investor Prospectus (Draft)
Fund Overview
The Magellan Atlas Navigator Tactical Asset Allocation (TAA) Models+ Fund is a multi‑model, multi‑asset investment program engineered for capital preservation, stable compounding, and disciplined risk control. The fund operates without leverage, reflecting its mandate as a wealth‑preservation vehicle rather than an aggressive return‑seeking strategy.

At the core of the fund is a proprietary AI‑driven credit and technical analysis engine, developed and refined over the past year. This system integrates macro‑credit conditions, cross‑asset flows, and technical market structure to guide allocation decisions with consistency and objectivity. The result is a portfolio that adapts dynamically to changing market regimes while maintaining structural stability and low drawdowns.

The fund’s objective is to deliver steady, risk‑adjusted alpha across market cycles through diversified exposure, systematic execution, and a robust quantitative foundation.

Investment Strategy
The strategy employs a stacked tactical asset allocation framework, combining multiple independent models to create a smoother, more resilient return profile. Each model contributes a distinct edge—momentum, relative strength, macro‑credit sensitivity, volatility normalization, and trend stability—while the AI engine synthesizes these signals into unified, risk‑aware positioning.

Key Strategy Pillars
AI‑Enhanced Credit & Technical Analysis
A proprietary machine‑learning model evaluates credit conditions, liquidity flows, and technical market structure to determine risk‑on/risk‑off posture and asset‑level conviction.

Multi‑Asset Diversification
Exposure spans large‑cap equities, Bitcoin, currency ETFs, commodities, fixed income, real estate, and index ETFs.

Systematic Risk Controls
All positions are cash‑funded. No leverage, no margin, no structural amplification of volatility.

Adaptive Rebalancing
Models adjust exposure based on quantitative signals, ensuring the portfolio remains aligned with prevailing market conditions.

Defensive Bias
The strategy prioritizes capital preservation, measured exposure, and controlled drawdowns.

Capital Structure & Allocations
Principal Capital
$35,000 total capital

Maximum of 35 diversified positions

All positions are fully cash‑funded

No leverage or margin employed

Model Allocation Breakdown
Equities & Relative Strength Models

C2 Magellan: $1,000 per position, 35 positions = $35,000

4× Big Cap Relative Strength

4× NFIC Stocks

1× MaxList

1× Alpha Index Model ETF (NFIC)

Futures & Index Models

3× Futures Index Model (0.2 lots each)

2× Futures Index NFIC (0.2 lots each)

Forex Models

4× Forex Model (0.2 lots each)

4× Forex NFIC (0.2 lots each)

Commodities Models

4× Commodities Model

4× Commodities NFIC

Digital Asset Models

2× Bitcoin Model + NFIC

2× Ethereum Model + NFIC

This diversified model stack ensures broad exposure while maintaining strict position‑level risk controls.

Performance & Validation
The fund’s structural framework has been forward‑tested since 2019, with approximately 90% of the original design remaining intact. This long‑term consistency demonstrates:

Durability of the methodology

Robustness across multiple market regimes

Effectiveness of the no‑leverage structure

Stability of the AI‑driven signal engine

The fund’s evolution has focused on refining signal quality, improving risk dispersion, and enhancing the AI credit‑technical model to better anticipate shifts in market conditions.

Risk Management & Disclosures
Risk management is embedded at every level of the strategy:

Position‑level diversification across 30–35 uncorrelated exposures

Systematic hedging through model‑driven risk‑off signals

Fully cash‑funded structure eliminating leverage‑related drawdown amplification

AI‑based credit stress detection to reduce exposure during deteriorating macro conditions

Strict model governance to mitigate drift and degradation

Investor Considerations
Investors should understand that all market exposure carries inherent risk, including:

Model obsolescence or degradation

Unexpected volatility

Drawdowns exceeding historical norms

Structural shifts in macroeconomic conditions

Past performance is not indicative of future results. This document does not constitute financial advice.

Investor Outlook
The Magellan Atlas Navigator TAA Models+ Fund is designed for investors seeking:

Long‑term capital preservation

Stable, risk‑adjusted returns

A transparent, rules‑based investment process

Exposure to a diversified, multi‑asset portfolio

A disciplined, AI‑enhanced tactical allocation framework

The fund’s conservative posture, systematic methodology, and multi‑model architecture position it as a compelling option for investors prioritizing stability, discipline, and data‑driven decision‑making.

Prospective investors are encouraged to conduct thorough due diligence to ensure alignment with their financial goals and risk tolerance.
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This is the position size unit guide im using. If the Credit models are still loose, i'll be following these models of Tactical Asset Allocation timing models, and also Credit Mode...
The fund has strengthened its risk?management framework by reducing position sizes by 50%, lowering trading frequency, and initiating new positions only when credit conditions and ...
I used equal?weight position sizing for years… until I built the Van Tharp Position Sizing CPR Calculator inside my TAA models. Now Gold carries 9× units while most assets sit at 1...
The stop loss is now at the previous bars low depending on the chart i'm looking at. (Which is the daily chart, and the weekly chart for me).
’m currently using a rules?based, multi?factor process that blends seasonality, breadth, a position?sizing calculator, timing models, and a credit model — which is reading bullish ...
4× Big Cap RS stocks 4× Leveraged index ETFs 1× Bitcoin model 1× Ethereum model 3× Futures index model 4× Commodities model 4× Forex model 1× Alpha index ETF model For a total of 2...
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Summary Statistics

Strategy began
2025-04-21
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.5%
Rank # 
#44
# Trades
834
# Profitable
371
% Profitable
44.5%
Net Dividends
$135
Correlation S&P500
0.192
Sharpe Ratio
1.35
Sortino Ratio
2.08
Beta
0.24
Alpha
0.05
Leverage
2.24 Average
10.32 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.