This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
04/01/2021
Most recent certification approved
4/1/21 10:32 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
14
# trading signals executed in manager's Israel Interactive Trading account
14
Percent signals followed since 04/01/2021
100%
This information was last updated
9/26/21 2:52 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 04/01/2021,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
M Capital
(134926317)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  04/01/2021 
Most recent certification approved  4/1/21 10:32 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  14 
# trading signals executed in manager's Israel Interactive Trading account  14 
Percent signals followed since 04/01/2021  100% 
This information was last updated  9/26/21 2:52 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 04/01/2021, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $10.00 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.
Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).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  (0.9%)  (0.6%)  +1.0%  +3.9%  +10.9%  +2.3%  (1.6%)  +15.4% 
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  $5,000  
Buy Power  $4,728  
Cash  $4,451  
Equity  $276  
Cumulative $  $1,035  
Includes dividends and cashsettled expirations:  $1  Itemized 
Total System Equity  $6,035  
Margined  $0  
Open P/L  $276 
Trading Record
Statistics

Strategy began3/30/2021

Suggested Minimum Cap$15,000

Strategy Age (days)179.7

Age6 months ago

What it tradesStocks

# Trades7

# Profitable6

% Profitable85.70%

Avg trade duration25.4 days

Max peaktovalley drawdown8.06%

drawdown periodApril 08, 2021  May 12, 2021

Cumul. Return15.4%

Avg win$193.83

Avg loss$129.00
 Model Account Values (Raw)

Cash$4,451

Margin Used$0

Buying Power$4,728
 Ratios

W:L ratio9.04:1

Sharpe Ratio2.02

Sortino Ratio3.33

Calmar Ratio8.709
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)2.88%

Correlation to SP5000.52450

Return Percent SP500 (cumu) during strategy life12.55%
 Return Statistics

Ann Return (w trading costs)33.2%
 Slump

Current Slump as Pcnt Equity2.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.12%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.154%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)46.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

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)895
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score834

Popularity (7 days, Percentile 1000 scale)808
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$129

Avg Win$194

Sum Trade PL (losers)$129.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$1,163.000

# Winners6

Num Months Winners4
 Dividends

Dividends Received in Model Acct1
 AUM

AUM (AutoTrader live capital)3618
 Win / Loss

# Losers1

% Winners85.7%
 Frequency

Avg Position Time (mins)36543.40

Avg Position Time (hrs)609.06

Avg Trade Length25.4 days

Last Trade Ago68
 Leverage

Daily leverage (average)1.63

Daily leverage (max)2.33
 Regression

Alpha0.04

Beta0.61

Treynor Index0.14
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.55

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades0.632

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 strat0.03

Avg(MAE) / Avg(PL)  Winning trades0.441

Avg(MAE) / Avg(PL)  Losing trades1.034

HoldandHope Ratio1.221
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.48190

SD0.15134

Sharpe ratio (Glass type estimate)3.18419

Sharpe ratio (Hedges UMVUE)2.54062

df4.00000

t2.05539

p0.05451

Lowerbound of 95% confidence interval for Sharpe Ratio0.64512

Upperbound of 95% confidence interval for Sharpe Ratio6.77065

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.96922

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.05045
 Statistics related to Sortino ratio

Sortino ratio203.53800

Upside Potential Ratio205.08700

Upside part of mean0.48557

Downside part of mean0.00367

Upside SD0.19409

Downside SD0.00237

N nonnegative terms4.00000

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

N of observations5.00000

Mean of predictor0.29950

Mean of criterion0.48190

SD of predictor0.08244

SD of criterion0.15134

Covariance0.00427

r0.34188

b (slope, estimate of beta)0.62764

a (intercept, estimate of alpha)0.66988

Mean Square Error0.02697

DF error3.00000

t(b)0.63013

p(b)0.71333

t(a)1.70857

p(a)0.09303

Lowerbound of 95% confidence interval for beta3.79748

Upperbound of 95% confidence interval for beta2.54221

Lowerbound of 95% confidence interval for alpha0.57786

Upperbound of 95% confidence interval for alpha1.91761

Treynor index (mean / b)0.76780

Jensen alpha (a)0.66988
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.46316

SD0.14263

Sharpe ratio (Glass type estimate)3.24723

Sharpe ratio (Hedges UMVUE)2.59091

df4.00000

t2.09608

p0.05206

Lowerbound of 95% confidence interval for Sharpe Ratio0.60687

Upperbound of 95% confidence interval for Sharpe Ratio6.85743

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.93653

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.11836
 Statistics related to Sortino ratio

Sortino ratio195.93100

Upside Potential Ratio197.48000

Upside part of mean0.46683

Downside part of mean0.00366

Upside SD0.18479

Downside SD0.00236

N nonnegative terms4.00000

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

N of observations5.00000

Mean of predictor0.29259

Mean of criterion0.46316

SD of predictor0.07986

SD of criterion0.14263

Covariance0.00391

r0.34357

b (slope, estimate of beta)0.61360

a (intercept, estimate of alpha)0.64270

Mean Square Error0.02392

DF error3.00000

t(b)0.63365

p(b)0.71434

t(a)1.73200

p(a)0.09085

Lowerbound of 95% confidence interval for beta3.69538

Upperbound of 95% confidence interval for beta2.46817

Lowerbound of 95% confidence interval for alpha0.53822

Upperbound of 95% confidence interval for alpha1.82361

Treynor index (mean / b)0.75483

Jensen alpha (a)0.64270
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02871

Expected Shortfall on VaR0.04517
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00035

Expected Shortfall on VaR0.00086
 ORDER STATISTICS
 Quartiles of return rates

Number of observations5.00000

Minimum1.00080

Quartile 11.02078

Median1.03067

Quartile 31.04503

Maximum1.11515

Mean of quarter 11.01079

Mean of quarter 21.03067

Mean of quarter 31.04503

Mean of quarter 41.11515

Inter Quartile Range0.02424

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high1.11515
 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)0.54492

Compounded annual return (geometric extrapolation)0.63406

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 lognormal14.03830

0.00000

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

Mean0.36779

SD0.11462

Sharpe ratio (Glass type estimate)3.20878

Sharpe ratio (Hedges UMVUE)3.18949

df125.00000

t2.22523

p0.37652

Lowerbound of 95% confidence interval for Sharpe Ratio0.34845

Upperbound of 95% confidence interval for Sharpe Ratio6.05656

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.33570

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.04327
 Statistics related to Sortino ratio

Sortino ratio5.44751

Upside Potential Ratio11.97350

Upside part of mean0.80839

Downside part of mean0.44060

Upside SD0.09482

Downside SD0.06752

N nonnegative terms72.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations126.00000

Mean of predictor0.22389

Mean of criterion0.36779

SD of predictor0.10791

SD of criterion0.11462

Covariance0.00647

r0.52319

b (slope, estimate of beta)0.55573

a (intercept, estimate of alpha)0.24300

Mean Square Error0.00962

DF error124.00000

t(b)6.83637

p(b)0.23840

t(a)1.70679

p(a)0.42425

Lowerbound of 95% confidence interval for beta0.39483

Upperbound of 95% confidence interval for beta0.71663

Lowerbound of 95% confidence interval for alpha0.03885

Upperbound of 95% confidence interval for alpha0.52559

Treynor index (mean / b)0.66181

Jensen alpha (a)0.24337
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.36100

SD0.11435

Sharpe ratio (Glass type estimate)3.15692

Sharpe ratio (Hedges UMVUE)3.13794

df125.00000

t2.18926

p0.37842

Lowerbound of 95% confidence interval for Sharpe Ratio0.29760

Upperbound of 95% confidence interval for Sharpe Ratio6.00394

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28503

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.99084
 Statistics related to Sortino ratio

Sortino ratio5.30234

Upside Potential Ratio11.80700

Upside part of mean0.80386

Downside part of mean0.44286

Upside SD0.09399

Downside SD0.06808

N nonnegative terms72.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations126.00000

Mean of predictor0.21799

Mean of criterion0.36100

SD of predictor0.10792

SD of criterion0.11435

Covariance0.00647

r0.52390

b (slope, estimate of beta)0.55510

a (intercept, estimate of alpha)0.23999

Mean Square Error0.00956

DF error124.00000

t(b)6.84907

p(b)0.23805

t(a)1.68863

p(a)0.42503

Lowerbound of 95% confidence interval for beta0.39469

Upperbound of 95% confidence interval for beta0.71552

Lowerbound of 95% confidence interval for alpha0.04131

Upperbound of 95% confidence interval for alpha0.52130

Treynor index (mean / b)0.65033

Jensen alpha (a)0.23999
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01019

Expected Shortfall on VaR0.01310
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00343

Expected Shortfall on VaR0.00743
 ORDER STATISTICS
 Quartiles of return rates

Number of observations126.00000

Minimum0.97636

Quartile 10.99822

Median1.00123

Quartile 31.00411

Maximum1.03229

Mean of quarter 10.99394

Mean of quarter 20.99982

Mean of quarter 31.00265

Mean of quarter 41.00962

Inter Quartile Range0.00589

Number outliers low4.00000

Percentage of outliers low0.03175

Mean of outliers low0.98078

Number of outliers high8.00000

Percentage of outliers high0.06349

Mean of outliers high1.01845
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.33893

VaR(95%) (moments method)0.00553

Expected Shortfall (moments method)0.01012

Extreme Value Index (regression method)0.15619

VaR(95%) (regression method)0.00481

Expected Shortfall (regression method)0.00623
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00017

Quartile 10.00117

Median0.00416

Quartile 30.02175

Maximum0.05458

Mean of quarter 10.00032

Mean of quarter 20.00283

Mean of quarter 30.00957

Mean of quarter 40.04106

Inter Quartile Range0.02057

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 high0.05458
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)2.82718

VaR(95%) (moments method)0.04698

Expected Shortfall (moments method)0.04732

Extreme Value Index (regression method)0.35910

VaR(95%) (regression method)0.05723

Expected Shortfall (regression method)0.06663
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.42766

Compounded annual return (geometric extrapolation)0.47537

Calmar ratio (compounded annual return / max draw down)8.70944

Compounded annual return / average of 25% largest draw downs11.57650

Compounded annual return / Expected Shortfall lognormal36.27510
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess log return rates
 Statistics related to linear regression on benchmark

VAR (95 Confidence Intrvl)0.01000
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Last 4 Months  Pcnt Negative0.25%

Strat Max DD how much worse than SP500 max DD during strat life?306829000

Max Equity Drawdown (num days)34
Strategy Description
There will be around 30 trades on average per year so please ENTER EXISTING POSITIONS. The strategy sometimes trades beyond RTH(Regular Trade Hours), so we recommend to use AutoTrade
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.