sharp Sharpe NQ
(141993054)
Subscription terms. Subscriptions to this system cost $199.00 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  

2022  (1.7%)  +1.9%  +2.7%  (2.6%)  +0.2%  
2023  +14.5%  +5.9%  +5.2%  +1.8%  +0.1%  +4.7%  (4.2%)  +5.2%  (4.9%)  (1.5%)  +1.2%  +1.4%  +31.8% 
2024  +6.9%  +2.2%  +4.2%  +3.0%  +2.3%  +6.4%  (0.6%)  (0.8%)  +25.8% 
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  $90,547  
Cash  $90,547  
Equity  $0  
Cumulative $  $40,547  
Total System Equity  $90,547  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began9/30/2022

Suggested Minimum Cap$80,000

Strategy Age (days)675.97

Age23 months ago

What it tradesFutures

# Trades483

# Profitable164

% Profitable34.00%

Avg trade duration4.3 hours

Max peaktovalley drawdown9.43%

drawdown periodJuly 18, 2023  Aug 23, 2023

Annual Return (Compounded)31.4%

Avg win$719.90

Avg loss$243.01
 Model Account Values (Raw)

Cash$90,547

Margin Used$0

Buying Power$90,547
 Ratios

W:L ratio1.52:1

Sharpe Ratio1.57

Sortino Ratio2.73

Calmar Ratio4.645
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)21.87%

Correlation to SP5000.29000

Return Percent SP500 (cumu) during strategy life44.64%
 Return Statistics

Ann Return (w trading costs)31.4%
 Slump

Current Slump as Pcnt Equity3.90%
 Instruments

Percent Trades Futures1.00%
 Slump

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

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.314%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)37.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss6.50%

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 Automated100.00%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)940

Popularity (Last 6 weeks)982
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score987

Popularity (7 days, Percentile 1000 scale)930
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$243

Avg Win$720

Sum Trade PL (losers)$77,521.000
 Age

Num Months filled monthly returns table24
 Win / Loss

Sum Trade PL (winners)$118,064.000

# Winners164

Num Months Winners17
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)176797
 Win / Loss

# Losers319

% Winners34.0%
 Frequency

Avg Position Time (mins)258.03

Avg Position Time (hrs)4.30

Avg Trade Length0.2 days

Last Trade Ago5
 Leverage

Daily leverage (average)2.30

Daily leverage (max)8.09
 Regression

Alpha0.06

Beta0.28

Treynor Index0.27
 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)1.27

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades11.643

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 trades0.326

Avg(MAE) / Avg(PL)  Losing trades1.385

HoldandHope Ratio0.086
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.34470

SD0.14642

Sharpe ratio (Glass type estimate)2.35416

Sharpe ratio (Hedges UMVUE)2.26457

df20.00000

t3.11425

p0.21427

Lowerbound of 95% confidence interval for Sharpe Ratio0.68109

Upperbound of 95% confidence interval for Sharpe Ratio3.97986

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.62517

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.90396
 Statistics related to Sortino ratio

Sortino ratio7.43867

Upside Potential Ratio8.76961

Upside part of mean0.40638

Downside part of mean0.06167

Upside SD0.16785

Downside SD0.04634

N nonnegative terms16.00000

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

N of observations21.00000

Mean of predictor0.23399

Mean of criterion0.34470

SD of predictor0.12847

SD of criterion0.14642

Covariance0.00731

r0.38867

b (slope, estimate of beta)0.44297

a (intercept, estimate of alpha)0.24105

Mean Square Error0.01916

DF error19.00000

t(b)1.83875

p(b)0.25894

t(a)2.02818

p(a)0.23963

Lowerbound of 95% confidence interval for beta0.06126

Upperbound of 95% confidence interval for beta0.94721

Lowerbound of 95% confidence interval for alpha0.00771

Upperbound of 95% confidence interval for alpha0.48981

Treynor index (mean / b)0.77815

Jensen alpha (a)0.24105
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32959

SD0.14059

Sharpe ratio (Glass type estimate)2.34432

Sharpe ratio (Hedges UMVUE)2.25511

df20.00000

t3.10125

p0.21507

Lowerbound of 95% confidence interval for Sharpe Ratio0.67266

Upperbound of 95% confidence interval for Sharpe Ratio3.96875

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.61696

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.89325
 Statistics related to Sortino ratio

Sortino ratio6.98739

Upside Potential Ratio8.31513

Upside part of mean0.39222

Downside part of mean0.06263

Upside SD0.16016

Downside SD0.04717

N nonnegative terms16.00000

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

N of observations21.00000

Mean of predictor0.22350

Mean of criterion0.32959

SD of predictor0.12795

SD of criterion0.14059

Covariance0.00711

r0.39501

b (slope, estimate of beta)0.43403

a (intercept, estimate of alpha)0.23259

Mean Square Error0.01756

DF error19.00000

t(b)1.87425

p(b)0.25523

t(a)2.06284

p(a)0.23623

Lowerbound of 95% confidence interval for beta0.05066

Upperbound of 95% confidence interval for beta0.91872

Lowerbound of 95% confidence interval for alpha0.00340

Upperbound of 95% confidence interval for alpha0.46858

Treynor index (mean / b)0.75938

Jensen alpha (a)0.23259
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03853

Expected Shortfall on VaR0.05459
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00661

Expected Shortfall on VaR0.01641
 ORDER STATISTICS
 Quartiles of return rates

Number of observations21.00000

Minimum0.95793

Quartile 11.00466

Median1.02975

Quartile 31.05536

Maximum1.14662

Mean of quarter 10.98473

Mean of quarter 21.02029

Mean of quarter 31.04655

Mean of quarter 41.08191

Inter Quartile Range0.05070

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04762

Mean of outliers high1.14662
 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)1.03247

VaR(95%) (regression method)0.03382

Expected Shortfall (regression method)0.03855
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00688

Quartile 10.02153

Median0.03617

Quartile 30.03912

Maximum0.04207

Mean of quarter 10.00688

Mean of quarter 20.03617

Mean of quarter 30.00000

Mean of quarter 40.04207

Inter Quartile Range0.01759

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)0.49681

Compounded annual return (geometric extrapolation)0.42975

Calmar ratio (compounded annual return / max draw down)10.21590

Compounded annual return / average of 25% largest draw downs10.21590

Compounded annual return / Expected Shortfall lognormal7.87226

0.00000

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

Mean0.31155

SD0.13891

Sharpe ratio (Glass type estimate)2.24284

Sharpe ratio (Hedges UMVUE)2.23932

df478.00000

t3.03260

p0.00128

Lowerbound of 95% confidence interval for Sharpe Ratio0.78521

Upperbound of 95% confidence interval for Sharpe Ratio3.69821

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.78284

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.69580
 Statistics related to Sortino ratio

Sortino ratio3.94743

Upside Potential Ratio10.16200

Upside part of mean0.80203

Downside part of mean0.49048

Upside SD0.11574

Downside SD0.07892

N nonnegative terms184.00000

N negative terms295.00000
 Statistics related to linear regression on benchmark

N of observations479.00000

Mean of predictor0.18391

Mean of criterion0.31155

SD of predictor0.15080

SD of criterion0.13891

Covariance0.00603

r0.28770

b (slope, estimate of beta)0.26502

a (intercept, estimate of alpha)0.26300

Mean Square Error0.01774

DF error477.00000

t(b)6.56095

p(b)0.00000

t(a)2.66075

p(a)0.00403

Lowerbound of 95% confidence interval for beta0.18565

Upperbound of 95% confidence interval for beta0.34439

Lowerbound of 95% confidence interval for alpha0.06873

Upperbound of 95% confidence interval for alpha0.45689

Treynor index (mean / b)1.17558

Jensen alpha (a)0.26281
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.30177

SD0.13828

Sharpe ratio (Glass type estimate)2.18233

Sharpe ratio (Hedges UMVUE)2.17891

df478.00000

t2.95079

p0.00166

Lowerbound of 95% confidence interval for Sharpe Ratio0.72508

Upperbound of 95% confidence interval for Sharpe Ratio3.63734

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.72280

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.63502
 Statistics related to Sortino ratio

Sortino ratio3.78638

Upside Potential Ratio9.97953

Upside part of mean0.79536

Downside part of mean0.49359

Upside SD0.11435

Downside SD0.07970

N nonnegative terms184.00000

N negative terms295.00000
 Statistics related to linear regression on benchmark

N of observations479.00000

Mean of predictor0.17253

Mean of criterion0.30177

SD of predictor0.15045

SD of criterion0.13828

Covariance0.00593

r0.28514

b (slope, estimate of beta)0.26208

a (intercept, estimate of alpha)0.25655

Mean Square Error0.01760

DF error477.00000

t(b)6.49733

p(b)0.00000

t(a)2.60803

p(a)0.00470

Lowerbound of 95% confidence interval for beta0.18282

Upperbound of 95% confidence interval for beta0.34134

Lowerbound of 95% confidence interval for alpha0.06326

Upperbound of 95% confidence interval for alpha0.44985

Treynor index (mean / b)1.15144

Jensen alpha (a)0.25655
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01282

Expected Shortfall on VaR0.01633
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00484

Expected Shortfall on VaR0.01013
 ORDER STATISTICS
 Quartiles of return rates

Number of observations479.00000

Minimum0.96278

Quartile 10.99911

Median1.00000

Quartile 31.00302

Maximum1.05058

Mean of quarter 10.99297

Mean of quarter 20.99981

Mean of quarter 31.00067

Mean of quarter 41.01172

Inter Quartile Range0.00391

Number outliers low47.00000

Percentage of outliers low0.09812

Mean of outliers low0.98672

Number of outliers high68.00000

Percentage of outliers high0.14196

Mean of outliers high1.01657
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.48603

VaR(95%) (moments method)0.00462

Expected Shortfall (moments method)0.01111

Extreme Value Index (regression method)0.13747

VaR(95%) (regression method)0.00668

Expected Shortfall (regression method)0.01134
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations42.00000

Minimum0.00001

Quartile 10.00189

Median0.00644

Quartile 30.02324

Maximum0.08408

Mean of quarter 10.00088

Mean of quarter 20.00386

Mean of quarter 30.01296

Mean of quarter 40.04714

Inter Quartile Range0.02135

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.07143

Mean of outliers high0.07364
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.46193

VaR(95%) (moments method)0.05009

Expected Shortfall (moments method)0.05763

Extreme Value Index (regression method)0.02721

VaR(95%) (regression method)0.04908

Expected Shortfall (regression method)0.06464
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.45240

Compounded annual return (geometric extrapolation)0.39052

Calmar ratio (compounded annual return / max draw down)4.64487

Compounded annual return / average of 25% largest draw downs8.28345

Compounded annual return / Expected Shortfall lognormal23.91440

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

Mean0.29988

SD0.10512

Sharpe ratio (Glass type estimate)2.85276

Sharpe ratio (Hedges UMVUE)2.83627

df130.00000

t2.01721

p0.41289

Lowerbound of 95% confidence interval for Sharpe Ratio0.05400

Upperbound of 95% confidence interval for Sharpe Ratio5.64082

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04311

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.62944
 Statistics related to Sortino ratio

Sortino ratio5.90074

Upside Potential Ratio13.61450

Upside part of mean0.69191

Downside part of mean0.39202

Upside SD0.09342

Downside SD0.05082

N nonnegative terms57.00000

N negative terms74.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.06445

Mean of criterion0.29988

SD of predictor0.12558

SD of criterion0.10512

Covariance0.00416

r0.31492

b (slope, estimate of beta)0.26362

a (intercept, estimate of alpha)0.28289

Mean Square Error0.01003

DF error129.00000

t(b)3.76851

p(b)0.30288

t(a)1.99619

p(a)0.39035

Lowerbound of 95% confidence interval for beta0.12521

Upperbound of 95% confidence interval for beta0.40202

Lowerbound of 95% confidence interval for alpha0.00250

Upperbound of 95% confidence interval for alpha0.56328

Treynor index (mean / b)1.13758

Jensen alpha (a)0.28289
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29424

SD0.10461

Sharpe ratio (Glass type estimate)2.81286

Sharpe ratio (Hedges UMVUE)2.79660

df130.00000

t1.98899

p0.41408

Lowerbound of 95% confidence interval for Sharpe Ratio0.01482

Upperbound of 95% confidence interval for Sharpe Ratio5.60033

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00403

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.58917
 Statistics related to Sortino ratio

Sortino ratio5.76470

Upside Potential Ratio13.46990

Upside part of mean0.68752

Downside part of mean0.39328

Upside SD0.09265

Downside SD0.05104

N nonnegative terms57.00000

N negative terms74.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.05659

Mean of criterion0.29424

SD of predictor0.12593

SD of criterion0.10461

Covariance0.00413

r0.31388

b (slope, estimate of beta)0.26073

a (intercept, estimate of alpha)0.27948

Mean Square Error0.00994

DF error129.00000

t(b)3.75472

p(b)0.30351

t(a)1.98138

p(a)0.39113

VAR (95 Confidence Intrvl)0.01300

Lowerbound of 95% confidence interval for beta0.12334

Upperbound of 95% confidence interval for beta0.39811

Lowerbound of 95% confidence interval for alpha0.00040

Upperbound of 95% confidence interval for alpha0.55857

Treynor index (mean / b)1.12853

Jensen alpha (a)0.27948
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00946

Expected Shortfall on VaR0.01213
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00371

Expected Shortfall on VaR0.00723
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98575

Quartile 10.99860

Median1.00000

Quartile 31.00268

Maximum1.02740

Mean of quarter 10.99471

Mean of quarter 20.99958

Mean of quarter 31.00087

Mean of quarter 41.00983

Inter Quartile Range0.00407

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.98970

Number of outliers high16.00000

Percentage of outliers high0.12214

Mean of outliers high1.01501
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.51819

VaR(95%) (moments method)0.00416

Expected Shortfall (moments method)0.00490

Extreme Value Index (regression method)0.23870

VaR(95%) (regression method)0.00510

Expected Shortfall (regression method)0.00662
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00001

Quartile 10.00210

Median0.00573

Quartile 30.01325

Maximum0.03360

Mean of quarter 10.00136

Mean of quarter 20.00424

Mean of quarter 30.01131

Mean of quarter 40.02549

Inter Quartile Range0.01115

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.06667

Mean of outliers high0.03360
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)18.58320

VaR(95%) (moments method)0.02449

Expected Shortfall (moments method)0.02449

Extreme Value Index (regression method)1.97989

VaR(95%) (regression method)0.03842

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.03913

Strat Max DD how much worse than SP500 max DD during strat life?391328000

Max Equity Drawdown (num days)36
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.34954

Compounded annual return (geometric extrapolation)0.38009

Calmar ratio (compounded annual return / max draw down)11.31300

Compounded annual return / average of 25% largest draw downs14.91330

Compounded annual return / Expected Shortfall lognormal31.33380
Strategy Description
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.