NQ Quickie
(132670393)
Subscription terms. Subscriptions to this system cost $149.00 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  +4.3%  +4.3%  
2021  +35.7%  +11.0%  +17.2%  +7.8%  +4.4%  +3.9%  +1.2%  +17.3%  (1.4%)  +141.2% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $25,000  
Buy Power  $65,178  
Cash  $65,178  
Equity  $0  
Cumulative $  $40,178  
Total System Equity  $65,178  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began12/7/2020

Suggested Minimum Cap$60,000

Strategy Age (days)285.32

Age10 months ago

What it tradesFutures

# Trades42

# Profitable21

% Profitable50.00%

Avg trade duration22.4 hours

Max peaktovalley drawdown9.36%

drawdown periodJuly 12, 2021  July 21, 2021

Cumul. Return151.5%

Avg win$2,504

Avg loss$591.62
 Model Account Values (Raw)

Cash$65,178

Margin Used$0

Buying Power$65,178
 Ratios

W:L ratio4.23:1

Sharpe Ratio3.21

Sortino Ratio8.75

Calmar Ratio35.32
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)131.44%

Correlation to SP5000.27610

Return Percent SP500 (cumu) during strategy life20.07%
 Return Statistics

Ann Return (w trading costs)221.0%
 Slump

Current Slump as Pcnt Equity5.40%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.09%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.515%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)239.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss6.50%

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 Automated89.01%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)954

Popularity (Last 6 weeks)995
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score885

Popularity (7 days, Percentile 1000 scale)989
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$592

Avg Win$2,505

Sum Trade PL (losers)$12,424.000
 AUM

AUM (AutoTrader num accounts)47
 Age

Num Months filled monthly returns table10
 Win / Loss

Sum Trade PL (winners)$52,602.000

# Winners21

Num Months Winners9
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)5078760
 Win / Loss

# Losers21

% Winners50.0%
 Frequency

Avg Position Time (mins)1344.52

Avg Position Time (hrs)22.41

Avg Trade Length0.9 days

Last Trade Ago2
 Leverage

Daily leverage (average)8.29

Daily leverage (max)11.65
 Regression

Alpha0.29

Beta0.72

Treynor Index0.47
 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)2.08

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades0.884

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.299

Avg(MAE) / Avg(PL)  Losing trades1.219

HoldandHope Ratio1.131
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.39785

SD0.39565

Sharpe ratio (Glass type estimate)3.53308

Sharpe ratio (Hedges UMVUE)3.18932

df8.00000

t3.05974

p0.00779

Lowerbound of 95% confidence interval for Sharpe Ratio0.63366

Upperbound of 95% confidence interval for Sharpe Ratio6.29632

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43903

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.93961
 Statistics related to Sortino ratio

Sortino ratio29.13620

Upside Potential Ratio30.76820

Upside part of mean1.47615

Downside part of mean0.07830

Upside SD0.54743

Downside SD0.04798

N nonnegative terms7.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.22755

Mean of criterion1.39785

SD of predictor0.05410

SD of criterion0.39565

Covariance0.00836

r0.39052

b (slope, estimate of beta)2.85589

a (intercept, estimate of alpha)0.74799

Mean Square Error0.15162

DF error7.00000

t(b)1.12233

p(b)0.14937

t(a)1.02033

p(a)0.17077

Lowerbound of 95% confidence interval for beta3.16121

Upperbound of 95% confidence interval for beta8.87300

Lowerbound of 95% confidence interval for alpha0.98550

Upperbound of 95% confidence interval for alpha2.48149

Treynor index (mean / b)0.48946

Jensen alpha (a)0.74799
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.26434

SD0.35106

Sharpe ratio (Glass type estimate)3.60151

Sharpe ratio (Hedges UMVUE)3.25109

df8.00000

t3.11900

p0.00713

Lowerbound of 95% confidence interval for Sharpe Ratio0.68183

Upperbound of 95% confidence interval for Sharpe Ratio6.38438

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48349

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.01869
 Statistics related to Sortino ratio

Sortino ratio26.02500

Upside Potential Ratio27.65700

Upside part of mean1.34363

Downside part of mean0.07929

Upside SD0.49031

Downside SD0.04858

N nonnegative terms7.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.22366

Mean of criterion1.26434

SD of predictor0.05284

SD of criterion0.35106

Covariance0.00743

r0.40037

b (slope, estimate of beta)2.66022

a (intercept, estimate of alpha)0.66937

Mean Square Error0.11827

DF error7.00000

t(b)1.15598

p(b)0.14281

t(a)1.02966

p(a)0.16871

Lowerbound of 95% confidence interval for beta2.78145

Upperbound of 95% confidence interval for beta8.10189

Lowerbound of 95% confidence interval for alpha0.86784

Upperbound of 95% confidence interval for alpha2.20657

Treynor index (mean / b)0.47528

Jensen alpha (a)0.66937
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05949

Expected Shortfall on VaR0.09786
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00826

Expected Shortfall on VaR0.01938
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.97195

Quartile 11.05377

Median1.10609

Quartile 31.17464

Maximum1.32544

Mean of quarter 10.99990

Mean of quarter 21.10400

Mean of quarter 31.15637

Mean of quarter 41.27445

Inter Quartile Range0.12087

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)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)6.30108

VaR(95%) (regression method)0.27215

Expected Shortfall (regression method)0.27216
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.02602

Quartile 10.02653

Median0.02703

Quartile 30.02754

Maximum0.02805

Mean of quarter 10.02602

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.02805

Inter Quartile Range0.00101

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)2.18107

Compounded annual return (geometric extrapolation)2.64097

Calmar ratio (compounded annual return / max draw down)94.16680

Compounded annual return / average of 25% largest draw downs94.16680

Compounded annual return / Expected Shortfall lognormal26.98820

0.00000

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

Mean1.26864

SD0.32575

Sharpe ratio (Glass type estimate)3.89456

Sharpe ratio (Hedges UMVUE)3.88001

df201.00000

t3.41966

p0.35211

Lowerbound of 95% confidence interval for Sharpe Ratio1.62557

Upperbound of 95% confidence interval for Sharpe Ratio6.15425

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.61586

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.14415
 Statistics related to Sortino ratio

Sortino ratio11.28260

Upside Potential Ratio16.81330

Upside part of mean1.89052

Downside part of mean0.62188

Upside SD0.31478

Downside SD0.11244

N nonnegative terms53.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations202.00000

Mean of predictor0.21693

Mean of criterion1.26864

SD of predictor0.12258

SD of criterion0.32575

Covariance0.01087

r0.27216

b (slope, estimate of beta)0.72322

a (intercept, estimate of alpha)1.11200

Mean Square Error0.09874

DF error200.00000

t(b)3.99995

p(b)0.36392

t(a)3.08808

p(a)0.39333

Lowerbound of 95% confidence interval for beta0.36669

Upperbound of 95% confidence interval for beta1.07975

Lowerbound of 95% confidence interval for alpha0.40184

Upperbound of 95% confidence interval for alpha1.82166

Treynor index (mean / b)1.75415

Jensen alpha (a)1.11175
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.21499

SD0.31571

Sharpe ratio (Glass type estimate)3.84839

Sharpe ratio (Hedges UMVUE)3.83401

df201.00000

t3.37912

p0.35373

Lowerbound of 95% confidence interval for Sharpe Ratio1.58016

Upperbound of 95% confidence interval for Sharpe Ratio6.10734

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.57062

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.09741
 Statistics related to Sortino ratio

Sortino ratio10.64200

Upside Potential Ratio16.14500

Upside part of mean1.84325

Downside part of mean0.62827

Upside SD0.30295

Downside SD0.11417

N nonnegative terms53.00000

N negative terms149.00000
 Statistics related to linear regression on benchmark

N of observations202.00000

Mean of predictor0.20934

Mean of criterion1.21499

SD of predictor0.12263

SD of criterion0.31571

Covariance0.01052

r0.27174

b (slope, estimate of beta)0.69960

a (intercept, estimate of alpha)1.06853

Mean Square Error0.09278

DF error200.00000

t(b)3.99317

p(b)0.36413

t(a)3.06323

p(a)0.39415

Lowerbound of 95% confidence interval for beta0.35412

Upperbound of 95% confidence interval for beta1.04507

Lowerbound of 95% confidence interval for alpha0.38069

Upperbound of 95% confidence interval for alpha1.75638

Treynor index (mean / b)1.73669

Jensen alpha (a)1.06853
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02707

Expected Shortfall on VaR0.03494
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00686

Expected Shortfall on VaR0.01449
 ORDER STATISTICS
 Quartiles of return rates

Number of observations202.00000

Minimum0.95029

Quartile 11.00000

Median1.00000

Quartile 31.00084

Maximum1.13372

Mean of quarter 10.99091

Mean of quarter 21.00000

Mean of quarter 31.00003

Mean of quarter 41.02866

Inter Quartile Range0.00084

Number outliers low43.00000

Percentage of outliers low0.21287

Mean of outliers low0.98926

Number of outliers high50.00000

Percentage of outliers high0.24752

Mean of outliers high1.02922
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25593

VaR(95%) (moments method)0.00372

Expected Shortfall (moments method)0.00696

Extreme Value Index (regression method)0.09411

VaR(95%) (regression method)0.00779

Expected Shortfall (regression method)0.01337
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations20.00000

Minimum0.00144

Quartile 10.00640

Median0.01784

Quartile 30.02879

Maximum0.06981

Mean of quarter 10.00273

Mean of quarter 20.01015

Mean of quarter 30.02420

Mean of quarter 40.04651

Inter Quartile Range0.02239

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05000

Mean of outliers high0.06981
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.96411

VaR(95%) (moments method)0.05092

Expected Shortfall (moments method)0.05195

Extreme Value Index (regression method)0.45880

VaR(95%) (regression method)0.06111

Expected Shortfall (regression method)0.07083
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)2.08453

Compounded annual return (geometric extrapolation)2.46563

Calmar ratio (compounded annual return / max draw down)35.31980

Compounded annual return / average of 25% largest draw downs53.01640

Compounded annual return / Expected Shortfall lognormal70.55910

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

Mean0.81740

SD0.26964

Sharpe ratio (Glass type estimate)3.03142

Sharpe ratio (Hedges UMVUE)3.01390

df130.00000

t2.14354

p0.40762

Lowerbound of 95% confidence interval for Sharpe Ratio0.22963

Upperbound of 95% confidence interval for Sharpe Ratio5.82189

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21799

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.80981
 Statistics related to Sortino ratio

Sortino ratio7.62546

Upside Potential Ratio12.88440

Upside part of mean1.38113

Downside part of mean0.56372

Upside SD0.25142

Downside SD0.10719

N nonnegative terms31.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.81740

SD of predictor0.10557

SD of criterion0.26964

Covariance0.00607

r0.21332

b (slope, estimate of beta)0.54487

a (intercept, estimate of alpha)0.69425

Mean Square Error0.06994

DF error129.00000

t(b)2.47994

p(b)0.36523

t(a)1.84015

p(a)0.39862

Lowerbound of 95% confidence interval for beta0.11016

Upperbound of 95% confidence interval for beta0.97957

Lowerbound of 95% confidence interval for alpha0.05221

Upperbound of 95% confidence interval for alpha1.44071

Treynor index (mean / b)1.50019

Jensen alpha (a)0.69425
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.78131

SD0.26259

Sharpe ratio (Glass type estimate)2.97538

Sharpe ratio (Hedges UMVUE)2.95818

df130.00000

t2.10391

p0.40927

Lowerbound of 95% confidence interval for Sharpe Ratio0.17460

Upperbound of 95% confidence interval for Sharpe Ratio5.76509

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16315

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.75321
 Statistics related to Sortino ratio

Sortino ratio7.16258

Upside Potential Ratio12.38380

Upside part of mean1.35085

Downside part of mean0.56954

Upside SD0.24261

Downside SD0.10908

N nonnegative terms31.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.78131

SD of predictor0.10552

SD of criterion0.26259

Covariance0.00591

r0.21340

b (slope, estimate of beta)0.53104

a (intercept, estimate of alpha)0.66428

Mean Square Error0.06632

DF error129.00000

t(b)2.48095

p(b)0.36518

t(a)1.80879

p(a)0.40029

VAR (95 Confidence Intrvl)0.02700

Lowerbound of 95% confidence interval for beta0.10754

Upperbound of 95% confidence interval for beta0.95454

Lowerbound of 95% confidence interval for alpha0.06234

Upperbound of 95% confidence interval for alpha1.39089

Treynor index (mean / b)1.47127

Jensen alpha (a)0.66428
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02342

Expected Shortfall on VaR0.03000
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00635

Expected Shortfall on VaR0.01350
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95029

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.11632

Mean of quarter 10.99178

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.02103

Inter Quartile Range0.00000

Number outliers low30.00000

Percentage of outliers low0.22901

Mean of outliers low0.99096

Number of outliers high32.00000

Percentage of outliers high0.24427

Mean of outliers high1.02168
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.02098

VaR(95%) (moments method)0.00313

Expected Shortfall (moments method)0.00466

Extreme Value Index (regression method)0.39989

VaR(95%) (regression method)0.00659

Expected Shortfall (regression method)0.01513
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00262

Quartile 10.00576

Median0.02384

Quartile 30.04683

Maximum0.06981

Mean of quarter 10.00267

Mean of quarter 20.00831

Mean of quarter 30.04173

Mean of quarter 40.06014

Inter Quartile Range0.04107

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 Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?289795000

Max Equity Drawdown (num days)9
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.99743

Compounded annual return (geometric extrapolation)1.24614

Calmar ratio (compounded annual return / max draw down)17.85080

Compounded annual return / average of 25% largest draw downs20.72070

Compounded annual return / Expected Shortfall lognormal41.53300
Strategy Description
The beauty of the system is that the exposure time to market is very low (approximately 10% of cash market hours). It has an above average calamar ratio historically, which justifies the higher leverage employed. For the conservative ones, even a leverage of only 2x can be employed
No of trades expected : around 70 per year
System was rescaled to 50% on 26/05/2021 and hence you will see historic trades with 1 contract. Going forward, trades will be with 2 NQ contract per order.
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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Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
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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.