FX Reversals
(122042540)
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.
Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2019  +3.0%  +20.0%  +11.3%  (2%)  +8.6%  +2.2%  (5.9%)  +0.2%  +11.1%  +15.9%  +81.6% 
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  $250,000  
Buy Power  $417,356  
Cash  $454,488  
Equity  $1,346  
Cumulative $  $205,834  
Total System Equity  $455,834  
Margined  $38,478  
Open P/L  $1,346 
Trading Record
Statistics

Strategy began1/17/2019

Suggested Minimum Cap$100,000

Strategy Age (days)271.85

Age9 months ago

What it tradesForex

# Trades69

# Profitable68

% Profitable98.60%

Avg trade duration4.8 days

Max peaktovalley drawdown23.4%

drawdown periodJune 12, 2019  Aug 09, 2019

Cumul. Return81.6%

Avg win$3,036

Avg loss$82.00
 Model Account Values (Raw)

Cash$454,488

Margin Used$38,478

Buying Power$417,356
 Ratios

W:L ratio2517.68:1

Sharpe Ratio2.09

Sortino Ratio3.35

Calmar Ratio6.171
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)68.17%

Correlation to SP5000.19990

Return Percent SP500 (cumu) during strategy life13.38%
 Return Statistics

Ann Return (w trading costs)121.0%
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.816%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)123.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss33.50%

Chance of 20% account loss3.50%

Chance of 30% account loss0.50%

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)830

Popularity (Last 6 weeks)884
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score16

Popularity (7 days, Percentile 1000 scale)723
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$82

Avg Win$3,030

Sum Trade PL (losers)$82.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months (Age strategy)10
 Win / Loss

Sum Trade PL (winners)$206,048.000

# Winners68

Num Months Winners8
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)159687
 Win / Loss

# Losers1

% Winners98.5%
 Frequency

Avg Position Time (mins)6935.25

Avg Position Time (hrs)115.59

Avg Trade Length4.8 days

Last Trade Ago0
 Leverage

Daily leverage (average)6.66

Daily leverage (max)22.11
 Regression

Alpha0.21

Beta0.51

Treynor Index0.45
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  Winning Trades  this strat Percentile of All Strats68.92

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats14.44

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)4.95

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades2.309

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 trades2.305

Avg(MAE) / Avg(PL)  Losing trades6.756

HoldandHope Ratio0.430
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.75947

SD0.43315

Sharpe ratio (Glass type estimate)1.75335

Sharpe ratio (Hedges UMVUE)1.55733

df7.00000

t1.43161

p0.09768

Lowerbound of 95% confidence interval for Sharpe Ratio0.86401

Upperbound of 95% confidence interval for Sharpe Ratio4.26386

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97795

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.09261
 Statistics related to Sortino ratio

Sortino ratio4.74493

Upside Potential Ratio6.67475

Upside part of mean1.06836

Downside part of mean0.30889

Upside SD0.43199

Downside SD0.16006

N nonnegative terms5.00000

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

N of observations8.00000

Mean of predictor0.16734

Mean of criterion0.75947

SD of predictor0.09236

SD of criterion0.43315

Covariance0.00436

r0.10907

b (slope, estimate of beta)0.51152

a (intercept, estimate of alpha)0.84507

Mean Square Error0.21629

DF error6.00000

t(b)0.26878

p(b)0.60145

t(a)1.29497

p(a)0.12146

Lowerbound of 95% confidence interval for beta5.16831

Upperbound of 95% confidence interval for beta4.14528

Lowerbound of 95% confidence interval for alpha0.75175

Upperbound of 95% confidence interval for alpha2.44189

Treynor index (mean / b)1.48474

Jensen alpha (a)0.84507
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.66144

SD0.41080

Sharpe ratio (Glass type estimate)1.61014

Sharpe ratio (Hedges UMVUE)1.43013

df7.00000

t1.31467

p0.11503

Lowerbound of 95% confidence interval for Sharpe Ratio0.97889

Upperbound of 95% confidence interval for Sharpe Ratio4.09910

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.08450

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.94476
 Statistics related to Sortino ratio

Sortino ratio3.94028

Upside Potential Ratio5.85725

Upside part of mean0.98323

Downside part of mean0.32179

Upside SD0.39489

Downside SD0.16787

N nonnegative terms5.00000

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

N of observations8.00000

Mean of predictor0.16217

Mean of criterion0.66144

SD of predictor0.09130

SD of criterion0.41080

Covariance0.00348

r0.09268

b (slope, estimate of beta)0.41700

a (intercept, estimate of alpha)0.72906

Mean Square Error0.19519

DF error6.00000

t(b)0.22799

p(b)0.58639

t(a)1.18152

p(a)0.14105

Lowerbound of 95% confidence interval for beta4.89242

Upperbound of 95% confidence interval for beta4.05843

Lowerbound of 95% confidence interval for alpha0.78084

Upperbound of 95% confidence interval for alpha2.23897

Treynor index (mean / b)1.58620

Jensen alpha (a)0.72906
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13059

Expected Shortfall on VaR0.17183
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05024

Expected Shortfall on VaR0.09504
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.89046

Quartile 10.95952

Median1.07153

Quartile 31.17147

Maximum1.23358

Mean of quarter 10.91866

Mean of quarter 20.99947

Mean of quarter 31.13859

Mean of quarter 41.20574

Inter Quartile Range0.21196

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations2.00000

Minimum0.08748

Quartile 10.09299

Median0.09851

Quartile 30.10402

Maximum0.10953

Mean of quarter 10.08748

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.10953

Inter Quartile Range0.01103

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)0.87508

Compounded annual return (geometric extrapolation)0.99241

Calmar ratio (compounded annual return / max draw down)9.06022

Compounded annual return / average of 25% largest draw downs9.06022

Compounded annual return / Expected Shortfall lognormal5.77545

0.00000

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

Mean0.84013

SD0.33189

Sharpe ratio (Glass type estimate)2.53135

Sharpe ratio (Hedges UMVUE)2.52145

df192.00000

t2.17260

p0.42255

Lowerbound of 95% confidence interval for Sharpe Ratio0.23054

Upperbound of 95% confidence interval for Sharpe Ratio4.82573

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.22397

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.81893
 Statistics related to Sortino ratio

Sortino ratio4.08840

Upside Potential Ratio11.11580

Upside part of mean2.28419

Downside part of mean1.44406

Upside SD0.26466

Downside SD0.20549

N nonnegative terms107.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations193.00000

Mean of predictor0.15162

Mean of criterion0.84013

SD of predictor0.13073

SD of criterion0.33189

Covariance0.00866

r0.19961

b (slope, estimate of beta)0.50677

a (intercept, estimate of alpha)0.76300

Mean Square Error0.10632

DF error191.00000

t(b)2.81536

p(b)0.37377

t(a)2.00402

p(a)0.40896

Lowerbound of 95% confidence interval for beta0.15172

Upperbound of 95% confidence interval for beta0.86182

Lowerbound of 95% confidence interval for alpha0.01202

Upperbound of 95% confidence interval for alpha1.51456

Treynor index (mean / b)1.65780

Jensen alpha (a)0.76329
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.78414

SD0.33141

Sharpe ratio (Glass type estimate)2.36608

Sharpe ratio (Hedges UMVUE)2.35683

df192.00000

t2.03075

p0.42750

Lowerbound of 95% confidence interval for Sharpe Ratio0.06729

Upperbound of 95% confidence interval for Sharpe Ratio4.65886

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.06109

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.65256
 Statistics related to Sortino ratio

Sortino ratio3.71974

Upside Potential Ratio10.67280

Upside part of mean2.24989

Downside part of mean1.46575

Upside SD0.25917

Downside SD0.21080

N nonnegative terms107.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations193.00000

Mean of predictor0.14303

Mean of criterion0.78414

SD of predictor0.13107

SD of criterion0.33141

Covariance0.00882

r0.20314

b (slope, estimate of beta)0.51362

a (intercept, estimate of alpha)0.71068

Mean Square Error0.10585

DF error191.00000

t(b)2.86717

p(b)0.37157

t(a)1.87052

p(a)0.41487

Lowerbound of 95% confidence interval for beta0.16028

Upperbound of 95% confidence interval for beta0.86697

Lowerbound of 95% confidence interval for alpha0.03873

Upperbound of 95% confidence interval for alpha1.46009

Treynor index (mean / b)1.52669

Jensen alpha (a)0.71068
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03022

Expected Shortfall on VaR0.03845
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01164

Expected Shortfall on VaR0.02440
 ORDER STATISTICS
 Quartiles of return rates

Number of observations193.00000

Minimum0.90715

Quartile 10.99284

Median1.00159

Quartile 31.01309

Maximum1.07862

Mean of quarter 10.98044

Mean of quarter 20.99821

Mean of quarter 31.00628

Mean of quarter 41.02880

Inter Quartile Range0.02025

Number outliers low5.00000

Percentage of outliers low0.02591

Mean of outliers low0.94468

Number of outliers high6.00000

Percentage of outliers high0.03109

Mean of outliers high1.05619
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.37144

VaR(95%) (moments method)0.01996

Expected Shortfall (moments method)0.03681

Extreme Value Index (regression method)0.26621

VaR(95%) (regression method)0.02128

Expected Shortfall (regression method)0.03590
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00034

Quartile 10.00310

Median0.01288

Quartile 30.02850

Maximum0.20297

Mean of quarter 10.00139

Mean of quarter 20.00909

Mean of quarter 30.01603

Mean of quarter 40.09388

Inter Quartile Range0.02540

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.11111

Mean of outliers high0.18207
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.71575

VaR(95%) (moments method)0.11095

Expected Shortfall (moments method)0.42001

Extreme Value Index (regression method)0.94473

VaR(95%) (regression method)0.10783

Expected Shortfall (regression method)1.77933
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.11156

Compounded annual return (geometric extrapolation)1.25252

Calmar ratio (compounded annual return / max draw down)6.17106

Compounded annual return / average of 25% largest draw downs13.34160

Compounded annual return / Expected Shortfall lognormal32.57310

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

Mean0.70505

SD0.37345

Sharpe ratio (Glass type estimate)1.88794

Sharpe ratio (Hedges UMVUE)1.87702

df130.00000

t1.33497

p0.44185

Lowerbound of 95% confidence interval for Sharpe Ratio0.89687

Upperbound of 95% confidence interval for Sharpe Ratio4.66572

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.90416

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.65820
 Statistics related to Sortino ratio

Sortino ratio2.93635

Upside Potential Ratio10.28180

Upside part of mean2.46879

Downside part of mean1.76374

Upside SD0.28748

Downside SD0.24011

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.03909

Mean of criterion0.70505

SD of predictor0.14108

SD of criterion0.37345

Covariance0.01601

r0.30380

b (slope, estimate of beta)0.80420

a (intercept, estimate of alpha)0.67361

Mean Square Error0.12757

DF error129.00000

t(b)3.62172

p(b)0.30961

t(a)1.33337

p(a)0.42594

Lowerbound of 95% confidence interval for beta0.36487

Upperbound of 95% confidence interval for beta1.24353

Lowerbound of 95% confidence interval for alpha0.32593

Upperbound of 95% confidence interval for alpha1.67316

Treynor index (mean / b)0.87671

Jensen alpha (a)0.67361
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.63501

SD0.37331

Sharpe ratio (Glass type estimate)1.70102

Sharpe ratio (Hedges UMVUE)1.69118

df130.00000

t1.20280

p0.44755

Lowerbound of 95% confidence interval for Sharpe Ratio1.08164

Upperbound of 95% confidence interval for Sharpe Ratio4.47738

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.08824

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.47060
 Statistics related to Sortino ratio

Sortino ratio2.57432

Upside Potential Ratio9.84481

Upside part of mean2.42844

Downside part of mean1.79342

Upside SD0.28105

Downside SD0.24667

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.02917

Mean of criterion0.63501

SD of predictor0.14155

SD of criterion0.37331

Covariance0.01620

r0.30660

b (slope, estimate of beta)0.80858

a (intercept, estimate of alpha)0.61143

Mean Square Error0.12724

DF error129.00000

t(b)3.65849

p(b)0.30792

t(a)1.21194

p(a)0.43258

VAR (95 Confidence Intrvl)0.03000

Lowerbound of 95% confidence interval for beta0.37130

Upperbound of 95% confidence interval for beta1.24586

Lowerbound of 95% confidence interval for alpha0.38674

Upperbound of 95% confidence interval for alpha1.60960

Treynor index (mean / b)0.78534

Jensen alpha (a)0.61143
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03489

Expected Shortfall on VaR0.04411
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01455

Expected Shortfall on VaR0.02984
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.90715

Quartile 10.99230

Median1.00149

Quartile 31.01394

Maximum1.07862

Mean of quarter 10.97648

Mean of quarter 20.99717

Mean of quarter 31.00672

Mean of quarter 41.03094

Inter Quartile Range0.02164

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.94034

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.06199
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20740

VaR(95%) (moments method)0.02143

Expected Shortfall (moments method)0.03416

Extreme Value Index (regression method)0.04061

VaR(95%) (regression method)0.02822

Expected Shortfall (regression method)0.04189
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00040

Quartile 10.00533

Median0.01214

Quartile 30.02092

Maximum0.20297

Mean of quarter 10.00138

Mean of quarter 20.00834

Mean of quarter 30.01334

Mean of quarter 40.11796

Inter Quartile Range0.01559

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.16667

Mean of outliers high0.15650
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)7.17190

VaR(95%) (moments method)0.10124

Expected Shortfall (moments method)0.10125

Extreme Value Index (regression method)0.57386

VaR(95%) (regression method)0.21860

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.26471

Strat Max DD how much worse than SP500 max DD during strat life?23

Max Equity Drawdown (num days)58
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.78600

Compounded annual return (geometric extrapolation)0.94045

Calmar ratio (compounded annual return / max draw down)4.63350

Compounded annual return / average of 25% largest draw downs7.97265

Compounded annual return / Expected Shortfall lognormal21.32030
Strategy Description
If you desire profits and reliability, then keep reading.
FXEdge is the exclusive designer and owner of the Wave 5 Reversal Zone System.
This System is highly effective at identifying and trading shortterm reversals.
Nervous about connecting to any system? We understand.
Consider this:
1. The system ranks extremely high in Winning Trades % and Profit Factor.
2. Its trades have been executed on reallife brokerage accounts.
3. The creator  FXEdge  is run by a CA LLC with a reliable reputation.
4. The algos are picky and effective = only 810 trades a month (approx).
5. The Wave 5 Reversal Zone Strategy has never been reset.
Questions? Message us and we'll reply as soon as possible.
Trade smart with confidence.
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.