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
06/03/2025
Most recent certification approved
6/3/25 18:00 ET
Trades at broker
Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used
100%
# trading signals issued by system since certification
51
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account
51
Percent signals followed since 06/03/2025
100%
This information was last updated
6/16/25 18:30 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 06/03/2025,
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.
Quantum Flow
(151892259)
Powered by
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Read important
disclosures.
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 | 06/03/2025 |
| Most recent certification approved | 6/3/25 18:00 ET |
| Trades at broker | Interactive Brokers (Stocks, Options, Futures) |
| Scaling percentage used | 100% |
| # trading signals issued by system since certification | 51 |
| # trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account | 51 |
| Percent signals followed since 06/03/2025 | 100% |
| This information was last updated | 6/16/25 18:30 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 06/03/2025, 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.
Powered by
BrokerTransmit.
Read important
disclosures.
Subscription terms. Subscriptions to this system cost $100.00 per month.
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.
Trend-following
Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and time-frames used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.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.
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.
| Started | $100,000 | |
| Buy Power | $48,806 | |
| Cash | $94,868 | |
| Equity | $10,314 | |
| Cumulative $ | $5,182 | |
| Total System Equity | $105,182 | |
| Margined | $56,376 | |
| Open P/L | $10,314 |
Trading Record
symbol.
Statistics
-
Strategy began6/2/2025
-
Suggested Minimum Cap$100,000
-
Strategy Age (days)14.24
-
Age14 days ago
-
What it tradesFutures
-
# Trades26
-
# Profitable14
-
% Profitable53.80%
-
Avg trade duration9.1 hours
-
Max peak-to-valley drawdown8.24%
-
drawdown periodJune 05, 2025 - June 11, 2025
-
Avg win$820.29
-
Avg loss$525.08
- Model Account Values (Raw)
-
Cash$94,868
-
Margin Used$56,376
-
Buying Power$48,806
- Ratios
-
W:L ratio1.82:1
-
Sharpe Ratio
-
Sortino Ratio
-
Calmar Ratio
- CORRELATION STATISTICS
-
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)3.20%
-
Return Percent SP500 (cumu) during strategy life1.64%
- Return Statistics
-
Ann Return (w trading costs)165.5%
- Instruments
-
Percent Trades Optionsn/a
-
Percent Trades Futures1.00%
- Slump
-
Current Slump, time of slump as pcnt of strategy life0.02%
- Instruments
-
Percent Trades Stocksn/a
- Slump
-
Current Slump as Pcnt Equity0.90%
- Instruments
-
Short Options - Percent Covered100.00%
- Return Statistics
-
Return Pcnt Since TOS Statusn/a
-
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.048%
- Instruments
-
Percent Trades Forexn/a
- Return Statistics
-
Ann Return (Compnd, No Fees)234.5%
- Risk of Ruin (Monte-Carlo)
-
Chance of 10% account loss4.50%
-
Chance of 20% account lossn/a
-
Chance of 30% account lossn/a
-
Chance of 40% account lossn/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 Automatedn/a
- Risk of Ruin (Monte-Carlo)
-
Chance of 50% account lossn/a
- Popularity
-
Popularity (Today)494
-
Popularity (Last 6 weeks)755
-
Popularity (7 days, Percentile 1000 scale)0
- Trading Style
-
Any stock shorts? 0/10
- Popularity
-
C2 Score929
- Trades-Own-System Certification
-
Trades Own System?Yes
-
TOS percent100%
- Win / Loss
-
Avg Win$820
-
Avg Loss$525
-
Sum Trade PL (losers)$6,301.000
-
Sum Trade PL (winners)$11,484.000
-
# Winners14
- Dividends
-
Dividends Received in Model Acct0
- AUM
-
AUM (AutoTrader live capital)120033
- Win / Loss
-
Num Months Winners1
- Age
-
Num Months filled monthly returns table1
- Win / Loss
-
# Losers12
-
% Winners53.9%
- Frequency
-
Avg Position Time (mins)546.68
-
Avg Position Time (hrs)9.11
-
Avg Trade Length0.4 days
-
Last Trade Ago0
- Leverage
-
Daily leverage (average)4.39
-
Daily leverage (max)8.18
- Maximum Adverse Excursion (MAE)
-
Hold-and-Hope Ratio-0.410
- Analysis based on DAILY values, last 6 months only
- DRAW DOWN STATISTICS
- Risk estimates based on draw downs (based on Extreme Value T
- assuming Pareto losses only (using partial moments from Sortino statistics)
-
Max Equity Drawdown (num days)6
-
Last 4 Months - Pcnt Negativen/a
-
Strat Max DD how much worse than SP500 max DD during strat life?-408454000
Strategy Description
Quantum Flow is a fully automated, data-driven trading system focused on both Micro E-mini Nasdaq-100 Futures (MNQ) and E-mini Nasdaq-100 Futures (NQ). By merging the key insights from two proven strategies—Quantum MNQ (optimized primarily on post-2020 data) and Quantum NQ (optimized using data from 2005)—this unified approach allows traders to capitalize on Nasdaq-100 market movements with flexibility in contract size and risk tolerance.
• For a More Aggressive Approach: Traders may opt to trade the MNQ contract, which emphasizes recent tech-driven market cycles from 2020 onward.
• For Greater Scalability and Broader Historical Resilience: Traders can choose to trade the NQ contract, refined using data going back to 2005, offering a more measured risk profile over a wider range of market regimes.
Whatever your choice, the system’s underlying algorithms and strict risk management protocols aim to deliver consistent performance in various market conditions.
________________________________________
Key Differentiators
1. Flexibility in Contract Size
o MNQ (Micro Nasdaq-100 Futures) accommodates smaller positions, making it suitable for newer traders or those with lower risk tolerance.
o NQ (E-mini Nasdaq-100 Futures) is designed for traders looking for larger potential profit (and risk) with a more resilient, historically comprehensive model.
2. Comprehensive Data Coverage
o NQ Historical Range (2005–present): Enhances the model’s adaptability across multiple market cycles and volatility regimes.
o MNQ Recent Focus (2020–present): Calibrates aggressively to tech-driven market trends of the last few years, potentially capturing rapid gains—but with higher sensitivity to changing conditions.
3. Consistent, High-Probability Entries
Both MNQ and NQ rely on the same core algorithms that evaluate historical price action, volatility patterns, and broader market indices to generate trade signals. This ensures that every entry is rooted in quantitative evidence rather than guesswork.
________________________________________
Key Features
1. Algorithmic Precision
Proprietary algorithms eliminate emotional bias, scanning historical and real-time market data for statistically robust entry and exit points.
2. Pre-Market Trade Execution
All orders are typically placed after the market closes, giving you ample time to position yourself before the next trading session. Slippage and speed become less of a concern, and you can easily follow signals distributed via email, newsletters, or member portals.
3. Limited, High-Quality Trades
Expect around 20–24 trades per year. We focus on quality over quantity, selecting only setups that align with strong statistical probabilities and favorable market conditions.
4. Disciplined Risk Management
Proprietary models dictate both stop-loss and profit-target levels, ensuring a systematic approach to limiting downside while aiming for optimal upside potential. Position sizing is also guided by quantitative frameworks, allowing each trader to calibrate risk to their comfort level.
5. Minimal Intraday Involvement
Trades are designed to be “set and forget,” with no need for frequent monitoring. This makes the strategy ideal for those who prefer a structured trading routine without the stress of minute-by-minute market swings.
________________________________________
Why Subscribe?
• Data-Driven Confidence
Tap into thoroughly tested algorithms that harness both recent and long-term historical data to identify high-probability trade setups.
• Tailored Risk Profiles
Choose between MNQ for a smaller contract size and potentially more aggressive returns, or NQ for a larger contract size with broader historical grounding.
• Structured Execution
Trade signals are provided after market close, leaving you plenty of time to evaluate positions and place orders.
• Rigorous Risk Controls
Clear stop-losses, profit targets, and position-sizing frameworks promote disciplined trading and help manage drawdowns.
• Transparent & Consistent
Every signal comes with predefined entries, exits, and stop levels—no hidden tactics or discretionary guesswork.
________________________________________
Important Risk Disclaimer
Trading in futures involves substantial risk and is not suitable for all investors. You may lose all or more of your initial investment. Past performance is not indicative of future results; no strategy can guarantee profits or eliminate losses. The information provided here is for educational purposes only and should not be considered financial advice. Always consult a qualified financial professional before making any trading decisions.
________________________________________
Ready to Harness the Power of the Nasdaq-100?
Join Quantum Flow and gain access to a robust, algorithmic strategy that caters to both MNQ (Micro) and NQ (E-mini) Nasdaq-100 contracts. Whether you seek the agility of smaller positions or the scalability of larger contracts, our data-driven approach and disciplined risk management are designed to help you navigate today’s fast-moving markets with confidence.
Subscribe now and let systematic automation guide your next move in the Nasdaq-100 Futures arena!
Latest Activity
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.