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These are hypothetical performance results that have certain inherent limitations. Learn more

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 11/29/2023
Most recent certification approved 11/29/23 9:30 ET
Trades at broker Israel Interactive Trading
Scaling percentage used 100%
# trading signals issued by system since certification 171
# trading signals executed in manager's Israel Interactive Trading account 171
Percent signals followed since 11/29/2023 100%
This information was last updated 4/27/24 2:33 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 11/29/2023, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

IT1996
(146539887)

Created by: ItayT96 ItayT96
Started: 11/2023
Stocks
Last trade: Yesterday

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

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.

1.0%
Cumul. Return

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 Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

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

All results are hypothetical.

(9.5%)
Max Drawdown
68
Num Trades
50.0%
Win Trades
1.1 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2023                                                                      (0.2%)+3.4%+3.2%
2024(9.3%)+12.1%+3.5%(6.6%)                                                (1.8%)

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.

Trading Record

This strategy has placed 171 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/1/24 4:00 WING WINGSTOP INC. COMMON STOCK SHORT 4 367.00 4/26 13:58 383.25 n/a ($65)
Includes Typical Broker Commissions trade costs of $0.08
4/18/24 16:28 META META PLATFORMS INC. CLASS A SHORT 4 501.08 4/24 4:49 500.46 0.08%
Trade id #147950578
Max drawdown($6)
Time4/19/24 0:00
Quant open4
Worst price502.80
Drawdown as % of equity-0.08%
$2
Includes Typical Broker Commissions trade costs of $0.08
4/16/24 9:38 ADBE ADOBE INC LONG 10 471.50 4/18 4:00 476.83 0.21%
Trade id #147921810
Max drawdown($18)
Time4/16/24 10:07
Quant open10
Worst price469.69
Drawdown as % of equity-0.21%
$53
Includes Typical Broker Commissions trade costs of $0.20
4/16/24 9:03 TQQQ PROSHARES ULTRAPRO QQQ LONG 70 55.89 4/17 11:32 54.40 1.25%
Trade id #147920837
Max drawdown($105)
Time4/17/24 11:32
Quant open70
Worst price54.38
Drawdown as % of equity-1.25%
($105)
Includes Typical Broker Commissions trade costs of $1.40
4/17/24 8:32 WISA SUMMIT SEMICONDUCTOR INC. COMMON STOCK LONG 20 10.00 4/17 8:39 10.20 n/a $4
Includes Typical Broker Commissions trade costs of $0.40
3/26/24 15:43 SMCI SUPER MICRO COMPUTER SHORT 1 1028.81 4/16 9:14 904.00 0.46%
Trade id #147740000
Max drawdown($40)
Time4/1/24 0:00
Quant open1
Worst price1069.00
Drawdown as % of equity-0.46%
$125
Includes Typical Broker Commissions trade costs of $0.02
1/25/24 4:04 CSCO CISCO SYSTEMS LONG 3 51.44 4/16 9:11 48.39 0.14%
Trade id #147122214
Max drawdown($11)
Time3/1/24 0:00
Quant open3
Worst price47.66
Drawdown as % of equity-0.14%
($9)
Includes Typical Broker Commissions trade costs of $0.06
4/10/24 12:56 META META PLATFORMS INC. CLASS A SHORT 5 520.00 4/16 9:11 499.88 0.23%
Trade id #147862233
Max drawdown($19)
Time4/11/24 0:00
Quant open5
Worst price523.86
Drawdown as % of equity-0.23%
$101
Includes Typical Broker Commissions trade costs of $0.10
4/2/24 9:52 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 200 10.84 4/10 12:12 11.00 1.34%
Trade id #147783148
Max drawdown($111)
Time4/4/24 0:00
Quant open200
Worst price10.28
Drawdown as % of equity-1.34%
$29
Includes Typical Broker Commissions trade costs of $4.00
1/3/24 4:00 COIN COINBASE GLOBAL INC. CLASS A LONG 3 146.26 4/8 12:15 256.09 1.27%
Trade id #146882983
Max drawdown($95)
Time2/7/24 0:00
Quant open3
Worst price114.51
Drawdown as % of equity-1.27%
$329
Includes Typical Broker Commissions trade costs of $0.06
3/20/24 10:47 AMD ADVANCED MICRO DEVICES INC. C LONG 10 179.74 3/27 10:14 177.00 0.91%
Trade id #147693570
Max drawdown($77)
Time3/25/24 0:00
Quant open10
Worst price172.00
Drawdown as % of equity-0.91%
($27)
Includes Typical Broker Commissions trade costs of $0.20
3/19/24 12:40 SMCI SUPER MICRO COMPUTER LONG 1 905.00 3/26 13:31 1070.00 0.59%
Trade id #147686186
Max drawdown($50)
Time3/20/24 0:00
Quant open1
Worst price855.00
Drawdown as % of equity-0.59%
$165
Includes Typical Broker Commissions trade costs of $0.02
3/18/24 9:28 TSLA TESLA INC. LONG 10 170.00 3/21 13:02 173.00 0.49%
Trade id #147661242
Max drawdown($41)
Time3/18/24 9:47
Quant open10
Worst price165.90
Drawdown as % of equity-0.49%
$30
Includes Typical Broker Commissions trade costs of $0.20
3/12/24 10:48 SGOV ISHARES 0-3 MONTH TREASURY BOND ETF LONG 55 100.45 3/20 10:59 100.56 0%
Trade id #147607840
Max drawdown($0)
Time3/12/24 10:51
Quant open55
Worst price100.45
Drawdown as % of equity-0.00%
$5
Includes Typical Broker Commissions trade costs of $1.10
3/18/24 5:28 ADBE ADOBE INC LONG 5 492.00 3/18 9:46 500.00 n/a $40
Includes Typical Broker Commissions trade costs of $0.10
3/13/24 9:36 SMCI SUPER MICRO COMPUTER SHORT 4 1163.56 3/15 14:54 1152.49 1.4%
Trade id #147620566
Max drawdown($116)
Time3/13/24 15:17
Quant open4
Worst price1192.68
Drawdown as % of equity-1.40%
$44
Includes Typical Broker Commissions trade costs of $0.08
1/22/24 4:37 GOOG ALPHABET INC CLASS C LONG 7 148.83 3/5 10:57 140.02 0.82%
Trade id #147080345
Max drawdown($69)
Time3/5/24 10:49
Quant open4
Worst price131.55
Drawdown as % of equity-0.82%
($62)
Includes Typical Broker Commissions trade costs of $0.14
1/25/24 4:25 WDC WESTERN DIGITAL LONG 4 58.45 3/5 10:55 62.50 0.27%
Trade id #147122310
Max drawdown($22)
Time2/21/24 0:00
Quant open4
Worst price52.89
Drawdown as % of equity-0.27%
$16
Includes Typical Broker Commissions trade costs of $0.08
3/4/24 9:25 PANW PALO ALTO NETWORKS LONG 7 301.90 3/4 9:53 296.36 0.48%
Trade id #147526673
Max drawdown($40)
Time3/4/24 9:53
Quant open7
Worst price296.10
Drawdown as % of equity-0.48%
($39)
Includes Typical Broker Commissions trade costs of $0.14
3/4/24 7:02 NVDA NVIDIA SHORT 1 837.00 3/4 9:36 847.17 0.12%
Trade id #147526044
Max drawdown($10)
Time3/4/24 9:36
Quant open1
Worst price847.47
Drawdown as % of equity-0.12%
($10)
Includes Typical Broker Commissions trade costs of $0.02
3/4/24 7:48 TSLA TESLA INC. LONG 17 199.65 3/4 9:33 196.33 0.79%
Trade id #147526200
Max drawdown($66)
Time3/4/24 9:33
Quant open17
Worst price195.73
Drawdown as % of equity-0.79%
($56)
Includes Typical Broker Commissions trade costs of $0.34
1/31/24 15:47 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 500 11.79 3/1 13:38 10.72 6.17%
Trade id #147185199
Max drawdown($518)
Time3/1/24 13:38
Quant open400
Worst price10.50
Drawdown as % of equity-6.17%
($546)
Includes Typical Broker Commissions trade costs of $10.00
3/1/24 9:33 AI C3.AI INC SHORT 60 35.40 3/1 9:36 34.80 n/a $35
Includes Typical Broker Commissions trade costs of $1.20
2/29/24 9:39 PANW PALO ALTO NETWORKS LONG 8 317.50 2/29 11:43 308.93 0.83%
Trade id #147499636
Max drawdown($69)
Time2/29/24 11:43
Quant open8
Worst price308.81
Drawdown as % of equity-0.83%
($69)
Includes Typical Broker Commissions trade costs of $0.16
2/27/24 12:31 PANW PALO ALTO NETWORKS SHORT 4 310.00 2/29 9:33 319.00 0.47%
Trade id #147463587
Max drawdown($39)
Time2/29/24 9:33
Quant open4
Worst price319.93
Drawdown as % of equity-0.47%
($36)
Includes Typical Broker Commissions trade costs of $0.08
1/24/24 16:15 AMD ADVANCED MICRO DEVICES INC. C LONG 1 178.60 2/29 7:55 176.00 0.2%
Trade id #147119886
Max drawdown($16)
Time2/21/24 0:00
Quant open1
Worst price161.81
Drawdown as % of equity-0.20%
($3)
Includes Typical Broker Commissions trade costs of $0.02
2/27/24 12:38 ADBE ADOBE INC SHORT 3 550.00 2/28 10:59 555.13 0.19%
Trade id #147463649
Max drawdown($15)
Time2/28/24 10:59
Quant open3
Worst price555.20
Drawdown as % of equity-0.19%
($15)
Includes Typical Broker Commissions trade costs of $0.06
2/26/24 11:09 SMCI SUPER MICRO COMPUTER SHORT 1 863.19 2/26 13:10 885.70 0.29%
Trade id #147451501
Max drawdown($23)
Time2/26/24 13:10
Quant open1
Worst price887.00
Drawdown as % of equity-0.29%
($23)
Includes Typical Broker Commissions trade costs of $0.02
2/23/24 9:22 ADBE ADOBE INC LONG 2 540.98 2/26 12:38 564.98 n/a $48
Includes Typical Broker Commissions trade costs of $0.04
2/23/24 9:18 PANW PALO ALTO NETWORKS LONG 4 273.50 2/26 10:11 298.84 0.09%
Trade id #147432548
Max drawdown($7)
Time2/23/24 9:35
Quant open4
Worst price271.62
Drawdown as % of equity-0.09%
$101
Includes Typical Broker Commissions trade costs of $0.08

Statistics

  • Strategy began
    11/27/2023
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    151.72
  • Age
    152 days ago
  • What it trades
    Stocks
  • # Trades
    68
  • # Profitable
    34
  • % Profitable
    50.00%
  • Avg trade duration
    20.8 days
  • Max peak-to-valley drawdown
    9.47%
  • drawdown period
    Dec 20, 2023 - Jan 31, 2024
  • Cumul. Return
    1.0%
  • Avg win
    $73.09
  • Avg loss
    $65.56
  • Model Account Values (Raw)
  • Cash
    $7,871
  • Margin Used
    $2,452
  • Buying Power
    $4,777
  • Ratios
  • W:L ratio
    1.14:1
  • Sharpe Ratio
    0.19
  • Sortino Ratio
    0.36
  • Calmar Ratio
    2.576
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -11.12%
  • Correlation to SP500
    -0.04340
  • Return Percent SP500 (cumu) during strategy life
    12.08%
  • Return Statistics
  • Ann Return (w trading costs)
    2.3%
  • Slump
  • Current Slump as Pcnt Equity
    7.90%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.010%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.21%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    9.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • 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
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    626
  • Popularity (7 days, Percentile 1000 scale)
    344
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    937
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Win
    $73
  • Avg Loss
    $66
  • Sum Trade PL (losers)
    $2,229.000
  • # Winners
    34
  • Num Months Winners
    4
  • Age
  • Num Months filled monthly returns table
    6
  • Win / Loss
  • Sum Trade PL (winners)
    $2,485.000
  • Dividends
  • Dividends Received in Model Acct
    46
  • AUM
  • AUM (AutoTrader live capital)
    8266
  • Win / Loss
  • # Losers
    34
  • % Winners
    50.0%
  • Frequency
  • Avg Position Time (mins)
    29951.80
  • Avg Position Time (hrs)
    499.20
  • Avg Trade Length
    20.8 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    1.24
  • Daily leverage (max)
    2.86
  • Regression
  • Alpha
    0.01
  • Beta
    -0.06
  • Treynor Index
    -0.16
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.07
  • Avg(MAE) / Avg(PL) - All trades
    14.584
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.605
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.250
  • Hold-and-Hope Ratio
    0.292
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.12700
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02500
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -347714000
  • Max Equity Drawdown (num days)
    42
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Summary Statistics

Strategy began
2023-11-27
Suggested Minimum Capital
$35,000
Rank at C2 %
Top 6.3%
Rank # 
#70
# Trades
68
# Profitable
34
% Profitable
50.0%
Net Dividends
Correlation S&P500
-0.043
Sharpe Ratio
0.19
Sortino Ratio
0.36
Beta
-0.06
Alpha
0.01
Leverage
1.24 Average
2.86 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

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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.