Absolute Safe Returns
(142950974)
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.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.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  +1.0%  +1.0%  
2023  +3.1%  +0.5%  +2.5%  +0.2%  +0.4%  +4.5%  +0.1%  (0.9%)  (0.6%)  (0.1%)  +2.4%  +3.3%  +16.2% 
2024  +2.7%  (1%)  (0.8%)  +2.0%    +0.2%  (0.3%)  +1.5%  +0.2%  +4.5% 
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  $100,000  
Buy Power  $99,329  
Cash  $98,070  
Equity  $1,259  
Cumulative $  $26,420  
Includes dividends and cashsettled expirations:  $873  Itemized 
Total System Equity  $126,420  
Margined  $0  
Open P/L  $1,259 
Trading Record
Statistics

Strategy began12/21/2022

Suggested Minimum Cap$60,000

Strategy Age (days)630.45

Age21 months ago

What it tradesStocks, Futures

# Trades197

# Profitable104

% Profitable52.80%

Avg trade duration1.6 days

Max peaktovalley drawdown4.72%

drawdown periodFeb 13, 2023  March 13, 2023

Annual Return (Compounded)12.5%

Avg win$471.40

Avg loss$252.46
 Model Account Values (Raw)

Cash$98,070

Margin Used$0

Buying Power$99,329
 Ratios

W:L ratio2.16:1

Sharpe Ratio1.75

Sortino Ratio3.27

Calmar Ratio5.556
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)20.52%

Correlation to SP5000.48770

Return Percent SP500 (cumu) during strategy life43.21%
 Return Statistics

Ann Return (w trading costs)12.5%
 Slump

Current Slump as Pcnt Equity0.10%
 Instruments

Percent Trades Futures0.59%
 Slump

Current Slump, time of slump as pcnt of strategy life0.05%
 Instruments

Short Options  Percent Coveredn/a
 Return Statistics

Return Pcnt Since TOS Statusn/a

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.125%
 Instruments

Percent Trades Options0.10%

Percent Trades Stocks0.31%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)14.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

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)547

Popularity (Last 6 weeks)892
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score464

Popularity (7 days, Percentile 1000 scale)847
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$252

Avg Win$471

Sum Trade PL (losers)$23,479.000
 Age

Num Months filled monthly returns table22
 Win / Loss

Sum Trade PL (winners)$49,026.000

# Winners104

Num Months Winners16
 Dividends

Dividends Received in Model Acct874
 AUM

AUM (AutoTrader live capital)125454
 Win / Loss

# Losers93

% Winners52.8%
 Frequency

Avg Position Time (mins)2310.25

Avg Position Time (hrs)38.50

Avg Trade Length1.6 days

Last Trade Ago0
 Leverage

Daily leverage (average)0.90

Daily leverage (max)12.03
 Regression

Alpha0.02

Beta0.17

Treynor Index0.15
 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)1.21

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades3.348

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 trades0.437

Avg(MAE) / Avg(PL)  Losing trades1.549

HoldandHope Ratio0.276
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.11352

SD0.05407

Sharpe ratio (Glass type estimate)2.09952

Sharpe ratio (Hedges UMVUE)2.01535

df19.00000

t2.71047

p0.18018

Lowerbound of 95% confidence interval for Sharpe Ratio0.41977

Upperbound of 95% confidence interval for Sharpe Ratio3.73303

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36748

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.66322
 Statistics related to Sortino ratio

Sortino ratio6.71011

Upside Potential Ratio8.55476

Upside part of mean0.14473

Downside part of mean0.03121

Upside SD0.05971

Downside SD0.01692

N nonnegative terms13.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.20532

Mean of criterion0.11352

SD of predictor0.10885

SD of criterion0.05407

Covariance0.00265

r0.45056

b (slope, estimate of beta)0.22380

a (intercept, estimate of alpha)0.06757

Mean Square Error0.00246

DF error18.00000

t(b)2.14122

p(b)0.27472

t(a)1.53554

p(a)0.32984

Lowerbound of 95% confidence interval for beta0.00421

Upperbound of 95% confidence interval for beta0.44339

Lowerbound of 95% confidence interval for alpha0.02488

Upperbound of 95% confidence interval for alpha0.16001

Treynor index (mean / b)0.50723

Jensen alpha (a)0.06757
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.11137

SD0.05340

Sharpe ratio (Glass type estimate)2.08562

Sharpe ratio (Hedges UMVUE)2.00201

df19.00000

t2.69253

p0.18155

Lowerbound of 95% confidence interval for Sharpe Ratio0.40776

Upperbound of 95% confidence interval for Sharpe Ratio3.71748

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.35579

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64824
 Statistics related to Sortino ratio

Sortino ratio6.56468

Upside Potential Ratio8.40836

Upside part of mean0.14265

Downside part of mean0.03128

Upside SD0.05878

Downside SD0.01696

N nonnegative terms13.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.19766

Mean of criterion0.11137

SD of predictor0.10743

SD of criterion0.05340

Covariance0.00259

r0.45082

b (slope, estimate of beta)0.22409

a (intercept, estimate of alpha)0.06708

Mean Square Error0.00240

DF error18.00000

t(b)2.14274

p(b)0.27459

t(a)1.55275

p(a)0.32815

Lowerbound of 95% confidence interval for beta0.00437

Upperbound of 95% confidence interval for beta0.44380

Lowerbound of 95% confidence interval for alpha0.02368

Upperbound of 95% confidence interval for alpha0.15784

Treynor index (mean / b)0.49699

Jensen alpha (a)0.06708
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01595

Expected Shortfall on VaR0.02225
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00481

Expected Shortfall on VaR0.00949
 ORDER STATISTICS
 Quartiles of return rates

Number of observations20.00000

Minimum0.99028

Quartile 10.99795

Median1.01234

Quartile 31.02532

Maximum1.03636

Mean of quarter 10.99313

Mean of quarter 21.00305

Mean of quarter 31.01922

Mean of quarter 41.03175

Inter Quartile Range0.02737

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)5.00875

VaR(95%) (moments method)0.00630

Expected Shortfall (moments method)0.00631

Extreme Value Index (regression method)2.74424

VaR(95%) (regression method)0.01173

Expected Shortfall (regression method)0.01182
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00174

Quartile 10.00427

Median0.00860

Quartile 30.01324

Maximum0.01667

Mean of quarter 10.00174

Mean of quarter 20.00512

Mean of quarter 30.01209

Mean of quarter 40.01667

Inter Quartile Range0.00896

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)0.15677

Compounded annual return (geometric extrapolation)0.14944

Calmar ratio (compounded annual return / max draw down)8.96434

Compounded annual return / average of 25% largest draw downs8.96434

Compounded annual return / Expected Shortfall lognormal6.71707

0.00000

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

Mean0.10825

SD0.04642

Sharpe ratio (Glass type estimate)2.33197

Sharpe ratio (Hedges UMVUE)2.32803

df444.00000

t3.03916

p0.00126

Lowerbound of 95% confidence interval for Sharpe Ratio0.81899

Upperbound of 95% confidence interval for Sharpe Ratio3.84239

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81636

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.83971
 Statistics related to Sortino ratio

Sortino ratio4.51685

Upside Potential Ratio11.55310

Upside part of mean0.27688

Downside part of mean0.16863

Upside SD0.04025

Downside SD0.02397

N nonnegative terms173.00000

N negative terms272.00000
 Statistics related to linear regression on benchmark

N of observations445.00000

Mean of predictor0.19227

Mean of criterion0.10825

SD of predictor0.13174

SD of criterion0.04642

Covariance0.00292

r0.47784

b (slope, estimate of beta)0.16837

a (intercept, estimate of alpha)0.07600

Mean Square Error0.00167

DF error443.00000

t(b)11.44900

p(b)0.00000

t(a)2.41250

p(a)0.00812

Lowerbound of 95% confidence interval for beta0.13947

Upperbound of 95% confidence interval for beta0.19728

Lowerbound of 95% confidence interval for alpha0.01406

Upperbound of 95% confidence interval for alpha0.13769

Treynor index (mean / b)0.64291

Jensen alpha (a)0.07588
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10714

SD0.04630

Sharpe ratio (Glass type estimate)2.31413

Sharpe ratio (Hedges UMVUE)2.31022

df444.00000

t3.01590

p0.00135

Lowerbound of 95% confidence interval for Sharpe Ratio0.80126

Upperbound of 95% confidence interval for Sharpe Ratio3.82442

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79866

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.82177
 Statistics related to Sortino ratio

Sortino ratio4.45957

Upside Potential Ratio11.48950

Upside part of mean0.27604

Downside part of mean0.16890

Upside SD0.04007

Downside SD0.02403

N nonnegative terms173.00000

N negative terms272.00000
 Statistics related to linear regression on benchmark

N of observations445.00000

Mean of predictor0.18352

Mean of criterion0.10714

SD of predictor0.13173

SD of criterion0.04630

Covariance0.00291

r0.47732

b (slope, estimate of beta)0.16777

a (intercept, estimate of alpha)0.07635

Mean Square Error0.00166

DF error443.00000

t(b)11.43290

p(b)0.00000

t(a)2.43404

p(a)0.00766

Lowerbound of 95% confidence interval for beta0.13893

Upperbound of 95% confidence interval for beta0.19661

Lowerbound of 95% confidence interval for alpha0.01470

Upperbound of 95% confidence interval for alpha0.13800

Treynor index (mean / b)0.63863

Jensen alpha (a)0.07635
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00429

Expected Shortfall on VaR0.00548
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00167

Expected Shortfall on VaR0.00335
 ORDER STATISTICS
 Quartiles of return rates

Number of observations445.00000

Minimum0.98972

Quartile 10.99957

Median1.00000

Quartile 31.00120

Maximum1.01780

Mean of quarter 10.99776

Mean of quarter 20.99994

Mean of quarter 31.00036

Mean of quarter 41.00405

Inter Quartile Range0.00163

Number outliers low30.00000

Percentage of outliers low0.06742

Mean of outliers low0.99547

Number of outliers high48.00000

Percentage of outliers high0.10787

Mean of outliers high1.00650
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.29767

VaR(95%) (moments method)0.00223

Expected Shortfall (moments method)0.00287

Extreme Value Index (regression method)0.02038

VaR(95%) (regression method)0.00234

Expected Shortfall (regression method)0.00346
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations28.00000

Minimum0.00015

Quartile 10.00100

Median0.00371

Quartile 30.00671

Maximum0.02602

Mean of quarter 10.00035

Mean of quarter 20.00233

Mean of quarter 30.00531

Mean of quarter 40.01504

Inter Quartile Range0.00572

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.10714

Mean of outliers high0.02189
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.01093

VaR(95%) (moments method)0.01552

Expected Shortfall (moments method)0.02026

Extreme Value Index (regression method)0.00674

VaR(95%) (regression method)0.01804

Expected Shortfall (regression method)0.02418
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.15180

Compounded annual return (geometric extrapolation)0.14460

Calmar ratio (compounded annual return / max draw down)5.55645

Compounded annual return / average of 25% largest draw downs9.61384

Compounded annual return / Expected Shortfall lognormal26.40680

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

Mean0.04331

SD0.02918

Sharpe ratio (Glass type estimate)1.48400

Sharpe ratio (Hedges UMVUE)1.47542

df130.00000

t1.04935

p0.45418

Lowerbound of 95% confidence interval for Sharpe Ratio1.29645

Upperbound of 95% confidence interval for Sharpe Ratio4.25889

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.30218

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.25302
 Statistics related to Sortino ratio

Sortino ratio2.78614

Upside Potential Ratio9.43705

Upside part of mean0.14670

Downside part of mean0.10339

Upside SD0.02471

Downside SD0.01554

N nonnegative terms37.00000

N negative terms94.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.14271

Mean of criterion0.04331

SD of predictor0.13623

SD of criterion0.02918

Covariance0.00050

r0.12537

b (slope, estimate of beta)0.02686

a (intercept, estimate of alpha)0.03948

Mean Square Error0.00084

DF error129.00000

t(b)1.43523

p(b)0.42040

t(a)0.95835

p(a)0.44654

Lowerbound of 95% confidence interval for beta0.01017

Upperbound of 95% confidence interval for beta0.06388

Lowerbound of 95% confidence interval for alpha0.04202

Upperbound of 95% confidence interval for alpha0.12098

Treynor index (mean / b)1.61255

Jensen alpha (a)0.03948
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04288

SD0.02914

Sharpe ratio (Glass type estimate)1.47147

Sharpe ratio (Hedges UMVUE)1.46296

df130.00000

t1.04049

p0.45456

Lowerbound of 95% confidence interval for Sharpe Ratio1.30888

Upperbound of 95% confidence interval for Sharpe Ratio4.24626

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.31454

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.24047
 Statistics related to Sortino ratio

Sortino ratio2.75317

Upside Potential Ratio9.39834

Upside part of mean0.14638

Downside part of mean0.10350

Upside SD0.02464

Downside SD0.01557

N nonnegative terms37.00000

N negative terms94.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.13343

Mean of criterion0.04288

SD of predictor0.13647

SD of criterion0.02914

Covariance0.00049

r0.12419

b (slope, estimate of beta)0.02652

a (intercept, estimate of alpha)0.03934

Mean Square Error0.00084

DF error129.00000

t(b)1.42150

p(b)0.42114

t(a)0.95661

p(a)0.44663

VAR (95 Confidence Intrvl)0.00400

Lowerbound of 95% confidence interval for beta0.01039

Upperbound of 95% confidence interval for beta0.06343

Lowerbound of 95% confidence interval for alpha0.04203

Upperbound of 95% confidence interval for alpha0.12071

Treynor index (mean / b)1.61695

Jensen alpha (a)0.03934
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00279

Expected Shortfall on VaR0.00354
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00113

Expected Shortfall on VaR0.00227
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.99370

Quartile 10.99986

Median1.00000

Quartile 31.00027

Maximum1.00787

Mean of quarter 10.99875

Mean of quarter 20.99998

Mean of quarter 31.00003

Mean of quarter 41.00232

Inter Quartile Range0.00042

Number outliers low16.00000

Percentage of outliers low0.12214

Mean of outliers low0.99785

Number of outliers high24.00000

Percentage of outliers high0.18321

Mean of outliers high1.00298
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07961

VaR(95%) (moments method)0.00146

Expected Shortfall (moments method)0.00233

Extreme Value Index (regression method)0.07150

VaR(95%) (regression method)0.00148

Expected Shortfall (regression method)0.00231
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00025

Quartile 10.00035

Median0.00323

Quartile 30.00634

Maximum0.00991

Mean of quarter 10.00029

Mean of quarter 20.00159

Mean of quarter 30.00471

Mean of quarter 40.00899

Inter Quartile Range0.00600

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

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?356362000

Max Equity Drawdown (num days)28
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07205

Compounded annual return (geometric extrapolation)0.07335

Calmar ratio (compounded annual return / max draw down)7.40109

Compounded annual return / average of 25% largest draw downs8.15746

Compounded annual return / Expected Shortfall lognormal20.70120
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.