Micro Spx Star
(131533776)
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 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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  +1.0%  +11.8%  +10.6%  +24.9%  
2021  (7.2%)  (2.9%)  +6.9%  +10.5%  +8.2%  +4.9%  +3.0%  (1.2%)  (11.1%)  +9.3% 
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  $30,000  
Buy Power  $40,019  
Cash  $1  
Equity  $1  
Cumulative $  $13,069  
Total System Equity  $43,069  
Margined  $1  
Open P/L  $0  
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 began10/6/2020

Suggested Minimum Cap$40,000

Strategy Age (days)354.9

Age12 months ago

What it tradesFutures

# Trades36

# Profitable12

% Profitable33.30%

Avg trade duration7.1 days

Max peaktovalley drawdown16.75%

drawdown periodJan 08, 2021  March 08, 2021

Cumul. Return36.5%

Avg win$2,291

Avg loss$600.92
 Model Account Values (Raw)

Cash$42,932

Margin Used$3,050

Buying Power$40,019
 Ratios

W:L ratio1.91:1

Sharpe Ratio1.45

Sortino Ratio2.18

Calmar Ratio3.594
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)3.98%

Correlation to SP5000.39220

Return Percent SP500 (cumu) during strategy life32.57%
 Return Statistics

Ann Return (w trading costs)37.4%
 Slump

Current Slump as Pcnt Equity17.00%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.21%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.365%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)44.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss17.00%

Chance of 20% account loss1.50%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)744
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score840

Popularity (7 days, Percentile 1000 scale)486
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$601

Avg Win$2,291

Sum Trade PL (losers)$14,422.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$27,492.000

# Winners12

Num Months Winners8
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)42888
 Win / Loss

# Losers24

% Winners33.3%
 Frequency

Avg Position Time (mins)10273.20

Avg Position Time (hrs)171.22

Avg Trade Length7.1 days

Last Trade Ago2
 Leverage

Daily leverage (average)2.62

Daily leverage (max)15.14
 Regression

Alpha0.05

Beta0.57

Treynor Index0.16
 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)0.54

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.836

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.164

Avg(MAE) / Avg(PL)  Losing trades1.242

HoldandHope Ratio0.545
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.49954

SD0.24570

Sharpe ratio (Glass type estimate)2.03314

Sharpe ratio (Hedges UMVUE)1.87607

df10.00000

t1.94658

p0.04010

Lowerbound of 95% confidence interval for Sharpe Ratio0.23706

Upperbound of 95% confidence interval for Sharpe Ratio4.21889

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.32999

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.08213
 Statistics related to Sortino ratio

Sortino ratio6.01306

Upside Potential Ratio7.78466

Upside part of mean0.64671

Downside part of mean0.14718

Upside SD0.26225

Downside SD0.08308

N nonnegative terms7.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.28681

Mean of criterion0.49954

SD of predictor0.07430

SD of criterion0.24570

Covariance0.01080

r0.59186

b (slope, estimate of beta)1.95727

a (intercept, estimate of alpha)0.06183

Mean Square Error0.04358

DF error9.00000

t(b)2.20282

p(b)0.02754

t(a)0.18436

p(a)0.57109

Lowerbound of 95% confidence interval for beta0.05272

Upperbound of 95% confidence interval for beta3.96726

Lowerbound of 95% confidence interval for alpha0.82053

Upperbound of 95% confidence interval for alpha0.69686

Treynor index (mean / b)0.25522

Jensen alpha (a)0.06183
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.46299

SD0.23634

Sharpe ratio (Glass type estimate)1.95898

Sharpe ratio (Hedges UMVUE)1.80764

df10.00000

t1.87558

p0.04509

Lowerbound of 95% confidence interval for Sharpe Ratio0.29765

Upperbound of 95% confidence interval for Sharpe Ratio4.13332

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.38742

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.00270
 Statistics related to Sortino ratio

Sortino ratio5.42731

Upside Potential Ratio7.19039

Upside part of mean0.61339

Downside part of mean0.15040

Upside SD0.24772

Downside SD0.08531

N nonnegative terms7.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.28038

Mean of criterion0.46299

SD of predictor0.07284

SD of criterion0.23634

Covariance0.00994

r0.57718

b (slope, estimate of beta)1.87264

a (intercept, estimate of alpha)0.06207

Mean Square Error0.04139

DF error9.00000

t(b)2.12040

p(b)0.03150

t(a)0.19023

p(a)0.57333

Lowerbound of 95% confidence interval for beta0.12520

Upperbound of 95% confidence interval for beta3.87047

Lowerbound of 95% confidence interval for alpha0.80020

Upperbound of 95% confidence interval for alpha0.67605

Treynor index (mean / b)0.24724

Jensen alpha (a)0.06207
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07099

Expected Shortfall on VaR0.09682
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02309

Expected Shortfall on VaR0.04636
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.93580

Quartile 10.98689

Median1.02788

Quartile 31.09778

Maximum1.14049

Mean of quarter 10.96153

Mean of quarter 21.01297

Mean of quarter 31.09481

Mean of quarter 41.12346

Inter Quartile Range0.11089

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)4.93223

VaR(95%) (moments method)0.03694

Expected Shortfall (moments method)0.03697

Extreme Value Index (regression method)0.39861

VaR(95%) (regression method)0.06948

Expected Shortfall (regression method)0.08641
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.05063

Quartile 10.05641

Median0.06219

Quartile 30.06797

Maximum0.07375

Mean of quarter 10.05063

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.07375

Inter Quartile Range0.01156

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)0.61995

Compounded annual return (geometric extrapolation)0.63378

Calmar ratio (compounded annual return / max draw down)8.59357

Compounded annual return / average of 25% largest draw downs8.59357

Compounded annual return / Expected Shortfall lognormal6.54611

0.00000

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

Mean0.37746

SD0.19517

Sharpe ratio (Glass type estimate)1.93397

Sharpe ratio (Hedges UMVUE)1.92814

df249.00000

t1.88917

p0.03002

Lowerbound of 95% confidence interval for Sharpe Ratio0.08156

Upperbound of 95% confidence interval for Sharpe Ratio3.94570

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08544

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.94173
 Statistics related to Sortino ratio

Sortino ratio3.07380

Upside Potential Ratio10.65060

Upside part of mean1.30788

Downside part of mean0.93042

Upside SD0.15299

Downside SD0.12280

N nonnegative terms125.00000

N negative terms125.00000
 Statistics related to linear regression on benchmark

N of observations250.00000

Mean of predictor0.27683

Mean of criterion0.37746

SD of predictor0.13537

SD of criterion0.19517

Covariance0.01127

r0.42671

b (slope, estimate of beta)0.61524

a (intercept, estimate of alpha)0.20700

Mean Square Error0.03128

DF error248.00000

t(b)7.43033

p(b)0.00000

t(a)1.13497

p(a)0.12874

Lowerbound of 95% confidence interval for beta0.45216

Upperbound of 95% confidence interval for beta0.77832

Lowerbound of 95% confidence interval for alpha0.15232

Upperbound of 95% confidence interval for alpha0.56661

Treynor index (mean / b)0.61352

Jensen alpha (a)0.20714
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35826

SD0.19470

Sharpe ratio (Glass type estimate)1.84010

Sharpe ratio (Hedges UMVUE)1.83455

df249.00000

t1.79747

p0.03674

Lowerbound of 95% confidence interval for Sharpe Ratio0.17463

Upperbound of 95% confidence interval for Sharpe Ratio3.85121

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17836

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.84746
 Statistics related to Sortino ratio

Sortino ratio2.88659

Upside Potential Ratio10.44400

Upside part of mean1.29623

Downside part of mean0.93797

Upside SD0.15113

Downside SD0.12411

N nonnegative terms125.00000

N negative terms125.00000
 Statistics related to linear regression on benchmark

N of observations250.00000

Mean of predictor0.26753

Mean of criterion0.35826

SD of predictor0.13548

SD of criterion0.19470

Covariance0.01122

r0.42525

b (slope, estimate of beta)0.61113

a (intercept, estimate of alpha)0.19477

Mean Square Error0.03118

DF error248.00000

t(b)7.39925

p(b)0.00000

t(a)1.06954

p(a)0.14293

Lowerbound of 95% confidence interval for beta0.44845

Upperbound of 95% confidence interval for beta0.77380

Lowerbound of 95% confidence interval for alpha0.16390

Upperbound of 95% confidence interval for alpha0.55343

Treynor index (mean / b)0.58623

Jensen alpha (a)0.19477
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01825

Expected Shortfall on VaR0.02316
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00815

Expected Shortfall on VaR0.01628
 ORDER STATISTICS
 Quartiles of return rates

Number of observations250.00000

Minimum0.96603

Quartile 10.99575

Median1.00007

Quartile 31.00719

Maximum1.05016

Mean of quarter 10.98708

Mean of quarter 20.99902

Mean of quarter 31.00348

Mean of quarter 41.01660

Inter Quartile Range0.01144

Number outliers low9.00000

Percentage of outliers low0.03600

Mean of outliers low0.97234

Number of outliers high10.00000

Percentage of outliers high0.04000

Mean of outliers high1.03081
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04288

VaR(95%) (moments method)0.01091

Expected Shortfall (moments method)0.01476

Extreme Value Index (regression method)0.18041

VaR(95%) (regression method)0.01218

Expected Shortfall (regression method)0.01575
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00010

Quartile 10.00393

Median0.02400

Quartile 30.03989

Maximum0.13114

Mean of quarter 10.00151

Mean of quarter 20.00963

Mean of quarter 30.03135

Mean of quarter 40.09674

Inter Quartile Range0.03596

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.12500

Mean of outliers high0.12804
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)6.61436

VaR(95%) (moments method)0.09438

Expected Shortfall (moments method)0.09439

Extreme Value Index (regression method)2.68625

VaR(95%) (regression method)0.16364

Expected Shortfall (regression method)0.16498
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.46692

Compounded annual return (geometric extrapolation)0.47133

Calmar ratio (compounded annual return / max draw down)3.59418

Compounded annual return / average of 25% largest draw downs4.87203

Compounded annual return / Expected Shortfall lognormal20.35000

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

Mean0.36397

SD0.16751

Sharpe ratio (Glass type estimate)2.17277

Sharpe ratio (Hedges UMVUE)2.16021

df130.00000

t1.53638

p0.43323

Lowerbound of 95% confidence interval for Sharpe Ratio0.61559

Upperbound of 95% confidence interval for Sharpe Ratio4.95301

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.62400

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.94443
 Statistics related to Sortino ratio

Sortino ratio3.22745

Upside Potential Ratio10.23710

Upside part of mean1.15447

Downside part of mean0.79050

Upside SD0.12504

Downside SD0.11277

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.36397

SD of predictor0.10886

SD of criterion0.16751

Covariance0.00895

r0.49055

b (slope, estimate of beta)0.75487

a (intercept, estimate of alpha)0.18315

Mean Square Error0.02147

DF error129.00000

t(b)6.39375

p(b)0.20073

t(a)0.87564

p(a)0.45111

Lowerbound of 95% confidence interval for beta0.52128

Upperbound of 95% confidence interval for beta0.98846

Lowerbound of 95% confidence interval for alpha0.23068

Upperbound of 95% confidence interval for alpha0.59697

Treynor index (mean / b)0.48216

Jensen alpha (a)0.18315
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34975

SD0.16772

Sharpe ratio (Glass type estimate)2.08529

Sharpe ratio (Hedges UMVUE)2.07323

df130.00000

t1.47452

p0.43587

Lowerbound of 95% confidence interval for Sharpe Ratio0.70196

Upperbound of 95% confidence interval for Sharpe Ratio4.86478

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.71001

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.85647
 Statistics related to Sortino ratio

Sortino ratio3.06632

Upside Potential Ratio10.05280

Upside part of mean1.14662

Downside part of mean0.79687

Upside SD0.12399

Downside SD0.11406

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.34975

SD of predictor0.10884

SD of criterion0.16772

Covariance0.00892

r0.48852

b (slope, estimate of beta)0.75279

a (intercept, estimate of alpha)0.17394

Mean Square Error0.02158

DF error129.00000

t(b)6.35899

p(b)0.20185

t(a)0.82991

p(a)0.45365

VAR (95 Confidence Intrvl)0.01800

Lowerbound of 95% confidence interval for beta0.51857

Upperbound of 95% confidence interval for beta0.98701

Lowerbound of 95% confidence interval for alpha0.24074

Upperbound of 95% confidence interval for alpha0.58863

Treynor index (mean / b)0.46460

Jensen alpha (a)0.17394
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01559

Expected Shortfall on VaR0.01983
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00670

Expected Shortfall on VaR0.01391
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96642

Quartile 10.99604

Median1.00038

Quartile 31.00724

Maximum1.02622

Mean of quarter 10.98888

Mean of quarter 20.99937

Mean of quarter 31.00380

Mean of quarter 41.01400

Inter Quartile Range0.01120

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97180

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02550
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.41223

VaR(95%) (moments method)0.01150

Expected Shortfall (moments method)0.02245

Extreme Value Index (regression method)0.06966

VaR(95%) (regression method)0.01130

Expected Shortfall (regression method)0.01644
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00401

Quartile 10.01490

Median0.02703

Quartile 30.04067

Maximum0.12494

Mean of quarter 10.00641

Mean of quarter 20.02400

Mean of quarter 30.03300

Mean of quarter 40.08664

Inter Quartile Range0.02577

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.14286

Mean of outliers high0.12494
 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?332525000

Max Equity Drawdown (num days)59
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41566

Compounded annual return (geometric extrapolation)0.45886

Calmar ratio (compounded annual return / max draw down)3.67267

Compounded annual return / average of 25% largest draw downs5.29629

Compounded annual return / Expected Shortfall lognormal23.13730
Strategy Description
The strategy seeks to provide notable returns in low volatility environments as well as significant downside protection at times of market stress.
This system will trade as the requirements of c2star.
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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Strategy is now visible
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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.