3x Hyperbolic SPY
(134366278)
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  

2021  +14.5%  (3.5%)  +21.0%  +6.1%  +5.1%  +9.1%  (11.5%)  +43.8% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $19,044  
Cash  $21,201  
Equity  ($2,156)  
Cumulative $  $23,156  
Includes dividends and cashsettled expirations:  $17  Itemized 
Total System Equity  $73,156  
Margined  $0  
Open P/L  ($2,156) 
Trading Record
Statistics

Strategy began3/2/2021

Suggested Minimum Cap$15,000

Strategy Age (days)207.62

Age7 months ago

What it tradesStocks

# Trades64

# Profitable38

% Profitable59.40%

Avg trade duration3.1 days

Max peaktovalley drawdown14.59%

drawdown periodSept 09, 2021  Sept 21, 2021

Cumul. Return43.8%

Avg win$1,471

Avg loss$1,261
 Model Account Values (Raw)

Cash$21,201

Margin Used$0

Buying Power$19,044
 Ratios

W:L ratio1.71:1

Sharpe Ratio2.09

Sortino Ratio3.67

Calmar Ratio7.842
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)28.71%

Correlation to SP5000.24090

Return Percent SP500 (cumu) during strategy life15.12%
 Return Statistics

Ann Return (w trading costs)87.7%
 Slump

Current Slump as Pcnt Equity15.20%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.08%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.438%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)94.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss10.00%

Chance of 20% account loss1.00%

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)924

Popularity (Last 6 weeks)997
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score867

Popularity (7 days, Percentile 1000 scale)990
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,261

Avg Win$1,472

Sum Trade PL (losers)$32,796.000
 AUM

AUM (AutoTrader num accounts)14
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$55,935.000

# Winners38

Num Months Winners5
 Dividends

Dividends Received in Model Acct17
 AUM

AUM (AutoTrader live capital)512786
 Win / Loss

# Losers26

% Winners59.4%
 Frequency

Avg Position Time (mins)4432.10

Avg Position Time (hrs)73.87

Avg Trade Length3.1 days

Last Trade Ago3
 Leverage

Daily leverage (average)3.05

Daily leverage (max)6.04
 Regression

Alpha0.14

Beta0.55

Treynor Index0.33
 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)7.22

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades4.019

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 strat0.09

Avg(MAE) / Avg(PL)  Winning trades0.676

Avg(MAE) / Avg(PL)  Losing trades1.193

HoldandHope Ratio0.244
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.01960

SD0.24195

Sharpe ratio (Glass type estimate)4.21410

Sharpe ratio (Hedges UMVUE)3.54300

df5.00000

t2.97982

p0.01540

Lowerbound of 95% confidence interval for Sharpe Ratio0.35329

Upperbound of 95% confidence interval for Sharpe Ratio7.86769

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00676

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.07925
 Statistics related to Sortino ratio

Sortino ratio52.67090

Upside Potential Ratio54.08510

Upside part of mean1.04698

Downside part of mean0.02738

Upside SD0.36748

Downside SD0.01936

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.28939

Mean of criterion1.01960

SD of predictor0.05095

SD of criterion0.24195

Covariance0.00800

r0.64928

b (slope, estimate of beta)3.08337

a (intercept, estimate of alpha)1.91189

Mean Square Error0.04233

DF error4.00000

t(b)1.70742

p(b)0.91853

t(a)3.19644

p(a)0.01651

Lowerbound of 95% confidence interval for beta8.09825

Upperbound of 95% confidence interval for beta1.93151

Lowerbound of 95% confidence interval for alpha0.25089

Upperbound of 95% confidence interval for alpha3.57290

Treynor index (mean / b)0.33068

Jensen alpha (a)1.91189
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.95584

SD0.22204

Sharpe ratio (Glass type estimate)4.30486

Sharpe ratio (Hedges UMVUE)3.61930

df5.00000

t3.04399

p0.01431

Lowerbound of 95% confidence interval for Sharpe Ratio0.40736

Upperbound of 95% confidence interval for Sharpe Ratio7.99566

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05350

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.18511
 Statistics related to Sortino ratio

Sortino ratio49.15350

Upside Potential Ratio50.56770

Upside part of mean0.98334

Downside part of mean0.02750

Upside SD0.34182

Downside SD0.01945

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.28427

Mean of criterion0.95584

SD of predictor0.04979

SD of criterion0.22204

Covariance0.00718

r0.64933

b (slope, estimate of beta)2.89563

a (intercept, estimate of alpha)1.77898

Mean Square Error0.03564

DF error4.00000

t(b)1.70761

p(b)0.91855

t(a)3.22839

p(a)0.01601

Lowerbound of 95% confidence interval for beta7.60463

Upperbound of 95% confidence interval for beta1.81336

Lowerbound of 95% confidence interval for alpha0.24874

Upperbound of 95% confidence interval for alpha3.30921

Treynor index (mean / b)0.33010

Jensen alpha (a)1.77898
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02545

Expected Shortfall on VaR0.05094
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00212

Expected Shortfall on VaR0.00581
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.98864

Quartile 11.06458

Median1.07018

Quartile 31.12323

Maximum1.19114

Mean of quarter 11.02643

Mean of quarter 21.06565

Mean of quarter 31.07471

Mean of quarter 41.16527

Inter Quartile Range0.05865

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)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 observations1.00000

Minimum0.01136

Quartile 10.01136

Median0.01136

Quartile 30.01136

Maximum0.01136

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)1.27076

Compounded annual return (geometric extrapolation)1.67447

Calmar ratio (compounded annual return / max draw down)147.40200

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

Compounded annual return / Expected Shortfall lognormal32.87360

0.00000

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

Mean0.68228

SD0.26509

Sharpe ratio (Glass type estimate)2.57381

Sharpe ratio (Hedges UMVUE)2.56066

df147.00000

t1.93445

p0.40011

Lowerbound of 95% confidence interval for Sharpe Ratio0.05469

Upperbound of 95% confidence interval for Sharpe Ratio5.19382

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.06348

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.18479
 Statistics related to Sortino ratio

Sortino ratio4.44252

Upside Potential Ratio12.31870

Upside part of mean1.89191

Downside part of mean1.20963

Upside SD0.21906

Downside SD0.15358

N nonnegative terms79.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations148.00000

Mean of predictor0.22804

Mean of criterion0.68228

SD of predictor0.11497

SD of criterion0.26509

Covariance0.00742

r0.24358

b (slope, estimate of beta)0.56160

a (intercept, estimate of alpha)0.55400

Mean Square Error0.06655

DF error146.00000

t(b)3.03455

p(b)0.37821

t(a)1.60255

p(a)0.43426

Lowerbound of 95% confidence interval for beta0.19584

Upperbound of 95% confidence interval for beta0.92736

Lowerbound of 95% confidence interval for alpha0.12927

Upperbound of 95% confidence interval for alpha1.23770

Treynor index (mean / b)1.21489

Jensen alpha (a)0.55422
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.64673

SD0.26369

Sharpe ratio (Glass type estimate)2.45259

Sharpe ratio (Hedges UMVUE)2.44006

df147.00000

t1.84334

p0.40467

Lowerbound of 95% confidence interval for Sharpe Ratio0.17428

Upperbound of 95% confidence interval for Sharpe Ratio5.07130

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18257

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.06269
 Statistics related to Sortino ratio

Sortino ratio4.14865

Upside Potential Ratio11.98450

Upside part of mean1.86826

Downside part of mean1.22153

Upside SD0.21531

Downside SD0.15589

N nonnegative terms79.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations148.00000

Mean of predictor0.22136

Mean of criterion0.64673

SD of predictor0.11494

SD of criterion0.26369

Covariance0.00746

r0.24599

b (slope, estimate of beta)0.56434

a (intercept, estimate of alpha)0.52181

Mean Square Error0.06577

DF error146.00000

t(b)3.06656

p(b)0.37700

t(a)1.51843

p(a)0.43766

Lowerbound of 95% confidence interval for beta0.20063

Upperbound of 95% confidence interval for beta0.92805

Lowerbound of 95% confidence interval for alpha0.15737

Upperbound of 95% confidence interval for alpha1.20099

Treynor index (mean / b)1.14600

Jensen alpha (a)0.52181
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02403

Expected Shortfall on VaR0.03064
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01017

Expected Shortfall on VaR0.02014
 ORDER STATISTICS
 Quartiles of return rates

Number of observations148.00000

Minimum0.94892

Quartile 10.99320

Median1.00067

Quartile 31.01095

Maximum1.06129

Mean of quarter 10.98424

Mean of quarter 20.99756

Mean of quarter 31.00532

Mean of quarter 41.02372

Inter Quartile Range0.01775

Number outliers low2.00000

Percentage of outliers low0.01351

Mean of outliers low0.95114

Number of outliers high5.00000

Percentage of outliers high0.03378

Mean of outliers high1.04865
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.19706

VaR(95%) (moments method)0.01586

Expected Shortfall (moments method)0.02414

Extreme Value Index (regression method)0.15915

VaR(95%) (regression method)0.01592

Expected Shortfall (regression method)0.02356
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00564

Quartile 10.01382

Median0.02656

Quartile 30.03854

Maximum0.12285

Mean of quarter 10.00929

Mean of quarter 20.02013

Mean of quarter 30.03162

Mean of quarter 40.08251

Inter Quartile Range0.02472

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.14286

Mean of outliers high0.10814
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)8.05084

VaR(95%) (moments method)0.07814

Expected Shortfall (moments method)0.07814

Extreme Value Index (regression method)1.08209

VaR(95%) (regression method)0.12816

Expected Shortfall (regression method)0.13720
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.82121

Compounded annual return (geometric extrapolation)0.96333

Calmar ratio (compounded annual return / max draw down)7.84152

Compounded annual return / average of 25% largest draw downs11.67590

Compounded annual return / Expected Shortfall lognormal31.44240

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

Mean0.56390

SD0.26444

Sharpe ratio (Glass type estimate)2.13245

Sharpe ratio (Hedges UMVUE)2.12012

df130.00000

t1.50787

p0.43445

Lowerbound of 95% confidence interval for Sharpe Ratio0.65545

Upperbound of 95% confidence interval for Sharpe Ratio4.91235

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.66364

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.90388
 Statistics related to Sortino ratio

Sortino ratio3.52075

Upside Potential Ratio11.39810

Upside part of mean1.82558

Downside part of mean1.26168

Upside SD0.21202

Downside SD0.16017

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.56390

SD of predictor0.10886

SD of criterion0.26444

Covariance0.00815

r0.28302

b (slope, estimate of beta)0.68750

a (intercept, estimate of alpha)0.39921

Mean Square Error0.06482

DF error129.00000

t(b)3.35150

p(b)0.32226

t(a)1.09853

p(a)0.43881

Lowerbound of 95% confidence interval for beta0.28164

Upperbound of 95% confidence interval for beta1.09336

Lowerbound of 95% confidence interval for alpha0.31980

Upperbound of 95% confidence interval for alpha1.11822

Treynor index (mean / b)0.82022

Jensen alpha (a)0.39921
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.52878

SD0.26338

Sharpe ratio (Glass type estimate)2.00765

Sharpe ratio (Hedges UMVUE)1.99604

df130.00000

t1.41962

p0.43822

Lowerbound of 95% confidence interval for Sharpe Ratio0.77864

Upperbound of 95% confidence interval for Sharpe Ratio4.78642

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.78636

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.77845
 Statistics related to Sortino ratio

Sortino ratio3.25135

Upside Potential Ratio11.08880

Upside part of mean1.80341

Downside part of mean1.27464

Upside SD0.20847

Downside SD0.16263

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.52878

SD of predictor0.10884

SD of criterion0.26338

Covariance0.00819

r0.28554

b (slope, estimate of beta)0.69095

a (intercept, estimate of alpha)0.36742

Mean Square Error0.06421

DF error129.00000

t(b)3.38395

p(b)0.32072

t(a)1.01634

p(a)0.44333

VAR (95 Confidence Intrvl)0.02400

Lowerbound of 95% confidence interval for beta0.28697

Upperbound of 95% confidence interval for beta1.09494

Lowerbound of 95% confidence interval for alpha0.34784

Upperbound of 95% confidence interval for alpha1.08267

Treynor index (mean / b)0.76529

Jensen alpha (a)0.36742
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02444

Expected Shortfall on VaR0.03104
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01060

Expected Shortfall on VaR0.02100
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94892

Quartile 10.99302

Median1.00066

Quartile 31.01043

Maximum1.06129

Mean of quarter 10.98361

Mean of quarter 20.99754

Mean of quarter 31.00515

Mean of quarter 41.02282

Inter Quartile Range0.01740

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.95114

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.04832
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25582

VaR(95%) (moments method)0.01697

Expected Shortfall (moments method)0.02712

Extreme Value Index (regression method)0.19831

VaR(95%) (regression method)0.01674

Expected Shortfall (regression method)0.02545
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00564

Quartile 10.01717

Median0.02705

Quartile 30.05687

Maximum0.12285

Mean of quarter 10.01111

Mean of quarter 20.02370

Mean of quarter 30.03794

Mean of quarter 40.09696

Inter Quartile Range0.03970

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.09091

Mean of outliers high0.12285
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)2.63349

VaR(95%) (moments method)0.11061

Expected Shortfall (moments method)0.11151

Extreme Value Index (regression method)0.35594

VaR(95%) (regression method)0.12790

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.14599

Strat Max DD how much worse than SP500 max DD during strat life?281960000

Max Equity Drawdown (num days)12
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.64188

Compounded annual return (geometric extrapolation)0.74488

Calmar ratio (compounded annual return / max draw down)6.06331

Compounded annual return / average of 25% largest draw downs7.68240

Compounded annual return / Expected Shortfall lognormal24.00060
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.