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CombustionZone TQQQ ARKB

Equity · Stocks · Started Mar 2026

Trades Own Strategy BrokerTransmit

hypothetical · Cumul. Return
0.1%
Max Drawdown
13.2%
Trades
44
Win Trades
45.5%
Profit Factor
1.10
Win Months
66.7%
Subscribe Full access for $30/month

About this strategy

CombustionZone TQQQ ARKB is a fully systematic momentum strategy built on a single, highly liquid instrument: TQQQ, the 3x leveraged Nasdaq-100 ETF. Every trade is generated by the same repeatable rules — no discretion, no curve-fitting to the news cycle, no overnight guessing. When momentum confirms, the strategy takes the trade. When it doesn't, it sits in cash.

How it works: CombustionZone scans for momentum continuation on an intraday timeframe and enters only when conditions align. Every position carries a fixed stop loss from entry, so risk is defined the moment the trade opens — there is never an open position without a predetermined exit. Winners are managed to a take-profit target; losers are cut quickly and without hesitation. The result is a strategy that takes controlled, high-conviction shots rather than staying perpetually exposed.

Risk management is the core, not an afterthought. Because TQQQ is a 3x leveraged instrument, every trade runs with a hard stop loss built in from the first tick. The strategy spends meaningful time in cash, only deploying when the setup is present — which historically has kept it near flat during major market stress rather than riding leverage straight down. There is no martingale, no averaging into losers, and no holding-and-hoping.

You stay in control. CombustionZone is designed for AutoTrade, but you are never locked in. You can follow signals manually, scale position sizes up or down to match your own risk tolerance, skip individual trades, or pause the strategy entirely at any time. Every signal is clear and actionable whether you automate it or place the trades yourself. Your account, your call.

Who it's for: Traders who want concentrated, leveraged Nasdaq momentum exposure with strict, mechanical risk control — and who understand that a 3x instrument carries real drawdown risk in exchange for its return potential. Also exposure to Bitcoin via ARKB. This is an aggressive growth strategy, not a conservative income product. Position sizing should reflect that.

Trend-following Momentum

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20261.18.7-5.50.2-7.43.80.1

Statistics

Overview

Strategy began3/28/2026
Suggested Minimum Capital$35,000
Age147 days
C2 RankTop 8.6%
What it tradesStocks
# Trades44
# Profitable20
% Profitable45.5%
Avg trade duration8.1 days
Max peak-to-valley drawdown13.2%
drawdown periodMay 05, 2026 - Aug 07, 2026
Cumul. Return0.1%
Avg win$163
Avg loss$127

Ratios

W:L ratio1.10
Sharpe Ratio0
Sortino Ratio0
Calmar Ratio0.77

CORRELATION STATISTICS

Correlation to SP5000.25
Return Percent SP500 (cumu) during strategy life20.5%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-20.4%

Return Statistics

Ann Return (w trading costs)0.1%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)7.9%

Slump

Current Slump as Pcnt Equity10.5%
Current Slump, time of slump as pcnt of strategy life0.7%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss21.5%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)734
C2 Score914
Popularity (7 days, Percentile 1000 scale)510

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?187620
TOS percent100.0%

Win / Loss

Avg Loss$127
Avg Win$163
# Winners20
Sum Trade PL (losers)$3,043
Sum Trade PL (winners)$3,253
Num Months Winners4
# Losers24
% Winners45.5%

Dividends

Dividends Received in Model Acct102

Age

Num Months filled monthly returns table6

Frequency

Avg Position Time (mins)11654.03
Avg Position Time (hrs)194.23
Avg Trade Length8.10
Last Trade Ago2

Leverage

Daily leverage (average)1.17
Daily leverage (max)2.27

Regression

Alpha-0.04
Beta0.32
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.02
MAE:Equity, losing trades only, 95th Percentile Value for this strat
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat
Avg(MAE) / Avg(PL) - All trades-34.17
MAE:PL (avg, all trades)-0.56
MAE:PL (avg, losing trades)
MAE:PL - Losing Trades - this strat Percentile of All Strats50.81
MAE:PL - Winning Trades - this strat Percentile of All Strats11.80
MAE:PL (avg, winning trades)
MAE:PL - worst single value for strategy
Avg(MAE) / Avg(PL) - Winning trades0.30
Avg(MAE) / Avg(PL) - Losing trades-1.26
Hold-and-Hope Ratio-0.03

RATIO STATISTICS

Mean0.05
SD0.23
Sharpe ratio (Glass type estimate)0.21
Sharpe ratio (Hedges UMVUE)0.15
df3
t0.12
p0.46
Lowerbound of 95% confidence interval for Sharpe Ratio-3.21
Upperbound of 95% confidence interval for Sharpe Ratio3.59
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-3.25
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.55
Sortino ratio0.45
Upside Potential Ratio2.88
Upside part of mean0.31
Downside part of mean-0.26
Upside SD0.17
Downside SD0.11
N nonnegative terms2
N negative terms2
N of observations4
Mean of predictor0.43
Mean of criterion0.05
SD of predictor0.24
SD of criterion0.23
Covariance0.04
r0.68
b (slope, estimate of beta)0.65
a (intercept, estimate of alpha)-0.23
Mean Square Error0.04
DF error2
t(b)1.31
p(b)0.16
t(a)-0.55
p(a)0.68
Lowerbound of 95% confidence interval for beta-1.49
Upperbound of 95% confidence interval for beta2.80
Lowerbound of 95% confidence interval for alpha-2.03
Upperbound of 95% confidence interval for alpha1.57
Treynor index (mean / b)0.07
Jensen alpha (a)-0.23
Mean0.03
SD0.22
Sharpe ratio (Glass type estimate)0.13
Sharpe ratio (Hedges UMVUE)0.09
df3
t0.07
p0.47
Lowerbound of 95% confidence interval for Sharpe Ratio-3.28
Upperbound of 95% confidence interval for Sharpe Ratio3.51
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-3.30
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.49
Sortino ratio0.26
Upside Potential Ratio2.70
Upside part of mean0.30
Downside part of mean-0.27
Upside SD0.16
Downside SD0.11
N nonnegative terms2
N negative terms2
N of observations4
Mean of predictor0.40
Mean of criterion0.03
SD of predictor0.23
SD of criterion0.22
Covariance0.03
r0.66
b (slope, estimate of beta)0.64
a (intercept, estimate of alpha)-0.23
Mean Square Error0.04
DF error2
t(b)1.23
p(b)0.17
t(a)-0.55
p(a)0.68
Lowerbound of 95% confidence interval for beta-1.60
Upperbound of 95% confidence interval for beta2.89
Lowerbound of 95% confidence interval for alpha-2.01
Upperbound of 95% confidence interval for alpha1.56
Treynor index (mean / b)0.04
Jensen alpha (a)-0.23
VaR(95%)0.10
Expected Shortfall on VaR0.12
VaR(95%)0.05
Expected Shortfall on VaR0.07
Mean0.06
SD0.17
Sharpe ratio (Glass type estimate)0.37
Sharpe ratio (Hedges UMVUE)0.36
df103
t0.23
p0.49
Lowerbound of 95% confidence interval for Sharpe Ratio-2.75
Upperbound of 95% confidence interval for Sharpe Ratio3.48
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.75
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.47
Sortino ratio0.49
Upside Potential Ratio7.26
Upside part of mean0.90
Downside part of mean-0.84
Upside SD0.11
Downside SD0.12
N nonnegative terms49
N negative terms55
N of observations104
Mean of predictor0.46
Mean of criterion0.06
SD of predictor0.14
SD of criterion0.17
Covariance0.01
r0.24
b (slope, estimate of beta)0.29
a (intercept, estimate of alpha)-0.07
Mean Square Error0.03
DF error102
t(b)2.49
p(b)0.38
t(a)-0.28
p(a)0.51
Lowerbound of 95% confidence interval for beta0.06
Upperbound of 95% confidence interval for beta0.53
Lowerbound of 95% confidence interval for alpha-0.60
Upperbound of 95% confidence interval for alpha0.45
Treynor index (mean / b)0.21
Jensen alpha (a)-0.07
Mean0.05
SD0.17
Sharpe ratio (Glass type estimate)0.28
Sharpe ratio (Hedges UMVUE)0.28
df103
t0.18
p0.49
Lowerbound of 95% confidence interval for Sharpe Ratio-2.83
Upperbound of 95% confidence interval for Sharpe Ratio3.39
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-2.83
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.39
Sortino ratio0.38
Upside Potential Ratio7.11
Upside part of mean0.90
Downside part of mean-0.85
Upside SD0.11
Downside SD0.13
N nonnegative terms49
N negative terms55
N of observations104
Mean of predictor0.45
Mean of criterion0.05
SD of predictor0.14
SD of criterion0.17
Covariance0.01
r0.24
b (slope, estimate of beta)0.30
a (intercept, estimate of alpha)-0.09
Mean Square Error0.03
DF error102
t(b)2.48
p(b)0.38
t(a)-0.32
p(a)0.52
Lowerbound of 95% confidence interval for beta0.06
Upperbound of 95% confidence interval for beta0.53
Lowerbound of 95% confidence interval for alpha-0.62
Upperbound of 95% confidence interval for alpha0.44
Treynor index (mean / b)0.16
Jensen alpha (a)-0.09
VaR(95%)0.02
Expected Shortfall on VaR0.02
VaR(95%)0.01
Expected Shortfall on VaR0.02
VAR (95 Confidence Intrvl)0.02

ORDER STATISTICS

Number of observations4
Minimum0.95
Quartile 10.96
Median0.99
Quartile 31.03
Maximum1.10
Mean of quarter 10.95
Mean of quarter 20.96
Mean of quarter 31.01
Mean of quarter 41.10
Inter Quartile Range0.07
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations104
Minimum0.95
Quartile 11.00
Median1
Quartile 31.01
Maximum1.03
Mean of quarter 10.99
Mean of quarter 21.00
Mean of quarter 31.00
Mean of quarter 41.01
Inter Quartile Range0.01
Number outliers low6
Percentage of outliers low0.06
Mean of outliers low0.97
Number of outliers high2
Percentage of outliers high0.02
Mean of outliers high1.03
Extreme Value Index (moments method)0.40
VaR(95%) (moments method)0.01
Expected Shortfall (moments method)0.02
Extreme Value Index (regression method)0.29
VaR(95%) (regression method)0.01
Expected Shortfall (regression method)0.02

DRAW DOWN STATISTICS

Number of observations1
Minimum0.07
Quartile 10.07
Median0.07
Quartile 30.07
Maximum0.07
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations4
Minimum0.00
Quartile 10.00
Median0.01
Quartile 30.04
Maximum0.10
Mean of quarter 10.00
Mean of quarter 20.00
Mean of quarter 30.01
Mean of quarter 40.10
Inter Quartile Range0.03
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.25
Mean of outliers high0.10
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Strat Max DD how much worse than SP500 max DD during strat life?-394909344
Max Equity Drawdown (num days)94
Last 4 Months - Pcnt Negative0.5%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.06
Compounded annual return (geometric extrapolation)0.06
Calmar ratio (compounded annual return / max draw down)0.80
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal0.48
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.08
Compounded annual return (geometric extrapolation)0.08
Calmar ratio (compounded annual return / max draw down)0.77
Compounded annual return / average of 25% largest draw downs0.77
Compounded annual return / Expected Shortfall lognormal3.71

Trading record

Placed 57 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
TQQQ long53Aug 20, 2026Aug 20, 2026($11)
TQQQ long53Aug 19, 2026Aug 19, 2026($26)
ARKB long260Aug 19, 2026Aug 19, 2026$272
TQQQ long49Aug 17, 2026Aug 17, 2026($9)
TQQQ long50Aug 13, 2026Aug 14, 2026$63
TQQQ long49Aug 12, 2026Aug 12, 2026$14
TQQQ long50Aug 11, 2026Aug 11, 2026($38)
TQQQ long50Aug 10, 2026Aug 10, 2026($37)
TQQQ long51Aug 7, 2026Aug 7, 2026($12)
ARKB long262Aug 7, 2026Aug 7, 2026($55)
ARKB long261Aug 6, 2026Aug 7, 2026$76
TQQQ long51Aug 6, 2026Aug 7, 2026$107
ARKB long259Aug 6, 2026Aug 6, 2026($23)
ARKB long263Jul 30, 2026Jul 31, 2026($121)
TQQQ long61Jul 29, 2026Jul 29, 2026($156)
TQQQ long63Jul 28, 2026Jul 29, 2026($163)
ARKB long276Jul 22, 2026Jul 23, 2026($83)
TQQQ long56Jul 22, 2026Jul 23, 2026($235)
TQQQ long55Jul 21, 2026Jul 21, 2026$1
ARKB long365Jul 17, 2026Jul 21, 2026$292
TQQQ long56Jul 20, 2026Jul 20, 2026($46)
TQQQ long71Jul 17, 2026Jul 20, 2026$82
TQQQ long64Jul 14, 2026Jul 15, 2026$89
TQQQ long63Jul 10, 2026Jul 13, 2026($195)
TQQQ long66Jul 8, 2026Jul 10, 2026$220
ARKB long470Jul 7, 2026Jul 8, 2026($352)
TQQQ long77Jul 6, 2026Jul 6, 2026($26)
ATKR long49.5May 27, 2026Jun 15, 2026($35)
SNPS long8.25May 8, 2026Jun 15, 2026($291)
HUM long13.75May 8, 2026May 13, 2026$423

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.