MoneyBag
(124208759)
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.
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  (0.2%)  (0.2%)  +1.6%  +1.5%  +0.9%  +0.5%  +0.9%  +5.0%  
2020  +0.2%  (2.4%)  (21.8%)  +5.4%  (19.5%) 
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  $29,218  
Cash  $1  
Equity  $1  
Cumulative $  ($6,868)  
Total System Equity  $43,131  
Margined  $1  
Open P/L  ($9,765)  
Data has been delayed by 24 hours for nonsubscribers 
System developer has asked us to delay this information by 24 hours.
Trading Record
Statistics

Strategy began6/24/2019

Suggested Minimum Cap$15,000

Strategy Age (days)283.6

Age10 months ago

What it tradesStocks

# Trades19

# Profitable9

% Profitable47.40%

Avg trade duration39.5 days

Max peaktovalley drawdown24.06%

drawdown periodFeb 25, 2020  March 28, 2020

Cumul. Return15.4%

Avg win$957.89

Avg loss$1,548
 Model Account Values (Raw)

Cash$63,915

Margin Used$24,931

Buying Power$29,218
 Ratios

W:L ratio0.56:1

Sharpe Ratio1.83

Sortino Ratio1.85

Calmar Ratio1.042
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)1.19%

Correlation to SP5000.51630

Return Percent SP500 (cumu) during strategy life9.56%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)19.2%
 Slump

Current Slump as Pcnt Equity0.32%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.14%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.154%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)17.1%
 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 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)0

Popularity (Last 6 weeks)311
 Trading Style

Any stock shorts? 0/11
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?1
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,549

Avg Win$958

Sum Trade PL (losers)$15,489.000
 Age

Num Months filled monthly returns table10
 Win / Loss

Sum Trade PL (winners)$8,621.000

# Winners9

Num Months Winners7
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers10

% Winners47.4%
 Frequency

Avg Position Time (mins)56904.10

Avg Position Time (hrs)948.40

Avg Trade Length39.5 days

Last Trade Ago116
 Leverage

Daily leverage (average)0.39

Daily leverage (max)0.92
 Regression

Alpha0.06

Beta0.33

Treynor Index0.24
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.07

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.74

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.11

Avg(MAE) / Avg(PL)  All trades5.462

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 strat0.09

Avg(MAE) / Avg(PL)  Winning trades0.348

Avg(MAE) / Avg(PL)  Losing trades2.639

HoldandHope Ratio1.343
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.08794

SD0.02260

Sharpe ratio (Glass type estimate)3.89188

Sharpe ratio (Hedges UMVUE)3.38059

df6.00000

t2.97248

p0.01244

Lowerbound of 95% confidence interval for Sharpe Ratio0.45488

Upperbound of 95% confidence interval for Sharpe Ratio7.15074

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.58119
 Statistics related to Sortino ratio

Sortino ratio84.93590

Upside Potential Ratio86.24520

Upside part of mean0.08930

Downside part of mean0.00136

Upside SD0.03288

Downside SD0.00104

N nonnegative terms6.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.14747

Mean of criterion0.08794

SD of predictor0.11789

SD of criterion0.02260

Covariance0.00009

r0.03285

b (slope, estimate of beta)0.00630

a (intercept, estimate of alpha)0.08701

Mean Square Error0.00061

DF error5.00000

t(b)0.07350

p(b)0.47213

t(a)2.50267

p(a)0.02716

Lowerbound of 95% confidence interval for beta0.21393

Upperbound of 95% confidence interval for beta0.22652

Lowerbound of 95% confidence interval for alpha0.00236

Upperbound of 95% confidence interval for alpha0.17639

Treynor index (mean / b)13.96640

Jensen alpha (a)0.08701
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.08720

SD0.02236

Sharpe ratio (Glass type estimate)3.90063

Sharpe ratio (Hedges UMVUE)3.38819

df6.00000

t2.97916

p0.01233

Lowerbound of 95% confidence interval for Sharpe Ratio0.46051

Upperbound of 95% confidence interval for Sharpe Ratio7.16260

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18502

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.59136
 Statistics related to Sortino ratio

Sortino ratio84.38610

Upside Potential Ratio85.69540

Upside part of mean0.08856

Downside part of mean0.00135

Upside SD0.03257

Downside SD0.00103

N nonnegative terms6.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.14026

Mean of criterion0.08720

SD of predictor0.11907

SD of criterion0.02236

Covariance0.00006

r0.02230

b (slope, estimate of beta)0.00419

a (intercept, estimate of alpha)0.08662

Mean Square Error0.00060

DF error5.00000

t(b)0.04988

p(b)0.48107

t(a)2.53629

p(a)0.02606

Lowerbound of 95% confidence interval for beta0.21161

Upperbound of 95% confidence interval for beta0.21998

Lowerbound of 95% confidence interval for alpha0.00117

Upperbound of 95% confidence interval for alpha0.17441

Treynor index (mean / b)20.82480

Jensen alpha (a)0.08662
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00334

Expected Shortfall on VaR0.00602
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00009

Expected Shortfall on VaR0.00026
 ORDER STATISTICS
 Quartiles of return rates

Number of observations7.00000

Minimum1.00154

Quartile 11.00546

Median1.01034

Quartile 31.01196

Maximum1.02088

Mean of quarter 11.00209

Mean of quarter 21.00931

Mean of quarter 31.01115

Mean of quarter 41.01683

Inter Quartile Range0.00650

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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.11906

Compounded annual return (geometric extrapolation)0.12200

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal20.25170

0.00000

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

Mean0.24523

SD0.14986

Sharpe ratio (Glass type estimate)1.63637

Sharpe ratio (Hedges UMVUE)1.62906

df168.00000

t1.31424

p0.55044

Lowerbound of 95% confidence interval for Sharpe Ratio4.08066

Upperbound of 95% confidence interval for Sharpe Ratio0.81261

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.07563

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81752
 Statistics related to Sortino ratio

Sortino ratio1.66776

Upside Potential Ratio1.28988

Upside part of mean0.18966

Downside part of mean0.43489

Upside SD0.03056

Downside SD0.14704

N nonnegative terms76.00000

N negative terms93.00000
 Statistics related to linear regression on benchmark

N of observations169.00000

Mean of predictor0.11315

Mean of criterion0.24523

SD of predictor0.21313

SD of criterion0.14986

Covariance0.01739

r0.54452

b (slope, estimate of beta)0.38287

a (intercept, estimate of alpha)0.20200

Mean Square Error0.01589

DF error167.00000

t(b)8.38965

p(b)0.17133

t(a)1.28557

p(a)0.56292

Lowerbound of 95% confidence interval for beta0.29278

Upperbound of 95% confidence interval for beta0.47297

Lowerbound of 95% confidence interval for alpha0.51198

Upperbound of 95% confidence interval for alpha0.10816

Treynor index (mean / b)0.64049

Jensen alpha (a)0.20191
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25708

SD0.15586

Sharpe ratio (Glass type estimate)1.64946

Sharpe ratio (Hedges UMVUE)1.64208

df168.00000

t1.32475

p0.55084

Lowerbound of 95% confidence interval for Sharpe Ratio4.09375

Upperbound of 95% confidence interval for Sharpe Ratio0.79962

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.08876

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.80459
 Statistics related to Sortino ratio

Sortino ratio1.67794

Upside Potential Ratio1.23474

Upside part of mean0.18918

Downside part of mean0.44626

Upside SD0.03044

Downside SD0.15321

N nonnegative terms76.00000

N negative terms93.00000
 Statistics related to linear regression on benchmark

N of observations169.00000

Mean of predictor0.13624

Mean of criterion0.25708

SD of predictor0.21668

SD of criterion0.15586

Covariance0.01845

r0.54636

b (slope, estimate of beta)0.39300

a (intercept, estimate of alpha)0.20354

Mean Square Error0.01714

DF error167.00000

t(b)8.42985

p(b)0.17036

t(a)1.24759

p(a)0.56108

Lowerbound of 95% confidence interval for beta0.30096

Upperbound of 95% confidence interval for beta0.48504

Lowerbound of 95% confidence interval for alpha0.52564

Upperbound of 95% confidence interval for alpha0.11855

Treynor index (mean / b)0.65415

Jensen alpha (a)0.20354
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01668

Expected Shortfall on VaR0.02062
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00388

Expected Shortfall on VaR0.00917
 ORDER STATISTICS
 Quartiles of return rates

Number of observations169.00000

Minimum0.90701

Quartile 10.99990

Median1.00006

Quartile 31.00071

Maximum1.01242

Mean of quarter 10.99370

Mean of quarter 21.00000

Mean of quarter 31.00032

Mean of quarter 41.00280

Inter Quartile Range0.00081

Number outliers low19.00000

Percentage of outliers low0.11243

Mean of outliers low0.98633

Number of outliers high21.00000

Percentage of outliers high0.12426

Mean of outliers high1.00435
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.18882

VaR(95%) (moments method)0.00360

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.77801

VaR(95%) (regression method)0.00383

Expected Shortfall (regression method)0.02288
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations22.00000

Minimum0.00003

Quartile 10.00009

Median0.00094

Quartile 30.00273

Maximum0.19660

Mean of quarter 10.00005

Mean of quarter 20.00041

Mean of quarter 30.00168

Mean of quarter 40.03791

Inter Quartile Range0.00264

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.13636

Mean of outliers high0.07230
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.44867

VaR(95%) (moments method)0.02615

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.21236

VaR(95%) (regression method)0.02328

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.21304

Compounded annual return (geometric extrapolation)0.20481

Calmar ratio (compounded annual return / max draw down)1.04178

Compounded annual return / average of 25% largest draw downs5.40272

Compounded annual return / Expected Shortfall lognormal9.93211

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

Mean0.29994

SD0.16948

Sharpe ratio (Glass type estimate)1.76982

Sharpe ratio (Hedges UMVUE)1.75959

df130.00000

t1.25145

p0.55455

Lowerbound of 95% confidence interval for Sharpe Ratio4.54658

Upperbound of 95% confidence interval for Sharpe Ratio1.01359

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.53964

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.02046
 Statistics related to Sortino ratio

Sortino ratio1.80107

Upside Potential Ratio1.31799

Upside part of mean0.21949

Downside part of mean0.51944

Upside SD0.03335

Downside SD0.16654

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.07396

Mean of criterion0.29994

SD of predictor0.22704

SD of criterion0.16948

Covariance0.02159

r0.56118

b (slope, estimate of beta)0.41890

a (intercept, estimate of alpha)0.26896

Mean Square Error0.01983

DF error129.00000

t(b)7.70071

p(b)0.16250

t(a)1.35029

p(a)0.57498

Lowerbound of 95% confidence interval for beta0.31127

Upperbound of 95% confidence interval for beta0.52653

Lowerbound of 95% confidence interval for alpha0.66305

Upperbound of 95% confidence interval for alpha0.12513

Treynor index (mean / b)0.71602

Jensen alpha (a)0.26896
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.31511

SD0.17631

Sharpe ratio (Glass type estimate)1.78726

Sharpe ratio (Hedges UMVUE)1.77693

df130.00000

t1.26378

p0.55508

Lowerbound of 95% confidence interval for Sharpe Ratio4.56418

Upperbound of 95% confidence interval for Sharpe Ratio0.99644

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.55714

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.00328
 Statistics related to Sortino ratio

Sortino ratio1.81554

Upside Potential Ratio1.26129

Upside part of mean0.21892

Downside part of mean0.53403

Upside SD0.03321

Downside SD0.17356

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.10016

Mean of criterion0.31511

SD of predictor0.23116

SD of criterion0.17631

Covariance0.02296

r0.56327

b (slope, estimate of beta)0.42962

a (intercept, estimate of alpha)0.27208

Mean Square Error0.02139

DF error129.00000

t(b)7.74263

p(b)0.16140

t(a)1.31507

p(a)0.57306

VAR (95 Confidence Intrvl)0.01700

Lowerbound of 95% confidence interval for beta0.31983

Upperbound of 95% confidence interval for beta0.53940

Lowerbound of 95% confidence interval for alpha0.68144

Upperbound of 95% confidence interval for alpha0.13727

Treynor index (mean / b)0.73348

Jensen alpha (a)0.27208
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01894

Expected Shortfall on VaR0.02339
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00436

Expected Shortfall on VaR0.01038
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.90701

Quartile 10.99983

Median1.00009

Quartile 31.00097

Maximum1.01242

Mean of quarter 10.99235

Mean of quarter 20.99999

Mean of quarter 31.00047

Mean of quarter 41.00308

Inter Quartile Range0.00115

Number outliers low12.00000

Percentage of outliers low0.09160

Mean of outliers low0.98017

Number of outliers high8.00000

Percentage of outliers high0.06107

Mean of outliers high1.00717
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.36163

VaR(95%) (moments method)0.00428

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.01965

VaR(95%) (regression method)0.00368

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

Number of observations17.00000

Minimum0.00004

Quartile 10.00011

Median0.00118

Quartile 30.00216

Maximum0.19660

Mean of quarter 10.00008

Mean of quarter 20.00075

Mean of quarter 30.00180

Mean of quarter 40.05323

Inter Quartile Range0.00205

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.11765

Mean of outliers high0.10323
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.69244

VaR(95%) (moments method)0.02997

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.27936

VaR(95%) (regression method)0.06505

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?322009000

Max Equity Drawdown (num days)32
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.26754

Compounded annual return (geometric extrapolation)0.24965

Calmar ratio (compounded annual return / max draw down)1.26982

Compounded annual return / average of 25% largest draw downs4.68955

Compounded annual return / Expected Shortfall lognormal10.67540
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.