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Strike a Pose

Options · Options · Started Jun 2026

Trades Own Strategy BrokerTransmit

hypothetical · Cumul. Return
15.5%
Max Drawdown
10.9%
Trades
124
Win Trades
50.0%
Profit Factor
1
Win Months
33.3%
Subscribe Full access for $109/month

About this strategy

Strike a Pose is an actively managed options strategy focused primarily on highly liquid index and sector ETFs. The strategy utilizes defined-risk structures, including debit spreads, credit spreads, calendars, diagonals, and other risk-controlled option combinations when market conditions are favorable.

The primary objective is to pursue attractive risk-adjusted returns while maintaining strict capital preservation principles. Position sizing, trade selection, and risk management are emphasized over aggressive leverage or high-frequency trading.

The strategy seeks to capitalize on directional, neutral, and volatility-driven opportunities depending on prevailing market conditions. Trades may be held from intraday to multiple days or weeks, depending on the setup and market environment.

All trades are executed in a live Interactive Brokers account and automatically synchronized to Collective2, providing a transparent and verifiable performance record.

This strategy is intended for investors who appreciate disciplined options trading, defined risk, and a systematic approach to managing capital over the long term.

Long Volatility Directional Bets

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2026-0.619.4-2.715.5

Statistics

Overview

Strategy began6/11/2026
Suggested Minimum Capital$35,000
Age73 days
C2 RankTop 8.6%
What it tradesOptions
# Trades124
# Profitable62
% Profitable50.0%
Avg trade duration3.9 days
Max peak-to-valley drawdown10.9%
drawdown periodJuly 27, 2026 - Aug 07, 2026
Cumul. Return15.5%
Avg win$4,256
Avg loss$4,100

Ratios

W:L ratio1.04
Sharpe Ratio1.62
Sortino Ratio3
Calmar Ratio17.55

CORRELATION STATISTICS

Correlation to SP500-0.16
Return Percent SP500 (cumu) during strategy life3.8%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)11.7%

Return Statistics

Ann Return (w trading costs)98.6%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.2%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)139.9%

Slump

Current Slump as Pcnt Equity9.1%
Current Slump, time of slump as pcnt of strategy life0.3%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options1.0%
Short Options - Percent Covered8.2%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss38.5%
Chance of 20% account loss5.0%
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)819
C2 Score914
Popularity (7 days, Percentile 1000 scale)557

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?187589
TOS percent100.0%

Win / Loss

Avg Loss$4,100
Avg Win$4,256
# Winners62
Sum Trade PL (losers)$254,174
Sum Trade PL (winners)$263,897
Num Months Winners1
# Losers62
% Winners50.0%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table3

Frequency

Avg Position Time (mins)5599.25
Avg Position Time (hrs)93.32
Avg Trade Length3.90
Last Trade Ago2

Leverage

Daily leverage (average)47.88
Daily leverage (max)103.13

Regression

Alpha0.23
Beta-0.48
Treynor Index-0.42

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.07
MAE:Equity, 95th Percentile Value for this strat0.01
MAE:Equity, average, losing trades0.10
MAE:Equity, losing trades only, 95th Percentile Value for this strat
MAE:Equity, average, winning trades0.04
MAE:Equity, win trades only, 95th Percentile Value for this strat
Avg(MAE) / Avg(PL) - All trades-21.63
MAE:PL (avg, all trades)-0.51
MAE:PL (avg, losing trades)
MAE:PL (avg, winning trades)
MAE:PL - worst single value for strategy
Avg(MAE) / Avg(PL) - Winning trades0.48
Avg(MAE) / Avg(PL) - Losing trades-1.37
Hold-and-Hope Ratio-0.05

RATIO STATISTICS

a (intercept, estimate of alpha)1.05
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-419241632
Max Equity Drawdown (num days)11
Last 4 Months - Pcnt Negative0.5%

Trading record

Placed 950 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
QQQ2621H711 short6Aug 21, 2026Aug 21, 2026($523)
QQQ2624H710 long6Aug 21, 2026Aug 21, 2026$622
QQQ2625T719 short10Aug 19, 2026Aug 21, 2026($2,115)
QQQ2625T720 long10Aug 19, 2026Aug 21, 2026$2,590
QQQ2621H721 short10Aug 19, 2026Aug 21, 2026$1,929
QQQ2624H719 long10Aug 19, 2026Aug 21, 2026($2,590)
QQQ short600Aug 21, 2026Aug 21, 2026$882
QQQ2625T734 short6Aug 17, 2026Aug 21, 2026($9,084)
QQQ2625T732 long6Aug 17, 2026Aug 21, 2026$7,329
QQQ2621T712 short5Aug 20, 2026Aug 20, 2026($321)
QQQ2624T713 long5Aug 20, 2026Aug 20, 2026$317
QQQ2625H745 long6Aug 17, 2026Aug 20, 2026($1,316)
QQQ2625H740 short6Aug 17, 2026Aug 18, 2026$1,868
QQQ2625H741 long4Aug 14, 2026Aug 18, 2026($902)
QQQ2625H742 short3Aug 14, 2026Aug 18, 2026$605
QQQ2625T728 short10Aug 14, 2026Aug 18, 2026($4,702)
QQQ2625T729 long10Aug 14, 2026Aug 18, 2026$4,900
QQQ2614H732 long6Aug 13, 2026Aug 15, 2026($1,796)
QQQ2614H728 short10Aug 6, 2026Aug 14, 2026$2,137
QQQ2614H727 long10Aug 6, 2026Aug 14, 2026($1,375)
QQQ2614H725 short10Aug 12, 2026Aug 14, 2026($2,379)
QQQ2617H724 long10Aug 12, 2026Aug 14, 2026$2,417
QQQ2614H734 short6Aug 13, 2026Aug 14, 2026$999
QQQ2617T716 long6Aug 11, 2026Aug 14, 2026($2,313)
QQQ2614T715 short6Aug 11, 2026Aug 13, 2026$1,692
QQQ2614H721 short10Aug 7, 2026Aug 12, 2026$2,272
QQQ2617H719 long10Aug 7, 2026Aug 12, 2026($1,983)
QQQ2614T700 short10Aug 6, 2026Aug 11, 2026$3,168
QQQ2617T702 long10Aug 6, 2026Aug 11, 2026($3,736)
QQQ2631S680 short6Jul 30, 2026Jul 31, 2026$3,509

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.