Collective2 Collective2
Featured Strategy Enter Here +30.8% Cumul. Return since Jul 29, 2026 Hypothetical

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Tesla S

By Andrea_D

Equity · Stocks · Started Mar 2022

hypothetical · Annual Return (Compounded)
28.9%
Max Drawdown
57.9%
Trades
211
Win Trades
37.4%
Profit Factor
1.20
Win Months
59.3%
Subscribe Full access for $120/month

About this strategy

Tesla S is a mechanical trading system that trades only Tesla stock, both on long and short side using a simple algo.

Each trade has an hard or mental stop loss, depending from TSLA price action and volume traded each day.

Tesla S invests 100% of available equity in each trade. For example, if Tesla S has an equity value of 50,000$ I will go long/short using 50,000$.

The holding period of each trade can range from some days to some weeks.

The system stays in cash during earning release days, due to extreme volatility linked to earnings.

---------------------------------------------------------

If you subscribe to Tesla S, I would suggest you to:

1) put money at work immediately without waiting for the next signal;
2) adopt a long term approach, staying invested for a MINIMUM of 6/9 months. You should totally disregard daily, weekly and even monthly fluctuations.

--------------------------------------------------------

ABOUT ME
I am 53 years old and I work as financial analyst in an M&A consulting firm.
I am a stock trader and investor since 1995.


Trend-following

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
202211.02.69.0-5.9-1.1-9.110.311.317.127.592.4
20233.9-11.21.8-5.215.915.24.713.0-1.94.1-0.83.647.5
20240.11.80.2-13.5-11.8-8.519.30.113.16.913.824.545.6
2025-20.713.522.9-4.025.4-10.3-2.67.429.2-7.3-11.711.747.5
2026-5.7-15.6-13.4-8.27.5-14.8-15.24.1-48.9

Statistics

Overview

Strategy began3/7/2022
Suggested Minimum Capital$5,000
Age54 months
C2 Rank350
What it tradesStocks
# Trades211
# Profitable79
% Profitable37.4%
Avg trade duration6.4 days
Max peak-to-valley drawdown57.9%
drawdown periodSept 22, 2025 - Aug 12, 2026
Annual Return (Compounded)28.9%
Avg win$2,588
Avg loss$1,300

Ratios

W:L ratio1.19
Sharpe Ratio0.68
Sortino Ratio1.05
Calmar Ratio0.63

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life82.7%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)128.8%

Return Statistics

Ann Return (w trading costs)28.9%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.3%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)33.4%

Slump

Current Slump as Pcnt Equity114.4%
Current Slump, time of slump as pcnt of strategy life0.2%

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 loss62.5%
Chance of 20% account loss40.0%
Chance of 30% account loss17.0%
Chance of 40% account loss10.5%
Chance of 50% account loss4.0%
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%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)450
Popularity (Last 6 weeks)848
C2 Score350
Popularity (7 days, Percentile 1000 scale)762

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$1,300
Avg Win$2,588
# Winners79
Sum Trade PL (losers)$171,650
Sum Trade PL (winners)$204,429
Num Months Winners32
# Losers132
% Winners37.4%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table54

Frequency

Avg Position Time (mins)9213.30
Avg Position Time (hrs)153.55
Avg Trade Length6.40
Last Trade Ago9

Leverage

Daily leverage (average)0.89
Daily leverage (max)1.88

Regression

Alpha0.08
Beta0.04
Treynor Index2.19

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03
MAE:Equity, 95th Percentile Value for this strat0.03
MAE:Equity, average, losing trades0.04
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.02
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades9.76
MAE:PL (avg, all trades)-0.52
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats12.65
MAE:PL - Winning Trades - this strat Percentile of All Strats12.37
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.22
Avg(MAE) / Avg(PL) - Losing trades-1.09
Hold-and-Hope Ratio0.11

RATIO STATISTICS

Mean0.33
SD0.41
Sharpe ratio (Glass type estimate)0.81
Sharpe ratio (Hedges UMVUE)0.80
df52
t1.70
p0.05
Lowerbound of 95% confidence interval for Sharpe Ratio-0.14
Upperbound of 95% confidence interval for Sharpe Ratio1.75
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.15
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.74
Sortino ratio1.64
Upside Potential Ratio3.67
Upside part of mean0.74
Downside part of mean-0.41
Upside SD0.37
Downside SD0.20
N nonnegative terms28
N negative terms25
N of observations53
Mean of predictor0.12
Mean of criterion0.33
SD of predictor0.15
SD of criterion0.41
Covariance0.00
r0.08
b (slope, estimate of beta)0.21
a (intercept, estimate of alpha)0.31
Mean Square Error0.17
DF error51
t(b)0.56
p(b)0.29
t(a)1.52
p(a)0.07
Lowerbound of 95% confidence interval for beta-0.55
Upperbound of 95% confidence interval for beta0.97
Lowerbound of 95% confidence interval for alpha-0.10
Upperbound of 95% confidence interval for alpha0.71
Treynor index (mean / b)1.56
Jensen alpha (a)0.31
Mean0.25
SD0.39
Sharpe ratio (Glass type estimate)0.64
Sharpe ratio (Hedges UMVUE)0.63
df52
t1.35
p0.09
Lowerbound of 95% confidence interval for Sharpe Ratio-0.30
Upperbound of 95% confidence interval for Sharpe Ratio1.58
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.31
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.57
Sortino ratio1.17
Upside Potential Ratio3.19
Upside part of mean0.68
Downside part of mean-0.43
Upside SD0.33
Downside SD0.21
N nonnegative terms28
N negative terms25
N of observations53
Mean of predictor0.11
Mean of criterion0.25
SD of predictor0.15
SD of criterion0.39
Covariance0.00
r0.07
b (slope, estimate of beta)0.19
a (intercept, estimate of alpha)0.23
Mean Square Error0.16
DF error51
t(b)0.51
p(b)0.31
t(a)1.21
p(a)0.12
Lowerbound of 95% confidence interval for beta-0.54
Upperbound of 95% confidence interval for beta0.92
Lowerbound of 95% confidence interval for alpha-0.15
Upperbound of 95% confidence interval for alpha0.62
Treynor index (mean / b)1.35
Jensen alpha (a)0.23
VaR(95%)0.15
Expected Shortfall on VaR0.19
VaR(95%)0.08
Expected Shortfall on VaR0.14
Mean0.32
SD0.34
Sharpe ratio (Glass type estimate)0.92
Sharpe ratio (Hedges UMVUE)0.92
df1157
t1.94
p0.46
Lowerbound of 95% confidence interval for Sharpe Ratio-0.01
Upperbound of 95% confidence interval for Sharpe Ratio1.86
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.01
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.86
Sortino ratio1.43
Upside Potential Ratio9.65
Upside part of mean2.15
Downside part of mean-1.83
Upside SD0.26
Downside SD0.22
N nonnegative terms551
N negative terms607
N of observations1158
Mean of predictor0.12
Mean of criterion0.32
SD of predictor0.17
SD of criterion0.34
Covariance0.00
r0.02
b (slope, estimate of beta)0.03
a (intercept, estimate of alpha)0.31
Mean Square Error0.12
DF error1156
t(b)0.53
p(b)0.49
t(a)1.92
p(a)0.47
Lowerbound of 95% confidence interval for beta-0.08
Upperbound of 95% confidence interval for beta0.15
Lowerbound of 95% confidence interval for alpha-0.01
Upperbound of 95% confidence interval for alpha0.64
Treynor index (mean / b)10.17
Jensen alpha (a)0.31
Mean0.26
SD0.34
Sharpe ratio (Glass type estimate)0.76
Sharpe ratio (Hedges UMVUE)0.76
df1157
t1.59
p0.47
Lowerbound of 95% confidence interval for Sharpe Ratio-0.18
Upperbound of 95% confidence interval for Sharpe Ratio1.69
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.18
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.69
Sortino ratio1.14
Upside Potential Ratio9.32
Upside part of mean2.12
Downside part of mean-1.86
Upside SD0.26
Downside SD0.23
N nonnegative terms551
N negative terms607
N of observations1158
Mean of predictor0.11
Mean of criterion0.26
SD of predictor0.17
SD of criterion0.34
Covariance0.00
r0.02
b (slope, estimate of beta)0.03
a (intercept, estimate of alpha)0.26
Mean Square Error0.12
DF error1156
t(b)0.54
p(b)0.49
t(a)1.57
p(a)0.48
Lowerbound of 95% confidence interval for beta-0.08
Upperbound of 95% confidence interval for beta0.15
Lowerbound of 95% confidence interval for alpha-0.06
Upperbound of 95% confidence interval for alpha0.58
Treynor index (mean / b)8.08
Jensen alpha (a)0.26
VaR(95%)0.03
Expected Shortfall on VaR0.04
VaR(95%)0.02
Expected Shortfall on VaR0.03
Mean-0.85
SD0.28
Sharpe ratio (Glass type estimate)-3.06
Sharpe ratio (Hedges UMVUE)-3.04
df130
t-2.16
p0.59
Lowerbound of 95% confidence interval for Sharpe Ratio-5.85
Upperbound of 95% confidence interval for Sharpe Ratio-0.25
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-5.84
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.24
Sortino ratio-3.82
Upside Potential Ratio6.06
Upside part of mean1.34
Downside part of mean-2.19
Upside SD0.17
Downside SD0.22
N nonnegative terms45
N negative terms86
N of observations131
Mean of predictor0.21
Mean of criterion-0.85
SD of predictor0.14
SD of criterion0.28
Covariance0.01
r0.31
b (slope, estimate of beta)0.60
a (intercept, estimate of alpha)-0.97
Mean Square Error0.07
DF error129
t(b)3.64
p(b)0.31
t(a)-2.58
p(a)0.64
Lowerbound of 95% confidence interval for beta0.27
Upperbound of 95% confidence interval for beta0.92
Lowerbound of 95% confidence interval for alpha-1.71
Upperbound of 95% confidence interval for alpha-0.23
Treynor index (mean / b)-1.42
Jensen alpha (a)-0.97
Mean-0.89
SD0.28
Sharpe ratio (Glass type estimate)-3.19
Sharpe ratio (Hedges UMVUE)-3.17
df130
t-2.26
p0.60
Lowerbound of 95% confidence interval for Sharpe Ratio-5.99
Upperbound of 95% confidence interval for Sharpe Ratio-0.39
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-5.97
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.38
Sortino ratio-3.95
Upside Potential Ratio5.91
Upside part of mean1.33
Downside part of mean-2.21
Upside SD0.17
Downside SD0.22
N nonnegative terms45
N negative terms86
N of observations131
Mean of predictor0.20
Mean of criterion-0.89
SD of predictor0.14
SD of criterion0.28
Covariance0.01
r0.31
b (slope, estimate of beta)0.60
a (intercept, estimate of alpha)-1.00
Mean Square Error0.07
DF error129
t(b)3.67
p(b)0.31
t(a)-2.67
p(a)0.64
Lowerbound of 95% confidence interval for beta0.28
VAR (95 Confidence Intrvl)0.03
Upperbound of 95% confidence interval for beta0.93
Lowerbound of 95% confidence interval for alpha-1.75
Upperbound of 95% confidence interval for alpha-0.26
Treynor index (mean / b)-1.47
Jensen alpha (a)-1.00
VaR(95%)0.03
Expected Shortfall on VaR0.04
VaR(95%)0.02
Expected Shortfall on VaR0.04

ORDER STATISTICS

Number of observations53
Minimum0.86
Quartile 10.93
Median1.01
Quartile 31.13
Maximum1.30
Mean of quarter 10.90
Mean of quarter 20.98
Mean of quarter 31.06
Mean of quarter 41.20
Inter Quartile Range0.20
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)-1.04
VaR(95%) (moments method)0.11
Expected Shortfall (moments method)0.12
Extreme Value Index (regression method)-1.25
VaR(95%) (regression method)0.11
Expected Shortfall (regression method)0.11
Number of observations1158
Minimum0.91
Quartile 10.99
Median1
Quartile 31.01
Maximum1.12
Mean of quarter 10.98
Mean of quarter 21.00
Mean of quarter 31.01
Mean of quarter 41.03
Inter Quartile Range0.02
Number outliers low19
Percentage of outliers low0.02
Mean of outliers low0.94
Number of outliers high33
Percentage of outliers high0.03
Mean of outliers high1.06
Extreme Value Index (moments method)-0.10
VaR(95%) (moments method)0.02
Expected Shortfall (moments method)0.03
Extreme Value Index (regression method)-0.13
VaR(95%) (regression method)0.02
Expected Shortfall (regression method)0.03
Number of observations131
Minimum0.95
Quartile 10.99
Median1.00
Quartile 31.01
Maximum1.04
Mean of quarter 10.98
Mean of quarter 20.99
Mean of quarter 31.00
Mean of quarter 41.02
Inter Quartile Range0.02
Number outliers low1
Percentage of outliers low0.01
Mean of outliers low0.95
Number of outliers high2
Percentage of outliers high0.02
Mean of outliers high1.04
Extreme Value Index (moments method)-0.27
VaR(95%) (moments method)0.03
Expected Shortfall (moments method)0.03
Extreme Value Index (regression method)-0.22
VaR(95%) (regression method)0.02
Expected Shortfall (regression method)0.02

DRAW DOWN STATISTICS

Number of observations8
Minimum0.02
Quartile 10.06
Median0.11
Quartile 30.22
Maximum0.48
Mean of quarter 10.02
Mean of quarter 20.07
Mean of quarter 30.18
Mean of quarter 40.37
Inter Quartile Range0.16
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.12
Mean of outliers high0.48
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 observations41
Minimum0.00
Quartile 10.01
Median0.04
Quartile 30.12
Maximum0.53
Mean of quarter 10.00
Mean of quarter 20.03
Mean of quarter 30.07
Mean of quarter 40.24
Inter Quartile Range0.11
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high3
Percentage of outliers high0.07
Mean of outliers high0.39
Extreme Value Index (moments method)0.28
VaR(95%) (moments method)0.26
Expected Shortfall (moments method)0.40
Extreme Value Index (regression method)0.57
VaR(95%) (regression method)0.27
Expected Shortfall (regression method)0.60
Number of observations1
Minimum0.40
Quartile 10.40
Median0.40
Quartile 30.40
Maximum0.40
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
Strat Max DD how much worse than SP500 max DD during strat life?-471368416
Max Equity Drawdown (num days)324
Last 4 Months - Pcnt Negative0.5%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.55
Compounded annual return (geometric extrapolation)0.32
Calmar ratio (compounded annual return / max draw down)0.67
Compounded annual return / average of 25% largest draw downs0.87
Compounded annual return / Expected Shortfall lognormal1.69
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.58
Compounded annual return (geometric extrapolation)0.33
Calmar ratio (compounded annual return / max draw down)0.63
Compounded annual return / average of 25% largest draw downs1.41
Compounded annual return / Expected Shortfall lognormal7.96
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)-0.70
Compounded annual return (geometric extrapolation)-0.58
Calmar ratio (compounded annual return / max draw down)-1.44
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal-15.16

Trading record

Placed 428 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
TSLA short120Jul 24, 2026Aug 4, 2026($1,445)
TSLA long120Jul 23, 2026Jul 24, 2026($3,135)
TSLA long100Jul 9, 2026Jul 16, 2026($1,339)
TSLA long100Jul 6, 2026Jul 8, 2026($413)
TSLA long100Jun 29, 2026Jul 2, 2026$1,016
TSLA long110Jun 9, 2026Jun 24, 2026($4,048)
TSLA long120Jun 3, 2026Jun 5, 2026($2,858)
TSLA short130Jun 1, 2026Jun 3, 2026($1,424)
TSLA long130May 21, 2026Jun 1, 2026($857)
TSLA short130May 18, 2026May 21, 2026($1,674)
TSLA long130Apr 30, 2026May 18, 2026$4,008
TSLA long60Apr 23, 2026Apr 27, 2026($557)
TSLA long120Apr 14, 2026Apr 20, 2026$3,699
TSLA short140Apr 7, 2026Apr 14, 2026($2,644)
TSLA long140Apr 1, 2026Apr 6, 2026($4,487)
TSLA long150Mar 24, 2026Mar 30, 2026($4,335)
TSLA long160Feb 25, 2026Mar 19, 2026($5,955)
TSLA short160Feb 17, 2026Feb 25, 2026($1,705)
TSLA long160Feb 6, 2026Feb 17, 2026($710)
TSLA long170Jan 29, 2026Feb 5, 2026($5,835)
TSLA long85Jan 21, 2026Jan 26, 2026$175
TSLA long85Jan 16, 2026Jan 20, 2026($2,301)
TSLA long170Jan 12, 2026Jan 14, 2026($3,012)
TSLA short170Jan 2, 2026Jan 12, 2026$465
TSLA long160Nov 17, 2025Dec 26, 2025$10,086
TSLA short90Nov 14, 2025Nov 14, 2025($1,617)
TSLA long160Nov 5, 2025Nov 13, 2025($7,260)
TSLA long170Oct 23, 2025Nov 4, 2025$3,488
TSLA long180Oct 6, 2025Oct 16, 2025($4,101)
TSLA short185Oct 3, 2025Oct 3, 2025($1,568)

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.