ProfitableAF
(132389117)
Subscription terms. Subscriptions to this system cost $25.00 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  +1.3%  +12.9%  +14.4%  
2021  (1.4%)  +3.4%  (2.1%)  (0.7%)  (0.9%)  +15.2%  (3.5%)  (2.6%)  +1.1%  +7.6% 
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  $100,000  
Buy Power  $61,646  
Cash  $63,661  
Equity  ($2,015)  
Cumulative $  $24,589  
Includes dividends and cashsettled expirations:  $2,425  Itemized 
Total System Equity  $124,589  
Margined  $0  
Open P/L  ($2,015) 
Trading Record
Statistics

Strategy began11/22/2020

Suggested Minimum Cap$15,000

Strategy Age (days)307.25

Age10 months ago

What it tradesStocks

# Trades201

# Profitable79

% Profitable39.30%

Avg trade duration8.6 days

Max peaktovalley drawdown8.41%

drawdown periodJuly 02, 2021  Sept 01, 2021

Cumul. Return23.1%

Avg win$935.86

Avg loss$420.84
 Model Account Values (Raw)

Cash$63,661

Margin Used$0

Buying Power$61,646
 Ratios

W:L ratio1.53:1

Sharpe Ratio1.45

Sortino Ratio2.45

Calmar Ratio3.849
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)2.16%

Correlation to SP5000.11930

Return Percent SP500 (cumu) during strategy life25.24%
 Return Statistics

Ann Return (w trading costs)27.6%
 Slump

Current Slump as Pcnt Equity6.90%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.27%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.231%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)29.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss5.50%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)546

Popularity (Last 6 weeks)710
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score928

Popularity (7 days, Percentile 1000 scale)695
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$424

Avg Win$936

Sum Trade PL (losers)$51,769.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$73,933.000

# Winners79

Num Months Winners5
 Dividends

Dividends Received in Model Acct2425
 AUM

AUM (AutoTrader live capital)9898
 Win / Loss

# Losers122

% Winners39.3%
 Frequency

Avg Position Time (mins)12335.60

Avg Position Time (hrs)205.59

Avg Trade Length8.6 days

Last Trade Ago5
 Leverage

Daily leverage (average)1.21

Daily leverage (max)2.03
 Regression

Alpha0.06

Beta0.14

Treynor Index0.49
 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)0.69

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades5.031

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 trades0.279

Avg(MAE) / Avg(PL)  Losing trades1.261

HoldandHope Ratio0.212
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.28187

SD0.25192

Sharpe ratio (Glass type estimate)1.11892

Sharpe ratio (Hedges UMVUE)1.01005

df8.00000

t0.96901

p0.18046

Lowerbound of 95% confidence interval for Sharpe Ratio1.23998

Upperbound of 95% confidence interval for Sharpe Ratio3.41304

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.30660

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.32671
 Statistics related to Sortino ratio

Sortino ratio5.41433

Upside Potential Ratio7.77794

Upside part of mean0.40492

Downside part of mean0.12305

Upside SD0.24560

Downside SD0.05206

N nonnegative terms4.00000

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

N of observations9.00000

Mean of predictor0.28647

Mean of criterion0.28187

SD of predictor0.06401

SD of criterion0.25192

Covariance0.00107

r0.06613

b (slope, estimate of beta)0.26027

a (intercept, estimate of alpha)0.35643

Mean Square Error0.07221

DF error7.00000

t(b)0.17534

p(b)0.56711

t(a)0.67713

p(a)0.26003

Lowerbound of 95% confidence interval for beta3.77010

Upperbound of 95% confidence interval for beta3.24957

Lowerbound of 95% confidence interval for alpha0.88828

Upperbound of 95% confidence interval for alpha1.60114

Treynor index (mean / b)1.08303

Jensen alpha (a)0.35643
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25275

SD0.23465

Sharpe ratio (Glass type estimate)1.07712

Sharpe ratio (Hedges UMVUE)0.97232

df8.00000

t0.93281

p0.18910

Lowerbound of 95% confidence interval for Sharpe Ratio1.27611

Upperbound of 95% confidence interval for Sharpe Ratio3.36772

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.34046

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.28509
 Statistics related to Sortino ratio

Sortino ratio4.80437

Upside Potential Ratio7.16404

Upside part of mean0.37689

Downside part of mean0.12414

Upside SD0.22694

Downside SD0.05261

N nonnegative terms4.00000

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

N of observations9.00000

Mean of predictor0.28072

Mean of criterion0.25275

SD of predictor0.06257

SD of criterion0.23465

Covariance0.00108

r0.07382

b (slope, estimate of beta)0.27684

a (intercept, estimate of alpha)0.33046

Mean Square Error0.06259

DF error7.00000

t(b)0.19585

p(b)0.57485

t(a)0.67329

p(a)0.26118

Lowerbound of 95% confidence interval for beta3.61937

Upperbound of 95% confidence interval for beta3.06568

Lowerbound of 95% confidence interval for alpha0.83014

Upperbound of 95% confidence interval for alpha1.49107

Treynor index (mean / b)0.91297

Jensen alpha (a)0.33046
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08640

Expected Shortfall on VaR0.11162
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02499

Expected Shortfall on VaR0.03697
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.96991

Quartile 10.98551

Median0.99289

Quartile 31.01310

Maximum1.18728

Mean of quarter 10.97873

Mean of quarter 20.99158

Mean of quarter 31.00948

Mean of quarter 41.14702

Inter Quartile Range0.02759

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.22222

Mean of outliers high1.14702
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.55780

VaR(95%) (moments method)0.02537

Expected Shortfall (moments method)0.02609

Extreme Value Index (regression method)0.19537

VaR(95%) (regression method)0.03328

Expected Shortfall (regression method)0.04873
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01923

Quartile 10.02639

Median0.03354

Quartile 30.04070

Maximum0.04786

Mean of quarter 10.01923

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.04786

Inter Quartile Range0.01431

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)0.31238

Compounded annual return (geometric extrapolation)0.32400

Calmar ratio (compounded annual return / max draw down)6.77016

Compounded annual return / average of 25% largest draw downs6.77016

Compounded annual return / Expected Shortfall lognormal2.90282

0.00000

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

Mean0.24627

SD0.14315

Sharpe ratio (Glass type estimate)1.72033

Sharpe ratio (Hedges UMVUE)1.71435

df216.00000

t1.56563

p0.05945

Lowerbound of 95% confidence interval for Sharpe Ratio0.44129

Upperbound of 95% confidence interval for Sharpe Ratio3.87807

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44533

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.87402
 Statistics related to Sortino ratio

Sortino ratio2.99701

Upside Potential Ratio10.56500

Upside part of mean0.86813

Downside part of mean0.62187

Upside SD0.11780

Downside SD0.08217

N nonnegative terms99.00000

N negative terms118.00000
 Statistics related to linear regression on benchmark

N of observations217.00000

Mean of predictor0.24473

Mean of criterion0.24627

SD of predictor0.12314

SD of criterion0.14315

Covariance0.00156

r0.08835

b (slope, estimate of beta)0.10270

a (intercept, estimate of alpha)0.22100

Mean Square Error0.02043

DF error215.00000

t(b)1.30052

p(b)0.09741

t(a)1.39755

p(a)0.08184

Lowerbound of 95% confidence interval for beta0.05295

Upperbound of 95% confidence interval for beta0.25836

Lowerbound of 95% confidence interval for alpha0.09075

Upperbound of 95% confidence interval for alpha0.53301

Treynor index (mean / b)2.39786

Jensen alpha (a)0.22113
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23599

SD0.14254

Sharpe ratio (Glass type estimate)1.65563

Sharpe ratio (Hedges UMVUE)1.64988

df216.00000

t1.50676

p0.06667

Lowerbound of 95% confidence interval for Sharpe Ratio0.50554

Upperbound of 95% confidence interval for Sharpe Ratio3.81300

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.50935

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.80911
 Statistics related to Sortino ratio

Sortino ratio2.84609

Upside Potential Ratio10.38640

Upside part of mean0.86121

Downside part of mean0.62522

Upside SD0.11645

Downside SD0.08292

N nonnegative terms99.00000

N negative terms118.00000
 Statistics related to linear regression on benchmark

N of observations217.00000

Mean of predictor0.23705

Mean of criterion0.23599

SD of predictor0.12318

SD of criterion0.14254

Covariance0.00158

r0.08993

b (slope, estimate of beta)0.10407

a (intercept, estimate of alpha)0.21132

Mean Square Error0.02025

DF error215.00000

t(b)1.32404

p(b)0.09345

t(a)1.34210

p(a)0.09049

Lowerbound of 95% confidence interval for beta0.05086

Upperbound of 95% confidence interval for beta0.25899

Lowerbound of 95% confidence interval for alpha0.09903

Upperbound of 95% confidence interval for alpha0.52167

Treynor index (mean / b)2.26762

Jensen alpha (a)0.21132
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01349

Expected Shortfall on VaR0.01711
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00574

Expected Shortfall on VaR0.01135
 ORDER STATISTICS
 Quartiles of return rates

Number of observations217.00000

Minimum0.96539

Quartile 10.99726

Median1.00000

Quartile 31.00346

Maximum1.04322

Mean of quarter 10.99195

Mean of quarter 20.99889

Mean of quarter 31.00145

Mean of quarter 41.01207

Inter Quartile Range0.00621

Number outliers low6.00000

Percentage of outliers low0.02765

Mean of outliers low0.97868

Number of outliers high20.00000

Percentage of outliers high0.09217

Mean of outliers high1.02068
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07344

VaR(95%) (moments method)0.00702

Expected Shortfall (moments method)0.01007

Extreme Value Index (regression method)0.17516

VaR(95%) (regression method)0.00766

Expected Shortfall (regression method)0.01188
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00246

Quartile 10.01072

Median0.01276

Quartile 30.05474

Maximum0.07847

Mean of quarter 10.00595

Mean of quarter 20.01164

Mean of quarter 30.03262

Mean of quarter 40.07092

Inter Quartile Range0.04401

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)0.29496

Compounded annual return (geometric extrapolation)0.30199

Calmar ratio (compounded annual return / max draw down)3.84857

Compounded annual return / average of 25% largest draw downs4.25816

Compounded annual return / Expected Shortfall lognormal17.65000

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

Mean0.14055

SD0.12369

Sharpe ratio (Glass type estimate)1.13625

Sharpe ratio (Hedges UMVUE)1.12968

df130.00000

t0.80345

p0.46485

Lowerbound of 95% confidence interval for Sharpe Ratio1.64117

Upperbound of 95% confidence interval for Sharpe Ratio3.90932

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.64553

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.90488
 Statistics related to Sortino ratio

Sortino ratio1.85486

Upside Potential Ratio9.13435

Upside part of mean0.69212

Downside part of mean0.55157

Upside SD0.09756

Downside SD0.07577

N nonnegative terms55.00000

N negative terms76.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.14055

SD of predictor0.10886

SD of criterion0.12369

Covariance0.00075

r0.05546

b (slope, estimate of beta)0.06302

a (intercept, estimate of alpha)0.15564

Mean Square Error0.01537

DF error129.00000

t(b)0.63088

p(b)0.53529

t(a)0.87953

p(a)0.45090

Lowerbound of 95% confidence interval for beta0.26065

Upperbound of 95% confidence interval for beta0.13461

Lowerbound of 95% confidence interval for alpha0.19448

Upperbound of 95% confidence interval for alpha0.50576

Treynor index (mean / b)2.23025

Jensen alpha (a)0.15564
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13292

SD0.12346

Sharpe ratio (Glass type estimate)1.07664

Sharpe ratio (Hedges UMVUE)1.07041

df130.00000

t0.76130

p0.46669

Lowerbound of 95% confidence interval for Sharpe Ratio1.70031

Upperbound of 95% confidence interval for Sharpe Ratio3.84948

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.70445

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.84527
 Statistics related to Sortino ratio

Sortino ratio1.73692

Upside Potential Ratio8.98162

Upside part of mean0.68735

Downside part of mean0.55442

Upside SD0.09663

Downside SD0.07653

N nonnegative terms55.00000

N negative terms76.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.13292

SD of predictor0.10884

SD of criterion0.12346

Covariance0.00072

r0.05375

b (slope, estimate of beta)0.06096

a (intercept, estimate of alpha)0.14716

Mean Square Error0.01532

DF error129.00000

t(b)0.61131

p(b)0.53420

t(a)0.83346

p(a)0.45345

VAR (95 Confidence Intrvl)0.01300

Lowerbound of 95% confidence interval for beta0.25827

Upperbound of 95% confidence interval for beta0.13635

Lowerbound of 95% confidence interval for alpha0.20218

Upperbound of 95% confidence interval for alpha0.49650

Treynor index (mean / b)2.18036

Jensen alpha (a)0.14716
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01197

Expected Shortfall on VaR0.01511
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00529

Expected Shortfall on VaR0.01055
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96539

Quartile 10.99801

Median0.99991

Quartile 31.00266

Maximum1.02943

Mean of quarter 10.99286

Mean of quarter 20.99902

Mean of quarter 31.00095

Mean of quarter 41.00974

Inter Quartile Range0.00466

Number outliers low8.00000

Percentage of outliers low0.06107

Mean of outliers low0.98603

Number of outliers high13.00000

Percentage of outliers high0.09924

Mean of outliers high1.01705
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.10957

VaR(95%) (moments method)0.00562

Expected Shortfall (moments method)0.00747

Extreme Value Index (regression method)0.01736

VaR(95%) (regression method)0.00682

Expected Shortfall (regression method)0.00988
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00125

Quartile 10.00588

Median0.01115

Quartile 30.02974

Maximum0.07847

Mean of quarter 10.00178

Mean of quarter 20.01030

Mean of quarter 30.02050

Mean of quarter 40.05872

Inter Quartile Range0.02386

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 high0.07847
 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?353254000

Max Equity Drawdown (num days)61
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.16747

Compounded annual return (geometric extrapolation)0.17449

Calmar ratio (compounded annual return / max draw down)2.22362

Compounded annual return / average of 25% largest draw downs2.97141

Compounded annual return / Expected Shortfall lognormal11.55020
Strategy Description
The system is long only (can be traded in a retirement account).
The system only trades liquid US stocks (no ETFs, so can be traded in Europe)
Fewer and more concentrated trades
A "tighter" method of selling winning positions
Sells into strength more often
Trades can be entered intraday
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.