Pure AI Madness by FDG
(133373732)
Subscription terms. Subscriptions to this system cost $99.00 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.
Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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  +11.9%  +25.1%  (3.6%)  (7.9%)  +3.0%  +1.2%  +10.8%  +3.2%  +3.5%  +53.2% 
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  $44,717  
Cash  $1  
Equity  $1  
Cumulative $  $28,439  
Includes dividends and cashsettled expirations:  $47  Itemized 
Total System Equity  $78,439  
Margined  $1  
Open P/L  $6,201  
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 began1/14/2021

Suggested Minimum Cap$15,000

Strategy Age (days)254.62

Age9 months ago

What it tradesStocks

# Trades254

# Profitable162

% Profitable63.80%

Avg trade duration9.4 days

Max peaktovalley drawdown14.72%

drawdown periodMarch 01, 2021  May 10, 2021

Cumul. Return53.2%

Avg win$337.69

Avg loss$353.47
 Model Account Values (Raw)

Cash$37,999

Margin Used$0

Buying Power$44,717
 Ratios

W:L ratio1.69:1

Sharpe Ratio1.78

Sortino Ratio3.78

Calmar Ratio6.05
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)35.83%

Correlation to SP5000.08300

Return Percent SP500 (cumu) during strategy life17.39%
 Return Statistics

Ann Return (w trading costs)83.0%
 Slump

Current Slump as Pcnt Equity0.30%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.01%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.532%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)90.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss18.00%

Chance of 20% account loss1.50%

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 Automated94.54%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)796

Popularity (Last 6 weeks)942
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score976

Popularity (7 days, Percentile 1000 scale)880
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$354

Avg Win$376

Sum Trade PL (losers)$32,572.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table9
 Win / Loss

Sum Trade PL (winners)$60,964.000

# Winners162

Num Months Winners7
 Dividends

Dividends Received in Model Acct47
 AUM

AUM (AutoTrader live capital)2342270
 Win / Loss

# Losers92

% Winners63.8%
 Frequency

Avg Position Time (mins)13513.80

Avg Position Time (hrs)225.23

Avg Trade Length9.4 days

Last Trade Ago1
 Leverage

Daily leverage (average)1.16

Daily leverage (max)3.37
 Regression

Alpha0.17

Beta0.18

Treynor Index0.89
 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)0.09

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades4.563

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.425

Avg(MAE) / Avg(PL)  Losing trades1.679

HoldandHope Ratio0.289
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.62339

SD0.30640

Sharpe ratio (Glass type estimate)2.03454

Sharpe ratio (Hedges UMVUE)1.80709

df7.00000

t1.66120

p0.07032

Lowerbound of 95% confidence interval for Sharpe Ratio0.64299

Upperbound of 95% confidence interval for Sharpe Ratio4.59339

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.77327

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38744
 Statistics related to Sortino ratio

Sortino ratio5.33835

Upside Potential Ratio6.74199

Upside part of mean0.78730

Downside part of mean0.16391

Upside SD0.31764

Downside SD0.11678

N nonnegative terms6.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.22299

Mean of criterion0.62339

SD of predictor0.06454

SD of criterion0.30640

Covariance0.00463

r0.23406

b (slope, estimate of beta)1.11127

a (intercept, estimate of alpha)0.87119

Mean Square Error0.10353

DF error6.00000

t(b)0.58971

p(b)0.71155

t(a)1.51226

p(a)0.09061

Lowerbound of 95% confidence interval for beta5.72239

Upperbound of 95% confidence interval for beta3.49986

Lowerbound of 95% confidence interval for alpha0.53845

Upperbound of 95% confidence interval for alpha2.28083

Treynor index (mean / b)0.56097

Jensen alpha (a)0.87119
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.56888

SD0.29384

Sharpe ratio (Glass type estimate)1.93600

Sharpe ratio (Hedges UMVUE)1.71956

df7.00000

t1.58074

p0.07898

Lowerbound of 95% confidence interval for Sharpe Ratio0.71969

Upperbound of 95% confidence interval for Sharpe Ratio4.47693

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84433

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.28345
 Statistics related to Sortino ratio

Sortino ratio4.65449

Upside Potential Ratio6.05165

Upside part of mean0.73964

Downside part of mean0.17076

Upside SD0.29594

Downside SD0.12222

N nonnegative terms6.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.21869

Mean of criterion0.56888

SD of predictor0.06304

SD of criterion0.29384

Covariance0.00486

r0.26241

b (slope, estimate of beta)1.22314

a (intercept, estimate of alpha)0.83637

Mean Square Error0.09380

DF error6.00000

t(b)0.66612

p(b)0.73495

t(a)1.52204

p(a)0.08941

Lowerbound of 95% confidence interval for beta5.71628

Upperbound of 95% confidence interval for beta3.27001

Lowerbound of 95% confidence interval for alpha0.50823

Upperbound of 95% confidence interval for alpha2.18098

Treynor index (mean / b)0.46510

Jensen alpha (a)0.83637
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08800

Expected Shortfall on VaR0.11933
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01849

Expected Shortfall on VaR0.04457
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.90819

Quartile 11.00983

Median1.05398

Quartile 31.10439

Maximum1.18640

Mean of quarter 10.94769

Mean of quarter 21.01833

Mean of quarter 31.09196

Mean of quarter 41.15913

Inter Quartile Range0.09456

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

Minimum0.09181

Quartile 10.09181

Median0.09181

Quartile 30.09181

Maximum0.09181

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)0.73295

Compounded annual return (geometric extrapolation)0.81627

Calmar ratio (compounded annual return / max draw down)8.89093

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

Compounded annual return / Expected Shortfall lognormal6.84037

0.00000

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

Mean0.60799

SD0.26791

Sharpe ratio (Glass type estimate)2.26943

Sharpe ratio (Hedges UMVUE)2.25996

df180.00000

t1.88627

p0.43039

Lowerbound of 95% confidence interval for Sharpe Ratio0.10335

Upperbound of 95% confidence interval for Sharpe Ratio4.63607

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10965

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.62957
 Statistics related to Sortino ratio

Sortino ratio5.03639

Upside Potential Ratio13.05630

Upside part of mean1.57616

Downside part of mean0.96816

Upside SD0.24128

Downside SD0.12072

N nonnegative terms93.00000

N negative terms88.00000
 Statistics related to linear regression on benchmark

N of observations181.00000

Mean of predictor0.21221

Mean of criterion0.60799

SD of predictor0.12655

SD of criterion0.26791

Covariance0.00253

r0.07460

b (slope, estimate of beta)0.15793

a (intercept, estimate of alpha)0.64200

Mean Square Error0.07177

DF error179.00000

t(b)1.00086

p(b)0.54745

t(a)1.97961

p(a)0.40715

Lowerbound of 95% confidence interval for beta0.46930

Upperbound of 95% confidence interval for beta0.15344

Lowerbound of 95% confidence interval for alpha0.00204

Upperbound of 95% confidence interval for alpha1.28098

Treynor index (mean / b)3.84985

Jensen alpha (a)0.64151
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.57276

SD0.26136

Sharpe ratio (Glass type estimate)2.19144

Sharpe ratio (Hedges UMVUE)2.18230

df180.00000

t1.82146

p0.43273

Lowerbound of 95% confidence interval for Sharpe Ratio0.18047

Upperbound of 95% confidence interval for Sharpe Ratio4.55739

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18654

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.55113
 Statistics related to Sortino ratio

Sortino ratio4.69986

Upside Potential Ratio12.70400

Upside part of mean1.54820

Downside part of mean0.97544

Upside SD0.23309

Downside SD0.12187

N nonnegative terms93.00000

N negative terms88.00000
 Statistics related to linear regression on benchmark

N of observations181.00000

Mean of predictor0.20414

Mean of criterion0.57276

SD of predictor0.12662

SD of criterion0.26136

Covariance0.00234

r0.07067

b (slope, estimate of beta)0.14588

a (intercept, estimate of alpha)0.60254

Mean Square Error0.06835

DF error179.00000

t(b)0.94793

p(b)0.54495

t(a)1.90614

p(a)0.41051

Lowerbound of 95% confidence interval for beta0.44956

Upperbound of 95% confidence interval for beta0.15780

Lowerbound of 95% confidence interval for alpha0.02123

Upperbound of 95% confidence interval for alpha1.22631

Treynor index (mean / b)3.92625

Jensen alpha (a)0.60254
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02408

Expected Shortfall on VaR0.03062
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00838

Expected Shortfall on VaR0.01634
 ORDER STATISTICS
 Quartiles of return rates

Number of observations181.00000

Minimum0.97180

Quartile 10.99548

Median1.00015

Quartile 31.00608

Maximum1.11495

Mean of quarter 10.98715

Mean of quarter 20.99849

Mean of quarter 31.00309

Mean of quarter 41.02132

Inter Quartile Range0.01059

Number outliers low9.00000

Percentage of outliers low0.04972

Mean of outliers low0.97642

Number of outliers high14.00000

Percentage of outliers high0.07735

Mean of outliers high1.04167
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.03630

VaR(95%) (moments method)0.01134

Expected Shortfall (moments method)0.01588

Extreme Value Index (regression method)0.42983

VaR(95%) (regression method)0.01325

Expected Shortfall (regression method)0.01586
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00152

Quartile 10.00376

Median0.01020

Quartile 30.03205

Maximum0.13609

Mean of quarter 10.00193

Mean of quarter 20.00770

Mean of quarter 30.01910

Mean of quarter 40.08594

Inter Quartile Range0.02828

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.20000

Mean of outliers high0.10191
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)6.64470

VaR(95%) (moments method)0.07990

Expected Shortfall (moments method)0.07990

Extreme Value Index (regression method)0.75579

VaR(95%) (regression method)0.12991

Expected Shortfall (regression method)0.14656
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.74448

Compounded annual return (geometric extrapolation)0.82333

Calmar ratio (compounded annual return / max draw down)6.04990

Compounded annual return / average of 25% largest draw downs9.57987

Compounded annual return / Expected Shortfall lognormal26.88540

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

Mean0.27365

SD0.17895

Sharpe ratio (Glass type estimate)1.52917

Sharpe ratio (Hedges UMVUE)1.52034

df130.00000

t1.08129

p0.45279

Lowerbound of 95% confidence interval for Sharpe Ratio1.25176

Upperbound of 95% confidence interval for Sharpe Ratio4.30431

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.25762

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.29829
 Statistics related to Sortino ratio

Sortino ratio2.40609

Upside Potential Ratio10.30350

Upside part of mean1.17185

Downside part of mean0.89820

Upside SD0.13831

Downside SD0.11373

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23954

Mean of criterion0.27365

SD of predictor0.10886

SD of criterion0.17895

Covariance0.00050

r0.02556

b (slope, estimate of beta)0.04202

a (intercept, estimate of alpha)0.28372

Mean Square Error0.03225

DF error129.00000

t(b)0.29041

p(b)0.51627

t(a)1.10685

p(a)0.43835

Lowerbound of 95% confidence interval for beta0.32829

Upperbound of 95% confidence interval for beta0.24425

Lowerbound of 95% confidence interval for alpha0.22344

Upperbound of 95% confidence interval for alpha0.79087

Treynor index (mean / b)6.51254

Jensen alpha (a)0.28372
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25765

SD0.17852

Sharpe ratio (Glass type estimate)1.44324

Sharpe ratio (Hedges UMVUE)1.43489

df130.00000

t1.02052

p0.45543

Lowerbound of 95% confidence interval for Sharpe Ratio1.33678

Upperbound of 95% confidence interval for Sharpe Ratio4.21793

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.34239

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.21218
 Statistics related to Sortino ratio

Sortino ratio2.24451

Upside Potential Ratio10.12520

Upside part of mean1.16230

Downside part of mean0.90465

Upside SD0.13676

Downside SD0.11479

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23353

Mean of criterion0.25765

SD of predictor0.10884

SD of criterion0.17852

Covariance0.00051

r0.02617

b (slope, estimate of beta)0.04293

a (intercept, estimate of alpha)0.26768

Mean Square Error0.03210

DF error129.00000

t(b)0.29736

p(b)0.51666

t(a)1.04727

p(a)0.44163

VAR (95 Confidence Intrvl)0.02400

Lowerbound of 95% confidence interval for beta0.32855

Upperbound of 95% confidence interval for beta0.24270

Lowerbound of 95% confidence interval for alpha0.23802

Upperbound of 95% confidence interval for alpha0.77338

Treynor index (mean / b)6.00204

Jensen alpha (a)0.26768
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01701

Expected Shortfall on VaR0.02152
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00731

Expected Shortfall on VaR0.01456
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97180

Quartile 10.99555

Median1.00060

Quartile 31.00578

Maximum1.03458

Mean of quarter 10.98797

Mean of quarter 20.99869

Mean of quarter 31.00334

Mean of quarter 41.01467

Inter Quartile Range0.01023

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97594

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.02870
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16714

VaR(95%) (moments method)0.01146

Expected Shortfall (moments method)0.01747

Extreme Value Index (regression method)0.06799

VaR(95%) (regression method)0.01240

Expected Shortfall (regression method)0.01675
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00152

Quartile 10.00230

Median0.00602

Quartile 30.01876

Maximum0.10862

Mean of quarter 10.00164

Mean of quarter 20.00455

Mean of quarter 30.01083

Mean of quarter 40.07052

Inter Quartile Range0.01646

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.18182

Mean of outliers high0.09275
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)24.59170

VaR(95%) (moments method)0.06008

Expected Shortfall (moments method)0.06008

Extreme Value Index (regression method)1.67862

VaR(95%) (regression method)0.13761

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.14264

Strat Max DD how much worse than SP500 max DD during strat life?316471000

Max Equity Drawdown (num days)70
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.30695

Compounded annual return (geometric extrapolation)0.33051

Calmar ratio (compounded annual return / max draw down)3.04279

Compounded annual return / average of 25% largest draw downs4.68701

Compounded annual return / Expected Shortfall lognormal15.35570
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.