SteadyReturns
(138725788)
Subscription terms. Subscriptions to this system cost $150.00 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.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  

2021  +5.4%  +5.4%  
2022  +4.2%  +0.9%  +1.8%  +1.1%  +1.3%  +1.2%  +1.2%  +1.0%  +1.1%  +1.0%  +0.9%  +1.2%  +18.1% 
2023  +1.3%  +0.8%  +1.1%  +0.9%  +1.0%  (13.5%)  (9.7%)  +23.2%  +0.6%  +2.0% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $67,943  
Cash  $1  
Equity  $1  
Cumulative $  $17,943  
Total System Equity  $67,943  
Margined  $1  
Open P/L  $0  
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 began12/28/2021

Suggested Minimum Cap$60,000

Strategy Age (days)634.67

Age21 months ago

What it tradesFutures

# Trades334

# Profitable296

% Profitable88.60%

Avg trade duration9.0 hours

Max peaktovalley drawdown29.56%

drawdown periodMay 22, 2023  June 16, 2023

Annual Return (Compounded)14.6%

Avg win$134.52

Avg loss$574.89
 Model Account Values (Raw)

Cash$67,943

Margin Used$0

Buying Power$67,943
 Ratios

W:L ratio1.82:1

Sharpe Ratio0.58

Sortino Ratio0.8

Calmar Ratio0.711
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)36.64%

Correlation to SP5000.08430

Return Percent SP500 (cumu) during strategy life9.74%
 Return Statistics

Ann Return (w trading costs)14.6%
 Slump

Current Slump as Pcnt Equity3.20%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.18%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.146%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)19.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss34.50%

Chance of 20% account loss9.50%

Chance of 30% account loss0.50%

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)638

Popularity (Last 6 weeks)923
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score888

Popularity (7 days, Percentile 1000 scale)777
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$575

Avg Win$135

Sum Trade PL (losers)$21,846.000
 Age

Num Months filled monthly returns table22
 Win / Loss

Sum Trade PL (winners)$39,818.000

# Winners296

Num Months Winners20
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)265034
 Win / Loss

# Losers38

% Winners88.6%
 Frequency

Avg Position Time (mins)538.73

Avg Position Time (hrs)8.98

Avg Trade Length0.4 days

Last Trade Ago9
 Leverage

Daily leverage (average)3.39

Daily leverage (max)13.99
 Regression

Alpha0.03

Beta0.07

Treynor Index0.46
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.51

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades8.919

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 strat0.05

Avg(MAE) / Avg(PL)  Winning trades1.220

Avg(MAE) / Avg(PL)  Losing trades2.065

HoldandHope Ratio0.111
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.15515

SD0.19643

Sharpe ratio (Glass type estimate)0.78984

Sharpe ratio (Hedges UMVUE)0.75818

df19.00000

t1.01968

p0.35625

Lowerbound of 95% confidence interval for Sharpe Ratio0.75875

Upperbound of 95% confidence interval for Sharpe Ratio2.31836

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.77902

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.29537
 Statistics related to Sortino ratio

Sortino ratio1.44489

Upside Potential Ratio2.53463

Upside part of mean0.27216

Downside part of mean0.11701

Upside SD0.16472

Downside SD0.10738

N nonnegative terms18.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.04718

Mean of criterion0.15515

SD of predictor0.18634

SD of criterion0.19643

Covariance0.01239

r0.33839

b (slope, estimate of beta)0.35672

a (intercept, estimate of alpha)0.13832

Mean Square Error0.03606

DF error18.00000

t(b)1.52569

p(b)0.66920

t(a)0.93767

p(a)0.39210

Lowerbound of 95% confidence interval for beta0.84793

Upperbound of 95% confidence interval for beta0.13449

Lowerbound of 95% confidence interval for alpha0.17160

Upperbound of 95% confidence interval for alpha0.44824

Treynor index (mean / b)0.43493

Jensen alpha (a)0.13832
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13646

SD0.19007

Sharpe ratio (Glass type estimate)0.71795

Sharpe ratio (Hedges UMVUE)0.68917

df19.00000

t0.92687

p0.36855

Lowerbound of 95% confidence interval for Sharpe Ratio0.82623

Upperbound of 95% confidence interval for Sharpe Ratio2.24379

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84474

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.22308
 Statistics related to Sortino ratio

Sortino ratio1.20940

Upside Potential Ratio2.29852

Upside part of mean0.25935

Downside part of mean0.12289

Upside SD0.15212

Downside SD0.11283

N nonnegative terms18.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations20.00000

Mean of predictor0.06390

Mean of criterion0.13646

SD of predictor0.18831

SD of criterion0.19007

Covariance0.01243

r0.34728

b (slope, estimate of beta)0.35052

a (intercept, estimate of alpha)0.11406

Mean Square Error0.03353

DF error18.00000

t(b)1.57117

p(b)0.67364

t(a)0.80009

p(a)0.40734

Lowerbound of 95% confidence interval for beta0.81923

Upperbound of 95% confidence interval for beta0.11818

Lowerbound of 95% confidence interval for alpha0.18545

Upperbound of 95% confidence interval for alpha0.41358

Treynor index (mean / b)0.38931

Jensen alpha (a)0.11406
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07585

Expected Shortfall on VaR0.09661
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00439

Expected Shortfall on VaR0.01767
 ORDER STATISTICS
 Quartiles of return rates

Number of observations20.00000

Minimum0.89482

Quartile 11.01126

Median1.01307

Quartile 31.01448

Maximum1.19444

Mean of quarter 10.96762

Mean of quarter 21.01218

Mean of quarter 31.01378

Mean of quarter 41.06744

Inter Quartile Range0.00322

Number outliers low2.00000

Percentage of outliers low0.10000

Mean of outliers low0.90482

Number of outliers high4.00000

Percentage of outliers high0.20000

Mean of outliers high1.08032
 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)3.22907

VaR(95%) (regression method)0.19923

Expected Shortfall (regression method)0.20477
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.18141

Quartile 10.18141

Median0.18141

Quartile 30.18141

Maximum0.18141

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)0.18909

Compounded annual return (geometric extrapolation)0.17865

Calmar ratio (compounded annual return / max draw down)0.98480

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

Compounded annual return / Expected Shortfall lognormal1.84917

0.00000

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

Mean0.14959

SD0.16445

Sharpe ratio (Glass type estimate)0.90965

Sharpe ratio (Hedges UMVUE)0.90814

df452.00000

t1.19611

p0.11614

Lowerbound of 95% confidence interval for Sharpe Ratio0.58258

Upperbound of 95% confidence interval for Sharpe Ratio2.40090

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58360

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.39987
 Statistics related to Sortino ratio

Sortino ratio1.28188

Upside Potential Ratio5.15585

Upside part of mean0.60165

Downside part of mean0.45207

Upside SD0.11598

Downside SD0.11669

N nonnegative terms244.00000

N negative terms209.00000
 Statistics related to linear regression on benchmark

N of observations453.00000

Mean of predictor0.06658

Mean of criterion0.14959

SD of predictor0.20313

SD of criterion0.16445

Covariance0.00279

r0.08338

b (slope, estimate of beta)0.06750

a (intercept, estimate of alpha)0.14500

Mean Square Error0.02691

DF error451.00000

t(b)1.77686

p(b)0.96187

t(a)1.16270

p(a)0.12278

Lowerbound of 95% confidence interval for beta0.14215

Upperbound of 95% confidence interval for beta0.00716

Lowerbound of 95% confidence interval for alpha0.10015

Upperbound of 95% confidence interval for alpha0.39033

Treynor index (mean / b)2.21614

Jensen alpha (a)0.14509
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13600

SD0.16483

Sharpe ratio (Glass type estimate)0.82512

Sharpe ratio (Hedges UMVUE)0.82375

df452.00000

t1.08497

p0.13926

Lowerbound of 95% confidence interval for Sharpe Ratio0.66683

Upperbound of 95% confidence interval for Sharpe Ratio2.31624

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.66777

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31528
 Statistics related to Sortino ratio

Sortino ratio1.13972

Upside Potential Ratio4.98643

Upside part of mean0.59504

Downside part of mean0.45903

Upside SD0.11375

Downside SD0.11933

N nonnegative terms244.00000

N negative terms209.00000
 Statistics related to linear regression on benchmark

N of observations453.00000

Mean of predictor0.08719

Mean of criterion0.13600

SD of predictor0.20325

SD of criterion0.16483

Covariance0.00275

r0.08210

b (slope, estimate of beta)0.06658

a (intercept, estimate of alpha)0.13020

Mean Square Error0.02705

DF error451.00000

t(b)1.74954

p(b)0.95956

t(a)1.04066

p(a)0.14930

Lowerbound of 95% confidence interval for beta0.14137

Upperbound of 95% confidence interval for beta0.00821

Lowerbound of 95% confidence interval for alpha0.11568

Upperbound of 95% confidence interval for alpha0.37607

Treynor index (mean / b)2.04265

Jensen alpha (a)0.13020
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01610

Expected Shortfall on VaR0.02027
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00358

Expected Shortfall on VaR0.00848
 ORDER STATISTICS
 Quartiles of return rates

Number of observations453.00000

Minimum0.92568

Quartile 11.00000

Median1.00043

Quartile 31.00138

Maximum1.06223

Mean of quarter 10.99334

Mean of quarter 21.00005

Mean of quarter 31.00080

Mean of quarter 41.00859

Inter Quartile Range0.00138

Number outliers low45.00000

Percentage of outliers low0.09934

Mean of outliers low0.98365

Number of outliers high61.00000

Percentage of outliers high0.13466

Mean of outliers high1.01412
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.21062

VaR(95%) (moments method)0.00419

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.40758

VaR(95%) (regression method)0.00444

Expected Shortfall (regression method)0.01185
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations28.00000

Minimum0.00012

Quartile 10.00152

Median0.00549

Quartile 30.00731

Maximum0.25044

Mean of quarter 10.00086

Mean of quarter 20.00310

Mean of quarter 30.00642

Mean of quarter 40.04874

Inter Quartile Range0.00579

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.07143

Mean of outliers high0.14144
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.10867

VaR(95%) (moments method)0.04008

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.95956

VaR(95%) (regression method)0.03723

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.18950

Compounded annual return (geometric extrapolation)0.17811

Calmar ratio (compounded annual return / max draw down)0.71118

Compounded annual return / average of 25% largest draw downs3.65408

Compounded annual return / Expected Shortfall lognormal8.78668

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

Mean0.04760

SD0.28855

Sharpe ratio (Glass type estimate)0.16495

Sharpe ratio (Hedges UMVUE)0.16400

df130.00000

t0.11664

p0.49489

Lowerbound of 95% confidence interval for Sharpe Ratio2.60717

Upperbound of 95% confidence interval for Sharpe Ratio2.93659

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.60788

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.93588
 Statistics related to Sortino ratio

Sortino ratio0.22916

Upside Potential Ratio6.13314

Upside part of mean1.27386

Downside part of mean1.22627

Upside SD0.19873

Downside SD0.20770

N nonnegative terms60.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15845

Mean of criterion0.04760

SD of predictor0.11488

SD of criterion0.28855

Covariance0.01067

r0.32204

b (slope, estimate of beta)0.80889

a (intercept, estimate of alpha)0.17576

Mean Square Error0.07520

DF error129.00000

t(b)3.86345

p(b)0.70141

t(a)0.45156

p(a)0.47472

Lowerbound of 95% confidence interval for beta1.22313

Upperbound of 95% confidence interval for beta0.39465

Lowerbound of 95% confidence interval for alpha0.59435

Upperbound of 95% confidence interval for alpha0.94588

Treynor index (mean / b)0.05884

Jensen alpha (a)0.17576
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00615

SD0.28928

Sharpe ratio (Glass type estimate)0.02127

Sharpe ratio (Hedges UMVUE)0.02114

df130.00000

t0.01504

p0.49934

Lowerbound of 95% confidence interval for Sharpe Ratio2.75054

Upperbound of 95% confidence interval for Sharpe Ratio2.79308

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.75066

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.79295
 Statistics related to Sortino ratio

Sortino ratio0.02893

Upside Potential Ratio5.90056

Upside part of mean1.25454

Downside part of mean1.24839

Upside SD0.19453

Downside SD0.21261

N nonnegative terms60.00000

N negative terms71.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15185

Mean of criterion0.00615

SD of predictor0.11473

SD of criterion0.28928

Covariance0.01065

r0.32084

b (slope, estimate of beta)0.80898

a (intercept, estimate of alpha)0.12899

Mean Square Error0.07565

DF error129.00000

t(b)3.84748

p(b)0.70069

t(a)0.33051

p(a)0.48148

VAR (95 Confidence Intrvl)0.01600

Lowerbound of 95% confidence interval for beta1.22499

Upperbound of 95% confidence interval for beta0.39297

Lowerbound of 95% confidence interval for alpha0.64320

Upperbound of 95% confidence interval for alpha0.90119

Treynor index (mean / b)0.00760

Jensen alpha (a)0.12899
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02895

Expected Shortfall on VaR0.03615
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01111

Expected Shortfall on VaR0.02394
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.92568

Quartile 10.99985

Median1.00000

Quartile 31.00366

Maximum1.06223

Mean of quarter 10.98165

Mean of quarter 21.00000

Mean of quarter 31.00116

Mean of quarter 41.01837

Inter Quartile Range0.00381

Number outliers low21.00000

Percentage of outliers low0.16031

Mean of outliers low0.97240

Number of outliers high20.00000

Percentage of outliers high0.15267

Mean of outliers high1.02641
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.72977

VaR(95%) (moments method)0.00774

Expected Shortfall (moments method)0.03501

Extreme Value Index (regression method)0.02871

VaR(95%) (regression method)0.01510

Expected Shortfall (regression method)0.02378
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00097

Quartile 10.00187

Median0.00644

Quartile 30.01050

Maximum0.25044

Mean of quarter 10.00142

Mean of quarter 20.00644

Mean of quarter 30.01050

Mean of quarter 40.25044

Inter Quartile Range0.00862

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.25044
 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 Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?395362000

Max Equity Drawdown (num days)25
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.03435

Compounded annual return (geometric extrapolation)0.03465

Calmar ratio (compounded annual return / max draw down)0.13834

Compounded annual return / average of 25% largest draw downs0.13834

Compounded annual return / Expected Shortfall lognormal0.95839
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.