NQ eMicro Pro
(137753724)
Subscription terms. Subscriptions to this system cost $200.00 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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.Financials / Indexes
Focuses on market indexes or interest rates futures.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  (3.4%)  (0.1%)  (7.5%)  (10.7%)  
2022  +28.3%  +0.1%  (0.9%)  +31.8%  +11.6%  +2.2%  (3.4%)  +10.7%  (6.7%)  +90.9% 
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  $17,500  
Buy Power  $33,147  
Cash  $1  
Equity  $1  
Cumulative $  $15,647  
Total System Equity  $33,147  
Margined  $1  
Open P/L  ($1,012)  
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 began10/11/2021

Suggested Minimum Cap$30,000

Strategy Age (days)350.65

Age12 months ago

What it tradesFutures

# Trades156

# Profitable80

% Profitable51.30%

Avg trade duration6.9 hours

Max peaktovalley drawdown27.49%

drawdown periodDec 14, 2021  Jan 10, 2022

Cumul. Return70.4%

Avg win$748.11

Avg loss$581.64
 Model Account Values (Raw)

Cash$33,147

Margin Used$0

Buying Power$33,147
 Ratios

W:L ratio1.35:1

Sharpe Ratio1.3

Sortino Ratio2.14

Calmar Ratio4.657
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)86.60%

Correlation to SP5000.17600

Return Percent SP500 (cumu) during strategy life16.19%
 Return Statistics

Ann Return (w trading costs)73.4%
 Slump

Current Slump as Pcnt Equity18.40%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.06%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.704%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)94.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss45.00%

Chance of 20% account loss14.50%

Chance of 30% account loss5.00%

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 Automated2.93%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)563

Popularity (Last 6 weeks)938
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score890

Popularity (7 days, Percentile 1000 scale)794
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$582

Avg Win$748

Sum Trade PL (losers)$44,205.000
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$59,849.000

# Winners80

Num Months Winners6
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers76

% Winners51.3%
 Frequency

Avg Position Time (mins)416.32

Avg Position Time (hrs)6.94

Avg Trade Length0.3 days

Last Trade Ago1
 Leverage

Daily leverage (average)4.63

Daily leverage (max)10.20
 Regression

Alpha0.15

Beta0.32

Treynor Index0.53
 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)2.55

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades25.432

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 trades0.385

Avg(MAE) / Avg(PL)  Losing trades1.197

HoldandHope Ratio0.039
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.78646

SD0.37293

Sharpe ratio (Glass type estimate)2.10889

Sharpe ratio (Hedges UMVUE)1.94597

df10.00000

t2.01911

p0.03554

Lowerbound of 95% confidence interval for Sharpe Ratio0.17541

Upperbound of 95% confidence interval for Sharpe Ratio4.30673

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.27169

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.16363
 Statistics related to Sortino ratio

Sortino ratio7.26976

Upside Potential Ratio8.80104

Upside part of mean0.95212

Downside part of mean0.16566

Upside SD0.40776

Downside SD0.10818

N nonnegative terms8.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.07064

Mean of criterion0.78646

SD of predictor0.21810

SD of criterion0.37293

Covariance0.02485

r0.30557

b (slope, estimate of beta)0.52250

a (intercept, estimate of alpha)0.74955

Mean Square Error0.14010

DF error9.00000

t(b)0.96275

p(b)0.81959

t(a)1.90815

p(a)0.04436

Lowerbound of 95% confidence interval for beta1.75020

Upperbound of 95% confidence interval for beta0.70520

Lowerbound of 95% confidence interval for alpha0.13906

Upperbound of 95% confidence interval for alpha1.63816

Treynor index (mean / b)1.50519

Jensen alpha (a)0.74955
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70649

SD0.34068

Sharpe ratio (Glass type estimate)2.07374

Sharpe ratio (Hedges UMVUE)1.91354

df10.00000

t1.98546

p0.03759

Lowerbound of 95% confidence interval for Sharpe Ratio0.20399

Upperbound of 95% confidence interval for Sharpe Ratio4.26592

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29870

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.12577
 Statistics related to Sortino ratio

Sortino ratio6.28115

Upside Potential Ratio7.80524

Upside part of mean0.87792

Downside part of mean0.17143

Upside SD0.36668

Downside SD0.11248

N nonnegative terms8.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.09251

Mean of criterion0.70649

SD of predictor0.21932

SD of criterion0.34068

Covariance0.02308

r0.30888

b (slope, estimate of beta)0.47980

a (intercept, estimate of alpha)0.66210

Mean Square Error0.11666

DF error9.00000

t(b)0.97427

p(b)0.82231

t(a)1.84103

p(a)0.04938

Lowerbound of 95% confidence interval for beta1.59387

Upperbound of 95% confidence interval for beta0.63426

Lowerbound of 95% confidence interval for alpha0.15146

Upperbound of 95% confidence interval for alpha1.47566

Treynor index (mean / b)1.47246

Jensen alpha (a)0.66210
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.09778

Expected Shortfall on VaR0.13353
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02041

Expected Shortfall on VaR0.04665
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.91239

Quartile 10.99704

Median1.08633

Quartile 31.10639

Maximum1.31299

Mean of quarter 10.95171

Mean of quarter 21.04757

Mean of quarter 31.09825

Mean of quarter 41.18407

Inter Quartile Range0.10935

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 high1.31299
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)17.14430

VaR(95%) (moments method)0.02901

Expected Shortfall (moments method)0.02901

Extreme Value Index (regression method)0.92805

VaR(95%) (regression method)0.10219

Expected Shortfall (regression method)0.11509
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00962

Quartile 10.02863

Median0.04764

Quartile 30.06762

Maximum0.08761

Mean of quarter 10.00962

Mean of quarter 20.04764

Mean of quarter 30.00000

Mean of quarter 40.08761

Inter Quartile Range0.03899

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.04781

Compounded annual return (geometric extrapolation)1.08423

Calmar ratio (compounded annual return / max draw down)12.37590

Compounded annual return / average of 25% largest draw downs12.37590

Compounded annual return / Expected Shortfall lognormal8.11953

0.00000

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

Mean0.69927

SD0.37419

Sharpe ratio (Glass type estimate)1.86874

Sharpe ratio (Hedges UMVUE)1.86313

df250.00000

t1.82909

p0.03429

Lowerbound of 95% confidence interval for Sharpe Ratio0.14223

Upperbound of 95% confidence interval for Sharpe Ratio3.87605

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14597

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.87223
 Statistics related to Sortino ratio

Sortino ratio3.09221

Upside Potential Ratio10.16360

Upside part of mean2.29838

Downside part of mean1.59911

Upside SD0.30032

Downside SD0.22614

N nonnegative terms103.00000

N negative terms148.00000
 Statistics related to linear regression on benchmark

N of observations251.00000

Mean of predictor0.18819

Mean of criterion0.69927

SD of predictor0.21921

SD of criterion0.37419

Covariance0.01172

r0.14287

b (slope, estimate of beta)0.24387

a (intercept, estimate of alpha)0.65300

Mean Square Error0.13771

DF error249.00000

t(b)2.27775

p(b)0.98821

t(a)1.72088

p(a)0.04326

Lowerbound of 95% confidence interval for beta0.45474

Upperbound of 95% confidence interval for beta0.03300

Lowerbound of 95% confidence interval for alpha0.09441

Upperbound of 95% confidence interval for alpha1.40116

Treynor index (mean / b)2.86739

Jensen alpha (a)0.65338
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.62936

SD0.37145

Sharpe ratio (Glass type estimate)1.69434

Sharpe ratio (Hedges UMVUE)1.68925

df250.00000

t1.65839

p0.04925

Lowerbound of 95% confidence interval for Sharpe Ratio0.31526

Upperbound of 95% confidence interval for Sharpe Ratio3.70065

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.31867

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.69716
 Statistics related to Sortino ratio

Sortino ratio2.71821

Upside Potential Ratio9.73797

Upside part of mean2.25468

Downside part of mean1.62532

Upside SD0.29211

Downside SD0.23153

N nonnegative terms103.00000

N negative terms148.00000
 Statistics related to linear regression on benchmark

N of observations251.00000

Mean of predictor0.21229

Mean of criterion0.62936

SD of predictor0.21995

SD of criterion0.37145

Covariance0.01141

r0.13961

b (slope, estimate of beta)0.23578

a (intercept, estimate of alpha)0.57931

Mean Square Error0.13583

DF error249.00000

t(b)2.22478

p(b)0.98650

t(a)1.53577

p(a)0.06293

Lowerbound of 95% confidence interval for beta0.44450

Upperbound of 95% confidence interval for beta0.02705

Lowerbound of 95% confidence interval for alpha0.16362

Upperbound of 95% confidence interval for alpha1.32224

Treynor index (mean / b)2.66931

Jensen alpha (a)0.57931
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03473

Expected Shortfall on VaR0.04390
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01547

Expected Shortfall on VaR0.03114
 ORDER STATISTICS
 Quartiles of return rates

Number of observations251.00000

Minimum0.92436

Quartile 10.99378

Median1.00000

Quartile 31.01169

Maximum1.12156

Mean of quarter 10.97747

Mean of quarter 20.99847

Mean of quarter 31.00354

Mean of quarter 41.03164

Inter Quartile Range0.01791

Number outliers low13.00000

Percentage of outliers low0.05179

Mean of outliers low0.95061

Number of outliers high16.00000

Percentage of outliers high0.06374

Mean of outliers high1.05599
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01969

VaR(95%) (moments method)0.01732

Expected Shortfall (moments method)0.02450

Extreme Value Index (regression method)0.00866

VaR(95%) (regression method)0.02037

Expected Shortfall (regression method)0.02928
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations21.00000

Minimum0.00038

Quartile 10.01513

Median0.05064

Quartile 30.09808

Maximum0.19961

Mean of quarter 10.00477

Mean of quarter 20.03152

Mean of quarter 30.07555

Mean of quarter 40.15030

Inter Quartile Range0.08295

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)0.64877

VaR(95%) (moments method)0.16182

Expected Shortfall (moments method)0.17613

Extreme Value Index (regression method)0.01024

VaR(95%) (regression method)0.16235

Expected Shortfall (regression method)0.20097
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.91543

Compounded annual return (geometric extrapolation)0.92951

Calmar ratio (compounded annual return / max draw down)4.65675

Compounded annual return / average of 25% largest draw downs6.18445

Compounded annual return / Expected Shortfall lognormal21.17130

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

Mean0.84242

SD0.32998

Sharpe ratio (Glass type estimate)2.55294

Sharpe ratio (Hedges UMVUE)2.53818

df130.00000

t1.80520

p0.42181

Lowerbound of 95% confidence interval for Sharpe Ratio0.24092

Upperbound of 95% confidence interval for Sharpe Ratio5.33721

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.25074

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.32711
 Statistics related to Sortino ratio

Sortino ratio4.28362

Upside Potential Ratio10.85540

Upside part of mean2.13483

Downside part of mean1.29241

Upside SD0.26849

Downside SD0.19666

N nonnegative terms53.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.44618

Mean of criterion0.84242

SD of predictor0.24751

SD of criterion0.32998

Covariance0.00962

r0.11780

b (slope, estimate of beta)0.15705

a (intercept, estimate of alpha)0.77234

Mean Square Error0.10821

DF error129.00000

t(b)1.34735

p(b)0.57482

t(a)1.64994

p(a)0.40880

Lowerbound of 95% confidence interval for beta0.38768

Upperbound of 95% confidence interval for beta0.07357

Lowerbound of 95% confidence interval for alpha0.15381

Upperbound of 95% confidence interval for alpha1.69850

Treynor index (mean / b)5.36392

Jensen alpha (a)0.77234
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.78744

SD0.32832

Sharpe ratio (Glass type estimate)2.39842

Sharpe ratio (Hedges UMVUE)2.38456

df130.00000

t1.69594

p0.42644

Lowerbound of 95% confidence interval for Sharpe Ratio0.39316

Upperbound of 95% confidence interval for Sharpe Ratio5.18103

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40236

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.17148
 Statistics related to Sortino ratio

Sortino ratio3.92207

Upside Potential Ratio10.45760

Upside part of mean2.09959

Downside part of mean1.31215

Upside SD0.26273

Downside SD0.20077

N nonnegative terms53.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.47713

Mean of criterion0.78744

SD of predictor0.24866

SD of criterion0.32832

Covariance0.00923

r0.11304

b (slope, estimate of beta)0.14925

a (intercept, estimate of alpha)0.71623

Mean Square Error0.10724

DF error129.00000

t(b)1.29215

p(b)0.57181

t(a)1.53570

p(a)0.41495

VAR (95 Confidence Intrvl)0.03500

Lowerbound of 95% confidence interval for beta0.37777

Upperbound of 95% confidence interval for beta0.07928

Lowerbound of 95% confidence interval for alpha0.20652

Upperbound of 95% confidence interval for alpha1.63898

Treynor index (mean / b)5.27612

Jensen alpha (a)0.71623
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02990

Expected Shortfall on VaR0.03806
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01253

Expected Shortfall on VaR0.02586
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.93588

Quartile 10.99646

Median1.00000

Quartile 31.01216

Maximum1.07321

Mean of quarter 10.98098

Mean of quarter 20.99969

Mean of quarter 31.00360

Mean of quarter 41.02902

Inter Quartile Range0.01569

Number outliers low7.00000

Percentage of outliers low0.05344

Mean of outliers low0.95612

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.05304
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07296

VaR(95%) (moments method)0.01226

Expected Shortfall (moments method)0.01847

Extreme Value Index (regression method)0.00884

VaR(95%) (regression method)0.02012

Expected Shortfall (regression method)0.03020
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00038

Quartile 10.02010

Median0.04370

Quartile 30.06463

Maximum0.16765

Mean of quarter 10.00740

Mean of quarter 20.03261

Mean of quarter 30.05315

Mean of quarter 40.11311

Inter Quartile Range0.04453

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 high0.16765
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.08906

VaR(95%) (moments method)0.13277

Expected Shortfall (moments method)0.14279

Extreme Value Index (regression method)0.50733

VaR(95%) (regression method)0.17277

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.35575

Strat Max DD how much worse than SP500 max DD during strat life?113776000

Max Equity Drawdown (num days)27
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.00663

Compounded annual return (geometric extrapolation)1.25996

Calmar ratio (compounded annual return / max draw down)7.51546

Compounded annual return / average of 25% largest draw downs11.13890

Compounded annual return / Expected Shortfall lognormal33.10300
Strategy Description
The account will be traded at the size shown on the Hypothetical Performance chart, starting at $25,000. Larger or smaller accounts should be scaled accordingly. A majority of the equity may be used for the daily margin requirements. Scaling at greater than or less than 100% may result in performance different from the model.
QQQ Swing Pro uses a lower leveraged strategy trading long only positions of TQQQ and SQQQ ETFs. For trades based on the S&P500 index, the same algorithm is used by SP Micro Pro and SPY Options Pro.
Futures trading involves high risk. Actual results are not guaranteed and may vary from expectations.
Latest Activity
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.