MultiTrust
(140864531)
Subscription terms. Subscriptions to this system cost $59.00 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.
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  

2022  (2.9%)  +5.8%  (4.9%)  +3.3%  +5.5%  +3.5%  (0.4%)  +9.7%  
2023  (0.5%)  (0.5%) 
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  $25,000  
Buy Power  $4,723  
Cash  $4,763  
Equity  ($39)  
Cumulative $  $3,179  
Includes dividends and cashsettled expirations:  $153  Itemized 
Total System Equity  $28,179  
Margined  $0  
Open P/L  ($39) 
Trading Record
Statistics

Strategy began6/26/2022

Suggested Minimum Cap$5,000

Strategy Age (days)214.19

Age7 months ago

What it tradesStocks

# Trades331

# Profitable184

% Profitable55.60%

Avg trade duration12.1 days

Max peaktovalley drawdown9.13%

drawdown periodAug 25, 2022  Sept 03, 2022

Cumul. Return9.1%

Avg win$43.95

Avg loss$34.41
 Model Account Values (Raw)

Cash$4,763

Margin Used$0

Buying Power$4,723
 Ratios

W:L ratio1.67:1

Sharpe Ratio0.96

Sortino Ratio1.51

Calmar Ratio4.121
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)5.28%

Correlation to SP5000.36100

Return Percent SP500 (cumu) during strategy life3.80%
 Return Statistics

Ann Return (w trading costs)15.7%
 Slump

Current Slump as Pcnt Equity1.50%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.10%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.091%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)22.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss15.50%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)697
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score361

Popularity (7 days, Percentile 1000 scale)270
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$34

Avg Win$44

Sum Trade PL (losers)$5,059.000
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$8,086.000

# Winners184

Num Months Winners4
 Dividends

Dividends Received in Model Acct154
 Win / Loss

# Losers147

% Winners55.6%
 Frequency

Avg Position Time (mins)17456.10

Avg Position Time (hrs)290.94

Avg Trade Length12.1 days

Last Trade Ago1
 Leverage

Daily leverage (average)0.81

Daily leverage (max)1.72
 Regression

Alpha0.03

Beta0.20

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)0.30

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades6.780

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 trades0.652

Avg(MAE) / Avg(PL)  Losing trades1.389

HoldandHope Ratio0.212
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.20084

SD0.05387

Sharpe ratio (Glass type estimate)3.72834

Sharpe ratio (Hedges UMVUE)3.13460

df5.00000

t2.63633

p0.02309

Lowerbound of 95% confidence interval for Sharpe Ratio0.05788

Upperbound of 95% confidence interval for Sharpe Ratio7.19188

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.25028

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.51947
 Statistics related to Sortino ratio

Sortino ratio24.74890

Upside Potential Ratio26.16310

Upside part of mean0.21232

Downside part of mean0.01148

Upside SD0.07559

Downside SD0.00812

N nonnegative terms5.00000

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

N of observations6.00000

Mean of predictor0.07602

Mean of criterion0.20084

SD of predictor0.17165

SD of criterion0.05387

Covariance0.00338

r0.36526

b (slope, estimate of beta)0.11463

a (intercept, estimate of alpha)0.20956

Mean Square Error0.00314

DF error4.00000

t(b)0.78473

p(b)0.23824

t(a)2.61738

p(a)0.02948

Lowerbound of 95% confidence interval for beta0.29102

Upperbound of 95% confidence interval for beta0.52027

Lowerbound of 95% confidence interval for alpha0.01278

Upperbound of 95% confidence interval for alpha0.43189

Treynor index (mean / b)1.75212

Jensen alpha (a)0.20956
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19755

SD0.05298

Sharpe ratio (Glass type estimate)3.72888

Sharpe ratio (Hedges UMVUE)3.13505

df5.00000

t2.63672

p0.02308

Lowerbound of 95% confidence interval for Sharpe Ratio0.05820

Upperbound of 95% confidence interval for Sharpe Ratio7.19263

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24999

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.52009
 Statistics related to Sortino ratio

Sortino ratio24.33040

Upside Potential Ratio25.74460

Upside part of mean0.20904

Downside part of mean0.01148

Upside SD0.07433

Downside SD0.00812

N nonnegative terms5.00000

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

N of observations6.00000

Mean of predictor0.08877

Mean of criterion0.19755

SD of predictor0.17551

SD of criterion0.05298

Covariance0.00335

r0.36079

b (slope, estimate of beta)0.10891

a (intercept, estimate of alpha)0.20722

Mean Square Error0.00305

DF error4.00000

t(b)0.77368

p(b)0.24115

t(a)2.61911

p(a)0.02943

Lowerbound of 95% confidence interval for beta0.28199

Upperbound of 95% confidence interval for beta0.49980

Lowerbound of 95% confidence interval for alpha0.01249

Upperbound of 95% confidence interval for alpha0.42693

Treynor index (mean / b)1.81399

Jensen alpha (a)0.20722
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00866

Expected Shortfall on VaR0.01495
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00089

Expected Shortfall on VaR0.00244
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.99659

Quartile 11.00946

Median1.02078

Quartile 31.03214

Maximum1.03463

Mean of quarter 11.00258

Mean of quarter 21.01211

Mean of quarter 31.02945

Mean of quarter 41.03384

Inter Quartile Range0.02269

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

Minimum0.00341

Quartile 10.00341

Median0.00341

Quartile 30.00341

Maximum0.00341

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)0.23866

Compounded annual return (geometric extrapolation)0.25290

Calmar ratio (compounded annual return / max draw down)74.16330

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

Compounded annual return / Expected Shortfall lognormal16.91080

0.00000

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

Mean0.18928

SD0.11589

Sharpe ratio (Glass type estimate)1.63325

Sharpe ratio (Hedges UMVUE)1.62512

df151.00000

t1.24401

p0.43599

Lowerbound of 95% confidence interval for Sharpe Ratio0.94917

Upperbound of 95% confidence interval for Sharpe Ratio4.21044

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.95462

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.20486
 Statistics related to Sortino ratio

Sortino ratio2.77077

Upside Potential Ratio10.26890

Upside part of mean0.70149

Downside part of mean0.51221

Upside SD0.09387

Downside SD0.06831

N nonnegative terms62.00000

N negative terms90.00000
 Statistics related to linear regression on benchmark

N of observations152.00000

Mean of predictor0.06678

Mean of criterion0.18928

SD of predictor0.22578

SD of criterion0.11589

Covariance0.00929

r0.35508

b (slope, estimate of beta)0.18226

a (intercept, estimate of alpha)0.17700

Mean Square Error0.01182

DF error150.00000

t(b)4.65200

p(b)0.32246

t(a)1.24082

p(a)0.44960

Lowerbound of 95% confidence interval for beta0.10485

Upperbound of 95% confidence interval for beta0.25967

Lowerbound of 95% confidence interval for alpha0.10492

Upperbound of 95% confidence interval for alpha0.45913

Treynor index (mean / b)1.03850

Jensen alpha (a)0.17711
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18255

SD0.11557

Sharpe ratio (Glass type estimate)1.57951

Sharpe ratio (Hedges UMVUE)1.57165

df151.00000

t1.20308

p0.43807

Lowerbound of 95% confidence interval for Sharpe Ratio1.00237

Upperbound of 95% confidence interval for Sharpe Ratio4.15629

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.00766

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.15097
 Statistics related to Sortino ratio

Sortino ratio2.65536

Upside Potential Ratio10.13950

Upside part of mean0.69705

Downside part of mean0.51451

Upside SD0.09311

Downside SD0.06875

N nonnegative terms62.00000

N negative terms90.00000
 Statistics related to linear regression on benchmark

N of observations152.00000

Mean of predictor0.04153

Mean of criterion0.18255

SD of predictor0.22522

SD of criterion0.11557

Covariance0.00929

r0.35675

b (slope, estimate of beta)0.18306

a (intercept, estimate of alpha)0.17494

Mean Square Error0.01173

DF error150.00000

t(b)4.67705

p(b)0.32162

t(a)1.23001

p(a)0.45004

Lowerbound of 95% confidence interval for beta0.10572

Upperbound of 95% confidence interval for beta0.26040

Lowerbound of 95% confidence interval for alpha0.10609

Upperbound of 95% confidence interval for alpha0.45597

Treynor index (mean / b)0.99717

Jensen alpha (a)0.17494
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01099

Expected Shortfall on VaR0.01393
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00498

Expected Shortfall on VaR0.00978
 ORDER STATISTICS
 Quartiles of return rates

Number of observations152.00000

Minimum0.98136

Quartile 10.99800

Median1.00000

Quartile 31.00345

Maximum1.02564

Mean of quarter 10.99308

Mean of quarter 20.99935

Mean of quarter 31.00071

Mean of quarter 41.01017

Inter Quartile Range0.00545

Number outliers low7.00000

Percentage of outliers low0.04605

Mean of outliers low0.98474

Number of outliers high12.00000

Percentage of outliers high0.07895

Mean of outliers high1.01735
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06070

VaR(95%) (moments method)0.00546

Expected Shortfall (moments method)0.00742

Extreme Value Index (regression method)0.04641

VaR(95%) (regression method)0.00633

Expected Shortfall (regression method)0.00881
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00320

Quartile 10.00827

Median0.01373

Quartile 30.02137

Maximum0.05684

Mean of quarter 10.00477

Mean of quarter 20.01201

Mean of quarter 30.01673

Mean of quarter 40.03616

Inter Quartile Range0.01309

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high0.05684
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.73928

VaR(95%) (moments method)0.04270

Expected Shortfall (moments method)0.04764

Extreme Value Index (regression method)0.80789

VaR(95%) (regression method)0.06258

Expected Shortfall (regression method)0.29168
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.22384

Compounded annual return (geometric extrapolation)0.23424

Calmar ratio (compounded annual return / max draw down)4.12071

Compounded annual return / average of 25% largest draw downs6.47846

Compounded annual return / Expected Shortfall lognormal16.81580

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

Mean0.25022

SD0.12199

Sharpe ratio (Glass type estimate)2.05106

Sharpe ratio (Hedges UMVUE)2.03921

df130.00000

t1.45032

p0.43691

Lowerbound of 95% confidence interval for Sharpe Ratio0.73581

Upperbound of 95% confidence interval for Sharpe Ratio4.83018

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.74366

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.82207
 Statistics related to Sortino ratio

Sortino ratio3.53309

Upside Potential Ratio10.97130

Upside part of mean0.77699

Downside part of mean0.52677

Upside SD0.09996

Downside SD0.07082

N nonnegative terms59.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.06862

Mean of criterion0.25022

SD of predictor0.23216

SD of criterion0.12199

Covariance0.01054

r0.37229

b (slope, estimate of beta)0.19562

a (intercept, estimate of alpha)0.23679

Mean Square Error0.01292

DF error129.00000

t(b)4.55587

p(b)0.26859

t(a)1.47287

p(a)0.41836

Lowerbound of 95% confidence interval for beta0.11067

Upperbound of 95% confidence interval for beta0.28058

Lowerbound of 95% confidence interval for alpha0.08129

Upperbound of 95% confidence interval for alpha0.55488

Treynor index (mean / b)1.27906

Jensen alpha (a)0.23679
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24272

SD0.12165

Sharpe ratio (Glass type estimate)1.99525

Sharpe ratio (Hedges UMVUE)1.98372

df130.00000

t1.41085

p0.43860

Lowerbound of 95% confidence interval for Sharpe Ratio0.79090

Upperbound of 95% confidence interval for Sharpe Ratio4.77389

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79856

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.76599
 Statistics related to Sortino ratio

Sortino ratio3.40484

Upside Potential Ratio10.82910

Upside part of mean0.77197

Downside part of mean0.52925

Upside SD0.09914

Downside SD0.07129

N nonnegative terms59.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.04195

Mean of criterion0.24272

SD of predictor0.23161

SD of criterion0.12165

Covariance0.01054

r0.37401

b (slope, estimate of beta)0.19644

a (intercept, estimate of alpha)0.23448

Mean Square Error0.01283

DF error129.00000

t(b)4.58037

p(b)0.26757

t(a)1.46385

p(a)0.41884

VAR (95 Confidence Intrvl)0.01100

Lowerbound of 95% confidence interval for beta0.11159

Upperbound of 95% confidence interval for beta0.28129

Lowerbound of 95% confidence interval for alpha0.08244

Upperbound of 95% confidence interval for alpha0.55139

Treynor index (mean / b)1.23560

Jensen alpha (a)0.23448
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01137

Expected Shortfall on VaR0.01447
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00489

Expected Shortfall on VaR0.00973
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98136

Quartile 10.99799

Median1.00000

Quartile 31.00403

Maximum1.02564

Mean of quarter 10.99291

Mean of quarter 20.99934

Mean of quarter 31.00109

Mean of quarter 41.01091

Inter Quartile Range0.00603

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.98392

Number of outliers high10.00000

Percentage of outliers high0.07634

Mean of outliers high1.01844
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.08222

VaR(95%) (moments method)0.00570

Expected Shortfall (moments method)0.00840

Extreme Value Index (regression method)0.03881

VaR(95%) (regression method)0.00633

Expected Shortfall (regression method)0.00883
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00320

Quartile 10.00758

Median0.01366

Quartile 30.02193

Maximum0.05684

Mean of quarter 10.00477

Mean of quarter 20.01201

Mean of quarter 30.01786

Mean of quarter 40.04327

Inter Quartile Range0.01436

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 high0.05684
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.73928

VaR(95%) (moments method)0.04357

Expected Shortfall (moments method)0.04814

Extreme Value Index (regression method)0.80789

VaR(95%) (regression method)0.06694

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.31438

Strat Max DD how much worse than SP500 max DD during strat life?349125000

Max Equity Drawdown (num days)9
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.28979

Compounded annual return (geometric extrapolation)0.31078

Calmar ratio (compounded annual return / max draw down)5.46732

Compounded annual return / average of 25% largest draw downs7.18293

Compounded annual return / Expected Shortfall lognormal21.48340
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.