SUPER15H Hedged Stocks
(123231599)
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.
Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2019  +1.0%  (5%)  +4.5%  +3.0%  +1.9%  (1%)  (0.1%)  (0.2%)  +1.5%  +5.4%  
2020  (0.2%)  (3.8%)  +2.8%  (0.2%)  +1.0%  +8.0%  +8.3%  +4.3%  (1.3%)  (0.8%)  +10.2%  +4.2%  +36.5% 
2021  +3.7%  +8.1%  +4.6%  +4.2%  +2.7%  +5.7%  (3.5%)  +0.8%  +0.6%  +29.8% 
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.
Started  $100,000  
Buy Power  $107,218  
Cash  $1  
Equity  $1  
Cumulative $  $91,610  
Includes dividends and cashsettled expirations:  $3,524  Itemized 
Total System Equity  $191,610  
Margined  $1  
Open P/L  $18,254  
Data has been delayed by 72 hours for nonsubscribers 
System developer has asked us to delay this information by 72 hours.
Trading Record
Statistics

Strategy began4/7/2019

Suggested Minimum Cap$15,000

Strategy Age (days)894.89

Age30 months ago

What it tradesStocks

# Trades360

# Profitable160

% Profitable44.40%

Avg trade duration35.3 days

Max peaktovalley drawdown14.65%

drawdown periodFeb 19, 2020  March 13, 2020

Annual Return (Compounded)28.9%

Avg win$978.63

Avg loss$342.48
 Model Account Values (Raw)

Cash$90,329

Margin Used$0

Buying Power$107,218
 Ratios

W:L ratio2.39:1

Sharpe Ratio1.34

Sortino Ratio1.97

Calmar Ratio2.747
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)33.51%

Correlation to SP5000.27890

Return Percent SP500 (cumu) during strategy life53.25%
 Return Statistics

Ann Return (w trading costs)28.9%
 Slump

Current Slump as Pcnt Equity3.40%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.07%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.289%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)30.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss29.00%

Chance of 20% account loss10.00%

Chance of 30% account loss1.00%

Chance of 40% account lossn/a

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

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

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

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

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)887

Popularity (Last 6 weeks)957
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score979

Popularity (7 days, Percentile 1000 scale)917
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$342

Avg Win$979

Sum Trade PL (losers)$68,495.000
 AUM

AUM (AutoTrader num accounts)6
 Age

Num Months filled monthly returns table30
 Win / Loss

Sum Trade PL (winners)$156,581.000

# Winners160

Num Months Winners20
 Dividends

Dividends Received in Model Acct3525
 AUM

AUM (AutoTrader live capital)339513
 Win / Loss

# Losers200

% Winners44.4%
 Frequency

Avg Position Time (mins)50794.60

Avg Position Time (hrs)846.58

Avg Trade Length35.3 days

Last Trade Ago17
 Leverage

Daily leverage (average)0.90

Daily leverage (max)1.15
 Regression

Alpha0.06

Beta0.18

Treynor Index0.38
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  Winning Trades  this strat Percentile of All Strats39.05

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats49.07

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.14

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades1.566

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.221

Avg(MAE) / Avg(PL)  Losing trades1.369

HoldandHope Ratio0.645
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26026

SD0.14085

Sharpe ratio (Glass type estimate)1.84776

Sharpe ratio (Hedges UMVUE)1.79587

df27.00000

t2.82249

p0.00442

Lowerbound of 95% confidence interval for Sharpe Ratio0.45922

Upperbound of 95% confidence interval for Sharpe Ratio3.20652

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.42628

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.16546
 Statistics related to Sortino ratio

Sortino ratio3.76218

Upside Potential Ratio4.90815

Upside part of mean0.33954

Downside part of mean0.07928

Upside SD0.14139

Downside SD0.06918

N nonnegative terms20.00000

N negative terms8.00000
 Statistics related to linear regression on benchmark

N of observations28.00000

Mean of predictor0.19495

Mean of criterion0.26026

SD of predictor0.25145

SD of criterion0.14085

Covariance0.02275

r0.64235

b (slope, estimate of beta)0.35983

a (intercept, estimate of alpha)0.19012

Mean Square Error0.01210

DF error26.00000

t(b)4.27365

p(b)0.00011

t(a)2.57388

p(a)0.00805

Lowerbound of 95% confidence interval for beta0.18676

Upperbound of 95% confidence interval for beta0.53289

Lowerbound of 95% confidence interval for alpha0.03829

Upperbound of 95% confidence interval for alpha0.34194

Treynor index (mean / b)0.72330

Jensen alpha (a)0.19012
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24762

SD0.13929

Sharpe ratio (Glass type estimate)1.77766

Sharpe ratio (Hedges UMVUE)1.72774

df27.00000

t2.71542

p0.00570

Lowerbound of 95% confidence interval for Sharpe Ratio0.39608

Upperbound of 95% confidence interval for Sharpe Ratio3.13029

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36440

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.09108
 Statistics related to Sortino ratio

Sortino ratio3.43565

Upside Potential Ratio4.56806

Upside part of mean0.32923

Downside part of mean0.08162

Upside SD0.13647

Downside SD0.07207

N nonnegative terms20.00000

N negative terms8.00000
 Statistics related to linear regression on benchmark

N of observations28.00000

Mean of predictor0.15907

Mean of criterion0.24762

SD of predictor0.27547

SD of criterion0.13929

Covariance0.02561

r0.66735

b (slope, estimate of beta)0.33745

a (intercept, estimate of alpha)0.19394

Mean Square Error0.01118

DF error26.00000

t(b)4.56912

p(b)0.00005

t(a)2.76283

p(a)0.00519

Lowerbound of 95% confidence interval for beta0.18564

Upperbound of 95% confidence interval for beta0.48926

Lowerbound of 95% confidence interval for alpha0.04965

Upperbound of 95% confidence interval for alpha0.33823

Treynor index (mean / b)0.73378

Jensen alpha (a)0.19394
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04449

Expected Shortfall on VaR0.06030
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00971

Expected Shortfall on VaR0.02390
 ORDER STATISTICS
 Quartiles of return rates

Number of observations28.00000

Minimum0.90746

Quartile 10.99925

Median1.02573

Quartile 31.05083

Maximum1.10009

Mean of quarter 10.97611

Mean of quarter 21.00892

Mean of quarter 31.03755

Mean of quarter 41.07349

Inter Quartile Range0.05158

Number outliers low1.00000

Percentage of outliers low0.03571

Mean of outliers low0.90746

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)1.02758

VaR(95%) (moments method)0.02399

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.19585

VaR(95%) (regression method)0.02257

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

Number of observations5.00000

Minimum0.00558

Quartile 10.00580

Median0.00993

Quartile 30.01437

Maximum0.09254

Mean of quarter 10.00569

Mean of quarter 20.00993

Mean of quarter 30.01437

Mean of quarter 40.09254

Inter Quartile Range0.00858

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.09254
 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)0.38655

Compounded annual return (geometric extrapolation)0.31722

Calmar ratio (compounded annual return / max draw down)3.42789

Compounded annual return / average of 25% largest draw downs3.42789

Compounded annual return / Expected Shortfall lognormal5.26047

0.00000

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

Mean0.25509

SD0.14927

Sharpe ratio (Glass type estimate)1.70890

Sharpe ratio (Hedges UMVUE)1.70686

df629.00000

t2.64994

p0.00413

Lowerbound of 95% confidence interval for Sharpe Ratio0.44078

Upperbound of 95% confidence interval for Sharpe Ratio2.97572

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43940

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.97432
 Statistics related to Sortino ratio

Sortino ratio2.48714

Upside Potential Ratio9.52799

Upside part of mean0.97724

Downside part of mean0.72215

Upside SD0.10944

Downside SD0.10257

N nonnegative terms361.00000

N negative terms269.00000
 Statistics related to linear regression on benchmark

N of observations630.00000

Mean of predictor0.17872

Mean of criterion0.25509

SD of predictor0.24200

SD of criterion0.14927

Covariance0.01213

r0.33578

b (slope, estimate of beta)0.20712

a (intercept, estimate of alpha)0.21800

Mean Square Error0.01980

DF error628.00000

t(b)8.93342

p(b)0.00000

t(a)2.40063

p(a)0.00833

Lowerbound of 95% confidence interval for beta0.16159

Upperbound of 95% confidence interval for beta0.25265

Lowerbound of 95% confidence interval for alpha0.03969

Upperbound of 95% confidence interval for alpha0.39647

Treynor index (mean / b)1.23162

Jensen alpha (a)0.21808
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24382

SD0.14941

Sharpe ratio (Glass type estimate)1.63190

Sharpe ratio (Hedges UMVUE)1.62995

df629.00000

t2.53053

p0.00582

Lowerbound of 95% confidence interval for Sharpe Ratio0.36413

Upperbound of 95% confidence interval for Sharpe Ratio2.89845

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36280

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.89710
 Statistics related to Sortino ratio

Sortino ratio2.35039

Upside Potential Ratio9.36267

Upside part of mean0.97123

Downside part of mean0.72741

Upside SD0.10841

Downside SD0.10373

N nonnegative terms361.00000

N negative terms269.00000
 Statistics related to linear regression on benchmark

N of observations630.00000

Mean of predictor0.14918

Mean of criterion0.24382

SD of predictor0.24359

SD of criterion0.14941

Covariance0.01228

r0.33743

b (slope, estimate of beta)0.20696

a (intercept, estimate of alpha)0.21294

Mean Square Error0.01981

DF error628.00000

t(b)8.98276

p(b)0.00000

t(a)2.34423

p(a)0.00969

Lowerbound of 95% confidence interval for beta0.16172

Upperbound of 95% confidence interval for beta0.25221

Lowerbound of 95% confidence interval for alpha0.03456

Upperbound of 95% confidence interval for alpha0.39132

Treynor index (mean / b)1.17805

Jensen alpha (a)0.21294
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01415

Expected Shortfall on VaR0.01794
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00566

Expected Shortfall on VaR0.01193
 ORDER STATISTICS
 Quartiles of return rates

Number of observations630.00000

Minimum0.95340

Quartile 10.99703

Median1.00124

Quartile 31.00579

Maximum1.05056

Mean of quarter 10.99008

Mean of quarter 20.99931

Mean of quarter 31.00332

Mean of quarter 41.01160

Inter Quartile Range0.00876

Number outliers low26.00000

Percentage of outliers low0.04127

Mean of outliers low0.97586

Number of outliers high18.00000

Percentage of outliers high0.02857

Mean of outliers high1.02473
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.31371

VaR(95%) (moments method)0.00909

Expected Shortfall (moments method)0.01615

Extreme Value Index (regression method)0.20959

VaR(95%) (regression method)0.00898

Expected Shortfall (regression method)0.01454
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations52.00000

Minimum0.00009

Quartile 10.00396

Median0.01080

Quartile 30.02456

Maximum0.11364

Mean of quarter 10.00131

Mean of quarter 20.00678

Mean of quarter 30.01864

Mean of quarter 40.04941

Inter Quartile Range0.02060

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.07692

Mean of outliers high0.07508
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.49592

VaR(95%) (moments method)0.05138

Expected Shortfall (moments method)0.05892

Extreme Value Index (regression method)0.05664

VaR(95%) (regression method)0.05740

Expected Shortfall (regression method)0.07550
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.38344

Compounded annual return (geometric extrapolation)0.31222

Calmar ratio (compounded annual return / max draw down)2.74750

Compounded annual return / average of 25% largest draw downs6.31949

Compounded annual return / Expected Shortfall lognormal17.40350

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

Mean0.19024

SD0.11429

Sharpe ratio (Glass type estimate)1.66453

Sharpe ratio (Hedges UMVUE)1.65491

df130.00000

t1.17700

p0.44866

Lowerbound of 95% confidence interval for Sharpe Ratio1.11780

Upperbound of 95% confidence interval for Sharpe Ratio4.44057

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.12419

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.43400
 Statistics related to Sortino ratio

Sortino ratio2.38087

Upside Potential Ratio9.38935

Upside part of mean0.75025

Downside part of mean0.56001

Upside SD0.08195

Downside SD0.07990

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.19024

SD of predictor0.10557

SD of criterion0.11429

Covariance0.00690

r0.57202

b (slope, estimate of beta)0.61929

a (intercept, estimate of alpha)0.05027

Mean Square Error0.00886

DF error129.00000

t(b)7.92080

p(b)0.15681

t(a)0.37442

p(a)0.47903

Lowerbound of 95% confidence interval for beta0.46460

Upperbound of 95% confidence interval for beta0.77398

Lowerbound of 95% confidence interval for alpha0.21536

Upperbound of 95% confidence interval for alpha0.31590

Treynor index (mean / b)0.30719

Jensen alpha (a)0.05027
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18366

SD0.11441

Sharpe ratio (Glass type estimate)1.60526

Sharpe ratio (Hedges UMVUE)1.59598

df130.00000

t1.13509

p0.45047

Lowerbound of 95% confidence interval for Sharpe Ratio1.17643

Upperbound of 95% confidence interval for Sharpe Ratio4.38091

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.18260

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.37457
 Statistics related to Sortino ratio

Sortino ratio2.27978

Upside Potential Ratio9.27028

Upside part of mean0.74684

Downside part of mean0.56317

Upside SD0.08142

Downside SD0.08056

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.18366

SD of predictor0.10552

SD of criterion0.11441

Covariance0.00691

r0.57210

b (slope, estimate of beta)0.62029

a (intercept, estimate of alpha)0.04697

Mean Square Error0.00887

DF error129.00000

t(b)7.92227

p(b)0.15677

t(a)0.34962

p(a)0.48042

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.46538

Upperbound of 95% confidence interval for beta0.77521

Lowerbound of 95% confidence interval for alpha0.21882

Upperbound of 95% confidence interval for alpha0.31276

Treynor index (mean / b)0.29609

Jensen alpha (a)0.04697
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01087

Expected Shortfall on VaR0.01378
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00428

Expected Shortfall on VaR0.00909
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97530

Quartile 10.99794

Median1.00113

Quartile 31.00410

Maximum1.02480

Mean of quarter 10.99227

Mean of quarter 20.99966

Mean of quarter 31.00261

Mean of quarter 41.00884

Inter Quartile Range0.00616

Number outliers low7.00000

Percentage of outliers low0.05344

Mean of outliers low0.98244

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.01733
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16315

VaR(95%) (moments method)0.00629

Expected Shortfall (moments method)0.00986

Extreme Value Index (regression method)0.11245

VaR(95%) (regression method)0.00823

Expected Shortfall (regression method)0.01291
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00023

Quartile 10.00424

Median0.01540

Quartile 30.02946

Maximum0.05081

Mean of quarter 10.00156

Mean of quarter 20.01084

Mean of quarter 30.02313

Mean of quarter 40.04061

Inter Quartile Range0.02523

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)0.09502

VaR(95%) (moments method)0.04456

Expected Shortfall (moments method)0.05111

Extreme Value Index (regression method)2.16252

VaR(95%) (regression method)0.05430

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?357657000

Max Equity Drawdown (num days)23
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.22317

Compounded annual return (geometric extrapolation)0.23562

Calmar ratio (compounded annual return / max draw down)4.63757

Compounded annual return / average of 25% largest draw downs5.80178

Compounded annual return / Expected Shortfall lognormal17.09850
Strategy Description
Trading frequency is also a primary design criterion, and this Grail System Portfolio has been developed to require as low a trading frequency as is compatible with the targeted annualized gain.
All trades will be made with Market orders at the Open.
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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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.