Infinity 2020
(131202173)
Subscription terms. Subscriptions to this system cost $595.00 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.
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 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  

2020  +6.4%  +2.4%  +53.9%  +14.4%  +91.8%  
2021  +20.6%  +8.7%  (0.9%)  (8.3%)  +1.4%  (0.5%)  (7.4%)  +5.9%  +2.3%  +20.6% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $250,000  
Buy Power  $290,102  
Cash  $1  
Equity  $1  
Cumulative $  $344,285  
Includes dividends and cashsettled expirations:  $2,731  Itemized 
Total System Equity  $594,285  
Margined  $1  
Open P/L  ($1,725)  
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 began9/16/2020

Suggested Minimum Cap$100,000

Strategy Age (days)367.16

Age12 months ago

What it tradesStocks

# Trades1969

# Profitable910

% Profitable46.20%

Avg trade duration25.2 days

Max peaktovalley drawdown19.24%

drawdown periodFeb 17, 2021  Aug 18, 2021

Annual Return (Compounded)128.3%

Avg win$663.91

Avg loss$247.98
 Model Account Values (Raw)

Cash$746,784

Margin Used$455,582

Buying Power$290,102
 Ratios

W:L ratio2.32:1

Sharpe Ratio3.03

Sortino Ratio6.52

Calmar Ratio7.853
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)100.31%

Correlation to SP5000.31890

Return Percent SP500 (cumu) during strategy life30.94%
 Return Statistics

Ann Return (w trading costs)128.3%
 Slump

Current Slump as Pcnt Equity13.00%
 Instruments

Percent Trades Futures0.01%
 Slump

Current Slump, time of slump as pcnt of strategy life0.58%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.283%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.99%

Percent Trades Forex0.00%
 Return Statistics

Ann Return (Compnd, No Fees)135.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss1.00%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

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)851

Popularity (Last 6 weeks)941
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score931

Popularity (7 days, Percentile 1000 scale)851
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$248

Avg Win$664

Sum Trade PL (losers)$262,607.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table13
 Win / Loss

Sum Trade PL (winners)$604,162.000

# Winners910

Num Months Winners9
 Dividends

Dividends Received in Model Acct2732
 AUM

AUM (AutoTrader live capital)674133
 Win / Loss

# Losers1059

% Winners46.2%
 Frequency

Avg Position Time (mins)49703.50

Avg Position Time (hrs)828.39

Avg Trade Length34.5 days

Last Trade Ago1
 Leverage

Daily leverage (average)0.97

Daily leverage (max)4.62
 Regression

Alpha0.19

Beta0.53

Treynor Index0.44
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.43

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades7.354

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 trades0.363

Avg(MAE) / Avg(PL)  Losing trades1.215

HoldandHope Ratio0.132
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.95499

SD0.47003

Sharpe ratio (Glass type estimate)2.03178

Sharpe ratio (Hedges UMVUE)1.87481

df10.00000

t1.94528

p0.04019

Lowerbound of 95% confidence interval for Sharpe Ratio0.23810

Upperbound of 95% confidence interval for Sharpe Ratio4.21730

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.33104

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.08067
 Statistics related to Sortino ratio

Sortino ratio7.28739

Upside Potential Ratio8.80761

Upside part of mean1.15421

Downside part of mean0.19922

Upside SD0.50958

Downside SD0.13105

N nonnegative terms8.00000

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

N of observations11.00000

Mean of predictor0.26393

Mean of criterion0.95499

SD of predictor0.07409

SD of criterion0.47003

Covariance0.00372

r0.10679

b (slope, estimate of beta)0.67752

a (intercept, estimate of alpha)0.77617

Mean Square Error0.24267

DF error9.00000

t(b)0.32222

p(b)0.37732

t(a)1.02561

p(a)0.16592

Lowerbound of 95% confidence interval for beta4.07907

Upperbound of 95% confidence interval for beta5.43411

Lowerbound of 95% confidence interval for alpha0.93580

Upperbound of 95% confidence interval for alpha2.48814

Treynor index (mean / b)1.40953

Jensen alpha (a)0.77617
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.83187

SD0.43139

Sharpe ratio (Glass type estimate)1.92834

Sharpe ratio (Hedges UMVUE)1.77937

df10.00000

t1.84624

p0.04731

Lowerbound of 95% confidence interval for Sharpe Ratio0.32279

Upperbound of 95% confidence interval for Sharpe Ratio4.09813

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.41125

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.96999
 Statistics related to Sortino ratio

Sortino ratio6.05080

Upside Potential Ratio7.56297

Upside part of mean1.03977

Downside part of mean0.20790

Upside SD0.45601

Downside SD0.13748

N nonnegative terms8.00000

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

N of observations11.00000

Mean of predictor0.25809

Mean of criterion0.83187

SD of predictor0.07238

SD of criterion0.43139

Covariance0.00276

r0.08837

b (slope, estimate of beta)0.52669

a (intercept, estimate of alpha)0.69594

Mean Square Error0.20516

DF error9.00000

t(b)0.26616

p(b)0.39805

t(a)0.99967

p(a)0.17179

Lowerbound of 95% confidence interval for beta3.94968

Upperbound of 95% confidence interval for beta5.00306

Lowerbound of 95% confidence interval for alpha0.87890

Upperbound of 95% confidence interval for alpha2.27077

Treynor index (mean / b)1.57944

Jensen alpha (a)0.69594
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.12673

Expected Shortfall on VaR0.17015
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02451

Expected Shortfall on VaR0.05618
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.89390

Quartile 10.99635

Median1.00334

Quartile 31.19179

Maximum1.31755

Mean of quarter 10.94146

Mean of quarter 21.00308

Mean of quarter 31.17346

Mean of quarter 41.24017

Inter Quartile Range0.19544

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)23.42410

VaR(95%) (moments method)0.03148

Expected Shortfall (moments method)0.03148

Extreme Value Index (regression method)1.09468

VaR(95%) (regression method)0.12707

Expected Shortfall (regression method)0.13976
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.16553

Quartile 10.16553

Median0.16553

Quartile 30.16553

Maximum0.16553

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.30831

Compounded annual return (geometric extrapolation)1.36264

Calmar ratio (compounded annual return / max draw down)8.23189

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

Compounded annual return / Expected Shortfall lognormal8.00867

0.00000

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

Mean0.86554

SD0.22963

Sharpe ratio (Glass type estimate)3.76924

Sharpe ratio (Hedges UMVUE)3.75840

df261.00000

t3.76924

p0.00010

Lowerbound of 95% confidence interval for Sharpe Ratio1.77930

Upperbound of 95% confidence interval for Sharpe Ratio5.75215

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77210

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.74471
 Statistics related to Sortino ratio

Sortino ratio8.13454

Upside Potential Ratio15.84030

Upside part of mean1.68546

Downside part of mean0.81992

Upside SD0.20992

Downside SD0.10640

N nonnegative terms149.00000

N negative terms113.00000
 Statistics related to linear regression on benchmark

N of observations262.00000

Mean of predictor0.25151

Mean of criterion0.86554

SD of predictor0.13951

SD of criterion0.22963

Covariance0.01022

r0.31916

b (slope, estimate of beta)0.52533

a (intercept, estimate of alpha)0.73300

Mean Square Error0.04754

DF error260.00000

t(b)5.43037

p(b)0.00000

t(a)3.34290

p(a)0.00048

Lowerbound of 95% confidence interval for beta0.33484

Upperbound of 95% confidence interval for beta0.71582

Lowerbound of 95% confidence interval for alpha0.30140

Upperbound of 95% confidence interval for alpha1.16543

Treynor index (mean / b)1.64762

Jensen alpha (a)0.73341
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.83837

SD0.22604

Sharpe ratio (Glass type estimate)3.70901

Sharpe ratio (Hedges UMVUE)3.69835

df261.00000

t3.70901

p0.00013

Lowerbound of 95% confidence interval for Sharpe Ratio1.71997

Upperbound of 95% confidence interval for Sharpe Ratio5.69115

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.71287

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.68382
 Statistics related to Sortino ratio

Sortino ratio7.80525

Upside Potential Ratio15.49130

Upside part of mean1.66393

Downside part of mean0.82557

Upside SD0.20504

Downside SD0.10741

N nonnegative terms149.00000

N negative terms113.00000
 Statistics related to linear regression on benchmark

N of observations262.00000

Mean of predictor0.24167

Mean of criterion0.83837

SD of predictor0.13964

SD of criterion0.22604

Covariance0.01029

r0.32594

b (slope, estimate of beta)0.52760

a (intercept, estimate of alpha)0.71086

Mean Square Error0.04584

DF error260.00000

t(b)5.55916

p(b)0.00000

t(a)3.30131

p(a)0.00055

Lowerbound of 95% confidence interval for beta0.34072

Upperbound of 95% confidence interval for beta0.71448

Lowerbound of 95% confidence interval for alpha0.28686

Upperbound of 95% confidence interval for alpha1.13487

Treynor index (mean / b)1.58902

Jensen alpha (a)0.71086
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01958

Expected Shortfall on VaR0.02527
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00654

Expected Shortfall on VaR0.01324
 ORDER STATISTICS
 Quartiles of return rates

Number of observations262.00000

Minimum0.96712

Quartile 10.99620

Median1.00210

Quartile 31.00902

Maximum1.09182

Mean of quarter 10.98881

Mean of quarter 20.99921

Mean of quarter 31.00525

Mean of quarter 41.02033

Inter Quartile Range0.01283

Number outliers low5.00000

Percentage of outliers low0.01908

Mean of outliers low0.97130

Number of outliers high11.00000

Percentage of outliers high0.04198

Mean of outliers high1.04727
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.21875

VaR(95%) (moments method)0.00977

Expected Shortfall (moments method)0.01231

Extreme Value Index (regression method)0.44334

VaR(95%) (regression method)0.00962

Expected Shortfall (regression method)0.01133
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00016

Quartile 10.00589

Median0.01100

Quartile 30.01692

Maximum0.17547

Mean of quarter 10.00313

Mean of quarter 20.00838

Mean of quarter 30.01365

Mean of quarter 40.08114

Inter Quartile Range0.01103

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.14286

Mean of outliers high0.13817
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.19145

VaR(95%) (moments method)0.05836

Expected Shortfall (moments method)0.07877

Extreme Value Index (regression method)0.42162

VaR(95%) (regression method)0.14731

Expected Shortfall (regression method)0.33415
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.37803

Compounded annual return (geometric extrapolation)1.37803

Calmar ratio (compounded annual return / max draw down)7.85332

Compounded annual return / average of 25% largest draw downs16.98340

Compounded annual return / Expected Shortfall lognormal54.53940

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

Mean0.21822

SD0.13150

Sharpe ratio (Glass type estimate)1.65949

Sharpe ratio (Hedges UMVUE)1.64989

df130.00000

t1.17343

p0.55119

Lowerbound of 95% confidence interval for Sharpe Ratio4.43548

Upperbound of 95% confidence interval for Sharpe Ratio1.12280

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.42895

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.12916
 Statistics related to Sortino ratio

Sortino ratio2.16161

Upside Potential Ratio6.76351

Upside part of mean0.68279

Downside part of mean0.90101

Upside SD0.08456

Downside SD0.10095

N nonnegative terms59.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.21822

SD of predictor0.10557

SD of criterion0.13150

Covariance0.00462

r0.33273

b (slope, estimate of beta)0.41446

a (intercept, estimate of alpha)0.31189

Mean Square Error0.01550

DF error129.00000

t(b)4.00742

p(b)0.29215

t(a)1.75623

p(a)0.59690

Lowerbound of 95% confidence interval for beta0.20983

Upperbound of 95% confidence interval for beta0.61908

Lowerbound of 95% confidence interval for alpha0.66327

Upperbound of 95% confidence interval for alpha0.03948

Treynor index (mean / b)0.52652

Jensen alpha (a)0.31189
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.22688

SD0.13162

Sharpe ratio (Glass type estimate)1.72382

Sharpe ratio (Hedges UMVUE)1.71385

df130.00000

t1.21892

p0.55315

Lowerbound of 95% confidence interval for Sharpe Ratio4.50027

Upperbound of 95% confidence interval for Sharpe Ratio1.05916

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.49348

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.06577
 Statistics related to Sortino ratio

Sortino ratio2.23013

Upside Potential Ratio6.67601

Upside part of mean0.67918

Downside part of mean0.90606

Upside SD0.08389

Downside SD0.10174

N nonnegative terms59.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.22688

SD of predictor0.10552

SD of criterion0.13162

Covariance0.00464

r0.33434

b (slope, estimate of beta)0.41700

a (intercept, estimate of alpha)0.31878

Mean Square Error0.01551

DF error129.00000

t(b)4.02919

p(b)0.29119

t(a)1.79522

p(a)0.59898

VAR (95 Confidence Intrvl)0.02000

Lowerbound of 95% confidence interval for beta0.21223

Upperbound of 95% confidence interval for beta0.62177

Lowerbound of 95% confidence interval for alpha0.67010

Upperbound of 95% confidence interval for alpha0.03255

Treynor index (mean / b)0.54408

Jensen alpha (a)0.31878
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01414

Expected Shortfall on VaR0.01748
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00846

Expected Shortfall on VaR0.01521
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97022

Quartile 10.99465

Median0.99926

Quartile 31.00411

Maximum1.03085

Mean of quarter 10.98919

Mean of quarter 20.99743

Mean of quarter 31.00160

Mean of quarter 41.00895

Inter Quartile Range0.00946

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.97022

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.03085
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07329

VaR(95%) (moments method)0.01098

Expected Shortfall (moments method)0.01501

Extreme Value Index (regression method)0.23062

VaR(95%) (regression method)0.00942

Expected Shortfall (regression method)0.01110
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00368

Quartile 10.04652

Median0.08935

Quartile 30.13219

Maximum0.17502

Mean of quarter 10.00368

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.17502

Inter Quartile Range0.08567

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

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?306438000

Max Equity Drawdown (num days)182
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.18940

Compounded annual return (geometric extrapolation)0.18043

Calmar ratio (compounded annual return / max draw down)1.03089

Compounded annual return / average of 25% largest draw downs1.03089

Compounded annual return / Expected Shortfall lognormal10.32250
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.