EUROPEAN INDEX
(130791540)
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.
Financials / Indexes
Focuses on market indexes or interest rates futures.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  

2020  (15.4%)  +91.1%  +7.8%  +74.4%  
2021  (9.8%)  (2.3%)  +28.0%  +6.5%  +4.5%  +6.2%  +15.0%  +0.1%  +6.1%  +62.8% 
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.
Started  $25,000  
Buy Power  $71,648  
Cash  $72,272  
Equity  ($33)  
Cumulative $  $47,238  
Total System Equity  $72,238  
Margined  $590  
Open P/L  ($33) 
Trading Record
Statistics

Strategy began8/26/2020

Suggested Minimum Cap$70,000

Strategy Age (days)395.92

Age13 months ago

What it tradesFutures

# Trades70

# Profitable54

% Profitable77.10%

Avg trade duration7.7 days

Max peaktovalley drawdown21.11%

drawdown periodJan 07, 2021  Feb 25, 2021

Annual Return (Compounded)157.0%

Avg win$1,275

Avg loss$1,351
 Model Account Values (Raw)

Cash$72,272

Margin Used$590

Buying Power$71,648
 Ratios

W:L ratio3.18:1

Sharpe Ratio2.46

Sortino Ratio4.69

Calmar Ratio14.329
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)152.24%

Correlation to SP5000.44440

Return Percent SP500 (cumu) during strategy life28.08%
 Return Statistics

Ann Return (w trading costs)157.0%
 Slump

Current Slump as Pcnt Equity1.20%
 Instruments

Percent Trades Futures0.99%
 Slump

Current Slump, time of slump as pcnt of strategy life0.01%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.570%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex0.01%
 Return Statistics

Ann Return (Compnd, No Fees)165.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss24.50%

Chance of 20% account loss3.50%

Chance of 30% account loss0.50%

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 Automated0.50%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)865

Popularity (Last 6 weeks)965
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score958

Popularity (7 days, Percentile 1000 scale)959
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,352

Avg Win$1,275

Sum Trade PL (losers)$21,630.000
 AUM

AUM (AutoTrader num accounts)15
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$68,868.000

# Winners54

Num Months Winners9
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)1577050
 Win / Loss

# Losers16

% Winners77.1%
 Frequency

Avg Position Time (mins)11047.50

Avg Position Time (hrs)184.12

Avg Trade Length7.7 days

Last Trade Ago2
 Leverage

Daily leverage (average)3.03

Daily leverage (max)6.53
 Regression

Alpha0.23

Beta1.42

Treynor Index0.24
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)41.28

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades2.108

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 trades0.720

Avg(MAE) / Avg(PL)  Losing trades2.115

HoldandHope Ratio0.474
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.49255

SD0.71686

Sharpe ratio (Glass type estimate)2.08207

Sharpe ratio (Hedges UMVUE)1.90275

df9.00000

t1.90066

p0.04490

Lowerbound of 95% confidence interval for Sharpe Ratio0.31227

Upperbound of 95% confidence interval for Sharpe Ratio4.38152

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.41725

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.22275
 Statistics related to Sortino ratio

Sortino ratio18.78580

Upside Potential Ratio20.00820

Upside part of mean1.58966

Downside part of mean0.09712

Upside SD0.80114

Downside SD0.07945

N nonnegative terms8.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.32132

Mean of criterion1.49255

SD of predictor0.07100

SD of criterion0.71686

Covariance0.04209

r0.82707

b (slope, estimate of beta)8.35104

a (intercept, estimate of alpha)1.19083

Mean Square Error0.18266

DF error8.00000

t(b)4.16165

p(b)0.00158

t(a)1.49445

p(a)0.91329

Lowerbound of 95% confidence interval for beta3.72365

Upperbound of 95% confidence interval for beta12.97840

Lowerbound of 95% confidence interval for alpha3.02833

Upperbound of 95% confidence interval for alpha0.64668

Treynor index (mean / b)0.17873

Jensen alpha (a)1.19083
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.24948

SD0.56229

Sharpe ratio (Glass type estimate)2.22212

Sharpe ratio (Hedges UMVUE)2.03074

df9.00000

t2.02851

p0.03656

Lowerbound of 95% confidence interval for Sharpe Ratio0.20073

Upperbound of 95% confidence interval for Sharpe Ratio4.54598

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.31230

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.37378
 Statistics related to Sortino ratio

Sortino ratio15.19750

Upside Potential Ratio16.41610

Upside part of mean1.34968

Downside part of mean0.10019

Upside SD0.63867

Downside SD0.08222

N nonnegative terms8.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.31424

Mean of criterion1.24948

SD of predictor0.06853

SD of criterion0.56229

Covariance0.03193

r0.82848

b (slope, estimate of beta)6.79749

a (intercept, estimate of alpha)0.88660

Mean Square Error0.11155

DF error8.00000

t(b)4.18430

p(b)0.00153

t(a)1.41162

p(a)0.90212

Lowerbound of 95% confidence interval for beta3.05133

Upperbound of 95% confidence interval for beta10.54360

Lowerbound of 95% confidence interval for alpha2.33493

Upperbound of 95% confidence interval for alpha0.56174

Treynor index (mean / b)0.18382

Jensen alpha (a)0.88660
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.15030

Expected Shortfall on VaR0.20461
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00875

Expected Shortfall on VaR0.02342
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.93036

Quartile 11.01939

Median1.06274

Quartile 31.13828

Maximum1.66029

Mean of quarter 10.97964

Mean of quarter 21.04696

Mean of quarter 31.09130

Mean of quarter 41.35054

Inter Quartile Range0.11890

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high1.66029
 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)0.52884

VaR(95%) (regression method)0.08161

Expected Shortfall (regression method)0.26508
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.07581

Quartile 10.07581

Median0.07581

Quartile 30.07581

Maximum0.07581

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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)2.27924

Compounded annual return (geometric extrapolation)2.58727

Calmar ratio (compounded annual return / max draw down)34.12690

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal12.64460

0.00000

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

Mean1.28895

SD0.43384

Sharpe ratio (Glass type estimate)2.97101

Sharpe ratio (Hedges UMVUE)2.96160

df237.00000

t2.83167

p0.00251

Lowerbound of 95% confidence interval for Sharpe Ratio0.89427

Upperbound of 95% confidence interval for Sharpe Ratio5.04167

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.88798

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.03522
 Statistics related to Sortino ratio

Sortino ratio5.82970

Upside Potential Ratio11.59700

Upside part of mean2.56410

Downside part of mean1.27515

Upside SD0.38064

Downside SD0.22110

N nonnegative terms139.00000

N negative terms99.00000
 Statistics related to linear regression on benchmark

N of observations238.00000

Mean of predictor0.28181

Mean of criterion1.28895

SD of predictor0.13358

SD of criterion0.43384

Covariance0.02609

r0.45020

b (slope, estimate of beta)1.46217

a (intercept, estimate of alpha)0.87700

Mean Square Error0.15071

DF error236.00000

t(b)7.74543

p(b)0.00000

t(a)2.13476

p(a)0.01691

Lowerbound of 95% confidence interval for beta1.09027

Upperbound of 95% confidence interval for beta1.83408

Lowerbound of 95% confidence interval for alpha0.06765

Upperbound of 95% confidence interval for alpha1.68615

Treynor index (mean / b)0.88153

Jensen alpha (a)0.87690
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.19537

SD0.42330

Sharpe ratio (Glass type estimate)2.82393

Sharpe ratio (Hedges UMVUE)2.81498

df237.00000

t2.69148

p0.00381

Lowerbound of 95% confidence interval for Sharpe Ratio0.74899

Upperbound of 95% confidence interval for Sharpe Ratio4.89305

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.74302

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.88695
 Statistics related to Sortino ratio

Sortino ratio5.16455

Upside Potential Ratio10.78540

Upside part of mean2.49636

Downside part of mean1.30098

Upside SD0.36099

Downside SD0.23146

N nonnegative terms139.00000

N negative terms99.00000
 Statistics related to linear regression on benchmark

N of observations238.00000

Mean of predictor0.27274

Mean of criterion1.19537

SD of predictor0.13370

SD of criterion0.42330

Covariance0.02604

r0.46018

b (slope, estimate of beta)1.45691

a (intercept, estimate of alpha)0.79802

Mean Square Error0.14184

DF error236.00000

t(b)7.96250

p(b)0.00000

t(a)2.00363

p(a)0.02313

Lowerbound of 95% confidence interval for beta1.09645

Upperbound of 95% confidence interval for beta1.81738

Lowerbound of 95% confidence interval for alpha0.01337

Upperbound of 95% confidence interval for alpha1.58267

Treynor index (mean / b)0.82048

Jensen alpha (a)0.79802
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03772

Expected Shortfall on VaR0.04814
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00961

Expected Shortfall on VaR0.02164
 ORDER STATISTICS
 Quartiles of return rates

Number of observations238.00000

Minimum0.85853

Quartile 10.99518

Median1.00225

Quartile 31.01114

Maximum1.19921

Mean of quarter 10.98251

Mean of quarter 20.99884

Mean of quarter 31.00634

Mean of quarter 41.03233

Inter Quartile Range0.01595

Number outliers low8.00000

Percentage of outliers low0.03361

Mean of outliers low0.94318

Number of outliers high17.00000

Percentage of outliers high0.07143

Mean of outliers high1.06979
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.58593

VaR(95%) (moments method)0.01728

Expected Shortfall (moments method)0.04612

Extreme Value Index (regression method)0.55848

VaR(95%) (regression method)0.01698

Expected Shortfall (regression method)0.04275
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00228

Quartile 10.00519

Median0.01834

Quartile 30.05020

Maximum0.16737

Mean of quarter 10.00345

Mean of quarter 20.01180

Mean of quarter 30.03477

Mean of quarter 40.09782

Inter Quartile Range0.04501

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.08696

Mean of outliers high0.16376
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.27984

VaR(95%) (moments method)0.11015

Expected Shortfall (moments method)0.17625

Extreme Value Index (regression method)0.19321

VaR(95%) (regression method)0.09798

Expected Shortfall (regression method)0.11804
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)2.24360

Compounded annual return (geometric extrapolation)2.39832

Calmar ratio (compounded annual return / max draw down)14.32910

Compounded annual return / average of 25% largest draw downs24.51740

Compounded annual return / Expected Shortfall lognormal49.82300

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

Mean0.89599

SD0.27016

Sharpe ratio (Glass type estimate)3.31648

Sharpe ratio (Hedges UMVUE)3.29731

df130.00000

t2.34511

p0.39927

Lowerbound of 95% confidence interval for Sharpe Ratio0.50942

Upperbound of 95% confidence interval for Sharpe Ratio6.11124

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.49668

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.09795
 Statistics related to Sortino ratio

Sortino ratio5.58223

Upside Potential Ratio12.14540

Upside part of mean1.94943

Downside part of mean1.05344

Upside SD0.22301

Downside SD0.16051

N nonnegative terms75.00000

N negative terms56.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.89599

SD of predictor0.10886

SD of criterion0.27016

Covariance0.00856

r0.29114

b (slope, estimate of beta)0.72255

a (intercept, estimate of alpha)0.72291

Mean Square Error0.06732

DF error129.00000

t(b)3.45650

p(b)0.31731

t(a)1.95206

p(a)0.39268

Lowerbound of 95% confidence interval for beta0.30896

Upperbound of 95% confidence interval for beta1.13615

Lowerbound of 95% confidence interval for alpha0.00980

Upperbound of 95% confidence interval for alpha1.45562

Treynor index (mean / b)1.24003

Jensen alpha (a)0.72291
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.85834

SD0.26963

Sharpe ratio (Glass type estimate)3.18339

Sharpe ratio (Hedges UMVUE)3.16498

df130.00000

t2.25099

p0.40316

Lowerbound of 95% confidence interval for Sharpe Ratio0.37885

Upperbound of 95% confidence interval for Sharpe Ratio5.97610

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36661

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.96336
 Statistics related to Sortino ratio

Sortino ratio5.22625

Upside Potential Ratio11.72060

Upside part of mean1.92495

Downside part of mean1.06661

Upside SD0.21905

Downside SD0.16424

N nonnegative terms75.00000

N negative terms56.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.85834

SD of predictor0.10884

SD of criterion0.26963

Covariance0.00854

r0.29109

b (slope, estimate of beta)0.72111

a (intercept, estimate of alpha)0.68993

Mean Square Error0.06706

DF error129.00000

t(b)3.45583

p(b)0.31734

t(a)1.86751

p(a)0.39717

VAR (95 Confidence Intrvl)0.03800

Lowerbound of 95% confidence interval for beta0.30826

Upperbound of 95% confidence interval for beta1.13395

Lowerbound of 95% confidence interval for alpha0.04101

Upperbound of 95% confidence interval for alpha1.42088

Treynor index (mean / b)1.19031

Jensen alpha (a)0.68993
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02383

Expected Shortfall on VaR0.03059
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00819

Expected Shortfall on VaR0.01771
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.92904

Quartile 10.99507

Median1.00208

Quartile 31.01074

Maximum1.06235

Mean of quarter 10.98613

Mean of quarter 20.99855

Mean of quarter 31.00602

Mean of quarter 41.02349

Inter Quartile Range0.01566

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.94903

Number of outliers high8.00000

Percentage of outliers high0.06107

Mean of outliers high1.04297
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.63652

VaR(95%) (moments method)0.01533

Expected Shortfall (moments method)0.04387

Extreme Value Index (regression method)0.70339

VaR(95%) (regression method)0.01267

Expected Shortfall (regression method)0.03963
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00246

Quartile 10.00519

Median0.01549

Quartile 30.03545

Maximum0.09115

Mean of quarter 10.00349

Mean of quarter 20.01010

Mean of quarter 30.02150

Mean of quarter 40.06318

Inter Quartile Range0.03026

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.06667

Mean of outliers high0.09115
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.64646

VaR(95%) (moments method)0.07231

Expected Shortfall (moments method)0.07940

Extreme Value Index (regression method)0.32613

VaR(95%) (regression method)0.07329

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.10550

Strat Max DD how much worse than SP500 max DD during strat life?283427000

Max Equity Drawdown (num days)49
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.11512

Compounded annual return (geometric extrapolation)1.42600

Calmar ratio (compounded annual return / max draw down)15.64450

Compounded annual return / average of 25% largest draw downs22.56940

Compounded annual return / Expected Shortfall lognormal46.62030
Strategy Description
Location: London
Experience In Markets: 15 years
Job Title: Equity Trader
Preferred Markets: Equity Futures
Sharpe Ratio: 1.01
Description from the strategy designer:
The focus of London Equities is to capitalize on stock markets worldwide. Our strategies typically build exposure to the long side of the stock markets, but in certain periods, and on certain occasions we may initiate the occasional short sell position, as well as building a market neutral portfolio when the market climate dictates.
Year on year equities will typically increase in value, and our strategies will aim to increase that natural appreciation in value, by a multiple of 2 to 3.
This particular strategy focuses on providing European exposure for your portfolio and will tend to invest into the DAX in Germany, the FTSE in the UK, and the CAC in France. We may occasionally build exposure to the US markets.
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.