Pure AI Madness by FDG
(133373732)
Subscription terms. Subscriptions to this system cost $99.00 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.
Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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  

2021  +11.9%  +25.1%  (3.6%)  (7.9%)  +3.0%  +1.2%  +10.8%  +3.2%  +1.2%  +49.8% 
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  $50,000  
Buy Power  $49,366  
Cash  $1  
Equity  $1  
Cumulative $  $26,703  
Includes dividends and cashsettled expirations:  $46  Itemized 
Total System Equity  $76,703  
Margined  $1  
Open P/L  $5,619  
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 began1/14/2021

Suggested Minimum Cap$15,000

Strategy Age (days)247.33

Age8 months ago

What it tradesStocks

# Trades248

# Profitable157

% Profitable63.30%

Avg trade duration9.2 days

Max peaktovalley drawdown14.72%

drawdown periodMarch 01, 2021  May 10, 2021

Cumul. Return49.8%

Avg win$336.64

Avg loss$349.09
 Model Account Values (Raw)

Cash$43,166

Margin Used$0

Buying Power$49,366
 Ratios

W:L ratio1.67:1

Sharpe Ratio1.72

Sortino Ratio3.7

Calmar Ratio5.9
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)33.00%

Correlation to SP5000.12270

Return Percent SP500 (cumu) during strategy life16.79%
 Return Statistics

Ann Return (w trading costs)80.1%
 Slump

Current Slump as Pcnt Equity1.30%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.04%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.498%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)87.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss22.50%

Chance of 20% account loss1.50%

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 Automated94.35%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)686

Popularity (Last 6 weeks)957
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score964

Popularity (7 days, Percentile 1000 scale)882
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$349

Avg Win$372

Sum Trade PL (losers)$31,772.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table9
 Win / Loss

Sum Trade PL (winners)$58,429.000

# Winners157

Num Months Winners7
 Dividends

Dividends Received in Model Acct47
 AUM

AUM (AutoTrader live capital)2290990
 Win / Loss

# Losers91

% Winners63.3%
 Frequency

Avg Position Time (mins)13232.30

Avg Position Time (hrs)220.54

Avg Trade Length9.2 days

Last Trade Ago1
 Leverage

Daily leverage (average)1.16

Daily leverage (max)3.37
 Regression

Alpha0.17

Beta0.27

Treynor Index0.58
 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)1.38

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades4.670

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 trades0.374

Avg(MAE) / Avg(PL)  Losing trades1.752

HoldandHope Ratio0.292
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.62339

SD0.30640

Sharpe ratio (Glass type estimate)2.03454

Sharpe ratio (Hedges UMVUE)1.80709

df7.00000

t1.66120

p0.07032

Lowerbound of 95% confidence interval for Sharpe Ratio0.64299

Upperbound of 95% confidence interval for Sharpe Ratio4.59339

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.77327

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38744
 Statistics related to Sortino ratio

Sortino ratio5.33835

Upside Potential Ratio6.74199

Upside part of mean0.78730

Downside part of mean0.16391

Upside SD0.31764

Downside SD0.11678

N nonnegative terms6.00000

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

N of observations8.00000

Mean of predictor0.22299

Mean of criterion0.62339

SD of predictor0.06454

SD of criterion0.30640

Covariance0.00463

r0.23406

b (slope, estimate of beta)1.11127

a (intercept, estimate of alpha)0.87119

Mean Square Error0.10353

DF error6.00000

t(b)0.58971

p(b)0.71155

t(a)1.51226

p(a)0.09061

Lowerbound of 95% confidence interval for beta5.72239

Upperbound of 95% confidence interval for beta3.49986

Lowerbound of 95% confidence interval for alpha0.53845

Upperbound of 95% confidence interval for alpha2.28083

Treynor index (mean / b)0.56097

Jensen alpha (a)0.87119
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.56888

SD0.29384

Sharpe ratio (Glass type estimate)1.93600

Sharpe ratio (Hedges UMVUE)1.71956

df7.00000

t1.58074

p0.07898

Lowerbound of 95% confidence interval for Sharpe Ratio0.71969

Upperbound of 95% confidence interval for Sharpe Ratio4.47693

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84433

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.28345
 Statistics related to Sortino ratio

Sortino ratio4.65449

Upside Potential Ratio6.05165

Upside part of mean0.73964

Downside part of mean0.17076

Upside SD0.29594

Downside SD0.12222

N nonnegative terms6.00000

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

N of observations8.00000

Mean of predictor0.21869

Mean of criterion0.56888

SD of predictor0.06304

SD of criterion0.29384

Covariance0.00486

r0.26241

b (slope, estimate of beta)1.22314

a (intercept, estimate of alpha)0.83637

Mean Square Error0.09380

DF error6.00000

t(b)0.66612

p(b)0.73495

t(a)1.52204

p(a)0.08941

Lowerbound of 95% confidence interval for beta5.71628

Upperbound of 95% confidence interval for beta3.27001

Lowerbound of 95% confidence interval for alpha0.50823

Upperbound of 95% confidence interval for alpha2.18098

Treynor index (mean / b)0.46510

Jensen alpha (a)0.83637
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08800

Expected Shortfall on VaR0.11933
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01849

Expected Shortfall on VaR0.04457
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.90819

Quartile 11.00983

Median1.05398

Quartile 31.10439

Maximum1.18640

Mean of quarter 10.94769

Mean of quarter 21.01833

Mean of quarter 31.09196

Mean of quarter 41.15913

Inter Quartile Range0.09456

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)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

Minimum0.09181

Quartile 10.09181

Median0.09181

Quartile 30.09181

Maximum0.09181

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)0.73295

Compounded annual return (geometric extrapolation)0.81627

Calmar ratio (compounded annual return / max draw down)8.89093

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

Compounded annual return / Expected Shortfall lognormal6.84037

0.00000

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

Mean0.59666

SD0.26785

Sharpe ratio (Glass type estimate)2.22759

Sharpe ratio (Hedges UMVUE)2.21803

df175.00000

t1.82575

p0.41324

Lowerbound of 95% confidence interval for Sharpe Ratio0.17819

Upperbound of 95% confidence interval for Sharpe Ratio4.62714

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18458

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.62063
 Statistics related to Sortino ratio

Sortino ratio5.02316

Upside Potential Ratio13.10110

Upside part of mean1.55616

Downside part of mean0.95951

Upside SD0.24204

Downside SD0.11878

N nonnegative terms89.00000

N negative terms87.00000
 Statistics related to linear regression on benchmark

N of observations176.00000

Mean of predictor0.21111

Mean of criterion0.59666

SD of predictor0.12526

SD of criterion0.26785

Covariance0.00386

r0.11514

b (slope, estimate of beta)0.24622

a (intercept, estimate of alpha)0.64900

Mean Square Error0.07120

DF error174.00000

t(b)1.52899

p(b)0.55757

t(a)1.98160

p(a)0.42572

Lowerbound of 95% confidence interval for beta0.56406

Upperbound of 95% confidence interval for beta0.07161

Lowerbound of 95% confidence interval for alpha0.00259

Upperbound of 95% confidence interval for alpha1.29469

Treynor index (mean / b)2.42325

Jensen alpha (a)0.64864
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.56150

SD0.26111

Sharpe ratio (Glass type estimate)2.15046

Sharpe ratio (Hedges UMVUE)2.14123

df175.00000

t1.76254

p0.41617

Lowerbound of 95% confidence interval for Sharpe Ratio0.25445

Upperbound of 95% confidence interval for Sharpe Ratio4.54942

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.26061

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.54308
 Statistics related to Sortino ratio

Sortino ratio4.68351

Upside Potential Ratio12.74550

Upside part of mean1.52805

Downside part of mean0.96654

Upside SD0.23371

Downside SD0.11989

N nonnegative terms89.00000

N negative terms87.00000
 Statistics related to linear regression on benchmark

N of observations176.00000

Mean of predictor0.20320

Mean of criterion0.56150

SD of predictor0.12531

SD of criterion0.26111

Covariance0.00367

r0.11221

b (slope, estimate of beta)0.23382

a (intercept, estimate of alpha)0.60901

Mean Square Error0.06771

DF error174.00000

t(b)1.48963

p(b)0.55611

t(a)1.90871

p(a)0.42840

Lowerbound of 95% confidence interval for beta0.54361

Upperbound of 95% confidence interval for beta0.07598

Lowerbound of 95% confidence interval for alpha0.02073

Upperbound of 95% confidence interval for alpha1.23876

Treynor index (mean / b)2.40147

Jensen alpha (a)0.60901
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02410

Expected Shortfall on VaR0.03063
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00839

Expected Shortfall on VaR0.01627
 ORDER STATISTICS
 Quartiles of return rates

Number of observations176.00000

Minimum0.97180

Quartile 10.99548

Median1.00014

Quartile 31.00603

Maximum1.11495

Mean of quarter 10.98722

Mean of quarter 20.99835

Mean of quarter 31.00297

Mean of quarter 41.02100

Inter Quartile Range0.01055

Number outliers low8.00000

Percentage of outliers low0.04545

Mean of outliers low0.97650

Number of outliers high13.00000

Percentage of outliers high0.07386

Mean of outliers high1.04311
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.05645

VaR(95%) (moments method)0.01118

Expected Shortfall (moments method)0.01497

Extreme Value Index (regression method)0.46086

VaR(95%) (regression method)0.01360

Expected Shortfall (regression method)0.01621
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00152

Quartile 10.00234

Median0.00983

Quartile 30.02892

Maximum0.13609

Mean of quarter 10.00171

Mean of quarter 20.00584

Mean of quarter 30.01382

Mean of quarter 40.08594

Inter Quartile Range0.02657

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.20000

Mean of outliers high0.10191
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)6.64470

VaR(95%) (moments method)0.07990

Expected Shortfall (moments method)0.07990

Extreme Value Index (regression method)0.75579

VaR(95%) (regression method)0.12991

Expected Shortfall (regression method)0.14656
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.72315

Compounded annual return (geometric extrapolation)0.80292

Calmar ratio (compounded annual return / max draw down)5.89994

Compounded annual return / average of 25% largest draw downs9.34240

Compounded annual return / Expected Shortfall lognormal26.21010

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

Mean0.18950

SD0.17426

Sharpe ratio (Glass type estimate)1.08746

Sharpe ratio (Hedges UMVUE)1.08117

df130.00000

t0.76895

p0.46636

Lowerbound of 95% confidence interval for Sharpe Ratio1.68956

Upperbound of 95% confidence interval for Sharpe Ratio3.86036

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.69375

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.85609
 Statistics related to Sortino ratio

Sortino ratio1.67492

Upside Potential Ratio9.68938

Upside part of mean1.09623

Downside part of mean0.90674

Upside SD0.13218

Downside SD0.11314

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.18950

SD of predictor0.10557

SD of criterion0.17426

Covariance0.00230

r0.12501

b (slope, estimate of beta)0.20634

a (intercept, estimate of alpha)0.23613

Mean Square Error0.03012

DF error129.00000

t(b)1.43100

p(b)0.57937

t(a)0.95368

p(a)0.44679

Lowerbound of 95% confidence interval for beta0.49163

Upperbound of 95% confidence interval for beta0.07895

Lowerbound of 95% confidence interval for alpha0.25376

Upperbound of 95% confidence interval for alpha0.72602

Treynor index (mean / b)0.91837

Jensen alpha (a)0.23613
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17439

SD0.17387

Sharpe ratio (Glass type estimate)1.00304

Sharpe ratio (Hedges UMVUE)0.99724

df130.00000

t0.70926

p0.46896

Lowerbound of 95% confidence interval for Sharpe Ratio1.77326

Upperbound of 95% confidence interval for Sharpe Ratio3.77572

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77721

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.77170
 Statistics related to Sortino ratio

Sortino ratio1.52745

Upside Potential Ratio9.52504

Upside part of mean1.08751

Downside part of mean0.91312

Upside SD0.13069

Downside SD0.11417

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.17439

SD of predictor0.10552

SD of criterion0.17387

Covariance0.00232

r0.12640

b (slope, estimate of beta)0.20827

a (intercept, estimate of alpha)0.22029

Mean Square Error0.02998

DF error129.00000

t(b)1.44725

p(b)0.58025

t(a)0.89223

p(a)0.45019

VAR (95 Confidence Intrvl)0.02400

Lowerbound of 95% confidence interval for beta0.49298

Upperbound of 95% confidence interval for beta0.07645

Lowerbound of 95% confidence interval for alpha0.26821

Upperbound of 95% confidence interval for alpha0.70879

Treynor index (mean / b)0.83737

Jensen alpha (a)0.22029
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01686

Expected Shortfall on VaR0.02125
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00755

Expected Shortfall on VaR0.01486
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97180

Quartile 10.99550

Median1.00038

Quartile 31.00553

Maximum1.03458

Mean of quarter 10.98801

Mean of quarter 20.99849

Mean of quarter 31.00312

Mean of quarter 41.01376

Inter Quartile Range0.01004

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97636

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.02833
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.12498

VaR(95%) (moments method)0.01126

Expected Shortfall (moments method)0.01661

Extreme Value Index (regression method)0.20722

VaR(95%) (regression method)0.01286

Expected Shortfall (regression method)0.01648
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00152

Quartile 10.00181

Median0.00475

Quartile 30.01083

Maximum0.11845

Mean of quarter 10.00164

Mean of quarter 20.00319

Mean of quarter 30.00811

Mean of quarter 40.06893

Inter Quartile Range0.00902

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.18182

Mean of outliers high0.09766
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)45.45880

VaR(95%) (moments method)0.03627

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.65377

VaR(95%) (regression method)0.15534

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.16207

Strat Max DD how much worse than SP500 max DD during strat life?304463000

Max Equity Drawdown (num days)70
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.21289

Compounded annual return (geometric extrapolation)0.22422

Calmar ratio (compounded annual return / max draw down)1.89291

Compounded annual return / average of 25% largest draw downs3.25302

Compounded annual return / Expected Shortfall lognormal10.54950
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.