SUPER08H Hedged Stocks
(132165642)
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.
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  +4.2%  +1.9%  +6.1%  
2021  +7.9%  +8.7%  +2.5%  +4.3%  +2.2%  (0.4%)  (0.4%)  +2.4%  (4.1%)  +25.1% 
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  $50,000  
Buy Power  $37,366  
Cash  $32,070  
Equity  $5,295  
Cumulative $  $18,120  
Includes dividends and cashsettled expirations:  $578  Itemized 
Total System Equity  $68,120  
Margined  $0  
Open P/L  $5,295 
Trading Record
Statistics

Strategy began11/9/2020

Suggested Minimum Cap$15,000

Strategy Age (days)320

Age11 months ago

What it tradesStocks

# Trades94

# Profitable49

% Profitable52.10%

Avg trade duration27.0 days

Max peaktovalley drawdown6.73%

drawdown periodMarch 16, 2021  March 24, 2021

Cumul. Return32.8%

Avg win$605.94

Avg loss$269.98
 Model Account Values (Raw)

Cash$32,070

Margin Used$0

Buying Power$37,366
 Ratios

W:L ratio2.54:1

Sharpe Ratio1.8

Sortino Ratio2.76

Calmar Ratio8.292
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)7.31%

Correlation to SP5000.48360

Return Percent SP500 (cumu) during strategy life25.49%
 Return Statistics

Ann Return (w trading costs)37.8%
 Slump

Current Slump as Pcnt Equity5.50%
 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)0.328%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)42.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss3.00%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)546

Popularity (Last 6 weeks)940
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score900

Popularity (7 days, Percentile 1000 scale)884
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$270

Avg Win$606

Sum Trade PL (losers)$12,149.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$29,691.000

# Winners49

Num Months Winners8
 Dividends

Dividends Received in Model Acct579
 AUM

AUM (AutoTrader live capital)67855
 Win / Loss

# Losers45

% Winners52.1%
 Frequency

Avg Position Time (mins)38846.80

Avg Position Time (hrs)647.45

Avg Trade Length27.0 days

Last Trade Ago3
 Leverage

Daily leverage (average)0.90

Daily leverage (max)1.20
 Regression

Alpha0.05

Beta0.58

Treynor Index0.15
 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 trades1.742

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 trades0.227

Avg(MAE) / Avg(PL)  Losing trades1.410

HoldandHope Ratio0.594
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.37697

SD0.13302

Sharpe ratio (Glass type estimate)2.83401

Sharpe ratio (Hedges UMVUE)2.58993

df9.00000

t2.58709

p0.01468

Lowerbound of 95% confidence interval for Sharpe Ratio0.27293

Upperbound of 95% confidence interval for Sharpe Ratio5.28207

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.13203

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.04783
 Statistics related to Sortino ratio

Sortino ratio16.99280

Upside Potential Ratio18.92850

Upside part of mean0.41991

Downside part of mean0.04294

Upside SD0.16515

Downside SD0.02218

N nonnegative terms6.00000

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

N of observations10.00000

Mean of predictor0.25300

Mean of criterion0.37697

SD of predictor0.06236

SD of criterion0.13302

Covariance0.00463

r0.55869

b (slope, estimate of beta)1.19177

a (intercept, estimate of alpha)0.07546

Mean Square Error0.01369

DF error8.00000

t(b)1.90529

p(b)0.04660

t(a)0.37053

p(a)0.36030

Lowerbound of 95% confidence interval for beta0.25065

Upperbound of 95% confidence interval for beta2.63419

Lowerbound of 95% confidence interval for alpha0.39416

Upperbound of 95% confidence interval for alpha0.54508

Treynor index (mean / b)0.31631

Jensen alpha (a)0.07546
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.36289

SD0.12850

Sharpe ratio (Glass type estimate)2.82402

Sharpe ratio (Hedges UMVUE)2.58080

df9.00000

t2.57796

p0.01490

Lowerbound of 95% confidence interval for Sharpe Ratio0.26529

Upperbound of 95% confidence interval for Sharpe Ratio5.26983

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12495

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.03665
 Statistics related to Sortino ratio

Sortino ratio16.29040

Upside Potential Ratio18.22470

Upside part of mean0.40597

Downside part of mean0.04309

Upside SD0.15918

Downside SD0.02228

N nonnegative terms6.00000

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

N of observations10.00000

Mean of predictor0.24811

Mean of criterion0.36289

SD of predictor0.06116

SD of criterion0.12850

Covariance0.00442

r0.56293

b (slope, estimate of beta)1.18273

a (intercept, estimate of alpha)0.06944

Mean Square Error0.01269

DF error8.00000

t(b)1.92643

p(b)0.04511

t(a)0.35420

p(a)0.36617

Lowerbound of 95% confidence interval for beta0.23304

Upperbound of 95% confidence interval for beta2.59850

Lowerbound of 95% confidence interval for alpha0.38263

Upperbound of 95% confidence interval for alpha0.52150

Treynor index (mean / b)0.30682

Jensen alpha (a)0.06944
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03031

Expected Shortfall on VaR0.04513
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00728

Expected Shortfall on VaR0.01360
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.98714

Quartile 10.99676

Median1.04104

Quartile 31.06150

Maximum1.09692

Mean of quarter 10.99129

Mean of quarter 21.01766

Mean of quarter 31.04874

Mean of quarter 41.07692

Inter Quartile Range0.06475

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)12.90320

VaR(95%) (moments method)0.00848

Expected Shortfall (moments method)0.00848

Extreme Value Index (regression method)1.34442

VaR(95%) (regression method)0.01536

Expected Shortfall (regression method)0.01609
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01286

Quartile 10.01304

Median0.01321

Quartile 30.01339

Maximum0.01356

Mean of quarter 10.01286

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.01356

Inter Quartile Range0.00035

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)0.46193

Compounded annual return (geometric extrapolation)0.47815

Calmar ratio (compounded annual return / max draw down)35.25150

Compounded annual return / average of 25% largest draw downs35.25150

Compounded annual return / Expected Shortfall lognormal10.59480

0.00000

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

Mean0.34073

SD0.14899

Sharpe ratio (Glass type estimate)2.28691

Sharpe ratio (Hedges UMVUE)2.27931

df226.00000

t2.12868

p0.01718

Lowerbound of 95% confidence interval for Sharpe Ratio0.16828

Upperbound of 95% confidence interval for Sharpe Ratio4.40063

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16320

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.39542
 Statistics related to Sortino ratio

Sortino ratio3.61736

Upside Potential Ratio11.34260

Upside part of mean1.06841

Downside part of mean0.72767

Upside SD0.11693

Downside SD0.09419

N nonnegative terms127.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations227.00000

Mean of predictor0.24191

Mean of criterion0.34073

SD of predictor0.12383

SD of criterion0.14899

Covariance0.00880

r0.47711

b (slope, estimate of beta)0.57406

a (intercept, estimate of alpha)0.20200

Mean Square Error0.01722

DF error225.00000

t(b)8.14336

p(b)0.00000

t(a)1.42141

p(a)0.07829

Lowerbound of 95% confidence interval for beta0.43515

Upperbound of 95% confidence interval for beta0.71298

Lowerbound of 95% confidence interval for alpha0.07799

Upperbound of 95% confidence interval for alpha0.48171

Treynor index (mean / b)0.59355

Jensen alpha (a)0.20186
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32946

SD0.14876

Sharpe ratio (Glass type estimate)2.21464

Sharpe ratio (Hedges UMVUE)2.20728

df226.00000

t2.06141

p0.02020

Lowerbound of 95% confidence interval for Sharpe Ratio0.09674

Upperbound of 95% confidence interval for Sharpe Ratio4.32778

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09182

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.32274
 Statistics related to Sortino ratio

Sortino ratio3.46773

Upside Potential Ratio11.17330

Upside part of mean1.06154

Downside part of mean0.73208

Upside SD0.11585

Downside SD0.09501

N nonnegative terms127.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations227.00000

Mean of predictor0.23415

Mean of criterion0.32946

SD of predictor0.12386

SD of criterion0.14876

Covariance0.00879

r0.47690

b (slope, estimate of beta)0.57281

a (intercept, estimate of alpha)0.19534

Mean Square Error0.01717

DF error225.00000

t(b)8.13866

p(b)0.00000

t(a)1.37805

p(a)0.08478

Lowerbound of 95% confidence interval for beta0.43412

Upperbound of 95% confidence interval for beta0.71150

Lowerbound of 95% confidence interval for alpha0.08399

Upperbound of 95% confidence interval for alpha0.47467

Treynor index (mean / b)0.57517

Jensen alpha (a)0.19534
 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 VaR0.01754
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00588

Expected Shortfall on VaR0.01186
 ORDER STATISTICS
 Quartiles of return rates

Number of observations227.00000

Minimum0.96906

Quartile 10.99673

Median1.00187

Quartile 31.00573

Maximum1.03355

Mean of quarter 10.99023

Mean of quarter 20.99920

Mean of quarter 31.00394

Mean of quarter 41.01230

Inter Quartile Range0.00900

Number outliers low4.00000

Percentage of outliers low0.01762

Mean of outliers low0.97369

Number of outliers high9.00000

Percentage of outliers high0.03965

Mean of outliers high1.02502
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.02331

VaR(95%) (moments method)0.00847

Expected Shortfall (moments method)0.01177

Extreme Value Index (regression method)0.02545

VaR(95%) (regression method)0.00915

Expected Shortfall (regression method)0.01287
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00097

Quartile 10.00461

Median0.01365

Quartile 30.03310

Maximum0.05180

Mean of quarter 10.00209

Mean of quarter 20.01051

Mean of quarter 30.02078

Mean of quarter 40.04265

Inter Quartile Range0.02849

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)0.90100

VaR(95%) (moments method)0.04688

Expected Shortfall (moments method)0.04878

Extreme Value Index (regression method)0.43047

VaR(95%) (regression method)0.04873

Expected Shortfall (regression method)0.05262
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41887

Compounded annual return (geometric extrapolation)0.42956

Calmar ratio (compounded annual return / max draw down)8.29202

Compounded annual return / average of 25% largest draw downs10.07280

Compounded annual return / Expected Shortfall lognormal24.49190

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

Mean0.15781

SD0.13151

Sharpe ratio (Glass type estimate)1.20003

Sharpe ratio (Hedges UMVUE)1.19309

df130.00000

t0.84855

p0.46289

Lowerbound of 95% confidence interval for Sharpe Ratio1.57791

Upperbound of 95% confidence interval for Sharpe Ratio3.97338

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.58251

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.96869
 Statistics related to Sortino ratio

Sortino ratio1.65987

Upside Potential Ratio8.93541

Upside part of mean0.84953

Downside part of mean0.69171

Upside SD0.09065

Downside SD0.09507

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.15781

SD of predictor0.10886

SD of criterion0.13151

Covariance0.00705

r0.49272

b (slope, estimate of beta)0.59523

a (intercept, estimate of alpha)0.01523

Mean Square Error0.01320

DF error129.00000

t(b)6.43103

p(b)0.19953

t(a)0.09288

p(a)0.49479

Lowerbound of 95% confidence interval for beta0.41210

Upperbound of 95% confidence interval for beta0.77835

Lowerbound of 95% confidence interval for alpha0.30918

Upperbound of 95% confidence interval for alpha0.33964

Treynor index (mean / b)0.26513

Jensen alpha (a)0.01523
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14915

SD0.13176

Sharpe ratio (Glass type estimate)1.13201

Sharpe ratio (Hedges UMVUE)1.12547

df130.00000

t0.80045

p0.46498

Lowerbound of 95% confidence interval for Sharpe Ratio1.64526

Upperbound of 95% confidence interval for Sharpe Ratio3.90506

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.64971

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.90065
 Statistics related to Sortino ratio

Sortino ratio1.55369

Upside Potential Ratio8.80624

Upside part of mean0.84537

Downside part of mean0.69622

Upside SD0.08998

Downside SD0.09600

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.14915

SD of predictor0.10884

SD of criterion0.13176

Covariance0.00706

r0.49243

b (slope, estimate of beta)0.59609

a (intercept, estimate of alpha)0.00994

Mean Square Error0.01325

DF error129.00000

t(b)6.42609

p(b)0.19968

t(a)0.06053

p(a)0.49661

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.41256

Upperbound of 95% confidence interval for beta0.77962

Lowerbound of 95% confidence interval for alpha0.31500

Upperbound of 95% confidence interval for alpha0.33488

Treynor index (mean / b)0.25021

Jensen alpha (a)0.00994
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01274

Expected Shortfall on VaR0.01609
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00564

Expected Shortfall on VaR0.01164
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96906

Quartile 10.99738

Median1.00175

Quartile 31.00502

Maximum1.02723

Mean of quarter 10.99065

Mean of quarter 20.99930

Mean of quarter 31.00357

Mean of quarter 41.00939

Inter Quartile Range0.00764

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97760

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02636
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.17366

VaR(95%) (moments method)0.00782

Expected Shortfall (moments method)0.01233

Extreme Value Index (regression method)0.17414

VaR(95%) (regression method)0.00911

Expected Shortfall (regression method)0.01469
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00097

Quartile 10.00358

Median0.01203

Quartile 30.03898

Maximum0.04711

Mean of quarter 10.00166

Mean of quarter 20.00708

Mean of quarter 30.02592

Mean of quarter 40.04334

Inter Quartile Range0.03540

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)3.41976

VaR(95%) (moments method)0.04614

Expected Shortfall (moments method)0.04620

Extreme Value Index (regression method)0.76089

VaR(95%) (regression method)0.04828

Last 4 Months  Pcnt Negative0.75%

Expected Shortfall (regression method)0.04981

Strat Max DD how much worse than SP500 max DD during strat life?325166000

Max Equity Drawdown (num days)8
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.18513

Compounded annual return (geometric extrapolation)0.19370

Calmar ratio (compounded annual return / max draw down)4.11127

Compounded annual return / average of 25% largest draw downs4.46884

Compounded annual return / Expected Shortfall lognormal12.04170
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.