dow m
(125624499)
Subscription terms. Subscriptions to this system cost $125.00 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.
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  +8.6%  +5.0%  +4.5%  +19.2%  
2020  (0.3%)  +9.9%  +4.7%  +2.0%  +0.1%  (0.1%)  (3.2%)  +10.1%  +1.8%  (2.7%)  (4.6%)  +7.0%  +26.0% 
2021  (3.3%)  +4.8%  +9.5%  +5.9%  +6.7%  +0.1%  +42.4%  +4.9%  (0.8%)  +85.6% 
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  $32,400  
Buy Power  $95,791  
Cash  $97,985  
Equity  ($743)  
Cumulative $  $64,841  
Total System Equity  $97,241  
Margined  $1,450  
Open P/L  ($743) 
Trading Record
Statistics

Strategy began10/3/2019

Suggested Minimum Cap$90,000

Strategy Age (days)723.09

Age24 months ago

What it tradesFutures

# Trades487

# Profitable239

% Profitable49.10%

Avg trade duration14.5 hours

Max peaktovalley drawdown10.14%

drawdown periodOct 02, 2020  Dec 14, 2020

Annual Return (Compounded)67.3%

Avg win$407.18

Avg loss$130.95
 Model Account Values (Raw)

Cash$97,985

Margin Used$1,450

Buying Power$95,791
 Ratios

W:L ratio3.00:1

Sharpe Ratio2.47

Sortino Ratio5.82

Calmar Ratio11.653
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)125.63%

Correlation to SP5000.01850

Return Percent SP500 (cumu) during strategy life53.08%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)67.3%
 Slump

Current Slump as Pcnt Equity1.40%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.673%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)74.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss0.50%

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 Automated96.41%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)904

Popularity (Last 6 weeks)988
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)943
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$131

Avg Win$407

Sum Trade PL (losers)$32,476.000
 AUM

AUM (AutoTrader num accounts)13
 Age

Num Months filled monthly returns table24
 Win / Loss

Sum Trade PL (winners)$97,317.000

# Winners239

Num Months Winners17
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)1599490
 Win / Loss

# Losers248

% Winners49.1%
 Frequency

Avg Position Time (mins)869.17

Avg Position Time (hrs)14.49

Avg Trade Length0.6 days

Last Trade Ago19
 Leverage

Daily leverage (average)2.21

Daily leverage (max)16.61
 Regression

Alpha0.14

Beta0.01

Treynor Index11.39
 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)0.12

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades1.290

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.273

Avg(MAE) / Avg(PL)  Losing trades1.031

HoldandHope Ratio0.777
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.58197

SD0.21747

Sharpe ratio (Glass type estimate)2.67606

Sharpe ratio (Hedges UMVUE)2.58361

df22.00000

t3.70484

p0.00062

Lowerbound of 95% confidence interval for Sharpe Ratio1.03353

Upperbound of 95% confidence interval for Sharpe Ratio4.27210

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97519

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.19202
 Statistics related to Sortino ratio

Sortino ratio15.71770

Upside Potential Ratio17.07540

Upside part of mean0.63223

Downside part of mean0.05027

Upside SD0.26850

Downside SD0.03703

N nonnegative terms18.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.21490

Mean of criterion0.58197

SD of predictor0.23712

SD of criterion0.21747

Covariance0.01173

r0.22754

b (slope, estimate of beta)0.20869

a (intercept, estimate of alpha)0.62681

Mean Square Error0.04698

DF error21.00000

t(b)1.07082

p(b)0.64360

t(a)3.86763

p(a)0.11997

Lowerbound of 95% confidence interval for beta0.61398

Upperbound of 95% confidence interval for beta0.19660

Lowerbound of 95% confidence interval for alpha0.28978

Upperbound of 95% confidence interval for alpha0.96385

Treynor index (mean / b)2.78865

Jensen alpha (a)0.62681
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.54713

SD0.20239

Sharpe ratio (Glass type estimate)2.70337

Sharpe ratio (Hedges UMVUE)2.60997

df22.00000

t3.74264

p0.00056

Lowerbound of 95% confidence interval for Sharpe Ratio1.05679

Upperbound of 95% confidence interval for Sharpe Ratio4.30321

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.99784

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.22210
 Statistics related to Sortino ratio

Sortino ratio14.57930

Upside Potential Ratio15.93420

Upside part of mean0.59798

Downside part of mean0.05085

Upside SD0.25044

Downside SD0.03753

N nonnegative terms18.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.18223

Mean of criterion0.54713

SD of predictor0.26211

SD of criterion0.20239

Covariance0.01257

r0.23696

b (slope, estimate of beta)0.18297

a (intercept, estimate of alpha)0.58047

Mean Square Error0.04050

DF error21.00000

t(b)1.11774

p(b)0.64943

t(a)3.91165

p(a)0.11791

Lowerbound of 95% confidence interval for beta0.52340

Upperbound of 95% confidence interval for beta0.15746

Lowerbound of 95% confidence interval for alpha0.27187

Upperbound of 95% confidence interval for alpha0.88908

Treynor index (mean / b)2.99023

Jensen alpha (a)0.58047
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04925

Expected Shortfall on VaR0.07196
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00499

Expected Shortfall on VaR0.01263
 ORDER STATISTICS
 Quartiles of return rates

Number of observations23.00000

Minimum0.96400

Quartile 11.00701

Median1.02650

Quartile 31.08729

Maximum1.21995

Mean of quarter 10.98642

Mean of quarter 21.01873

Mean of quarter 31.06831

Mean of quarter 41.13275

Inter Quartile Range0.08028

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04348

Mean of outliers high1.21995
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.75462

VaR(95%) (regression method)0.03131

Expected Shortfall (regression method)0.03837
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00928

Quartile 10.01442

Median0.01993

Quartile 30.02680

Maximum0.03600

Mean of quarter 10.00928

Mean of quarter 20.01613

Mean of quarter 30.02373

Mean of quarter 40.03600

Inter Quartile Range0.01238

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)1.04903

Compounded annual return (geometric extrapolation)0.77719

Calmar ratio (compounded annual return / max draw down)21.58670

Compounded annual return / average of 25% largest draw downs21.58670

Compounded annual return / Expected Shortfall lognormal10.79970

0.00000

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

Mean0.55568

SD0.15907

Sharpe ratio (Glass type estimate)3.49321

Sharpe ratio (Hedges UMVUE)3.48801

df504.00000

t4.84975

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio2.06345

Upperbound of 95% confidence interval for Sharpe Ratio4.91967

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.05995

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.91607
 Statistics related to Sortino ratio

Sortino ratio8.60357

Upside Potential Ratio15.14190

Upside part of mean0.97797

Downside part of mean0.42229

Upside SD0.14920

Downside SD0.06459

N nonnegative terms219.00000

N negative terms286.00000
 Statistics related to linear regression on benchmark

N of observations505.00000

Mean of predictor0.22764

Mean of criterion0.55568

SD of predictor0.26202

SD of criterion0.15907

Covariance0.00035

r0.00845

b (slope, estimate of beta)0.00513

a (intercept, estimate of alpha)0.55700

Mean Square Error0.02535

DF error503.00000

t(b)0.18957

p(b)0.57514

t(a)4.84830

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.05831

Upperbound of 95% confidence interval for beta0.04805

Lowerbound of 95% confidence interval for alpha0.33120

Upperbound of 95% confidence interval for alpha0.78250

Treynor index (mean / b)108.28800

Jensen alpha (a)0.55685
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.54268

SD0.15670

Sharpe ratio (Glass type estimate)3.46307

Sharpe ratio (Hedges UMVUE)3.45791

df504.00000

t4.80791

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio2.03359

Upperbound of 95% confidence interval for Sharpe Ratio4.88925

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.03013

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.88569
 Statistics related to Sortino ratio

Sortino ratio8.33005

Upside Potential Ratio14.84390

Upside part of mean0.96703

Downside part of mean0.42435

Upside SD0.14624

Downside SD0.06515

N nonnegative terms219.00000

N negative terms286.00000
 Statistics related to linear regression on benchmark

N of observations505.00000

Mean of predictor0.19298

Mean of criterion0.54268

SD of predictor0.26379

SD of criterion0.15670

Covariance0.00043

r0.01030

b (slope, estimate of beta)0.00612

a (intercept, estimate of alpha)0.54386

Mean Square Error0.02460

DF error503.00000

t(b)0.23100

p(b)0.59130

t(a)4.80892

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.05815

Upperbound of 95% confidence interval for beta0.04592

Lowerbound of 95% confidence interval for alpha0.32166

Upperbound of 95% confidence interval for alpha0.76605

Treynor index (mean / b)88.69850

Jensen alpha (a)0.54386
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01376

Expected Shortfall on VaR0.01773
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00396

Expected Shortfall on VaR0.00824
 ORDER STATISTICS
 Quartiles of return rates

Number of observations505.00000

Minimum0.96326

Quartile 10.99857

Median1.00000

Quartile 31.00404

Maximum1.08665

Mean of quarter 10.99401

Mean of quarter 20.99982

Mean of quarter 31.00128

Mean of quarter 41.01387

Inter Quartile Range0.00547

Number outliers low19.00000

Percentage of outliers low0.03762

Mean of outliers low0.98460

Number of outliers high48.00000

Percentage of outliers high0.09505

Mean of outliers high1.02429
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01736

VaR(95%) (moments method)0.00420

Expected Shortfall (moments method)0.00588

Extreme Value Index (regression method)0.08968

VaR(95%) (regression method)0.00518

Expected Shortfall (regression method)0.00793
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations35.00000

Minimum0.00020

Quartile 10.00242

Median0.00988

Quartile 30.01738

Maximum0.06602

Mean of quarter 10.00123

Mean of quarter 20.00651

Mean of quarter 30.01350

Mean of quarter 40.03662

Inter Quartile Range0.01496

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.11429

Mean of outliers high0.05175
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.76480

VaR(95%) (moments method)0.03783

Expected Shortfall (moments method)0.04186

Extreme Value Index (regression method)0.14503

VaR(95%) (regression method)0.03955

Expected Shortfall (regression method)0.05021
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.03945

Compounded annual return (geometric extrapolation)0.76930

Calmar ratio (compounded annual return / max draw down)11.65300

Compounded annual return / average of 25% largest draw downs21.00640

Compounded annual return / Expected Shortfall lognormal43.38310

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

Mean1.01461

SD0.21291

Sharpe ratio (Glass type estimate)4.76552

Sharpe ratio (Hedges UMVUE)4.73798

df130.00000

t3.36973

p0.35829

Lowerbound of 95% confidence interval for Sharpe Ratio1.92521

Upperbound of 95% confidence interval for Sharpe Ratio7.58834

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.90697

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.56898
 Statistics related to Sortino ratio

Sortino ratio23.84130

Upside Potential Ratio28.50240

Upside part of mean1.21297

Downside part of mean0.19836

Upside SD0.21703

Downside SD0.04256

N nonnegative terms36.00000

N negative terms95.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion1.01461

SD of predictor0.10886

SD of criterion0.21291

Covariance0.00501

r0.21600

b (slope, estimate of beta)0.42246

a (intercept, estimate of alpha)0.91341

Mean Square Error0.04355

DF error129.00000

t(b)2.51263

p(b)0.36357

t(a)3.06659

p(a)0.33596

Lowerbound of 95% confidence interval for beta0.08980

Upperbound of 95% confidence interval for beta0.75511

Lowerbound of 95% confidence interval for alpha0.32409

Upperbound of 95% confidence interval for alpha1.50273

Treynor index (mean / b)2.40168

Jensen alpha (a)0.91341
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.99087

SD0.20743

Sharpe ratio (Glass type estimate)4.77684

Sharpe ratio (Hedges UMVUE)4.74923

df130.00000

t3.37774

p0.35798

Lowerbound of 95% confidence interval for Sharpe Ratio1.93624

Upperbound of 95% confidence interval for Sharpe Ratio7.59993

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.91795

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.58051
 Statistics related to Sortino ratio

Sortino ratio23.10170

Upside Potential Ratio27.74720

Upside part of mean1.19013

Downside part of mean0.19925

Upside SD0.21121

Downside SD0.04289

N nonnegative terms36.00000

N negative terms95.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.99087

SD of predictor0.10884

SD of criterion0.20743

Covariance0.00492

r0.21778

b (slope, estimate of beta)0.41504

a (intercept, estimate of alpha)0.89395

Mean Square Error0.04131

DF error129.00000

t(b)2.53431

p(b)0.36246

t(a)3.08306

p(a)0.33515

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.09102

Upperbound of 95% confidence interval for beta0.73906

Lowerbound of 95% confidence interval for alpha0.32027

Upperbound of 95% confidence interval for alpha1.46763

Treynor index (mean / b)2.38741

Jensen alpha (a)0.89395
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01715

Expected Shortfall on VaR0.02239
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00216

Expected Shortfall on VaR0.00471
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97810

Quartile 11.00000

Median1.00000

Quartile 31.00119

Maximum1.08665

Mean of quarter 10.99730

Mean of quarter 21.00000

Mean of quarter 31.00007

Mean of quarter 41.01843

Inter Quartile Range0.00119

Number outliers low14.00000

Percentage of outliers low0.10687

Mean of outliers low0.99411

Number of outliers high25.00000

Percentage of outliers high0.19084

Mean of outliers high1.02369
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.30087

VaR(95%) (moments method)0.00160

Expected Shortfall (moments method)0.00184

Extreme Value Index (regression method)0.26195

VaR(95%) (regression method)0.00238

Expected Shortfall (regression method)0.00524
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00110

Quartile 10.00232

Median0.00706

Quartile 30.01376

Maximum0.02961

Mean of quarter 10.00141

Mean of quarter 20.00386

Mean of quarter 30.00998

Mean of quarter 40.02576

Inter Quartile Range0.01144

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 Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?299154000

Max Equity Drawdown (num days)73
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.32855

Compounded annual return (geometric extrapolation)1.76982

Calmar ratio (compounded annual return / max draw down)59.77410

Compounded annual return / average of 25% largest draw downs68.71670

Compounded annual return / Expected Shortfall lognormal79.05730
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.