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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.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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  

2021  (3.3%)  +3.3%  +3.5%  +8.8%  (1.2%)  +2.1%  +5.1%  +0.5%  (1.3%)  +18.4% 
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  $31,722  
Cash  $1  
Equity  $1  
Cumulative $  $9,505  
Includes dividends and cashsettled expirations:  $535  Itemized 
Total System Equity  $59,505  
Margined  $1  
Open P/L  $8,955  
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 began1/7/2021

Suggested Minimum Cap$15,000

Strategy Age (days)261.58

Age9 months ago

What it tradesStocks

# Trades14

# Profitable11

% Profitable78.60%

Avg trade duration226.0 days

Max peaktovalley drawdown12.83%

drawdown periodJuly 27, 2021  Sept 22, 2021

Cumul. Return18.4%

Avg win$978.36

Avg loss$597.33
 Model Account Values (Raw)

Cash$21,603

Margin Used$0

Buying Power$31,722
 Ratios

W:L ratio6.60:1

Sharpe Ratio1.17

Sortino Ratio1.8

Calmar Ratio4.022
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)1.25%

Correlation to SP5000.49350

Return Percent SP500 (cumu) during strategy life17.13%
 Return Statistics

Ann Return (w trading costs)26.2%
 Slump

Current Slump as Pcnt Equity2.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.23%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.184%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)27.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss38.00%

Chance of 20% account loss13.50%

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)827
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score806

Popularity (7 days, Percentile 1000 scale)526
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$597

Avg Win$978

Sum Trade PL (losers)$1,792.000
 Age

Num Months filled monthly returns table9
 Win / Loss

Sum Trade PL (winners)$10,762.000

# Winners11

Num Months Winners6
 Dividends

Dividends Received in Model Acct536
 Win / Loss

# Losers3

% Winners78.6%
 Frequency

Avg Position Time (mins)325392.00

Avg Position Time (hrs)5423.20

Avg Trade Length226.0 days

Last Trade Ago48
 Leverage

Daily leverage (average)1.27

Daily leverage (max)1.35
 Regression

Alpha0.03

Beta0.63

Treynor Index0.10
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.39

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades0.774

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.380

Avg(MAE) / Avg(PL)  Losing trades1.353

HoldandHope Ratio1.399
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.24899

SD0.05166

Sharpe ratio (Glass type estimate)4.81966

Sharpe ratio (Hedges UMVUE)4.28083

df7.00000

t3.93523

p0.00282

Lowerbound of 95% confidence interval for Sharpe Ratio1.29563

Upperbound of 95% confidence interval for Sharpe Ratio8.18796

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.99594

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.56573
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.24899

Downside part of mean0.00000

Upside SD0.08661

Downside SD0.00000

N nonnegative terms8.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.22652

Mean of criterion0.24899

SD of predictor0.06792

SD of criterion0.05166

Covariance0.00276

r0.78556

b (slope, estimate of beta)0.59749

a (intercept, estimate of alpha)0.11365

Mean Square Error0.00119

DF error6.00000

t(b)3.10972

p(b)0.01043

t(a)1.87283

p(a)0.05512

Lowerbound of 95% confidence interval for beta0.12734

Upperbound of 95% confidence interval for beta1.06764

Lowerbound of 95% confidence interval for alpha0.03484

Upperbound of 95% confidence interval for alpha0.26214

Treynor index (mean / b)0.41673

Jensen alpha (a)0.11365
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24478

SD0.04989

Sharpe ratio (Glass type estimate)4.90609

Sharpe ratio (Hedges UMVUE)4.35761

df7.00000

t4.00581

p0.00258

Lowerbound of 95% confidence interval for Sharpe Ratio1.35044

Upperbound of 95% confidence interval for Sharpe Ratio8.30642

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.04513

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.67008
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.24478

Downside part of mean0.00000

Upside SD0.08468

Downside SD0.00000

N nonnegative terms8.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.22197

Mean of criterion0.24478

SD of predictor0.06609

SD of criterion0.04989

Covariance0.00258

r0.78156

b (slope, estimate of beta)0.59005

a (intercept, estimate of alpha)0.11381

Mean Square Error0.00113

DF error6.00000

t(b)3.06881

p(b)0.01099

t(a)1.91908

p(a)0.05170

Lowerbound of 95% confidence interval for beta0.11957

Upperbound of 95% confidence interval for beta1.06053

Lowerbound of 95% confidence interval for alpha0.03130

Upperbound of 95% confidence interval for alpha0.25892

Treynor index (mean / b)0.41485

Jensen alpha (a)0.11381
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00329

Expected Shortfall on VaR0.00925
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum1.00911

Quartile 11.01639

Median1.01867

Quartile 31.02318

Maximum1.05802

Mean of quarter 11.01247

Mean of quarter 21.01715

Mean of quarter 31.02106

Mean of quarter 41.04164

Inter Quartile Range0.00679

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.12500

Mean of outliers high1.05802
 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)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.29905

Compounded annual return (geometric extrapolation)0.31349

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal33.87860

0.00000

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

Mean0.22664

SD0.16400

Sharpe ratio (Glass type estimate)1.38191

Sharpe ratio (Hedges UMVUE)1.37630

df185.00000

t1.16435

p0.44577

Lowerbound of 95% confidence interval for Sharpe Ratio0.95031

Upperbound of 95% confidence interval for Sharpe Ratio3.71055

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.95410

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.70670
 Statistics related to Sortino ratio

Sortino ratio2.12378

Upside Potential Ratio10.01590

Upside part of mean1.06885

Downside part of mean0.84221

Upside SD0.12474

Downside SD0.10672

N nonnegative terms102.00000

N negative terms84.00000
 Statistics related to linear regression on benchmark

N of observations186.00000

Mean of predictor0.20277

Mean of criterion0.22664

SD of predictor0.12540

SD of criterion0.16400

Covariance0.01000

r0.48611

b (slope, estimate of beta)0.63578

a (intercept, estimate of alpha)0.09800

Mean Square Error0.02065

DF error184.00000

t(b)7.54536

p(b)0.25695

t(a)0.57010

p(a)0.47900

Lowerbound of 95% confidence interval for beta0.46953

Upperbound of 95% confidence interval for beta0.80202

Lowerbound of 95% confidence interval for alpha0.24047

Upperbound of 95% confidence interval for alpha0.43592

Treynor index (mean / b)0.35648

Jensen alpha (a)0.09773
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21317

SD0.16378

Sharpe ratio (Glass type estimate)1.30157

Sharpe ratio (Hedges UMVUE)1.29629

df185.00000

t1.09667

p0.44889

Lowerbound of 95% confidence interval for Sharpe Ratio1.03008

Upperbound of 95% confidence interval for Sharpe Ratio3.62982

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.03363

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.62621
 Statistics related to Sortino ratio

Sortino ratio1.97702

Upside Potential Ratio9.84056

Upside part of mean1.06107

Downside part of mean0.84789

Upside SD0.12340

Downside SD0.10783

N nonnegative terms102.00000

N negative terms84.00000
 Statistics related to linear regression on benchmark

N of observations186.00000

Mean of predictor0.19484

Mean of criterion0.21317

SD of predictor0.12547

SD of criterion0.16378

Covariance0.01003

r0.48832

b (slope, estimate of beta)0.63744

a (intercept, estimate of alpha)0.08897

Mean Square Error0.02054

DF error184.00000

t(b)7.59041

p(b)0.25584

t(a)0.52067

p(a)0.48082

Lowerbound of 95% confidence interval for beta0.47175

Upperbound of 95% confidence interval for beta0.80313

Lowerbound of 95% confidence interval for alpha0.24816

Upperbound of 95% confidence interval for alpha0.42610

Treynor index (mean / b)0.33442

Jensen alpha (a)0.08897
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01571

Expected Shortfall on VaR0.01985
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00694

Expected Shortfall on VaR0.01379
 ORDER STATISTICS
 Quartiles of return rates

Number of observations186.00000

Minimum0.96172

Quartile 10.99455

Median1.00099

Quartile 31.00622

Maximum1.04243

Mean of quarter 10.98923

Mean of quarter 20.99834

Mean of quarter 31.00330

Mean of quarter 41.01301

Inter Quartile Range0.01166

Number outliers low4.00000

Percentage of outliers low0.02151

Mean of outliers low0.97040

Number of outliers high5.00000

Percentage of outliers high0.02688

Mean of outliers high1.02950
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.44135

VaR(95%) (moments method)0.01242

Expected Shortfall (moments method)0.02320

Extreme Value Index (regression method)0.77119

VaR(95%) (regression method)0.00912

Expected Shortfall (regression method)0.02614
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00037

Quartile 10.01060

Median0.03243

Quartile 30.04345

Maximum0.06778

Mean of quarter 10.00444

Mean of quarter 20.02225

Mean of quarter 30.03630

Mean of quarter 40.05505

Inter Quartile Range0.03286

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)1.24089

VaR(95%) (moments method)0.06257

Expected Shortfall (moments method)0.06460

Extreme Value Index (regression method)0.62240

VaR(95%) (regression method)0.06665

Expected Shortfall (regression method)0.07140
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.26294

Compounded annual return (geometric extrapolation)0.27262

Calmar ratio (compounded annual return / max draw down)4.02244

Compounded annual return / average of 25% largest draw downs4.95268

Compounded annual return / Expected Shortfall lognormal13.73340

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

Mean0.27496

SD0.17040

Sharpe ratio (Glass type estimate)1.61364

Sharpe ratio (Hedges UMVUE)1.60432

df130.00000

t1.14102

p0.45021

Lowerbound of 95% confidence interval for Sharpe Ratio1.16812

Upperbound of 95% confidence interval for Sharpe Ratio4.38936

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.17434

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38297
 Statistics related to Sortino ratio

Sortino ratio2.50849

Upside Potential Ratio10.20670

Upside part of mean1.11878

Downside part of mean0.84382

Upside SD0.13072

Downside SD0.10961

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 criterion0.27496

SD of predictor0.10886

SD of criterion0.17040

Covariance0.00992

r0.53472

b (slope, estimate of beta)0.83700

a (intercept, estimate of alpha)0.07446

Mean Square Error0.02089

DF error129.00000

t(b)7.18710

p(b)0.17659

t(a)0.36091

p(a)0.47978

Lowerbound of 95% confidence interval for beta0.60659

Upperbound of 95% confidence interval for beta1.06742

Lowerbound of 95% confidence interval for alpha0.33374

Upperbound of 95% confidence interval for alpha0.48266

Treynor index (mean / b)0.32850

Jensen alpha (a)0.07446
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26042

SD0.17013

Sharpe ratio (Glass type estimate)1.53072

Sharpe ratio (Hedges UMVUE)1.52187

df130.00000

t1.08238

p0.45275

Lowerbound of 95% confidence interval for Sharpe Ratio1.25023

Upperbound of 95% confidence interval for Sharpe Ratio4.30586

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.25610

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.29985
 Statistics related to Sortino ratio

Sortino ratio2.34931

Upside Potential Ratio10.01570

Upside part of mean1.11025

Downside part of mean0.84983

Upside SD0.12921

Downside SD0.11085

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 criterion0.26042

SD of predictor0.10884

SD of criterion0.17013

Covariance0.00993

r0.53631

b (slope, estimate of beta)0.83830

a (intercept, estimate of alpha)0.06465

Mean Square Error0.02078

DF error129.00000

t(b)7.21704

p(b)0.17573

t(a)0.31437

p(a)0.48239

VAR (95 Confidence Intrvl)0.01600

Lowerbound of 95% confidence interval for beta0.60848

Upperbound of 95% confidence interval for beta1.06811

Lowerbound of 95% confidence interval for alpha0.34224

Upperbound of 95% confidence interval for alpha0.47154

Treynor index (mean / b)0.31066

Jensen alpha (a)0.06465
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01616

Expected Shortfall on VaR0.02047
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00669

Expected Shortfall on VaR0.01357
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96172

Quartile 10.99495

Median1.00130

Quartile 31.00618

Maximum1.04243

Mean of quarter 10.98910

Mean of quarter 20.99856

Mean of quarter 31.00366

Mean of quarter 41.01338

Inter Quartile Range0.01123

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.96846

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.02890
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.37875

VaR(95%) (moments method)0.01204

Expected Shortfall (moments method)0.02132

Extreme Value Index (regression method)0.81490

VaR(95%) (regression method)0.00888

Expected Shortfall (regression method)0.03122
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00037

Quartile 10.00707

Median0.02288

Quartile 30.04724

Maximum0.06778

Mean of quarter 10.00408

Mean of quarter 20.01142

Mean of quarter 30.03831

Mean of quarter 40.05875

Inter Quartile Range0.04018

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)10.00290

VaR(95%) (moments method)0.06313

Expected Shortfall (moments method)0.06313

Extreme Value Index (regression method)1.62367

VaR(95%) (regression method)0.07459

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.07570

Strat Max DD how much worse than SP500 max DD during strat life?298935000

Max Equity Drawdown (num days)57
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.31015

Compounded annual return (geometric extrapolation)0.33420

Calmar ratio (compounded annual return / max draw down)4.93090

Compounded annual return / average of 25% largest draw downs5.68826

Compounded annual return / Expected Shortfall lognormal16.32890
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.