DASH STOCKS
(128310623)
Subscription terms. Subscriptions to this system cost $250.00 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.
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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  +0.1%  +10.6%  +8.3%  +7.2%  +6.4%  +5.9%  (3.8%)  (1.2%)  +20.1%  +10.1%  +82.0%  
2021  +11.3%  +4.5%  (5.1%)  +9.2%  (5.6%)  +16.2%  (4.4%)  +4.1%  (8.5%)  +7.4%  (10.7%)  +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  $50,000  
Buy Power  $57,674  
Cash  $1  
Equity  $1  
Cumulative $  $61,022  
Includes dividends and cashsettled expirations:  $1,792  Itemized 
Total System Equity  $111,022  
Margined  $1  
Open P/L  $56,461  
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 began3/30/2020

Suggested Minimum Cap$5,000

Strategy Age (days)607.7

Age20 months ago

What it tradesStocks

# Trades84

# Profitable57

% Profitable67.90%

Avg trade duration183.8 days

Max peaktovalley drawdown29.57%

drawdown periodFeb 16, 2021  March 05, 2021

Annual Return (Compounded)55.8%

Avg win$913.12

Avg loss$349.15
 Model Account Values (Raw)

Cash$4,996

Margin Used$0

Buying Power$57,674
 Ratios

W:L ratio5.90:1

Sharpe Ratio1.42

Sortino Ratio2.07

Calmar Ratio2.38
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)35.09%

Correlation to SP5000.42330

Return Percent SP500 (cumu) during strategy life74.92%
 Return Statistics

Ann Return (w trading costs)55.8%
 Slump

Current Slump as Pcnt Equity19.80%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.47%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.558%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)61.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss39.00%

Chance of 20% account loss6.00%

Chance of 30% account loss2.00%

Chance of 40% account loss0.50%

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)750
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score890

Popularity (7 days, Percentile 1000 scale)287
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$349

Avg Win$1,204

Sum Trade PL (losers)$9,427.000
 Age

Num Months filled monthly returns table21
 Win / Loss

Sum Trade PL (winners)$68,655.000

# Winners57

Num Months Winners14
 Dividends

Dividends Received in Model Acct1793
 Win / Loss

# Losers27

% Winners67.9%
 Frequency

Avg Position Time (mins)264640.00

Avg Position Time (hrs)4410.66

Avg Trade Length183.8 days

Last Trade Ago8
 Leverage

Daily leverage (average)0.97

Daily leverage (max)1.32
 Regression

Alpha0.07

Beta0.67

Treynor Index0.20
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.06

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades0.643

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 trades0.267

Avg(MAE) / Avg(PL)  Losing trades1.272

HoldandHope Ratio2.219
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.58496

SD0.24278

Sharpe ratio (Glass type estimate)2.40943

Sharpe ratio (Hedges UMVUE)2.30738

df18.00000

t3.03180

p0.20930

Lowerbound of 95% confidence interval for Sharpe Ratio0.64016

Upperbound of 95% confidence interval for Sharpe Ratio4.12544

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.57698

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.03778
 Statistics related to Sortino ratio

Sortino ratio6.25682

Upside Potential Ratio7.65828

Upside part of mean0.71598

Downside part of mean0.13102

Upside SD0.27498

Downside SD0.09349

N nonnegative terms13.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations19.00000

Mean of predictor0.35033

Mean of criterion0.58496

SD of predictor0.15157

SD of criterion0.24278

Covariance0.02345

r0.63729

b (slope, estimate of beta)1.02080

a (intercept, estimate of alpha)0.22734

Mean Square Error0.03706

DF error17.00000

t(b)3.40969

p(b)0.12373

t(a)1.22562

p(a)0.32109

Lowerbound of 95% confidence interval for beta0.38916

Upperbound of 95% confidence interval for beta1.65243

Lowerbound of 95% confidence interval for alpha0.16401

Upperbound of 95% confidence interval for alpha0.61870

Treynor index (mean / b)0.57304

Jensen alpha (a)0.22734
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.54409

SD0.23440

Sharpe ratio (Glass type estimate)2.32123

Sharpe ratio (Hedges UMVUE)2.22291

df18.00000

t2.92081

p0.21647

Lowerbound of 95% confidence interval for Sharpe Ratio0.56523

Upperbound of 95% confidence interval for Sharpe Ratio4.02519

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.50435

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.94148
 Statistics related to Sortino ratio

Sortino ratio5.58367

Upside Potential Ratio6.97249

Upside part of mean0.67942

Downside part of mean0.13533

Upside SD0.25928

Downside SD0.09744

N nonnegative terms13.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations19.00000

Mean of predictor0.33426

Mean of criterion0.54409

SD of predictor0.14734

SD of criterion0.23440

Covariance0.02253

r0.65239

b (slope, estimate of beta)1.03784

a (intercept, estimate of alpha)0.19718

Mean Square Error0.03341

DF error17.00000

t(b)3.54920

p(b)0.11638

t(a)1.12616

p(a)0.33422

Lowerbound of 95% confidence interval for beta0.42090

Upperbound of 95% confidence interval for beta1.65478

Lowerbound of 95% confidence interval for alpha0.17223

Upperbound of 95% confidence interval for alpha0.56659

Treynor index (mean / b)0.52425

Jensen alpha (a)0.19718
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06383

Expected Shortfall on VaR0.08964
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01783

Expected Shortfall on VaR0.04074
 ORDER STATISTICS
 Quartiles of return rates

Number of observations19.00000

Minimum0.90221

Quartile 10.99603

Median1.05883

Quartile 31.09343

Maximum1.15324

Mean of quarter 10.96166

Mean of quarter 21.03566

Mean of quarter 31.08067

Mean of quarter 41.13222

Inter Quartile Range0.09740

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)0.62430

VaR(95%) (moments method)0.03002

Expected Shortfall (moments method)0.09700

Extreme Value Index (regression method)1.00801

VaR(95%) (regression method)0.03295

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

Number of observations5.00000

Minimum0.00180

Quartile 10.01323

Median0.03971

Quartile 30.04090

Maximum0.09780

Mean of quarter 10.00752

Mean of quarter 20.03971

Mean of quarter 30.04090

Mean of quarter 40.09780

Inter Quartile Range0.02767

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 high0.09780
 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)0.93067

Compounded annual return (geometric extrapolation)0.77180

Calmar ratio (compounded annual return / max draw down)7.89199

Compounded annual return / average of 25% largest draw downs7.89199

Compounded annual return / Expected Shortfall lognormal8.60959

0.00000

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

Mean0.49429

SD0.27225

Sharpe ratio (Glass type estimate)1.81556

Sharpe ratio (Hedges UMVUE)1.81240

df431.00000

t2.33132

p0.01010

Lowerbound of 95% confidence interval for Sharpe Ratio0.28337

Upperbound of 95% confidence interval for Sharpe Ratio3.34569

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28125

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.34354
 Statistics related to Sortino ratio

Sortino ratio2.67464

Upside Potential Ratio10.09180

Upside part of mean1.86503

Downside part of mean1.37074

Upside SD0.20181

Downside SD0.18481

N nonnegative terms252.00000

N negative terms180.00000
 Statistics related to linear regression on benchmark

N of observations432.00000

Mean of predictor0.32765

Mean of criterion0.49429

SD of predictor0.18020

SD of criterion0.27225

Covariance0.02095

r0.42709

b (slope, estimate of beta)0.64527

a (intercept, estimate of alpha)0.28300

Mean Square Error0.06074

DF error430.00000

t(b)9.79444

p(b)0.00000

t(a)1.46453

p(a)0.07189

Lowerbound of 95% confidence interval for beta0.51578

Upperbound of 95% confidence interval for beta0.77476

Lowerbound of 95% confidence interval for alpha0.09676

Upperbound of 95% confidence interval for alpha0.66249

Treynor index (mean / b)0.76602

Jensen alpha (a)0.28287
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.45680

SD0.27254

Sharpe ratio (Glass type estimate)1.67609

Sharpe ratio (Hedges UMVUE)1.67317

df431.00000

t2.15223

p0.01597

Lowerbound of 95% confidence interval for Sharpe Ratio0.14468

Upperbound of 95% confidence interval for Sharpe Ratio3.20559

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14273

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.20361
 Statistics related to Sortino ratio

Sortino ratio2.42668

Upside Potential Ratio9.80075

Upside part of mean1.84489

Downside part of mean1.38809

Upside SD0.19866

Downside SD0.18824

N nonnegative terms252.00000

N negative terms180.00000
 Statistics related to linear regression on benchmark

N of observations432.00000

Mean of predictor0.31122

Mean of criterion0.45680

SD of predictor0.18025

SD of criterion0.27254

Covariance0.02104

r0.42838

b (slope, estimate of beta)0.64771

a (intercept, estimate of alpha)0.25521

Mean Square Error0.06079

DF error430.00000

t(b)9.83066

p(b)0.00000

t(a)1.32168

p(a)0.09349

Lowerbound of 95% confidence interval for beta0.51821

Upperbound of 95% confidence interval for beta0.77721

Lowerbound of 95% confidence interval for alpha0.12432

Upperbound of 95% confidence interval for alpha0.63475

Treynor index (mean / b)0.70525

Jensen alpha (a)0.25521
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02562

Expected Shortfall on VaR0.03243
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01062

Expected Shortfall on VaR0.02202
 ORDER STATISTICS
 Quartiles of return rates

Number of observations432.00000

Minimum0.93415

Quartile 10.99319

Median1.00250

Quartile 31.01138

Maximum1.06611

Mean of quarter 10.98129

Mean of quarter 20.99837

Mean of quarter 31.00688

Mean of quarter 41.02143

Inter Quartile Range0.01820

Number outliers low12.00000

Percentage of outliers low0.02778

Mean of outliers low0.95332

Number of outliers high8.00000

Percentage of outliers high0.01852

Mean of outliers high1.05105
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.29805

VaR(95%) (moments method)0.01865

Expected Shortfall (moments method)0.03169

Extreme Value Index (regression method)0.19518

VaR(95%) (regression method)0.01832

Expected Shortfall (regression method)0.02851
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations24.00000

Minimum0.00188

Quartile 10.00768

Median0.01782

Quartile 30.03380

Maximum0.26204

Mean of quarter 10.00418

Mean of quarter 20.01177

Mean of quarter 30.02565

Mean of quarter 40.10231

Inter Quartile Range0.02612

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.08333

Mean of outliers high0.20694
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.53701

VaR(95%) (moments method)0.10837

Expected Shortfall (moments method)0.26206

Extreme Value Index (regression method)0.96493

VaR(95%) (regression method)0.13712

Expected Shortfall (regression method)3.65373
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.74220

Compounded annual return (geometric extrapolation)0.62369

Calmar ratio (compounded annual return / max draw down)2.38019

Compounded annual return / average of 25% largest draw downs6.09595

Compounded annual return / Expected Shortfall lognormal19.23190

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

Mean0.06855

SD0.21383

Sharpe ratio (Glass type estimate)0.32060

Sharpe ratio (Hedges UMVUE)0.31875

df130.00000

t0.22670

p0.49006

Lowerbound of 95% confidence interval for Sharpe Ratio2.45209

Upperbound of 95% confidence interval for Sharpe Ratio3.09208

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.45333

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.09082
 Statistics related to Sortino ratio

Sortino ratio0.46082

Upside Potential Ratio8.47801

Upside part of mean1.26121

Downside part of mean1.19266

Upside SD0.15251

Downside SD0.14876

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15696

Mean of criterion0.06855

SD of predictor0.10630

SD of criterion0.21383

Covariance0.00728

r0.32045

b (slope, estimate of beta)0.64463

a (intercept, estimate of alpha)0.03263

Mean Square Error0.04134

DF error129.00000

t(b)3.84229

p(b)0.29954

t(a)0.11299

p(a)0.50633

Lowerbound of 95% confidence interval for beta0.31269

Upperbound of 95% confidence interval for beta0.97658

Lowerbound of 95% confidence interval for alpha0.60395

Upperbound of 95% confidence interval for alpha0.53870

Treynor index (mean / b)0.10634

Jensen alpha (a)0.03263
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04591

SD0.21344

Sharpe ratio (Glass type estimate)0.21512

Sharpe ratio (Hedges UMVUE)0.21388

df130.00000

t0.15211

p0.49333

Lowerbound of 95% confidence interval for Sharpe Ratio2.55718

Upperbound of 95% confidence interval for Sharpe Ratio2.98669

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.55805

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.98580
 Statistics related to Sortino ratio

Sortino ratio0.30453

Upside Potential Ratio8.28899

Upside part of mean1.24971

Downside part of mean1.20380

Upside SD0.14995

Downside SD0.15077

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15128

Mean of criterion0.04591

SD of predictor0.10647

SD of criterion0.21344

Covariance0.00740

r0.32569

b (slope, estimate of beta)0.65293

a (intercept, estimate of alpha)0.05286

Mean Square Error0.04104

DF error129.00000

t(b)3.91248

p(b)0.29638

t(a)0.18380

p(a)0.51030

VAR (95 Confidence Intrvl)0.02600

Lowerbound of 95% confidence interval for beta0.32275

Upperbound of 95% confidence interval for beta0.98312

Lowerbound of 95% confidence interval for alpha0.62188

Upperbound of 95% confidence interval for alpha0.51616

Treynor index (mean / b)0.07032

Jensen alpha (a)0.05286
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02128

Expected Shortfall on VaR0.02665
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00993

Expected Shortfall on VaR0.01955
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95613

Quartile 10.99326

Median1.00048

Quartile 31.00869

Maximum1.06611

Mean of quarter 10.98462

Mean of quarter 20.99756

Mean of quarter 31.00409

Mean of quarter 41.01532

Inter Quartile Range0.01543

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.96323

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.06611
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.15661

VaR(95%) (moments method)0.01537

Expected Shortfall (moments method)0.02265

Extreme Value Index (regression method)0.10776

VaR(95%) (regression method)0.01604

Expected Shortfall (regression method)0.02308
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00124

Quartile 10.00371

Median0.01968

Quartile 30.02999

Maximum0.12780

Mean of quarter 10.00152

Mean of quarter 20.01265

Mean of quarter 30.02182

Mean of quarter 40.08299

Inter Quartile Range0.02628

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.14286

Mean of outliers high0.12780
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?325857000

Max Equity Drawdown (num days)17
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07520

Compounded annual return (geometric extrapolation)0.07661

Calmar ratio (compounded annual return / max draw down)0.59946

Compounded annual return / average of 25% largest draw downs0.92320

Compounded annual return / Expected Shortfall lognormal2.87478
Strategy Description
stock pick very vital.
long term investing on growth
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.