BOB DYLAN SP500
(46106678)
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.
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  

2010  +5.8%  +17.1%  (6.3%)  +5.6%  (19.4%)    +37.7%  +0.9%  +20.1%  +5.3%  (4.2%)  +6.0%  +76.0% 
2011  (0.7%)  +5.0%  (8.3%)  +9.4%  +5.6%  +4.1%  (0.6%)  (0.7%)  (1.7%)  +14.8%  +34.3%  +4.3%  +79.5% 
2012  (0.4%)  (0.4%)  (0.4%)  +7.2%  (11.2%)  +2.6%  +3.4%  (0.4%)  (0.6%)  +5.2%  +4.7%  +2.3%  +11.2% 
2013  (0.4%)  (1.8%)  (0.4%)  (0.4%)  (0.4%)  (0.4%)  (0.4%)  +3.3%  (0.4%)  +5.0%  (0.4%)  +3.2%  +6.6% 
2014  +3.8%  (0.3%)  +4.8%  +3.9%  (0.3%)  (0.3%)  (5.3%)  +4.4%  +3.7%  +7.7%  (0.3%)  +4.2%  +28.2% 
2015  +6.7%  +2.3%  +0.9%  (0.2%)  (0.1%)  +2.3%  +5.1%  (3.2%)  (0.2%)  (1.7%)    +1.4%  +13.6% 
2016  (13%)  +0.8%  +3.4%  (0.3%)  +1.4%  +0.7%  (1.3%)  +0.5%  +2.6%  +1.7%  (0.2%)  +1.6%  (3.1%) 
2017  (0.3%)  (0.2%)  (0.6%)    +1.9%  +1.8%  +1.4%  +0.2%  +1.4%  +0.9%  (0.2%)  +0.7%  +7.2% 
2018  (1.8%)  (2.8%)  (2.4%)  (12.1%)      +5.2%  +2.5%  +5.1%  (27.8%)      (33%) 
2019                          0.0 
2020                          0.0 
2021                    0.0 
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  $10,000  
Buy Power  $53,108  
Cash  $53,108  
Equity  $0  
Cumulative $  $43,108  
Total System Equity  $53,108  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began12/29/2009

Suggested Minimum Cap$10,000

Strategy Age (days)4279.05

Age143 months ago

What it tradesFutures

# Trades113

# Profitable87

% Profitable77.00%

Avg trade duration4.6 days

Max peaktovalley drawdown33.94%

drawdown periodAug 17, 2015  Oct 26, 2018

Annual Return (Compounded)12.1%

Avg win$1,077

Avg loss$1,947
 Model Account Values (Raw)

Cash$53,108

Margin Used$0

Buying Power$53,108
 Ratios

W:L ratio1.85:1

Sharpe Ratio0.4

Sortino Ratio0.66

Calmar Ratio0.661
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)14.82%

Correlation to SP5000.25990

Return Percent SP500 (cumu) during strategy life293.62%
 Return Statistics

Ann Return (w trading costs)12.1%
 Slump

Current Slump as Pcnt Equity51.40%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.52%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.121%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)15.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss47.00%

Chance of 20% account loss20.50%

Chance of 30% account loss9.50%

Chance of 40% account loss2.00%

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

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss0.50%
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)576
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?1
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,948

Avg Win$1,078

Sum Trade PL (losers)$50,639.000
 Age

Num Months filled monthly returns table141
 Win / Loss

Sum Trade PL (winners)$93,747.000

# Winners87

Num Months Winners59
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers26

% Winners77.0%
 Frequency

Avg Position Time (mins)6687.17

Avg Position Time (hrs)111.45

Avg Trade Length4.6 days

Last Trade Ago1058
 Regression

Alpha0.02

Beta0.45

Treynor Index0.08
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03

MAE:PL  Winning Trades  this strat Percentile of All Strats47.60

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats12.00

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.34

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.07

Avg(MAE) / Avg(PL)  All trades8.038

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 strat0.23

Avg(MAE) / Avg(PL)  Winning trades1.227

Avg(MAE) / Avg(PL)  Losing trades1.097

HoldandHope Ratio0.124
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.18315

SD0.18178

Sharpe ratio (Glass type estimate)1.00754

Sharpe ratio (Hedges UMVUE)1.00117

df119.00000

t3.18611

p0.32389

Lowerbound of 95% confidence interval for Sharpe Ratio0.37267

Upperbound of 95% confidence interval for Sharpe Ratio1.63837

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36846

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.63388
 Statistics related to Sortino ratio

Sortino ratio1.97211

Upside Potential Ratio2.89812

Upside part of mean0.26914

Downside part of mean0.08600

Upside SD0.16413

Downside SD0.09287

N nonnegative terms96.00000

N negative terms24.00000
 Statistics related to linear regression on benchmark

N of observations120.00000

Mean of predictor0.14496

Mean of criterion0.18315

SD of predictor0.15962

SD of criterion0.18178

Covariance0.00153

r0.05271

b (slope, estimate of beta)0.06003

a (intercept, estimate of alpha)0.17444

Mean Square Error0.03323

DF error118.00000

t(b)0.57339

p(b)0.47364

t(a)2.92645

p(a)0.36994

Lowerbound of 95% confidence interval for beta0.14728

Upperbound of 95% confidence interval for beta0.26734

Lowerbound of 95% confidence interval for alpha0.05640

Upperbound of 95% confidence interval for alpha0.29249

Treynor index (mean / b)3.05104

Jensen alpha (a)0.17444
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16609

SD0.17750

Sharpe ratio (Glass type estimate)0.93574

Sharpe ratio (Hedges UMVUE)0.92983

df119.00000

t2.95907

p0.33526

Lowerbound of 95% confidence interval for Sharpe Ratio0.30278

Upperbound of 95% confidence interval for Sharpe Ratio1.56493

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29888

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.56078
 Statistics related to Sortino ratio

Sortino ratio1.64986

Upside Potential Ratio2.55177

Upside part of mean0.25688

Downside part of mean0.09079

Upside SD0.15299

Downside SD0.10067

N nonnegative terms96.00000

N negative terms24.00000
 Statistics related to linear regression on benchmark

N of observations120.00000

Mean of predictor0.13173

Mean of criterion0.16609

SD of predictor0.15808

SD of criterion0.17750

Covariance0.00232

r0.08254

b (slope, estimate of beta)0.09268

a (intercept, estimate of alpha)0.15388

Mean Square Error0.03155

DF error118.00000

t(b)0.89969

p(b)0.45873

t(a)2.66277

p(a)0.38096

Lowerbound of 95% confidence interval for beta0.11131

Upperbound of 95% confidence interval for beta0.29667

Lowerbound of 95% confidence interval for alpha0.03944

Upperbound of 95% confidence interval for alpha0.26832

Treynor index (mean / b)1.79212

Jensen alpha (a)0.15388
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06802

Expected Shortfall on VaR0.08759
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00749

Expected Shortfall on VaR0.02108
 ORDER STATISTICS
 Quartiles of return rates

Number of observations120.00000

Minimum0.79196

Quartile 11.00000

Median1.00009

Quartile 31.02811

Maximum1.27015

Mean of quarter 10.97133

Mean of quarter 21.00001

Mean of quarter 31.01329

Mean of quarter 41.07642

Inter Quartile Range0.02811

Number outliers low6.00000

Percentage of outliers low0.05000

Mean of outliers low0.89621

Number of outliers high13.00000

Percentage of outliers high0.10833

Mean of outliers high1.12431
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)5.09259

VaR(95%) (moments method)0.00130

Expected Shortfall (moments method)0.00130

Extreme Value Index (regression method)0.17688

VaR(95%) (regression method)0.02831

Expected Shortfall (regression method)0.06002
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00450

Quartile 10.02668

Median0.08067

Quartile 30.10673

Maximum0.25840

Mean of quarter 10.01425

Mean of quarter 20.06027

Mean of quarter 30.09481

Mean of quarter 40.18361

Inter Quartile Range0.08005

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.11111

Mean of outliers high0.25840
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.40607

VaR(95%) (moments method)0.20559

Expected Shortfall (moments method)0.35437

Extreme Value Index (regression method)5.16649

VaR(95%) (regression method)1.14648

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.42640

Compounded annual return (geometric extrapolation)0.18068

Calmar ratio (compounded annual return / max draw down)0.69921

Compounded annual return / average of 25% largest draw downs0.98403

Compounded annual return / Expected Shortfall lognormal2.06269

0.00000

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

Mean0.20181

SD0.27609

Sharpe ratio (Glass type estimate)0.73096

Sharpe ratio (Hedges UMVUE)0.73075

df2634.00000

t2.31809

p0.01026

Lowerbound of 95% confidence interval for Sharpe Ratio0.11256

Upperbound of 95% confidence interval for Sharpe Ratio1.34925

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11241

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.34909
 Statistics related to Sortino ratio

Sortino ratio1.26775

Upside Potential Ratio4.02620

Upside part of mean0.64092

Downside part of mean0.43911

Upside SD0.22586

Downside SD0.15919

N nonnegative terms2289.00000

N negative terms346.00000
 Statistics related to linear regression on benchmark

N of observations2635.00000

Mean of predictor0.15019

Mean of criterion0.20181

SD of predictor0.16654

SD of criterion0.27609

Covariance0.01316

r0.28625

b (slope, estimate of beta)0.47456

a (intercept, estimate of alpha)0.13100

Mean Square Error0.07001

DF error2633.00000

t(b)15.32990

p(b)0.00000

t(a)1.56215

p(a)0.05919

Lowerbound of 95% confidence interval for beta0.41386

Upperbound of 95% confidence interval for beta0.53526

Lowerbound of 95% confidence interval for alpha0.03332

Upperbound of 95% confidence interval for alpha0.29439

Treynor index (mean / b)0.42526

Jensen alpha (a)0.13054
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16514

SD0.26845

Sharpe ratio (Glass type estimate)0.61517

Sharpe ratio (Hedges UMVUE)0.61500

df2634.00000

t1.95091

p0.02559

Lowerbound of 95% confidence interval for Sharpe Ratio0.00313

Upperbound of 95% confidence interval for Sharpe Ratio1.23338

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00325

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.23325
 Statistics related to Sortino ratio

Sortino ratio0.98231

Upside Potential Ratio3.67527

Upside part of mean0.61788

Downside part of mean0.45273

Upside SD0.20947

Downside SD0.16812

N nonnegative terms2289.00000

N negative terms346.00000
 Statistics related to linear regression on benchmark

N of observations2635.00000

Mean of predictor0.13628

Mean of criterion0.16514

SD of predictor0.16673

SD of criterion0.26845

Covariance0.01281

r0.28619

b (slope, estimate of beta)0.46079

a (intercept, estimate of alpha)0.10235

Mean Square Error0.06619

DF error2633.00000

t(b)15.32600

p(b)0.00000

t(a)1.26002

p(a)0.10389

Lowerbound of 95% confidence interval for beta0.40184

Upperbound of 95% confidence interval for beta0.51975

Lowerbound of 95% confidence interval for alpha0.05693

Upperbound of 95% confidence interval for alpha0.26163

Treynor index (mean / b)0.35839

Jensen alpha (a)0.10235
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02630

Expected Shortfall on VaR0.03300
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00106

Expected Shortfall on VaR0.00374
 ORDER STATISTICS
 Quartiles of return rates

Number of observations2635.00000

Minimum0.80271

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.34352

Mean of quarter 10.99330

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00978

Inter Quartile Range0.00000

Number outliers low346.00000

Percentage of outliers low0.13131

Mean of outliers low0.98724

Number of outliers high419.00000

Percentage of outliers high0.15901

Mean of outliers high1.01538
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.85177

VaR(95%) (moments method)0.00237

Expected Shortfall (moments method)0.02625

Extreme Value Index (regression method)0.24695

VaR(95%) (regression method)0.00527

Expected Shortfall (regression method)0.01791
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations72.00000

Minimum0.00001

Quartile 10.00002

Median0.00916

Quartile 30.05330

Maximum0.27154

Mean of quarter 10.00001

Mean of quarter 20.00349

Mean of quarter 30.02249

Mean of quarter 40.12640

Inter Quartile Range0.05328

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high7.00000

Percentage of outliers high0.09722

Mean of outliers high0.19477
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.01598

VaR(95%) (moments method)0.12067

Expected Shortfall (moments method)0.16064

Extreme Value Index (regression method)0.12771

VaR(95%) (regression method)0.10416

Expected Shortfall (regression method)0.14174
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.42397

Compounded annual return (geometric extrapolation)0.17956

Calmar ratio (compounded annual return / max draw down)0.66126

Compounded annual return / average of 25% largest draw downs1.42062

Compounded annual return / Expected Shortfall lognormal5.44067

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

Mean0.00038

SD0.00046

Sharpe ratio (Glass type estimate)0.81423

Sharpe ratio (Hedges UMVUE)0.80953

df130.00000

t0.57575

p0.52522

Lowerbound of 95% confidence interval for Sharpe Ratio3.58636

Upperbound of 95% confidence interval for Sharpe Ratio1.96079

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.58308

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.96403
 Statistics related to Sortino ratio

Sortino ratio0.99981

Upside Potential Ratio2.00019

Upside part of mean0.00075

Downside part of mean0.00113

Upside SD0.00027

Downside SD0.00038

N nonnegative terms126.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.87520

Mean of criterion0.00038

SD of predictor0.37383

SD of criterion0.00046

Covariance0.00000

r0.00368

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00038

Mean Square Error0.00000

DF error129.00000

t(b)0.04183

p(b)0.49766

t(a)0.57359

p(a)0.53210

Lowerbound of 95% confidence interval for beta0.00021

Upperbound of 95% confidence interval for beta0.00022

Lowerbound of 95% confidence interval for alpha0.00169

Upperbound of 95% confidence interval for alpha0.00093

Treynor index (mean / b)82.63930

Jensen alpha (a)0.00038
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00038

SD0.00046

Sharpe ratio (Glass type estimate)0.81444

Sharpe ratio (Hedges UMVUE)0.80973

df130.00000

t0.57589

p0.52522

Lowerbound of 95% confidence interval for Sharpe Ratio3.58656

Upperbound of 95% confidence interval for Sharpe Ratio1.96059

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.58328

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.96382
 Statistics related to Sortino ratio

Sortino ratio1.00002

Upside Potential Ratio1.99995

Upside part of mean0.00075

Downside part of mean0.00113

Upside SD0.00027

Downside SD0.00038

N nonnegative terms126.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.80452

Mean of criterion0.00038

SD of predictor0.37405

SD of criterion0.00046

Covariance0.00000

r0.00292

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00038

Mean Square Error0.00000

DF error129.00000

t(b)0.03318

p(b)0.49814

t(a)0.57303

p(a)0.53206

VAR (95 Confidence Intrvl)0.02600

Lowerbound of 95% confidence interval for beta0.00021

Upperbound of 95% confidence interval for beta0.00022

Lowerbound of 95% confidence interval for alpha0.00169

Upperbound of 95% confidence interval for alpha0.00093

Treynor index (mean / b)104.28500

Jensen alpha (a)0.00038
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00005

Expected Shortfall on VaR0.00006
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

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

Number of observations131.00000

Minimum0.99981

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00009

Mean of quarter 10.99998

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00001

Inter Quartile Range0.00000

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.99989

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.00009
 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 observations5.00000

Minimum0.00009

Quartile 10.00009

Median0.00009

Quartile 30.00009

Maximum0.00019

Mean of quarter 10.00009

Mean of quarter 20.00009

Mean of quarter 30.00009

Mean of quarter 40.00019

Inter Quartile Range0.00000

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 high0.00019
 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 Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?313359000

Max Equity Drawdown (num days)1166
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00038

Compounded annual return (geometric extrapolation)0.00038

Calmar ratio (compounded annual return / max draw down)1.99981

Compounded annual return / average of 25% largest draw downs1.99981

Compounded annual return / Expected Shortfall lognormal6.23784
Strategy Description
The system trades up to a maximum of 2 S&P emini futures (Normally 1 at a time). READ THE REVIEWS: CLICK ABOVE,RIGHT.
The 15 year track record, recorded in S&P500 points is available on request.
A stop loss is always given with every trade. Trades may be opened / closed intraday in exceptional circumstances.
The many small % losing months on the monthly performance table are not actual losses. collective2.com factors in the monthly system subscription fee to overall performance.
Systems on collective2.com
THE ROLLING STONES collective2.com/system75421760
U 2 SP500 collective2.com/details/98753698
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.