EliteSPX
(125237603)
Subscription terms. Subscriptions to this system cost $125.00 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.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).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  

2019  (2%)  (0.4%)  +3.4%  +0.3%  +1.3%  
2020  (0.8%)  (2.8%)  +32.5%  +0.8%  +3.4%  +8.2%  +0.8%  +7.5%  (0.6%)  +3.3%  +60.5% 
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  $50,000  
Buy Power  $84,038  
Cash  $1  
Equity  $1  
Cumulative $  $34,038  
Total System Equity  $84,038  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began9/5/2019

Suggested Minimum Cap$80,000

Strategy Age (days)410.47

Age14 months ago

What it tradesFutures

# Trades85

# Profitable50

% Profitable58.80%

Avg trade duration3.0 days

Max peaktovalley drawdown10.33%

drawdown periodSept 19, 2019  Oct 22, 2019

Annual Return (Compounded)53.5%

Avg win$1,171

Avg loss$701.74
 Model Account Values (Raw)

Cash$84,038

Margin Used$0

Buying Power$84,038
 Ratios

W:L ratio2.39:1

Sharpe Ratio2.26

Sortino Ratio3.89

Calmar Ratio6.41
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)47.35%

Correlation to SP5000.09990

Return Percent SP500 (cumu) during strategy life15.15%
 Return Statistics

Ann Return (w trading costs)53.5%
 Slump

Current Slump as Pcnt Equity0.80%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.535%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)58.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss5.00%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

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

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

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

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

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

Chance of 50% account lossn/a
 Popularity

Popularity (Today)694

Popularity (Last 6 weeks)968
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score935

Popularity (7 days, Percentile 1000 scale)909
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$702

Avg Win$1,172

Sum Trade PL (losers)$24,561.000
 AUM

AUM (AutoTrader num accounts)5
 Age

Num Months filled monthly returns table14
 Win / Loss

Sum Trade PL (winners)$58,599.000

# Winners50

Num Months Winners9
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)500793
 Win / Loss

# Losers35

% Winners58.8%
 Frequency

Avg Position Time (mins)4384.92

Avg Position Time (hrs)73.08

Avg Trade Length3.0 days

Last Trade Ago6
 Leverage

Daily leverage (average)1.60

Daily leverage (max)5.71
 Regression

Alpha0.12

Beta0.05

Treynor Index2.38
 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)1.13

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades2.513

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.408

Avg(MAE) / Avg(PL)  Losing trades1.522

HoldandHope Ratio0.398
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.48023

SD0.27819

Sharpe ratio (Glass type estimate)1.72626

Sharpe ratio (Hedges UMVUE)1.61568

df12.00000

t1.79675

p0.26979

Lowerbound of 95% confidence interval for Sharpe Ratio0.30829

Upperbound of 95% confidence interval for Sharpe Ratio3.69803

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.37524

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.60661
 Statistics related to Sortino ratio

Sortino ratio8.85591

Upside Potential Ratio9.93107

Upside part of mean0.53853

Downside part of mean0.05830

Upside SD0.29617

Downside SD0.05423

N nonnegative terms10.00000

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

N of observations13.00000

Mean of predictor0.13421

Mean of criterion0.48023

SD of predictor0.19159

SD of criterion0.27819

Covariance0.00642

r0.12054

b (slope, estimate of beta)0.17504

a (intercept, estimate of alpha)0.50372

Mean Square Error0.08320

DF error11.00000

t(b)0.40274

p(b)0.65257

t(a)1.77869

p(a)0.05145

Lowerbound of 95% confidence interval for beta1.13162

Upperbound of 95% confidence interval for beta0.78155

Lowerbound of 95% confidence interval for alpha0.11959

Upperbound of 95% confidence interval for alpha1.12703

Treynor index (mean / b)2.74360

Jensen alpha (a)0.50372
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.43989

SD0.24872

Sharpe ratio (Glass type estimate)1.76866

Sharpe ratio (Hedges UMVUE)1.65536

df12.00000

t1.84088

p0.26537

Lowerbound of 95% confidence interval for Sharpe Ratio0.27223

Upperbound of 95% confidence interval for Sharpe Ratio3.74561

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34077

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.65150
 Statistics related to Sortino ratio

Sortino ratio7.90230

Upside Potential Ratio8.97453

Upside part of mean0.49958

Downside part of mean0.05969

Upside SD0.26482

Downside SD0.05567

N nonnegative terms10.00000

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

N of observations13.00000

Mean of predictor0.11575

Mean of criterion0.43989

SD of predictor0.19691

SD of criterion0.24872

Covariance0.00531

r0.10851

b (slope, estimate of beta)0.13706

a (intercept, estimate of alpha)0.45576

Mean Square Error0.06669

DF error11.00000

t(b)0.36203

p(b)0.63791

t(a)1.80892

p(a)0.04892

Lowerbound of 95% confidence interval for beta0.97033

Upperbound of 95% confidence interval for beta0.69621

Lowerbound of 95% confidence interval for alpha0.09878

Upperbound of 95% confidence interval for alpha1.01030

Treynor index (mean / b)3.20949

Jensen alpha (a)0.45576
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07821

Expected Shortfall on VaR0.10514
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00590

Expected Shortfall on VaR0.01552
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.94610

Quartile 11.00309

Median1.02767

Quartile 31.03789

Maximum1.28398

Mean of quarter 10.98673

Mean of quarter 21.02149

Mean of quarter 31.03436

Mean of quarter 41.14535

Inter Quartile Range0.03480

Number outliers low1.00000

Percentage of outliers low0.07692

Mean of outliers low0.94610

Number of outliers high2.00000

Percentage of outliers high0.15385

Mean of outliers high1.18844
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.98357

VaR(95%) (moments method)0.00974

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)6.32127

VaR(95%) (regression method)0.08028

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00097

Quartile 10.00114

Median0.00130

Quartile 30.02760

Maximum0.05390

Mean of quarter 10.00097

Mean of quarter 20.00130

Mean of quarter 30.00000

Mean of quarter 40.05390

Inter Quartile Range0.02646

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)0.60918

Compounded annual return (geometric extrapolation)0.59648

Calmar ratio (compounded annual return / max draw down)11.06660

Compounded annual return / average of 25% largest draw downs11.06660

Compounded annual return / Expected Shortfall lognormal5.67311

0.00000

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

Mean0.45626

SD0.18030

Sharpe ratio (Glass type estimate)2.53051

Sharpe ratio (Hedges UMVUE)2.52396

df290.00000

t2.66688

p0.00404

Lowerbound of 95% confidence interval for Sharpe Ratio0.65727

Upperbound of 95% confidence interval for Sharpe Ratio4.39948

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65291

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.39500
 Statistics related to Sortino ratio

Sortino ratio4.89606

Upside Potential Ratio11.38000

Upside part of mean1.06049

Downside part of mean0.60423

Upside SD0.15655

Downside SD0.09319

N nonnegative terms142.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations291.00000

Mean of predictor0.15189

Mean of criterion0.45626

SD of predictor0.32380

SD of criterion0.18030

Covariance0.00143

r0.02455

b (slope, estimate of beta)0.01367

a (intercept, estimate of alpha)0.45400

Mean Square Error0.03260

DF error289.00000

t(b)0.41744

p(b)0.33833

t(a)2.64984

p(a)0.00425

Lowerbound of 95% confidence interval for beta0.05078

Upperbound of 95% confidence interval for beta0.07812

Lowerbound of 95% confidence interval for alpha0.11683

Upperbound of 95% confidence interval for alpha0.79153

Treynor index (mean / b)33.37920

Jensen alpha (a)0.45418
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.43995

SD0.17769

Sharpe ratio (Glass type estimate)2.47596

Sharpe ratio (Hedges UMVUE)2.46955

df290.00000

t2.60939

p0.00477

Lowerbound of 95% confidence interval for Sharpe Ratio0.60325

Upperbound of 95% confidence interval for Sharpe Ratio4.34450

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59898

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.34011
 Statistics related to Sortino ratio

Sortino ratio4.66937

Upside Potential Ratio11.12840

Upside part of mean1.04852

Downside part of mean0.60857

Upside SD0.15273

Downside SD0.09422

N nonnegative terms142.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations291.00000

Mean of predictor0.09912

Mean of criterion0.43995

SD of predictor0.32622

SD of criterion0.17769

Covariance0.00112

r0.01925

b (slope, estimate of beta)0.01049

a (intercept, estimate of alpha)0.43891

Mean Square Error0.03167

DF error289.00000

t(b)0.32739

p(b)0.37181

t(a)2.59875

p(a)0.00492

Lowerbound of 95% confidence interval for beta0.05256

Upperbound of 95% confidence interval for beta0.07354

Lowerbound of 95% confidence interval for alpha0.10650

Upperbound of 95% confidence interval for alpha0.77133

Treynor index (mean / b)41.94900

Jensen alpha (a)0.43891
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01624

Expected Shortfall on VaR0.02074
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00531

Expected Shortfall on VaR0.01121
 ORDER STATISTICS
 Quartiles of return rates

Number of observations291.00000

Minimum0.95791

Quartile 10.99833

Median1.00000

Quartile 31.00475

Maximum1.09904

Mean of quarter 10.99131

Mean of quarter 20.99971

Mean of quarter 31.00219

Mean of quarter 41.01418

Inter Quartile Range0.00642

Number outliers low17.00000

Percentage of outliers low0.05842

Mean of outliers low0.97992

Number of outliers high25.00000

Percentage of outliers high0.08591

Mean of outliers high1.02515
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.13861

VaR(95%) (moments method)0.00587

Expected Shortfall (moments method)0.00924

Extreme Value Index (regression method)0.06287

VaR(95%) (regression method)0.00771

Expected Shortfall (regression method)0.01189
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00058

Quartile 10.00267

Median0.00669

Quartile 30.03507

Maximum0.09307

Mean of quarter 10.00123

Mean of quarter 20.00357

Mean of quarter 30.02125

Mean of quarter 40.07376

Inter Quartile Range0.03240

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.12500

Mean of outliers high0.08841
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)5.31438

VaR(95%) (moments method)0.07869

Expected Shortfall (moments method)0.07871

Extreme Value Index (regression method)1.58140

VaR(95%) (regression method)0.10060

Expected Shortfall (regression method)0.10350
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.61352

Compounded annual return (geometric extrapolation)0.59657

Calmar ratio (compounded annual return / max draw down)6.40989

Compounded annual return / average of 25% largest draw downs8.08833

Compounded annual return / Expected Shortfall lognormal28.76670

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

Mean0.47249

SD0.13973

Sharpe ratio (Glass type estimate)3.38135

Sharpe ratio (Hedges UMVUE)3.36180

df130.00000

t2.39097

p0.39738

Lowerbound of 95% confidence interval for Sharpe Ratio0.57301

Upperbound of 95% confidence interval for Sharpe Ratio6.17712

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.56004

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.16357
 Statistics related to Sortino ratio

Sortino ratio5.66798

Upside Potential Ratio12.22830

Upside part of mean1.01937

Downside part of mean0.54688

Upside SD0.11524

Downside SD0.08336

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.38280

Mean of criterion0.47249

SD of predictor0.21350

SD of criterion0.13973

Covariance0.01097

r0.36778

b (slope, estimate of beta)0.24071

a (intercept, estimate of alpha)0.38035

Mean Square Error0.01702

DF error129.00000

t(b)4.49194

p(b)0.27126

t(a)2.04915

p(a)0.38756

Lowerbound of 95% confidence interval for beta0.13469

Upperbound of 95% confidence interval for beta0.34673

Lowerbound of 95% confidence interval for alpha0.01311

Upperbound of 95% confidence interval for alpha0.74758

Treynor index (mean / b)1.96290

Jensen alpha (a)0.38035
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.46236

SD0.13949

Sharpe ratio (Glass type estimate)3.31468

Sharpe ratio (Hedges UMVUE)3.29552

df130.00000

t2.34383

p0.39932

Lowerbound of 95% confidence interval for Sharpe Ratio0.50764

Upperbound of 95% confidence interval for Sharpe Ratio6.10940

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.49492

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.09612
 Statistics related to Sortino ratio

Sortino ratio5.49832

Upside Potential Ratio12.04280

Upside part of mean1.01269

Downside part of mean0.55033

Upside SD0.11425

Downside SD0.08409

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.35970

Mean of criterion0.46236

SD of predictor0.21479

SD of criterion0.13949

Covariance0.01094

r0.36507

b (slope, estimate of beta)0.23709

a (intercept, estimate of alpha)0.37708

Mean Square Error0.01699

DF error129.00000

t(b)4.45379

p(b)0.27286

t(a)2.03438

p(a)0.38834

VAR (95 Confidence Intrvl)0.01600

Lowerbound of 95% confidence interval for beta0.13176

Upperbound of 95% confidence interval for beta0.34241

Lowerbound of 95% confidence interval for alpha0.01035

Upperbound of 95% confidence interval for alpha0.74381

Treynor index (mean / b)1.95017

Jensen alpha (a)0.37708
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01233

Expected Shortfall on VaR0.01588
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00471

Expected Shortfall on VaR0.00995
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97557

Quartile 10.99866

Median1.00017

Quartile 31.00574

Maximum1.03112

Mean of quarter 10.99215

Mean of quarter 20.99978

Mean of quarter 31.00306

Mean of quarter 41.01268

Inter Quartile Range0.00708

Number outliers low7.00000

Percentage of outliers low0.05344

Mean of outliers low0.98111

Number of outliers high9.00000

Percentage of outliers high0.06870

Mean of outliers high1.02021
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.21951

VaR(95%) (moments method)0.00518

Expected Shortfall (moments method)0.00882

Extreme Value Index (regression method)0.10686

VaR(95%) (regression method)0.00844

Expected Shortfall (regression method)0.01209
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00058

Quartile 10.00284

Median0.00572

Quartile 30.01539

Maximum0.06768

Mean of quarter 10.00140

Mean of quarter 20.00382

Mean of quarter 30.01239

Mean of quarter 40.03882

Inter Quartile Range0.01255

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.06768
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.18587

VaR(95%) (moments method)0.03670

Expected Shortfall (moments method)0.05636

Extreme Value Index (regression method)1.13219

VaR(95%) (regression method)0.06141

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?292553000

Max Equity Drawdown (num days)33
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.55558

Compounded annual return (geometric extrapolation)0.63275

Calmar ratio (compounded annual return / max draw down)9.34887

Compounded annual return / average of 25% largest draw downs16.30130

Compounded annual return / Expected Shortfall lognormal39.84980
Strategy Description
We switch between long and short positions or go back to cash entirely. Markets are meticulously monitored and under normal circumstances all trades are executed at 9:30AM, 4PM or 4:30PM (ET). Average holding time is usually a couple of days but shortterm daytrades are possible. During regular market sessions Stop Loss orders are put in place.
Backtested performance results are available on request.
Subscribe to this strategy now for only $125/month.
VIXPro
Twitter: @TheVIXPro
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.