Collective2 Collective2
For your consideration Orange Cat Management Rank on Leaderboard #4 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

GLG Nasdaq Alpha V2

By GLGCapital

Futures · Started Sep 2026

Trades Own Strategy BrokerTransmit

hypothetical · Cumul. Return
8.3%
Max Drawdown
14.3%
Trades
153
Win Trades
41.2%
Profit Factor
1.20
Win Months
66.7%
Subscribe $49/mo

About this strategy

GLG Nasdaq Alpha V2 is a quantitative, systematic futures trading strategy developed by GLG Capital Management, focused on capturing short-term opportunities in the Nasdaq-100 through Micro E-mini Nasdaq-100 (MNQ) futures.

The strategy is built on a rules-based quantitative framework with predefined entry, exit, position-management, and risk parameters. It operates across two distinct trading sessions and may use position scaling as part of its trade-management methodology.

Risk management is a core component of the strategy. Position sizing and maximum loss parameters are defined in advance, while execution remains systematic and consistent regardless of short-term market outcomes.

GLG Nasdaq Alpha V2 is a live-capital quantitative strategy connected to Collective2 through its BrokerTransmit framework. The strategy is intended for subscribers who understand the volatility and leverage associated with futures trading and who seek exposure to an actively managed quantitative Nasdaq futures strategy.

The objective is to generate attractive long-term risk-adjusted returns through disciplined execution and consistent application of the strategy's quantitative framework. As with all futures strategies, periods of losses and drawdowns should be expected, and past performance does not guarantee future results.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20265.1-5.79.38.3

Statistics

Overview

Strategy began9/5/2026
Suggested Minimum Capital$50,000
Age69 days
C2 Rank937
Rank at C2 %Top 6.3%
Rank ##94
What it tradesFutures
# Trades153
# Profitable63
% Profitable41.2%
Avg trade duration1.1 hours
Max peak-to-valley drawdown14.3%
drawdown periodSept 23, 2026 - Nov 02, 2026
Cumul. Return8.3%
Avg win$474
Avg loss$276

Ratios

W:L ratio1.20
Sharpe Ratio1.28
Sortino Ratio2.70
Calmar Ratio5.09

CORRELATION STATISTICS

Correlation to SP5000.21
Return Percent SP500 (cumu) during strategy life-2.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)10.5%

Return Statistics

Ann Return (w trading costs)49.5%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)65.1%

Slump

Current Slump as Pcnt Equity5.7%
Current Slump, time of slump as pcnt of strategy life0.7%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss14.5%
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)754
C2 Score937
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?187702
TOS percent100.0%

Win / Loss

Avg Loss$276
Avg Win$474
# Winners63
Sum Trade PL (losers)$24,832
Sum Trade PL (winners)$29,885
Num Months Winners2
# Losers90
% Winners41.2%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table3

Frequency

Avg Position Time (mins)66.57
Avg Position Time (hrs)1.11
Avg Trade Length0
Last Trade Ago0

Leverage

Daily leverage (average)6.79
Daily leverage (max)12.03

Regression

Alpha0.13
Beta0.37
Treynor Index0.32

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.01
MAE:Equity, average, losing trades0.01
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-19.50
MAE:PL (avg, all trades)0.23
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.32
Avg(MAE) / Avg(PL) - Losing trades-1.13
Hold-and-Hope Ratio-0.05

RATIO STATISTICS

a (intercept, estimate of alpha)0.56
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-1246422528
Max Equity Drawdown (num days)40
Last 4 Months - Pcnt Negative0.2%

Trading record

Placed 1091 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
@MNQ Z6short2Nov 13, 2026Nov 13, 2026$112
@MNQ Z6short2Nov 13, 2026Nov 13, 2026$110
@MNQ Z6short2Nov 13, 2026Nov 13, 2026($228)
@MNQ Z6long9Nov 13, 2026Nov 13, 2026$394
@MNQ Z6long11Nov 12, 2026Nov 12, 2026$1,628
@MNQ Z6long2Nov 12, 2026Nov 12, 2026($230)
@MNQ Z6short3Nov 12, 2026Nov 12, 2026$107
@MNQ Z6long4Nov 12, 2026Nov 12, 2026($458)
@MNQ Z6short2Nov 12, 2026Nov 12, 2026($228)
@MNQ Z6long18Nov 11, 2026Nov 11, 2026$2,430
@MNQ Z6long2Nov 11, 2026Nov 11, 2026$112
@MNQ Z6long6Nov 11, 2026Nov 11, 2026($7)
@MNQ Z6short4Nov 10, 2026Nov 10, 2026($118)
@MNQ Z6long4Nov 10, 2026Nov 10, 2026($117)
@MNQ Z6short8Nov 10, 2026Nov 10, 2026$441
@MNQ Z6long4Nov 9, 2026Nov 9, 2026$104
@MNQ Z6long5Nov 9, 2026Nov 9, 2026$344
@MNQ Z6short2Nov 6, 2026Nov 6, 2026($233)
@MNQ Z6short4Nov 6, 2026Nov 6, 2026($117)
@MNQ Z6long2Nov 6, 2026Nov 6, 2026($229)
@MNQ Z6long2Nov 6, 2026Nov 6, 2026$110
@MNQ Z6long2Nov 6, 2026Nov 6, 2026$86
@MNQ Z6long2Nov 6, 2026Nov 6, 2026$111
@MNQ Z6long2Nov 6, 2026Nov 6, 2026($229)
@MNQ Z6short6Nov 5, 2026Nov 5, 2026$839
@MNQ Z6short2Nov 5, 2026Nov 5, 2026$112
@MNQ Z6long2Nov 5, 2026Nov 5, 2026($229)
@MNQ Z6long2Nov 5, 2026Nov 5, 2026($229)
@MNQ Z6long4Nov 5, 2026Nov 5, 2026($458)
@MNQ Z6short2Nov 4, 2026Nov 4, 2026($230)

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.