Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

These are hypothetical performance results that have certain inherent limitations. Learn more

Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 09/21/2020
Most recent certification approved 9/21/20 9:56 ET
Trades at broker Interactive Brokers (Stocks, Options, Futures)
Scaling percentage used 100%
# trading signals issued by system since certification 104
# trading signals executed in manager's Interactive Brokers (Stocks, Options, Futures) account 104
Percent signals followed since 09/21/2020 100%
This information was last updated 12/3/20 0:14 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 09/21/2020, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:

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 under-or over-compensated 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.

You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.

Patience is a Virtue
(123937705)

Created by: InteractiveAssets InteractiveAssets
Started: 06/2019
Stocks
Last trade: 8 days ago
Trading style: Equity Trend-following Sector Rotation

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

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.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Sector Rotation
Category: Equity

Sector Rotation

Uses the proceeds from the sale of securities related to a particular investment sector for the purchase of securities in another sector. This strategy is used as a method for capturing returns from market cycles and diversifying holdings over a specified holding period.
111.5%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(26.3%)
Max Drawdown
46
Num Trades
63.0%
Win Trades
14.2 : 1
Profit Factor
78.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                   +17.0%(0.7%)+3.3%(8%)+1.5%+0.7%+7.2%+20.7%
2020+9.5%+9.4%+30.2%+8.5%(0.8%)+4.3%+15.4%+18.4%(17.7%)+5.8%+20.4%+2.4%+156.8%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 393 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/2/20 15:21 VXX2119O50 VXX Mar19'21 50 put LONG 6 27.87 11/25 15:34 33.17 n/a $3,171
Includes Typical Broker Commissions trade costs of $8.40
10/13/20 15:26 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 936 36.90 11/13 15:20 36.41 1.89%
Trade id #131677014
Max drawdown($1,941)
Time11/10/20 0:00
Quant open649
Worst price33.91
Drawdown as % of equity-1.89%
($473)
Includes Typical Broker Commissions trade costs of $15.38
10/7/20 12:25 VXX2119O46 VXX Mar19'21 46 put LONG 8 25.55 10/26 15:36 24.72 0.7%
Trade id #131568108
Max drawdown($678)
Time10/26/20 15:36
Quant open8
Worst price24.70
Drawdown as % of equity-0.70%
($677)
Includes Typical Broker Commissions trade costs of $13.00
10/6/20 15:37 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 492 38.01 10/8 15:55 37.66 0.65%
Trade id #131548883
Max drawdown($573)
Time10/7/20 0:00
Quant open477
Worst price36.84
Drawdown as % of equity-0.65%
($181)
Includes Typical Broker Commissions trade costs of $9.84
10/6/20 15:46 VXX2119O48 VXX Mar19'21 48 put LONG 2 25.65 10/7 11:14 26.19 n/a $105
Includes Typical Broker Commissions trade costs of $2.80
10/6/20 15:08 SPXL DIREXION DAILY S&P500 BULL 3X LONG 1 52.61 10/6 15:35 53.53 n/a $1
Includes Typical Broker Commissions trade costs of $0.02
10/1/20 15:53 VXX2119O49 VXX Mar19'21 49 put LONG 2 26.61 10/6 14:58 26.55 0.12%
Trade id #131470232
Max drawdown($108)
Time10/2/20 0:00
Quant open2
Worst price26.07
Drawdown as % of equity-0.12%
($15)
Includes Typical Broker Commissions trade costs of $2.80
10/1/20 15:38 VXX2115M49 VXX Jan15'21 49 put LONG 5 25.86 10/6 14:58 25.95 0.39%
Trade id #131469805
Max drawdown($355)
Time10/2/20 0:00
Quant open5
Worst price25.15
Drawdown as % of equity-0.39%
$38
Includes Typical Broker Commissions trade costs of $7.00
9/21/20 9:56 GLD SPDR GOLD SHARES LONG 39 179.65 9/30 15:07 177.88 0.27%
Trade id #131269808
Max drawdown($224)
Time9/24/20 0:00
Quant open38
Worst price173.77
Drawdown as % of equity-0.27%
($70)
Includes Typical Broker Commissions trade costs of $0.79
9/21/20 9:56 GBTC GRAYSCALE BITCOIN TRUST (BTC) COMMON STOCK LONG 981 11.28 9/30 15:05 10.95 1.16%
Trade id #131269806
Max drawdown($1,018)
Time9/30/20 9:30
Quant open797
Worst price10.00
Drawdown as % of equity-1.16%
($325)
Includes Typical Broker Commissions trade costs of $6.84
9/21/20 15:20 TQQQ PROSHARES ULTRAPRO QQQ LONG 212.250000000 116.77 9/30 15:05 132.55 1.72%
Trade id #131278648
Max drawdown($1,430)
Time9/24/20 0:00
Quant open205
Worst price109.17
Drawdown as % of equity-1.72%
$3,345
Includes Typical Broker Commissions trade costs of $4.24
9/21/20 9:56 SPXL DIREXION DAILY S&P500 BULL 3X LONG 276.750000000 48.32 9/30 15:05 52.62 0.63%
Trade id #131269810
Max drawdown($524)
Time9/24/20 0:00
Quant open245
Worst price45.93
Drawdown as % of equity-0.63%
$1,185
Includes Typical Broker Commissions trade costs of $5.54
9/29/20 16:00 DGP POWERSHARES DB GOLD DOUBLE LON LONG 0.750000000 45.59 9/30 14:30 45.23 0%
Trade id #131423197
Max drawdown($0)
Time9/30/20 0:00
Quant open1
Worst price44.50
Drawdown as % of equity-0.00%
$0
Includes Typical Broker Commissions trade costs of $0.02
9/21/20 9:58 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 64.500000000 41.32 9/30 14:28 40.23 0.14%
Trade id #131269917
Max drawdown($124)
Time9/30/20 12:21
Quant open65
Worst price39.39
Drawdown as % of equity-0.14%
($72)
Includes Typical Broker Commissions trade costs of $1.30
7/8/20 15:54 SPXL DIREXION DAILY S&P500 BULL 3X LONG 412.500000000 44.67 9/21 9:40 48.36 0.78%
Trade id #129976393
Max drawdown($658)
Time7/9/20 0:00
Quant open309
Worst price42.54
Drawdown as % of equity-0.78%
$1,514
Includes Typical Broker Commissions trade costs of $8.25
6/22/20 13:41 GLD SPDR GOLD SHARES LONG 102.750000000 172.60 9/21 9:39 178.07 0.04%
Trade id #129690838
Max drawdown($29)
Time6/26/20 0:00
Quant open35
Worst price164.22
Drawdown as % of equity-0.04%
$560
Includes Typical Broker Commissions trade costs of $2.05
4/27/20 15:48 GBTC GRAYSCALE BITCOIN TRUST (BTC) COMMON STOCK LONG 4,650 10.10 9/21 9:39 10.37 0.25%
Trade id #128758704
Max drawdown($195)
Time4/28/20 0:00
Quant open454
Worst price8.36
Drawdown as % of equity-0.25%
$1,207
Includes Typical Broker Commissions trade costs of $34.91
8/30/19 15:47 TQQQ PROSHARES ULTRAPRO QQQ LONG 3,063.750000000 88.71 9/21/20 9:39 92.41 2.74%
Trade id #125167682
Max drawdown($1,975)
Time3/24/20 0:00
Quant open64
Worst price40.13
Drawdown as % of equity-2.74%
$11,277
Includes Typical Broker Commissions trade costs of $61.30
6/4/19 15:19 TMF DIREXION DAILY 20+ YR TRSY BUL LONG 8,597.250000000 32.39 9/21/20 9:39 34.09 0.74%
Trade id #123937930
Max drawdown($277)
Time6/5/19 0:00
Quant open740
Worst price23.66
Drawdown as % of equity-0.74%
$14,500
Includes Typical Broker Commissions trade costs of $158.07
6/22/20 12:52 SPY SPDR S&P 500 LONG 63 310.68 7/8 15:48 314.60 0.7%
Trade id #129690107
Max drawdown($555)
Time6/29/20 0:00
Quant open47
Worst price298.93
Drawdown as % of equity-0.70%
$246
Includes Typical Broker Commissions trade costs of $1.26
6/22/20 12:52 UGL PROSHARES ULTRA GOLD LONG 249 62.70 6/22 13:20 62.61 0.04%
Trade id #129690105
Max drawdown($28)
Time6/22/20 13:11
Quant open187
Worst price62.55
Drawdown as % of equity-0.04%
($28)
Includes Typical Broker Commissions trade costs of $4.99
7/18/19 15:48 UGLD VELOCITYSHARES 3X LONG GOLD ET LONG 52.500000000 136.60 6/22/20 12:42 190.97 1%
Trade id #124523028
Max drawdown($522)
Time3/16/20 0:00
Quant open28
Worst price115.06
Drawdown as % of equity-1.00%
$2,853
Includes Typical Broker Commissions trade costs of $1.06
4/24/20 15:43 ZIV VELOCITYSHARES DAILY INVERSE V LONG 1,095 28.83 6/22 12:42 28.28 1.51%
Trade id #128734191
Max drawdown($1,198)
Time6/15/20 0:00
Quant open455
Worst price26.20
Drawdown as % of equity-1.51%
($616)
Includes Typical Broker Commissions trade costs of $12.38
3/24/20 15:51 TVIX VELOCITYSHARES DAILY 2X VIX SH LONG 46.500000000 342.73 4/2 15:43 332.89 1.81%
Trade id #128229051
Max drawdown($1,348)
Time3/31/20 0:00
Quant open33
Worst price303.34
Drawdown as % of equity-1.81%
($458)
Includes Typical Broker Commissions trade costs of $0.93
1/29/20 9:30 DBC INVESCO DB COMMODITY INDEX LONG 0.750000000 14.91 3/25 15:49 11.54 0%
Trade id #127265671
Max drawdown($2)
Time3/18/20 0:00
Quant open1
Worst price10.41
Drawdown as % of equity-0.00%
($3)
Includes Typical Broker Commissions trade costs of $0.02
1/29/20 9:30 VTI VANGUARD TOTAL STOCK MARKET ET LONG 0.750000000 166.96 3/25 15:49 126.28 0.05%
Trade id #127265735
Max drawdown($32)
Time3/23/20 0:00
Quant open1
Worst price109.49
Drawdown as % of equity-0.05%
($31)
Includes Typical Broker Commissions trade costs of $0.02
1/29/20 9:30 TLT ISHARES 20+ YEAR TREASURY BOND LONG 0.750000000 143.44 3/25 15:48 162.88 0%
Trade id #127265698
Max drawdown($2)
Time3/18/20 0:00
Quant open1
Worst price139.01
Drawdown as % of equity-0.00%
$15
Includes Typical Broker Commissions trade costs of $0.02
1/29/20 9:30 GLD SPDR GOLD SHARES LONG 0.750000000 147.70 3/25 15:48 151.91 0.01%
Trade id #127265721
Max drawdown($6)
Time3/16/20 0:00
Quant open1
Worst price136.12
Drawdown as % of equity-0.01%
$3
Includes Typical Broker Commissions trade costs of $0.02
1/29/20 9:30 BIV VANGUARD INTERMEDIATE-TERM BON LONG 0.750000000 88.81 3/25 15:48 87.61 0.01%
Trade id #127265665
Max drawdown($3)
Time3/19/20 0:00
Quant open1
Worst price83.21
Drawdown as % of equity-0.01%
($1)
Includes Typical Broker Commissions trade costs of $0.02
1/29/20 9:30 BLV VANGUARD LONG-TERM BOND INDEX LONG 0.750000000 104.62 3/25 15:48 105.31 0.01%
Trade id #127265713
Max drawdown($7)
Time3/18/20 0:00
Quant open1
Worst price90.70
Drawdown as % of equity-0.01%
$1
Includes Typical Broker Commissions trade costs of $0.02

Statistics

  • Strategy began
    6/4/2019
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    547.42
  • Age
    18 months ago
  • What it trades
    Stocks
  • # Trades
    46
  • # Profitable
    29
  • % Profitable
    63.00%
  • Avg trade duration
    69.3 days
  • Max peak-to-valley drawdown
    26.26%
  • drawdown period
    Sept 03, 2020 - Sept 23, 2020
  • Annual Return (Compounded)
    111.5%
  • Avg win
    $2,669
  • Avg loss
    $322.29
  • Model Account Values (Raw)
  • Cash
    $26,292
  • Margin Used
    $0
  • Buying Power
    $44,558
  • Ratios
  • W:L ratio
    14.18:1
  • Sharpe Ratio
    2.21
  • Sortino Ratio
    3.57
  • Calmar Ratio
    4.905
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    178.70%
  • Correlation to SP500
    0.00330
  • Return Percent SP500 (cumu) during strategy life
    30.88%
  • Return Statistics
  • Ann Return (w trading costs)
    111.5%
  • Slump
  • Current Slump as Pcnt Equity
    0.70%
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    143.940%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.115%
  • Instruments
  • Percent Trades Options
    0.06%
  • Percent Trades Stocks
    0.94%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    116.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    15.50%
  • Chance of 20% account loss
    0.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    972
  • Popularity (Last 6 weeks)
    994
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    981
  • Popularity (7 days, Percentile 1000 scale)
    988
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Loss
    $322
  • Avg Win
    $3,017
  • Sum Trade PL (losers)
    $5,479.000
  • AUM
  • AUM (AutoTrader num accounts)
    13
  • Age
  • Num Months filled monthly returns table
    19
  • Win / Loss
  • Sum Trade PL (winners)
    $87,500.000
  • # Winners
    29
  • Num Months Winners
    15
  • Dividends
  • Dividends Received in Model Acct
    127
  • AUM
  • AUM (AutoTrader live capital)
    1925430
  • Win / Loss
  • # Losers
    17
  • % Winners
    63.0%
  • Frequency
  • Avg Position Time (mins)
    99756.50
  • Avg Position Time (hrs)
    1662.61
  • Avg Trade Length
    69.3 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    1.56
  • Daily leverage (max)
    2.34
  • Regression
  • Alpha
    0.21
  • Beta
    0.00
  • Treynor Index
    64.86
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.04
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    0.387
  • 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 strat
    0.02
  • Avg(MAE) / Avg(PL) - Winning trades
    0.204
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.878
  • Hold-and-Hope Ratio
    3.025
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.79332
  • SD
    0.34279
  • Sharpe ratio (Glass type estimate)
    2.31431
  • Sharpe ratio (Hedges UMVUE)
    2.20381
  • df
    16.00000
  • t
    2.75458
  • p
    0.21641
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.45647
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.11388
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.38869
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.01893
  • Statistics related to Sortino ratio
  • Sortino ratio
    7.30233
  • Upside Potential Ratio
    8.90828
  • Upside part of mean
    0.96779
  • Downside part of mean
    -0.17447
  • Upside SD
    0.38889
  • Downside SD
    0.10864
  • N nonnegative terms
    12.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    17.00000
  • Mean of predictor
    0.15785
  • Mean of criterion
    0.79332
  • SD of predictor
    0.22989
  • SD of criterion
    0.34279
  • Covariance
    -0.01088
  • r
    -0.13812
  • b (slope, estimate of beta)
    -0.20595
  • a (intercept, estimate of alpha)
    0.82583
  • Mean Square Error
    0.12295
  • DF error
    15.00000
  • t(b)
    -0.54012
  • p(b)
    0.58765
  • t(a)
    2.74654
  • p(a)
    0.15346
  • Lowerbound of 95% confidence interval for beta
    -1.01869
  • Upperbound of 95% confidence interval for beta
    0.60679
  • Lowerbound of 95% confidence interval for alpha
    0.18494
  • Upperbound of 95% confidence interval for alpha
    1.46671
  • Treynor index (mean / b)
    -3.85194
  • Jensen alpha (a)
    0.82583
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.71772
  • SD
    0.32246
  • Sharpe ratio (Glass type estimate)
    2.22579
  • Sharpe ratio (Hedges UMVUE)
    2.11951
  • df
    16.00000
  • t
    2.64922
  • p
    0.22391
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.38169
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.01303
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.31649
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.92254
  • Statistics related to Sortino ratio
  • Sortino ratio
    6.33271
  • Upside Potential Ratio
    7.92354
  • Upside part of mean
    0.89802
  • Downside part of mean
    -0.18030
  • Upside SD
    0.35769
  • Downside SD
    0.11334
  • N nonnegative terms
    12.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    17.00000
  • Mean of predictor
    0.13068
  • Mean of criterion
    0.71772
  • SD of predictor
    0.23815
  • SD of criterion
    0.32246
  • Covariance
    -0.01076
  • r
    -0.14018
  • b (slope, estimate of beta)
    -0.18981
  • a (intercept, estimate of alpha)
    0.74252
  • Mean Square Error
    0.10873
  • DF error
    15.00000
  • t(b)
    -0.54834
  • p(b)
    0.58895
  • t(a)
    2.64518
  • p(a)
    0.16102
  • Lowerbound of 95% confidence interval for beta
    -0.92763
  • Upperbound of 95% confidence interval for beta
    0.54800
  • Lowerbound of 95% confidence interval for alpha
    0.14421
  • Upperbound of 95% confidence interval for alpha
    1.34084
  • Treynor index (mean / b)
    -3.78122
  • Jensen alpha (a)
    0.74252
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.08908
  • Expected Shortfall on VaR
    0.12332
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02303
  • Expected Shortfall on VaR
    0.05069
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    17.00000
  • Minimum
    0.89565
  • Quartile 1
    0.98429
  • Median
    1.05790
  • Quartile 3
    1.15677
  • Maximum
    1.21850
  • Mean of quarter 1
    0.95290
  • Mean of quarter 2
    1.03779
  • Mean of quarter 3
    1.11638
  • Mean of quarter 4
    1.19557
  • Inter Quartile Range
    0.17248
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -1.79484
  • VaR(95%) (moments method)
    0.04196
  • Expected Shortfall (moments method)
    0.04308
  • Extreme Value Index (regression method)
    0.10355
  • VaR(95%) (regression method)
    0.05306
  • Expected Shortfall (regression method)
    0.07957
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.01571
  • Quartile 1
    0.04531
  • Median
    0.07491
  • Quartile 3
    0.08963
  • Maximum
    0.10435
  • Mean of quarter 1
    0.01571
  • Mean of quarter 2
    0.07491
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.10435
  • Inter Quartile Range
    0.04432
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    1.32404
  • Compounded annual return (geometric extrapolation)
    1.10776
  • Calmar ratio (compounded annual return / max draw down)
    10.61600
  • Compounded annual return / average of 25% largest draw downs
    10.61600
  • Compounded annual return / Expected Shortfall lognormal
    8.98304
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.79159
  • SD
    0.28226
  • Sharpe ratio (Glass type estimate)
    2.80443
  • Sharpe ratio (Hedges UMVUE)
    2.79901
  • df
    388.00000
  • t
    3.41719
  • p
    0.00035
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.18215
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.42324
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.17849
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.41953
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.53768
  • Upside Potential Ratio
    11.59370
  • Upside part of mean
    2.02252
  • Downside part of mean
    -1.23093
  • Upside SD
    0.22678
  • Downside SD
    0.17445
  • N nonnegative terms
    228.00000
  • N negative terms
    161.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    389.00000
  • Mean of predictor
    0.19637
  • Mean of criterion
    0.79159
  • SD of predictor
    0.29207
  • SD of criterion
    0.28226
  • Covariance
    0.00140
  • r
    0.01704
  • b (slope, estimate of beta)
    0.01647
  • a (intercept, estimate of alpha)
    0.78800
  • Mean Square Error
    0.07986
  • DF error
    387.00000
  • t(b)
    0.33526
  • p(b)
    0.36881
  • t(a)
    3.39640
  • p(a)
    0.00038
  • Lowerbound of 95% confidence interval for beta
    -0.08011
  • Upperbound of 95% confidence interval for beta
    0.11304
  • Lowerbound of 95% confidence interval for alpha
    0.33199
  • Upperbound of 95% confidence interval for alpha
    1.24473
  • Treynor index (mean / b)
    48.07050
  • Jensen alpha (a)
    0.78836
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.75085
  • SD
    0.28131
  • Sharpe ratio (Glass type estimate)
    2.66909
  • Sharpe ratio (Hedges UMVUE)
    2.66393
  • df
    388.00000
  • t
    3.25228
  • p
    0.00062
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    1.04802
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.28685
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.04454
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.28332
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.22222
  • Upside Potential Ratio
    11.23110
  • Upside part of mean
    1.99725
  • Downside part of mean
    -1.24640
  • Upside SD
    0.22240
  • Downside SD
    0.17783
  • N nonnegative terms
    228.00000
  • N negative terms
    161.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    389.00000
  • Mean of predictor
    0.15336
  • Mean of criterion
    0.75085
  • SD of predictor
    0.29419
  • SD of criterion
    0.28131
  • Covariance
    0.00169
  • r
    0.02039
  • b (slope, estimate of beta)
    0.01949
  • a (intercept, estimate of alpha)
    0.74786
  • Mean Square Error
    0.07931
  • DF error
    387.00000
  • t(b)
    0.40113
  • p(b)
    0.34427
  • t(a)
    3.23415
  • p(a)
    0.00066
  • Lowerbound of 95% confidence interval for beta
    -0.07606
  • Upperbound of 95% confidence interval for beta
    0.11504
  • Lowerbound of 95% confidence interval for alpha
    0.29322
  • Upperbound of 95% confidence interval for alpha
    1.20250
  • Treynor index (mean / b)
    38.51720
  • Jensen alpha (a)
    0.74786
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.02539
  • Expected Shortfall on VaR
    0.03243
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00944
  • Expected Shortfall on VaR
    0.01999
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    389.00000
  • Minimum
    0.93610
  • Quartile 1
    0.99418
  • Median
    1.00288
  • Quartile 3
    1.01136
  • Maximum
    1.09412
  • Mean of quarter 1
    0.98319
  • Mean of quarter 2
    0.99888
  • Mean of quarter 3
    1.00703
  • Mean of quarter 4
    1.02362
  • Inter Quartile Range
    0.01719
  • Number outliers low
    13.00000
  • Percentage of outliers low
    0.03342
  • Mean of outliers low
    0.95438
  • Number of outliers high
    13.00000
  • Percentage of outliers high
    0.03342
  • Mean of outliers high
    1.05116
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.42702
  • VaR(95%) (moments method)
    0.01723
  • Expected Shortfall (moments method)
    0.03435
  • Extreme Value Index (regression method)
    0.04582
  • VaR(95%) (regression method)
    0.01691
  • Expected Shortfall (regression method)
    0.02438
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    32.00000
  • Minimum
    0.00018
  • Quartile 1
    0.00589
  • Median
    0.01519
  • Quartile 3
    0.04443
  • Maximum
    0.24030
  • Mean of quarter 1
    0.00268
  • Mean of quarter 2
    0.00870
  • Mean of quarter 3
    0.02757
  • Mean of quarter 4
    0.09529
  • Inter Quartile Range
    0.03854
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.09375
  • Mean of outliers high
    0.17331
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.63313
  • VaR(95%) (moments method)
    0.11252
  • Expected Shortfall (moments method)
    0.30596
  • Extreme Value Index (regression method)
    1.40614
  • VaR(95%) (regression method)
    0.09398
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    1.46692
  • Compounded annual return (geometric extrapolation)
    1.17876
  • Calmar ratio (compounded annual return / max draw down)
    4.90536
  • Compounded annual return / average of 25% largest draw downs
    12.36970
  • Compounded annual return / Expected Shortfall lognormal
    36.35340
  • 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
  • Mean
    0.81471
  • SD
    0.32753
  • Sharpe ratio (Glass type estimate)
    2.48746
  • Sharpe ratio (Hedges UMVUE)
    2.47308
  • df
    130.00000
  • t
    1.75890
  • p
    0.42377
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.30540
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.27098
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.31498
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.26114
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.59254
  • Upside Potential Ratio
    10.61020
  • Upside part of mean
    2.40616
  • Downside part of mean
    -1.59145
  • Upside SD
    0.23992
  • Downside SD
    0.22678
  • N nonnegative terms
    80.00000
  • N negative terms
    51.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.34239
  • Mean of criterion
    0.81471
  • SD of predictor
    0.20280
  • SD of criterion
    0.32753
  • Covariance
    0.03237
  • r
    0.48735
  • b (slope, estimate of beta)
    0.78709
  • a (intercept, estimate of alpha)
    0.54522
  • Mean Square Error
    0.08243
  • DF error
    129.00000
  • t(b)
    6.33901
  • p(b)
    0.20250
  • t(a)
    1.33551
  • p(a)
    0.42583
  • Lowerbound of 95% confidence interval for beta
    0.54142
  • Upperbound of 95% confidence interval for beta
    1.03276
  • Lowerbound of 95% confidence interval for alpha
    -0.26251
  • Upperbound of 95% confidence interval for alpha
    1.35295
  • Treynor index (mean / b)
    1.03509
  • Jensen alpha (a)
    0.54522
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.75992
  • SD
    0.32905
  • Sharpe ratio (Glass type estimate)
    2.30945
  • Sharpe ratio (Hedges UMVUE)
    2.29610
  • df
    130.00000
  • t
    1.63303
  • p
    0.42911
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.48091
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.09107
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.48973
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.08192
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.27564
  • Upside Potential Ratio
    10.24910
  • Upside part of mean
    2.37770
  • Downside part of mean
    -1.61778
  • Upside SD
    0.23629
  • Downside SD
    0.23199
  • N nonnegative terms
    80.00000
  • N negative terms
    51.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    0.32155
  • Mean of criterion
    0.75992
  • SD of predictor
    0.20429
  • SD of criterion
    0.32905
  • Covariance
    0.03267
  • r
    0.48602
  • b (slope, estimate of beta)
    0.78283
  • a (intercept, estimate of alpha)
    0.50821
  • Mean Square Error
    0.08334
  • DF error
    129.00000
  • t(b)
    6.31629
  • p(b)
    0.20325
  • t(a)
    1.23892
  • p(a)
    0.43110
  • VAR (95 Confidence Intrvl)
    0.02500
  • Lowerbound of 95% confidence interval for beta
    0.53761
  • Upperbound of 95% confidence interval for beta
    1.02804
  • Lowerbound of 95% confidence interval for alpha
    -0.30339
  • Upperbound of 95% confidence interval for alpha
    1.31981
  • Treynor index (mean / b)
    0.97074
  • Jensen alpha (a)
    0.50821
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03008
  • Expected Shortfall on VaR
    0.03825
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01168
  • Expected Shortfall on VaR
    0.02505
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.93610
  • Quartile 1
    0.99364
  • Median
    1.00529
  • Quartile 3
    1.01439
  • Maximum
    1.04908
  • Mean of quarter 1
    0.97777
  • Mean of quarter 2
    0.99938
  • Mean of quarter 3
    1.00973
  • Mean of quarter 4
    1.02618
  • Inter Quartile Range
    0.02076
  • Number outliers low
    6.00000
  • Percentage of outliers low
    0.04580
  • Mean of outliers low
    0.94752
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.01527
  • Mean of outliers high
    1.04791
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.40152
  • VaR(95%) (moments method)
    0.02105
  • Expected Shortfall (moments method)
    0.04182
  • Extreme Value Index (regression method)
    -0.18001
  • VaR(95%) (regression method)
    0.02258
  • Expected Shortfall (regression method)
    0.02990
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    12.00000
  • Minimum
    0.00018
  • Quartile 1
    0.00514
  • Median
    0.01292
  • Quartile 3
    0.04461
  • Maximum
    0.24030
  • Mean of quarter 1
    0.00178
  • Mean of quarter 2
    0.00806
  • Mean of quarter 3
    0.03224
  • Mean of quarter 4
    0.11100
  • Inter Quartile Range
    0.03947
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.08333
  • Mean of outliers high
    0.24030
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.79693
  • VaR(95%) (moments method)
    0.12376
  • Expected Shortfall (moments method)
    0.62362
  • Extreme Value Index (regression method)
    5.37771
  • VaR(95%) (regression method)
    0.40867
  • Last 4 Months - Pcnt Negative
    0.25%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -289497000
  • Max Equity Drawdown (num days)
    20
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.96555
  • Compounded annual return (geometric extrapolation)
    1.19862
  • Calmar ratio (compounded annual return / max draw down)
    4.98801
  • Compounded annual return / average of 25% largest draw downs
    10.79870
  • Compounded annual return / Expected Shortfall lognormal
    31.33430

Strategy Description

I recommend AutoTrading and starting with $25,000 or more. I put my own money into the same trades as my subscribers – as shown by my TOS badge! I use an IRA to run the strategy. So it works well for retirement accounts in my experience.

While I hope you follow, please consider the risks and your willingness to remain consistent. By jumping in and out you decrease your odds of success dramatically. I have seen many people join at peaks then leave after a drawdown, then repeat the process over and over. Therefore, I suggest you only follow with money that you will feel comfortable remaining consistent with.

I use a mix of short, medium, and long-term signals to algorithmically determine entry and exit timing for this strategy. I mostly buy things that have a long-term history of going up in value. That way even if my timing is off, I have a decent chance of doing well over the long term. On rare occasions like March of 2020, I do buy some things that historically go down in value but serve as good investments in times of trouble. For example, in March of 2020 I did buy TVIX which has a long-term history of going down in value overtime but does great in times of turmoil.

This is a very robust strategy that has many different indicator and timing components. I believe it is well suited to do very well in the long term. I originally started trading this strategy after doing backtests from 2004 to 2019, the results were exceptionally good - almost unbelievable. In June 2019 I started investing most of my own net worth using these strategies. From June 2019 until November 2020 I did live trading as you can see from my track record. If I do backtests over the same period of June 2019 to November 2020 the real results and backtest results are remarkably similar. Because the real results and the backtest results for that period seem to match, I believe my longer-term backtests have merit. Of course, the future could be vastly different, but I believe I have backtested inherent market trends that won't go away for a long time without a truly seismic shift in the way people invest. A few of the indicators have been tested back as far as the great depression and they seem to have worked in most years ever since. Unfortunately, only a few of my indicators can be back tested that far back. Most can only be backtested to 2004. My most recent backtest results can be found here:
https://forums.collective2.com/t/backtest-results-for-patience-is-a-virtue/14518

I always keep trailing stops. However, because I use BrokerTransmit (AKA my strategy literally just copies my real brokerage account) you are not able to see orders until they become active. So, you cannot see a stop order until it gets triggered and becomes a live market sell order. My stops are usually far from the current price and very rarely are the way in which I exit a trade, but I always keep trailing stops in the off chance something truly crazy happens like a 20% drop in SPY in a day with no indicators predicting it. Also, I keep trailing stops so that if I died and my computer systems weren’t maintained the system would slowly chug along with stops that continued to lock in profits until all positions were exited.

This strategy is fantastic but far from perfect and will require a great deal of patience and grit. Hopefully it helps you to know that I have the majority of my own net worth invested just like this because I really believe in it. Please be wise and don't invest more than is appropriate for you.

The link to the forum post below shows the trading permissions that I had to request at Interactive Brokers to do all the trades that I do. You will likely have to do the same if you want to AutoTrade effectively.
https://forums.collective2.com/t/enable-gbtc-leveraged-etfs-and-option-trades/14491
Good luck!

Summary Statistics

Strategy began
2019-06-04
Suggested Minimum Capital
$100,000
Rank at C2 %
Top 1.9%
Rank # 
#13
# Trades
46
# Profitable
29
% Profitable
63.0%
Net Dividends
Correlation S&P500
0.003
Sharpe Ratio
2.21
Sortino Ratio
3.57
Beta
0.00
Alpha
0.21
Leverage
1.56 Average
2.34 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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 under-or over-compensated 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 re-scaled downward to make current go-forward 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 per-trade 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.