ALPHA AI Master BY FDG
(124994120)
Subscription terms. Subscriptions to this system cost $49.00 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.
Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2019  +1.5%  (3.3%)  +3.7%  +7.5%  (1.4%)  +7.9%  
2020  (0.3%)  (0.3%)  (0.3%)  +6.8%  +2.2%  (1.9%)  +4.3%  +2.5%  +9.2%  +3.7%  +0.9%  +0.1%  +29.8% 
2021  +13.9%  +1.8%  (2.5%)  +7.5%  +1.7%  (1.9%)  +8.7%  +2.5%  (1.4%)  +33.1% 
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  $25,000  
Buy Power  $42,547  
Cash  $1  
Equity  $1  
Cumulative $  $24,323  
Includes dividends and cashsettled expirations:  $179  Itemized 
Total System Equity  $49,323  
Margined  $1  
Open P/L  $1,461  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began8/19/2019

Suggested Minimum Cap$15,000

Strategy Age (days)768.33

Age26 months ago

What it tradesStocks

# Trades357

# Profitable230

% Profitable64.40%

Avg trade duration10.4 days

Max peaktovalley drawdown19.02%

drawdown periodFeb 11, 2021  March 27, 2021

Annual Return (Compounded)34.2%

Avg win$189.37

Avg loss$162.78
 Model Account Values (Raw)

Cash$41,064

Margin Used$0

Buying Power$42,547
 Ratios

W:L ratio2.12:1

Sharpe Ratio1.36

Sortino Ratio2.25

Calmar Ratio3.348
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)33.91%

Correlation to SP5000.05470

Return Percent SP500 (cumu) during strategy life52.39%
 Return Statistics

Ann Return (w trading costs)34.2%
 Slump

Current Slump as Pcnt Equity3.80%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.07%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.342%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)38.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss22.50%

Chance of 20% account loss3.50%

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 Automated78.18%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)859

Popularity (Last 6 weeks)925
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score939

Popularity (7 days, Percentile 1000 scale)855
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$163

Avg Win$195

Sum Trade PL (losers)$20,673.000
 AUM

AUM (AutoTrader num accounts)4
 Age

Num Months filled monthly returns table26
 Win / Loss

Sum Trade PL (winners)$44,817.000

# Winners230

Num Months Winners17
 Dividends

Dividends Received in Model Acct180
 AUM

AUM (AutoTrader live capital)2043230
 Win / Loss

# Losers127

% Winners64.4%
 Frequency

Avg Position Time (mins)14961.10

Avg Position Time (hrs)249.35

Avg Trade Length10.4 days

Last Trade Ago12
 Leverage

Daily leverage (average)1.02

Daily leverage (max)3.98
 Regression

Alpha0.08

Beta0.04

Treynor Index2.04
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.41

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades2.573

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.04

Avg(MAE) / Avg(PL)  Winning trades0.530

Avg(MAE) / Avg(PL)  Losing trades1.499

HoldandHope Ratio0.410
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.34225

SD0.14691

Sharpe ratio (Glass type estimate)2.32970

Sharpe ratio (Hedges UMVUE)2.24921

df22.00000

t3.22532

p0.00195

Lowerbound of 95% confidence interval for Sharpe Ratio0.73583

Upperbound of 95% confidence interval for Sharpe Ratio3.88071

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.68527

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.81315
 Statistics related to Sortino ratio

Sortino ratio13.15070

Upside Potential Ratio14.41820

Upside part of mean0.37523

Downside part of mean0.03299

Upside SD0.17242

Downside SD0.02602

N nonnegative terms17.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.22969

Mean of criterion0.34225

SD of predictor0.24396

SD of criterion0.14691

Covariance0.00449

r0.12532

b (slope, estimate of beta)0.07546

a (intercept, estimate of alpha)0.32491

Mean Square Error0.02225

DF error21.00000

t(b)0.57884

p(b)0.42043

t(a)2.90525

p(a)0.17620

Lowerbound of 95% confidence interval for beta0.19566

Upperbound of 95% confidence interval for beta0.34658

Lowerbound of 95% confidence interval for alpha0.09234

Upperbound of 95% confidence interval for alpha0.55749

Treynor index (mean / b)4.53526

Jensen alpha (a)0.32491
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32717

SD0.14028

Sharpe ratio (Glass type estimate)2.33220

Sharpe ratio (Hedges UMVUE)2.25163

df22.00000

t3.22879

p0.00193

Lowerbound of 95% confidence interval for Sharpe Ratio0.73801

Upperbound of 95% confidence interval for Sharpe Ratio3.88349

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.68738

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.81587
 Statistics related to Sortino ratio

Sortino ratio12.43590

Upside Potential Ratio13.69980

Upside part of mean0.36043

Downside part of mean0.03325

Upside SD0.16448

Downside SD0.02631

N nonnegative terms17.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.19631

Mean of criterion0.32717

SD of predictor0.26122

SD of criterion0.14028

Covariance0.00475

r0.12954

b (slope, estimate of beta)0.06957

a (intercept, estimate of alpha)0.31352

Mean Square Error0.02027

DF error21.00000

t(b)0.59866

p(b)0.41776

t(a)2.97622

p(a)0.17125

Lowerbound of 95% confidence interval for beta0.17209

Upperbound of 95% confidence interval for beta0.31123

Lowerbound of 95% confidence interval for alpha0.09445

Upperbound of 95% confidence interval for alpha0.53258

Treynor index (mean / b)4.70299

Jensen alpha (a)0.31352
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03858

Expected Shortfall on VaR0.05461
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00379

Expected Shortfall on VaR0.00932
 ORDER STATISTICS
 Quartiles of return rates

Number of observations23.00000

Minimum0.97170

Quartile 11.00144

Median1.01075

Quartile 31.06000

Maximum1.12957

Mean of quarter 10.99179

Mean of quarter 21.00730

Mean of quarter 31.03158

Mean of quarter 41.09285

Inter Quartile Range0.05856

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)5.82320

VaR(95%) (moments method)0.00346

Expected Shortfall (moments method)0.00347

Extreme Value Index (regression method)0.06682

VaR(95%) (regression method)0.01938

Expected Shortfall (regression method)0.03325
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00081

Quartile 10.00466

Median0.01007

Quartile 30.01773

Maximum0.02830

Mean of quarter 10.00081

Mean of quarter 20.00594

Mean of quarter 30.01420

Mean of quarter 40.02830

Inter Quartile Range0.01307

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.50870

Compounded annual return (geometric extrapolation)0.42629

Calmar ratio (compounded annual return / max draw down)15.06280

Compounded annual return / average of 25% largest draw downs15.06280

Compounded annual return / Expected Shortfall lognormal7.80634

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.33330

SD0.16869

Sharpe ratio (Glass type estimate)1.97585

Sharpe ratio (Hedges UMVUE)1.97296

df512.00000

t2.76479

p0.00295

Lowerbound of 95% confidence interval for Sharpe Ratio0.56902

Upperbound of 95% confidence interval for Sharpe Ratio3.38083

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.56707

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.37884
 Statistics related to Sortino ratio

Sortino ratio3.39081

Upside Potential Ratio10.04410

Upside part of mean0.98729

Downside part of mean0.65399

Upside SD0.13843

Downside SD0.09830

N nonnegative terms255.00000

N negative terms258.00000
 Statistics related to linear regression on benchmark

N of observations513.00000

Mean of predictor0.22016

Mean of criterion0.33330

SD of predictor0.25461

SD of criterion0.16869

Covariance0.00261

r0.06078

b (slope, estimate of beta)0.04027

a (intercept, estimate of alpha)0.32400

Mean Square Error0.02841

DF error511.00000

t(b)1.37656

p(b)0.08463

t(a)2.68976

p(a)0.00369

Lowerbound of 95% confidence interval for beta0.01720

Upperbound of 95% confidence interval for beta0.09774

Lowerbound of 95% confidence interval for alpha0.08747

Upperbound of 95% confidence interval for alpha0.56141

Treynor index (mean / b)8.27667

Jensen alpha (a)0.32444
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.31899

SD0.16761

Sharpe ratio (Glass type estimate)1.90319

Sharpe ratio (Hedges UMVUE)1.90040

df512.00000

t2.66312

p0.00399

Lowerbound of 95% confidence interval for Sharpe Ratio0.49680

Upperbound of 95% confidence interval for Sharpe Ratio3.30782

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.49489

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.30592
 Statistics related to Sortino ratio

Sortino ratio3.20945

Upside Potential Ratio9.83803

Upside part of mean0.97781

Downside part of mean0.65882

Upside SD0.13619

Downside SD0.09939

N nonnegative terms255.00000

N negative terms258.00000
 Statistics related to linear regression on benchmark

N of observations513.00000

Mean of predictor0.18726

Mean of criterion0.31899

SD of predictor0.25741

SD of criterion0.16761

Covariance0.00257

r0.05964

b (slope, estimate of beta)0.03883

a (intercept, estimate of alpha)0.31172

Mean Square Error0.02805

DF error511.00000

t(b)1.35055

p(b)0.08872

t(a)2.60187

p(a)0.00477

Lowerbound of 95% confidence interval for beta0.01766

Upperbound of 95% confidence interval for beta0.09532

Lowerbound of 95% confidence interval for alpha0.07635

Upperbound of 95% confidence interval for alpha0.54709

Treynor index (mean / b)8.21463

Jensen alpha (a)0.31172
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01569

Expected Shortfall on VaR0.01993
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00569

Expected Shortfall on VaR0.01195
 ORDER STATISTICS
 Quartiles of return rates

Number of observations513.00000

Minimum0.96360

Quartile 10.99800

Median1.00010

Quartile 31.00414

Maximum1.07001

Mean of quarter 10.99077

Mean of quarter 20.99951

Mean of quarter 31.00180

Mean of quarter 41.01351

Inter Quartile Range0.00614

Number outliers low30.00000

Percentage of outliers low0.05848

Mean of outliers low0.97916

Number of outliers high49.00000

Percentage of outliers high0.09552

Mean of outliers high1.02283
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.28686

VaR(95%) (moments method)0.00713

Expected Shortfall (moments method)0.01272

Extreme Value Index (regression method)0.07271

VaR(95%) (regression method)0.00858

Expected Shortfall (regression method)0.01216
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations37.00000

Minimum0.00013

Quartile 10.00246

Median0.00984

Quartile 30.02277

Maximum0.12387

Mean of quarter 10.00127

Mean of quarter 20.00573

Mean of quarter 30.01512

Mean of quarter 40.06726

Inter Quartile Range0.02031

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high5.00000

Percentage of outliers high0.13514

Mean of outliers high0.09059
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.54587

VaR(95%) (moments method)0.05871

Expected Shortfall (moments method)0.06797

Extreme Value Index (regression method)0.85137

VaR(95%) (regression method)0.07428

Expected Shortfall (regression method)0.08190
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.49660

Compounded annual return (geometric extrapolation)0.41467

Calmar ratio (compounded annual return / max draw down)3.34761

Compounded annual return / average of 25% largest draw downs6.16478

Compounded annual return / Expected Shortfall lognormal20.80340

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.34660

SD0.22731

Sharpe ratio (Glass type estimate)1.52477

Sharpe ratio (Hedges UMVUE)1.51596

df130.00000

t1.07818

p0.45293

Lowerbound of 95% confidence interval for Sharpe Ratio1.25613

Upperbound of 95% confidence interval for Sharpe Ratio4.29987

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26196

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.29388
 Statistics related to Sortino ratio

Sortino ratio2.63086

Upside Potential Ratio10.17310

Upside part of mean1.34024

Downside part of mean0.99364

Upside SD0.18541

Downside SD0.13174

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23859

Mean of criterion0.34660

SD of predictor0.10472

SD of criterion0.22731

Covariance0.00971

r0.40805

b (slope, estimate of beta)0.88571

a (intercept, estimate of alpha)0.13528

Mean Square Error0.04340

DF error129.00000

t(b)5.07640

p(b)0.24763

t(a)0.45463

p(a)0.47454

Lowerbound of 95% confidence interval for beta0.54051

Upperbound of 95% confidence interval for beta1.23092

Lowerbound of 95% confidence interval for alpha0.45343

Upperbound of 95% confidence interval for alpha0.72399

Treynor index (mean / b)0.39132

Jensen alpha (a)0.13528
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32101

SD0.22542

Sharpe ratio (Glass type estimate)1.42406

Sharpe ratio (Hedges UMVUE)1.41583

df130.00000

t1.00696

p0.45601

Lowerbound of 95% confidence interval for Sharpe Ratio1.35581

Upperbound of 95% confidence interval for Sharpe Ratio4.19861

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.36131

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.19297
 Statistics related to Sortino ratio

Sortino ratio2.40739

Upside Potential Ratio9.92451

Upside part of mean1.32336

Downside part of mean1.00235

Upside SD0.18176

Downside SD0.13334

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23302

Mean of criterion0.32101

SD of predictor0.10470

SD of criterion0.22542

Covariance0.00966

r0.40933

b (slope, estimate of beta)0.88130

a (intercept, estimate of alpha)0.11565

Mean Square Error0.04263

DF error129.00000

t(b)5.09553

p(b)0.24688

t(a)0.39235

p(a)0.47803

VAR (95 Confidence Intrvl)0.01600

Lowerbound of 95% confidence interval for beta0.53910

Upperbound of 95% confidence interval for beta1.22349

Lowerbound of 95% confidence interval for alpha0.46753

Upperbound of 95% confidence interval for alpha0.69882

Treynor index (mean / b)0.36424

Jensen alpha (a)0.11565
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02145

Expected Shortfall on VaR0.02711
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00831

Expected Shortfall on VaR0.01680
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96360

Quartile 10.99548

Median1.00045

Quartile 31.00490

Maximum1.07001

Mean of quarter 10.98652

Mean of quarter 20.99868

Mean of quarter 31.00237

Mean of quarter 41.01819

Inter Quartile Range0.00942

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.97432

Number of outliers high10.00000

Percentage of outliers high0.07634

Mean of outliers high1.03454
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16124

VaR(95%) (moments method)0.01234

Expected Shortfall (moments method)0.01887

Extreme Value Index (regression method)0.15166

VaR(95%) (regression method)0.01328

Expected Shortfall (regression method)0.02038
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00152

Quartile 10.03405

Median0.03831

Quartile 30.08987

Maximum0.12387

Mean of quarter 10.01779

Mean of quarter 20.03831

Mean of quarter 30.08987

Mean of quarter 40.12387

Inter Quartile Range0.05581

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?317122000

Max Equity Drawdown (num days)44
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.38120

Compounded annual return (geometric extrapolation)0.41753

Calmar ratio (compounded annual return / max draw down)3.37068

Compounded annual return / average of 25% largest draw downs3.37068

Compounded annual return / Expected Shortfall lognormal15.39950
Strategy Description
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.