The Golden Oak
(132624701)
Subscription terms. Subscriptions to this system cost $19.00 per month.
C2Star
C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.
You can read more about C2Star certification requirements here.
Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.
Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  +4.4%  +4.4%  
2021  +1.0%  +1.2%  +1.8%  (1%)  (5.1%)  +11.1%  +1.0%  +0.5%  +0.1%  +10.4% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $58,133  
Cash  $1  
Equity  $1  
Cumulative $  $8,133  
Total System Equity  $58,133  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began12/3/2020

Suggested Minimum Cap$60,000

Strategy Age (days)288.93

Age10 months ago

What it tradesForex

# Trades54

# Profitable53

% Profitable98.10%

Avg trade duration2.1 days

Max peaktovalley drawdown13.39%

drawdown periodApril 27, 2021  May 18, 2021

Cumul. Return15.2%

Avg win$153.49

Avg loss$2.00
 Model Account Values (Raw)

Cash$58,133

Margin Used$0

Buying Power$58,133
 Ratios

W:L ratio4067.50:1

Sharpe Ratio1.08

Sortino Ratio1.82

Calmar Ratio2.234
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)5.67%

Correlation to SP5000.01320

Return Percent SP500 (cumu) during strategy life20.90%
 Return Statistics

Ann Return (w trading costs)19.4%
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.152%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)20.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss17.00%

Chance of 20% account loss0.50%

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 Automated99.81%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)740

Popularity (Last 6 weeks)859
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score189

Popularity (7 days, Percentile 1000 scale)813
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$2

Avg Win$153

Sum Trade PL (losers)$2.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table10
 Win / Loss

Sum Trade PL (winners)$8,135.000

# Winners53

Num Months Winners8
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)290665
 Win / Loss

# Losers1

% Winners98.2%
 Frequency

Avg Position Time (mins)3056.97

Avg Position Time (hrs)50.95

Avg Trade Length2.1 days

Last Trade Ago13
 Leverage

Daily leverage (average)3.65

Daily leverage (max)12.87
 Regression

Alpha0.05

Beta0.01

Treynor Index3.30
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.04

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades1.993

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 trades1.992

Avg(MAE) / Avg(PL)  Losing trades1.000

HoldandHope Ratio0.502
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.19407

SD0.11596

Sharpe ratio (Glass type estimate)1.67357

Sharpe ratio (Hedges UMVUE)1.48647

df7.00000

t1.36647

p0.10703

Lowerbound of 95% confidence interval for Sharpe Ratio0.92787

Upperbound of 95% confidence interval for Sharpe Ratio4.17181

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.03711

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.01005
 Statistics related to Sortino ratio

Sortino ratio3.05990

Upside Potential Ratio4.28464

Upside part of mean0.27175

Downside part of mean0.07768

Upside SD0.10432

Downside SD0.06342

N nonnegative terms7.00000

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

N of observations8.00000

Mean of predictor0.26178

Mean of criterion0.19407

SD of predictor0.06612

SD of criterion0.11596

Covariance0.00238

r0.31007

b (slope, estimate of beta)0.54383

a (intercept, estimate of alpha)0.33643

Mean Square Error0.01418

DF error6.00000

t(b)0.79890

p(b)0.77260

t(a)1.46103

p(a)0.09716

Lowerbound of 95% confidence interval for beta2.20954

Upperbound of 95% confidence interval for beta1.12187

Lowerbound of 95% confidence interval for alpha0.22703

Upperbound of 95% confidence interval for alpha0.89989

Treynor index (mean / b)0.35685

Jensen alpha (a)0.33643
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18630

SD0.11540

Sharpe ratio (Glass type estimate)1.61435

Sharpe ratio (Hedges UMVUE)1.43387

df7.00000

t1.31811

p0.11448

Lowerbound of 95% confidence interval for Sharpe Ratio0.97553

Upperbound of 95% confidence interval for Sharpe Ratio4.10392

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.08135

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.94909
 Statistics related to Sortino ratio

Sortino ratio2.86750

Upside Potential Ratio4.09225

Upside part of mean0.26587

Downside part of mean0.07957

Upside SD0.10161

Downside SD0.06497

N nonnegative terms7.00000

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

N of observations8.00000

Mean of predictor0.25654

Mean of criterion0.18630

SD of predictor0.06468

SD of criterion0.11540

Covariance0.00232

r0.31050

b (slope, estimate of beta)0.55402

a (intercept, estimate of alpha)0.32843

Mean Square Error0.01404

DF error6.00000

t(b)0.80011

p(b)0.77292

t(a)1.43183

p(a)0.10108

Lowerbound of 95% confidence interval for beta2.24834

Upperbound of 95% confidence interval for beta1.14030

Lowerbound of 95% confidence interval for alpha0.23284

Upperbound of 95% confidence interval for alpha0.88970

Treynor index (mean / b)0.33627

Jensen alpha (a)0.32843
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03851

Expected Shortfall on VaR0.05173
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00415

Expected Shortfall on VaR0.01374
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.95054

Quartile 11.01105

Median1.01627

Quartile 31.03697

Maximum1.06420

Mean of quarter 10.97997

Mean of quarter 21.01247

Mean of quarter 31.02663

Mean of quarter 41.05493

Inter Quartile Range0.02593

Number outliers low1.00000

Percentage of outliers low0.12500

Mean of outliers low0.95054

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations1.00000

Minimum0.04946

Quartile 10.04946

Median0.04946

Quartile 30.04946

Maximum0.04946

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

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

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.23026

Compounded annual return (geometric extrapolation)0.23888

Calmar ratio (compounded annual return / max draw down)4.83005

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

Compounded annual return / Expected Shortfall lognormal4.61784

0.00000

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

Mean0.18346

SD0.13246

Sharpe ratio (Glass type estimate)1.38499

Sharpe ratio (Hedges UMVUE)1.37965

df195.00000

t1.19791

p0.44565

Lowerbound of 95% confidence interval for Sharpe Ratio0.88693

Upperbound of 95% confidence interval for Sharpe Ratio3.65343

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.89053

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64984
 Statistics related to Sortino ratio

Sortino ratio2.32070

Upside Potential Ratio7.01536

Upside part of mean0.55458

Downside part of mean0.37112

Upside SD0.10647

Downside SD0.07905

N nonnegative terms86.00000

N negative terms110.00000
 Statistics related to linear regression on benchmark

N of observations196.00000

Mean of predictor0.23384

Mean of criterion0.18346

SD of predictor0.12630

SD of criterion0.13246

Covariance0.00015

r0.00875

b (slope, estimate of beta)0.00918

a (intercept, estimate of alpha)0.18100

Mean Square Error0.01763

DF error194.00000

t(b)0.12187

p(b)0.49562

t(a)1.17321

p(a)0.45803

Lowerbound of 95% confidence interval for beta0.13932

Upperbound of 95% confidence interval for beta0.15767

Lowerbound of 95% confidence interval for alpha0.12349

Upperbound of 95% confidence interval for alpha0.48611

Treynor index (mean / b)19.99390

Jensen alpha (a)0.18131
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17472

SD0.13168

Sharpe ratio (Glass type estimate)1.32689

Sharpe ratio (Hedges UMVUE)1.32178

df195.00000

t1.14765

p0.44791

Lowerbound of 95% confidence interval for Sharpe Ratio0.94461

Upperbound of 95% confidence interval for Sharpe Ratio3.59507

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.94807

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.59163
 Statistics related to Sortino ratio

Sortino ratio2.18442

Upside Potential Ratio6.86354

Upside part of mean0.54897

Downside part of mean0.37426

Upside SD0.10473

Downside SD0.07998

N nonnegative terms86.00000

N negative terms110.00000
 Statistics related to linear regression on benchmark

N of observations196.00000

Mean of predictor0.22577

Mean of criterion0.17472

SD of predictor0.12639

SD of criterion0.13168

Covariance0.00016

r0.00981

b (slope, estimate of beta)0.01022

a (intercept, estimate of alpha)0.17241

Mean Square Error0.01743

DF error194.00000

t(b)0.13667

p(b)0.49509

t(a)1.12279

p(a)0.45982

Lowerbound of 95% confidence interval for beta0.13729

Upperbound of 95% confidence interval for beta0.15773

Lowerbound of 95% confidence interval for alpha0.13044

Upperbound of 95% confidence interval for alpha0.47526

Treynor index (mean / b)17.09280

Jensen alpha (a)0.17241
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01263

Expected Shortfall on VaR0.01598
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00340

Expected Shortfall on VaR0.00765
 ORDER STATISTICS
 Quartiles of return rates

Number of observations196.00000

Minimum0.96964

Quartile 11.00000

Median1.00000

Quartile 31.00109

Maximum1.04892

Mean of quarter 10.99457

Mean of quarter 21.00000

Mean of quarter 31.00047

Mean of quarter 41.00818

Inter Quartile Range0.00109

Number outliers low23.00000

Percentage of outliers low0.11735

Mean of outliers low0.98900

Number of outliers high30.00000

Percentage of outliers high0.15306

Mean of outliers high1.01229
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25298

VaR(95%) (moments method)0.00238

Expected Shortfall (moments method)0.00483

Extreme Value Index (regression method)0.19175

VaR(95%) (regression method)0.00607

Expected Shortfall (regression method)0.01277
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00002

Quartile 10.00022

Median0.00084

Quartile 30.00245

Maximum0.10053

Mean of quarter 10.00010

Mean of quarter 20.00034

Mean of quarter 30.00160

Mean of quarter 40.02669

Inter Quartile Range0.00224

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.16667

Mean of outliers high0.04231
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.17304

VaR(95%) (moments method)0.02114

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.83968

VaR(95%) (regression method)0.04841

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.21879

Compounded annual return (geometric extrapolation)0.22461

Calmar ratio (compounded annual return / max draw down)2.23425

Compounded annual return / average of 25% largest draw downs8.41589

Compounded annual return / Expected Shortfall lognormal14.05630

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

Mean0.15729

SD0.15662

Sharpe ratio (Glass type estimate)1.00430

Sharpe ratio (Hedges UMVUE)0.99850

df130.00000

t0.71015

p0.46892

Lowerbound of 95% confidence interval for Sharpe Ratio1.77200

Upperbound of 95% confidence interval for Sharpe Ratio3.77687

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77596

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.77296
 Statistics related to Sortino ratio

Sortino ratio1.63794

Upside Potential Ratio6.98736

Upside part of mean0.67099

Downside part of mean0.51370

Upside SD0.12334

Downside SD0.09603

N nonnegative terms57.00000

N negative terms74.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.27558

Mean of criterion0.15729

SD of predictor0.11336

SD of criterion0.15662

Covariance0.00018

r0.01032

b (slope, estimate of beta)0.01426

a (intercept, estimate of alpha)0.15336

Mean Square Error0.02472

DF error129.00000

t(b)0.11722

p(b)0.49343

t(a)0.68207

p(a)0.46186

Lowerbound of 95% confidence interval for beta0.22640

Upperbound of 95% confidence interval for beta0.25492

Lowerbound of 95% confidence interval for alpha0.29150

Upperbound of 95% confidence interval for alpha0.59822

Treynor index (mean / b)11.03140

Jensen alpha (a)0.15336
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14516

SD0.15570

Sharpe ratio (Glass type estimate)0.93227

Sharpe ratio (Hedges UMVUE)0.92688

df130.00000

t0.65921

p0.47114

Lowerbound of 95% confidence interval for Sharpe Ratio1.84355

Upperbound of 95% confidence interval for Sharpe Ratio3.70470

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.84722

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.70097
 Statistics related to Sortino ratio

Sortino ratio1.49377

Upside Potential Ratio6.82778

Upside part of mean0.66348

Downside part of mean0.51833

Upside SD0.12123

Downside SD0.09717

N nonnegative terms57.00000

N negative terms74.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.26903

Mean of criterion0.14516

SD of predictor0.11339

SD of criterion0.15570

Covariance0.00020

r0.01141

b (slope, estimate of beta)0.01567

a (intercept, estimate of alpha)0.14094

Mean Square Error0.02443

DF error129.00000

t(b)0.12964

p(b)0.49273

t(a)0.63085

p(a)0.46471

VAR (95 Confidence Intrvl)0.01300

Lowerbound of 95% confidence interval for beta0.22351

Upperbound of 95% confidence interval for beta0.25485

Lowerbound of 95% confidence interval for alpha0.30109

Upperbound of 95% confidence interval for alpha0.58297

Treynor index (mean / b)9.26204

Jensen alpha (a)0.14094
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01515

Expected Shortfall on VaR0.01910
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00476

Expected Shortfall on VaR0.01044
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96964

Quartile 10.99991

Median1.00000

Quartile 31.00133

Maximum1.04892

Mean of quarter 10.99245

Mean of quarter 21.00000

Mean of quarter 31.00049

Mean of quarter 41.00988

Inter Quartile Range0.00141

Number outliers low19.00000

Percentage of outliers low0.14504

Mean of outliers low0.98745

Number of outliers high22.00000

Percentage of outliers high0.16794

Mean of outliers high1.01384
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16258

VaR(95%) (moments method)0.00278

Expected Shortfall (moments method)0.00497

Extreme Value Index (regression method)0.08227

VaR(95%) (regression method)0.00829

Expected Shortfall (regression method)0.01489
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00015

Quartile 10.00034

Median0.00143

Quartile 30.00627

Maximum0.10053

Mean of quarter 10.00018

Mean of quarter 20.00087

Mean of quarter 30.00188

Mean of quarter 40.05942

Inter Quartile Range0.00593

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.25000

Mean of outliers high0.05942
 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 Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?290240000

Max Equity Drawdown (num days)21
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.18077

Compounded annual return (geometric extrapolation)0.18894

Calmar ratio (compounded annual return / max draw down)1.87941

Compounded annual return / average of 25% largest draw downs3.17960

Compounded annual return / Expected Shortfall lognormal9.89386
Strategy Description
This strategy is still developing it's trading history. For those who may be wondering this strategy, in the past, tends to experience about 2 drawdowns per 12 month period of approximately 1115%. As well about once every 2.5 years I have experienced drawdowns of approximately 22%. I just wanted to divulge some information to give extra insight to investors. As stated below originally, past results are not indicative of the future and performance & drawdowns are not guaranteed and results may vary.

Trading major USD cross pairs including CAD/AUD/NZD/EUR/JPY/GBP. 11 years experience trading forex. 6 years full time.
Trading is a marathon not a sprint, thus our goals are 2% ROI per month. These of course are only goals, and as such performance can not be guaranteed and results may vary. Trades place on this C2 system are the exact same as my personal trading account using the C2 Platform Copier. Trades are based off technical analysis most often, but I keep an eye on fundamentals as they can trump technicals at times.
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.
Not available
This feature isn't available under your current Trade Leader Plan.
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.