Day Trade Alpha
(127086227)
Subscription terms. Subscriptions to this system cost $100.00 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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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  

2020  (3.6%)  (2.3%)  +25.8%  (9.6%)  +1.1%  (6.6%)  (18.3%)  +7.0%  +12.5%  +18.1%  (16.8%)  (2.2%) 
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  $25,000  
Buy Power  $26,131  
Cash  $1  
Equity  $1  
Cumulative $  $2,219  
Includes dividends and cashsettled expirations:  $28  Itemized 
Total System Equity  $27,219  
Margined  $1  
Open P/L  ($1,085)  
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 began1/18/2020

Suggested Minimum Cap$25,000

Strategy Age (days)315.59

Age11 months ago

What it tradesStocks

# Trades463

# Profitable258

% Profitable55.70%

Avg trade duration14.1 days

Max peaktovalley drawdown35.65%

drawdown periodMarch 26, 2020  Aug 05, 2020

Cumul. Return2.2%

Avg win$191.78

Avg loss$230.67
 Model Account Values (Raw)

Cash$29,094

Margin Used$2,596

Buying Power$26,131
 Ratios

W:L ratio1.05:1

Sharpe Ratio0.04

Sortino Ratio0.05

Calmar Ratio0.374
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)11.47%

Correlation to SP5000.16890

Return Percent SP500 (cumu) during strategy life9.27%
 Return Statistics

Ann Return (w trading costs)2.5%
 Slump

Current Slump as Pcnt Equity29.30%
 Instruments

Percent Trades Futures0.03%
 Slump

Current Slump, time of slump as pcnt of strategy life0.78%
 Instruments

Short Options  Percent Covered8.33%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.022%
 Instruments

Percent Trades Options0.16%

Percent Trades Stocks0.81%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)10.2%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)625
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score253

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$231

Avg Win$192

Sum Trade PL (losers)$47,288.000
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$49,480.000

# Winners258

Num Months Winners5
 Dividends

Dividends Received in Model Acct28
 Win / Loss

# Losers205

% Winners55.7%
 Frequency

Avg Position Time (mins)20272.70

Avg Position Time (hrs)337.88

Avg Trade Length14.1 days

Last Trade Ago0
 Leverage

Daily leverage (average)2.92

Daily leverage (max)21.61
 Regression

Alpha0.01

Beta0.15

Treynor Index0.03
 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)0.54

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades27.047

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 trades0.682

Avg(MAE) / Avg(PL)  Losing trades1.370

HoldandHope Ratio0.036
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.11692

SD0.31268

Sharpe ratio (Glass type estimate)0.37393

Sharpe ratio (Hedges UMVUE)0.34172

df9.00000

t0.34135

p0.37034

Lowerbound of 95% confidence interval for Sharpe Ratio1.78997

Upperbound of 95% confidence interval for Sharpe Ratio2.51755

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.81111

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.49455
 Statistics related to Sortino ratio

Sortino ratio0.62797

Upside Potential Ratio2.64563

Upside part of mean0.49258

Downside part of mean0.37566

Upside SD0.23338

Downside SD0.18619

N nonnegative terms5.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.18757

Mean of criterion0.11692

SD of predictor0.45632

SD of criterion0.31268

Covariance0.08036

r0.56324

b (slope, estimate of beta)0.38595

a (intercept, estimate of alpha)0.18931

Mean Square Error0.07510

DF error8.00000

t(b)1.92799

p(b)0.95500

t(a)0.62576

p(a)0.27445

Lowerbound of 95% confidence interval for beta0.84757

Upperbound of 95% confidence interval for beta0.07567

Lowerbound of 95% confidence interval for alpha0.50833

Upperbound of 95% confidence interval for alpha0.88696

Treynor index (mean / b)0.30294

Jensen alpha (a)0.18931
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.07298

SD0.30988

Sharpe ratio (Glass type estimate)0.23552

Sharpe ratio (Hedges UMVUE)0.21523

df9.00000

t0.21500

p0.41728

Lowerbound of 95% confidence interval for Sharpe Ratio1.92054

Upperbound of 95% confidence interval for Sharpe Ratio2.37887

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.93410

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.36457
 Statistics related to Sortino ratio

Sortino ratio0.37023

Upside Potential Ratio2.36620

Upside part of mean0.46644

Downside part of mean0.39346

Upside SD0.21911

Downside SD0.19713

N nonnegative terms5.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.07753

Mean of criterion0.07298

SD of predictor0.51358

SD of criterion0.30988

Covariance0.08814

r0.55383

b (slope, estimate of beta)0.33417

a (intercept, estimate of alpha)0.09889

Mean Square Error0.07489

DF error8.00000

t(b)1.88138

p(b)0.95165

t(a)0.32952

p(a)0.37511

Lowerbound of 95% confidence interval for beta0.74377

Upperbound of 95% confidence interval for beta0.07542

Lowerbound of 95% confidence interval for alpha0.59315

Upperbound of 95% confidence interval for alpha0.79093

Treynor index (mean / b)0.21840

Jensen alpha (a)0.09889
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13156

Expected Shortfall on VaR0.16297
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.07313

Expected Shortfall on VaR0.12794
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.86645

Quartile 10.96278

Median1.00596

Quartile 31.05999

Maximum1.15949

Mean of quarter 10.91506

Mean of quarter 20.97671

Mean of quarter 31.04102

Mean of quarter 41.11336

Inter Quartile Range0.09721

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)7.31151

VaR(95%) (moments method)0.08248

Expected Shortfall (moments method)0.08248

Extreme Value Index (regression method)0.80188

VaR(95%) (regression method)0.15212

Expected Shortfall (regression method)0.16956
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.01323

Quartile 10.04800

Median0.08277

Quartile 30.13874

Maximum0.19470

Mean of quarter 10.01323

Mean of quarter 20.08277

Mean of quarter 30.00000

Mean of quarter 40.19470

Inter Quartile Range0.09074

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)0.10525

Compounded annual return (geometric extrapolation)0.10615

Calmar ratio (compounded annual return / max draw down)0.54522

Compounded annual return / average of 25% largest draw downs0.54522

Compounded annual return / Expected Shortfall lognormal0.65138

0.00000

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

Mean0.12217

SD0.31598

Sharpe ratio (Glass type estimate)0.38664

Sharpe ratio (Hedges UMVUE)0.38532

df220.00000

t0.35510

p0.36143

Lowerbound of 95% confidence interval for Sharpe Ratio1.74814

Upperbound of 95% confidence interval for Sharpe Ratio2.52055

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.74903

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.51966
 Statistics related to Sortino ratio

Sortino ratio0.55444

Upside Potential Ratio7.48080

Upside part of mean1.64835

Downside part of mean1.52618

Upside SD0.22560

Downside SD0.22034

N nonnegative terms114.00000

N negative terms107.00000
 Statistics related to linear regression on benchmark

N of observations221.00000

Mean of predictor0.14772

Mean of criterion0.12217

SD of predictor0.37453

SD of criterion0.31598

Covariance0.02531

r0.21389

b (slope, estimate of beta)0.18045

a (intercept, estimate of alpha)0.14900

Mean Square Error0.09571

DF error219.00000

t(b)3.24034

p(b)0.99931

t(a)0.44169

p(a)0.32958

Lowerbound of 95% confidence interval for beta0.29021

Upperbound of 95% confidence interval for beta0.07070

Lowerbound of 95% confidence interval for alpha0.51525

Upperbound of 95% confidence interval for alpha0.81290

Treynor index (mean / b)0.67701

Jensen alpha (a)0.14883
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.07240

SD0.31631

Sharpe ratio (Glass type estimate)0.22887

Sharpe ratio (Hedges UMVUE)0.22809

df220.00000

t0.21020

p0.41685

Lowerbound of 95% confidence interval for Sharpe Ratio1.90549

Upperbound of 95% confidence interval for Sharpe Ratio2.36281

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.90605

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.36224
 Statistics related to Sortino ratio

Sortino ratio0.32014

Upside Potential Ratio7.17953

Upside part of mean1.62354

Downside part of mean1.55114

Upside SD0.22019

Downside SD0.22613

N nonnegative terms114.00000

N negative terms107.00000
 Statistics related to linear regression on benchmark

N of observations221.00000

Mean of predictor0.07722

Mean of criterion0.07240

SD of predictor0.37733

SD of criterion0.31631

Covariance0.02517

r0.21092

b (slope, estimate of beta)0.17681

a (intercept, estimate of alpha)0.08605

Mean Square Error0.09604

DF error219.00000

t(b)3.19314

p(b)0.99919

t(a)0.25499

p(a)0.39948

Lowerbound of 95% confidence interval for beta0.28594

Upperbound of 95% confidence interval for beta0.06768

Lowerbound of 95% confidence interval for alpha0.57902

Upperbound of 95% confidence interval for alpha0.75111

Treynor index (mean / b)0.40945

Jensen alpha (a)0.08605
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03136

Expected Shortfall on VaR0.03922
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01298

Expected Shortfall on VaR0.02704
 ORDER STATISTICS
 Quartiles of return rates

Number of observations221.00000

Minimum0.91847

Quartile 10.99415

Median1.00049

Quartile 31.00766

Maximum1.07893

Mean of quarter 10.97927

Mean of quarter 20.99794

Mean of quarter 31.00370

Mean of quarter 41.02177

Inter Quartile Range0.01351

Number outliers low12.00000

Percentage of outliers low0.05430

Mean of outliers low0.95284

Number of outliers high10.00000

Percentage of outliers high0.04525

Mean of outliers high1.05346
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.33828

VaR(95%) (moments method)0.01873

Expected Shortfall (moments method)0.03445

Extreme Value Index (regression method)0.13296

VaR(95%) (regression method)0.01992

Expected Shortfall (regression method)0.03106
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00750

Quartile 10.01204

Median0.01897

Quartile 30.06396

Maximum0.28238

Mean of quarter 10.00927

Mean of quarter 20.01668

Mean of quarter 30.05269

Mean of quarter 40.21275

Inter Quartile Range0.05192

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.22222

Mean of outliers high0.21275
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)4.03466

VaR(95%) (moments method)0.15514

Expected Shortfall (moments method)0.15531

Extreme Value Index (regression method)0.18506

VaR(95%) (regression method)0.32421

Expected Shortfall (regression method)0.42758
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.10467

Compounded annual return (geometric extrapolation)0.10551

Calmar ratio (compounded annual return / max draw down)0.37363

Compounded annual return / average of 25% largest draw downs0.49591

Compounded annual return / Expected Shortfall lognormal2.69031

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

Mean0.06378

SD0.29684

Sharpe ratio (Glass type estimate)0.21488

Sharpe ratio (Hedges UMVUE)0.21363

df130.00000

t0.15194

p0.50666

Lowerbound of 95% confidence interval for Sharpe Ratio2.98645

Upperbound of 95% confidence interval for Sharpe Ratio2.55742

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.98556

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.55829
 Statistics related to Sortino ratio

Sortino ratio0.26272

Upside Potential Ratio5.80683

Upside part of mean1.40976

Downside part of mean1.47355

Upside SD0.16886

Downside SD0.24278

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.40925

Mean of criterion0.06378

SD of predictor0.20499

SD of criterion0.29684

Covariance0.01434

r0.23572

b (slope, estimate of beta)0.34133

a (intercept, estimate of alpha)0.07591

Mean Square Error0.08386

DF error129.00000

t(b)2.75493

p(b)0.64866

t(a)0.18394

p(a)0.48969

Lowerbound of 95% confidence interval for beta0.58647

Upperbound of 95% confidence interval for beta0.09620

Lowerbound of 95% confidence interval for alpha0.74057

Upperbound of 95% confidence interval for alpha0.89238

Treynor index (mean / b)0.18687

Jensen alpha (a)0.07591
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10843

SD0.30158

Sharpe ratio (Glass type estimate)0.35955

Sharpe ratio (Hedges UMVUE)0.35747

df130.00000

t0.25424

p0.51115

Lowerbound of 95% confidence interval for Sharpe Ratio3.13110

Upperbound of 95% confidence interval for Sharpe Ratio2.41321

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.12962

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.41468
 Statistics related to Sortino ratio

Sortino ratio0.43308

Upside Potential Ratio5.57422

Upside part of mean1.39566

Downside part of mean1.50409

Upside SD0.16617

Downside SD0.25038

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.38785

Mean of criterion0.10843

SD of predictor0.20652

SD of criterion0.30158

Covariance0.01441

r0.23130

b (slope, estimate of beta)0.33776

a (intercept, estimate of alpha)0.02257

Mean Square Error0.08675

DF error129.00000

t(b)2.70024

p(b)0.64592

t(a)0.05382

p(a)0.49698

VAR (95 Confidence Intrvl)0.03100

Lowerbound of 95% confidence interval for beta0.58525

Upperbound of 95% confidence interval for beta0.09028

Lowerbound of 95% confidence interval for alpha0.80714

Upperbound of 95% confidence interval for alpha0.85227

Treynor index (mean / b)0.32104

Jensen alpha (a)0.02257
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03058

Expected Shortfall on VaR0.03808
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01179

Expected Shortfall on VaR0.02590
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91847

Quartile 10.99579

Median1.00089

Quartile 31.00814

Maximum1.05616

Mean of quarter 10.97923

Mean of quarter 20.99877

Mean of quarter 31.00430

Mean of quarter 41.01729

Inter Quartile Range0.01235

Number outliers low8.00000

Percentage of outliers low0.06107

Mean of outliers low0.94675

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.04637
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.69836

VaR(95%) (moments method)0.01929

Expected Shortfall (moments method)0.07115

Extreme Value Index (regression method)0.17722

VaR(95%) (regression method)0.01939

Expected Shortfall (regression method)0.03249
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.00510

Quartile 10.00694

Median0.01257

Quartile 30.08044

Maximum0.22995

Mean of quarter 10.00574

Mean of quarter 20.01003

Mean of quarter 30.01776

Mean of quarter 40.18653

Inter Quartile Range0.07350

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.14286

Mean of outliers high0.22995
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?290105000

Max Equity Drawdown (num days)132
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07893

Compounded annual return (geometric extrapolation)0.07737

Calmar ratio (compounded annual return / max draw down)0.33646

Compounded annual return / average of 25% largest draw downs0.41478

Compounded annual return / Expected Shortfall lognormal2.03187
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.