GLG Nasdaq Alpha V2
Trades Own Strategy BrokerTransmit
- hypothetical · Cumul. Return
- 1.0%
- Max Drawdown
- 1.7%
- Trades
- 3
- Win Trades
- 66.7%
- Profit Factor
- 6.80
- Win Months
- —
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.
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.
Statistics
Overview
| Strategy began | 9/5/2026 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 12 days |
| C2 Rank | 936 |
| Rank at C2 % | Top 6.4% |
| Rank # | #94 |
| What it trades | Futures |
| # Trades | 3 |
| # Profitable | 2 |
| % Profitable | 66.7% |
| Avg trade duration | 3.7 hours |
| Max peak-to-valley drawdown | 1.7% |
| drawdown period | Sept 17, 2026 - Sept 17, 2026 |
| Avg win | $366 |
| Avg loss | $108 |
Ratios
| W:L ratio | 6.78 |
|---|---|
| Sharpe Ratio | — |
| Sortino Ratio | — |
| Calmar Ratio | — |
CORRELATION STATISTICS
| Return Percent SP500 (cumu) during strategy life | -1.1% |
|---|---|
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 2.1% |
Return Statistics
| Ann Return (w trading costs) | 27.3% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.0% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 40.1% |
Slump
| Current Slump as Pcnt Equity | 1.6% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.1% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 0.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| 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 Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 300 |
| C2 Score | 936 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 187702 |
|---|---|
| TOS percent | 100.0% |
Win / Loss
| Avg Loss | $108 |
|---|---|
| Avg Win | $366 |
| # Winners | 2 |
| Sum Trade PL (losers) | $108 |
| Sum Trade PL (winners) | $732 |
| Num Months Winners | 1 |
| # Losers | 1 |
| % Winners | 66.7% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 1 |
|---|
Frequency
| Avg Position Time (mins) | 221.23 |
|---|---|
| Avg Position Time (hrs) | 3.69 |
| Avg Trade Length | 0.20 |
| Last Trade Ago | 0 |
Maximum Adverse Excursion (MAE)
| Hold-and-Hope Ratio | 0.69 |
|---|
DRAW DOWN STATISTICS
| Strat Max DD how much worse than SP500 max DD during strat life? | -398152032 |
|---|---|
| Max Equity Drawdown (num days) | 1 |
| Last 4 Months - Pcnt Negative | 0.0% |
Trading record
Placed 36 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| MNQ Z6 | long | 8 | Sep 17, 2026 | Sep 17, 2026 | ($116) |
| MNQ Z6 | long | 7 | Sep 17, 2026 | Sep 17, 2026 | $269 |
| MNQ Z6 | long | 8 | Sep 16, 2026 | Sep 16, 2026 | $448 |
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.