JWB SPXL/SPXS NN
(134694052)
Subscription terms. Subscriptions to this system cost $150.00 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.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  +6.8%  +13.8%  +5.3%  (4.8%)  +1.4%  +7.6%  (7.5%)  +22.9% 
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  $11,474  
Cash  $15,789  
Equity  ($4,314)  
Cumulative $  $12,910  
Includes dividends and cashsettled expirations:  $24  Itemized 
Total System Equity  $62,910  
Margined  $0  
Open P/L  ($4,314) 
Trading Record
Statistics

Strategy began3/18/2021

Suggested Minimum Cap$15,000

Strategy Age (days)184.34

Age6 months ago

What it tradesStocks

# Trades35

# Profitable20

% Profitable57.10%

Avg trade duration4.4 days

Max peaktovalley drawdown12.01%

drawdown periodMay 28, 2021  July 19, 2021

Cumul. Return22.9%

Avg win$1,256

Avg loss$816.47
 Model Account Values (Raw)

Cash$15,789

Margin Used$0

Buying Power$11,474
 Ratios

W:L ratio2.06:1

Sharpe Ratio1.86

Sortino Ratio3.01

Calmar Ratio6.338
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)9.69%

Correlation to SP5000.61600

Return Percent SP500 (cumu) during strategy life13.22%
 Return Statistics

Ann Return (w trading costs)49.4%
 Slump

Current Slump as Pcnt Equity5.50%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.13%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.229%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)57.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss18.00%

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)0

Popularity (Last 6 weeks)877
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score212

Popularity (7 days, Percentile 1000 scale)712
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$816

Avg Win$1,257

Sum Trade PL (losers)$12,247.000
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$25,133.000

# Winners20

Num Months Winners5
 Dividends

Dividends Received in Model Acct25
 Win / Loss

# Losers15

% Winners57.1%
 Frequency

Avg Position Time (mins)6325.10

Avg Position Time (hrs)105.42

Avg Trade Length4.4 days

Last Trade Ago17
 Leverage

Daily leverage (average)2.96

Daily leverage (max)3.55
 Regression

Alpha0.04

Beta1.20

Treynor Index0.10
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.63

MAE:Equity, average, winning trades0.02

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades3.664

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.845

Avg(MAE) / Avg(PL)  Losing trades2.012

HoldandHope Ratio0.278
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.46964

SD0.32682

Sharpe ratio (Glass type estimate)1.43702

Sharpe ratio (Hedges UMVUE)1.20817

df5.00000

t1.01613

p0.17810

Lowerbound of 95% confidence interval for Sharpe Ratio1.52996

Upperbound of 95% confidence interval for Sharpe Ratio4.27808

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.66300

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.07935
 Statistics related to Sortino ratio

Sortino ratio4.36913

Upside Potential Ratio6.76998

Upside part of mean0.72772

Downside part of mean0.25807

Upside SD0.30957

Downside SD0.10749

N nonnegative terms3.00000

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

N of observations6.00000

Mean of predictor0.22609

Mean of criterion0.46964

SD of predictor0.08833

SD of criterion0.32682

Covariance0.01603

r0.55530

b (slope, estimate of beta)2.05455

a (intercept, estimate of alpha)0.00513

Mean Square Error0.09234

DF error4.00000

t(b)1.33541

p(b)0.12633

t(a)0.00928

p(a)0.49652

Lowerbound of 95% confidence interval for beta2.21788

Upperbound of 95% confidence interval for beta6.32698

Lowerbound of 95% confidence interval for alpha1.53022

Upperbound of 95% confidence interval for alpha1.54049

Treynor index (mean / b)0.22859

Jensen alpha (a)0.00513
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.41897

SD0.31171

Sharpe ratio (Glass type estimate)1.34411

Sharpe ratio (Hedges UMVUE)1.13006

df5.00000

t0.95043

p0.19277

Lowerbound of 95% confidence interval for Sharpe Ratio1.60332

Upperbound of 95% confidence interval for Sharpe Ratio4.17232

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.72887

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.98899
 Statistics related to Sortino ratio

Sortino ratio3.81500

Upside Potential Ratio6.21352

Upside part of mean0.68237

Downside part of mean0.26341

Upside SD0.28902

Downside SD0.10982

N nonnegative terms3.00000

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

N of observations6.00000

Mean of predictor0.22038

Mean of criterion0.41897

SD of predictor0.08604

SD of criterion0.31171

Covariance0.01425

r0.53145

b (slope, estimate of beta)1.92532

a (intercept, estimate of alpha)0.00533

Mean Square Error0.08715

DF error4.00000

t(b)1.25478

p(b)0.13894

t(a)0.00992

p(a)0.50372

Lowerbound of 95% confidence interval for beta2.33568

Upperbound of 95% confidence interval for beta6.18633

Lowerbound of 95% confidence interval for alpha1.49727

Upperbound of 95% confidence interval for alpha1.48661

Treynor index (mean / b)0.21761

Jensen alpha (a)0.00533
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.10693

Expected Shortfall on VaR0.13942
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04978

Expected Shortfall on VaR0.07325
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.94708

Quartile 10.96485

Median1.02631

Quartile 31.10665

Maximum1.17128

Mean of quarter 10.95568

Mean of quarter 20.96659

Mean of quarter 31.08603

Mean of quarter 41.14240

Inter Quartile Range0.14180

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 observations2.00000

Minimum0.03341

Quartile 10.04674

Median0.06008

Quartile 30.07342

Maximum0.08675

Mean of quarter 10.03341

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.08675

Inter Quartile Range0.02667

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)0.50073

Compounded annual return (geometric extrapolation)0.56342

Calmar ratio (compounded annual return / max draw down)6.49461

Compounded annual return / average of 25% largest draw downs6.49461

Compounded annual return / Expected Shortfall lognormal4.04130

0.00000

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

Mean0.43947

SD0.20131

Sharpe ratio (Glass type estimate)2.18304

Sharpe ratio (Hedges UMVUE)2.17042

df130.00000

t1.54364

p0.43292

Lowerbound of 95% confidence interval for Sharpe Ratio0.60556

Upperbound of 95% confidence interval for Sharpe Ratio4.96340

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.61391

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.95475
 Statistics related to Sortino ratio

Sortino ratio3.34547

Upside Potential Ratio10.40300

Upside part of mean1.36657

Downside part of mean0.92710

Upside SD0.15394

Downside SD0.13136

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.43947

SD of predictor0.10557

SD of criterion0.20131

Covariance0.01360

r0.64011

b (slope, estimate of beta)1.22065

a (intercept, estimate of alpha)0.16400

Mean Square Error0.02411

DF error129.00000

t(b)9.46286

p(b)0.12235

t(a)0.73850

p(a)0.45872

Lowerbound of 95% confidence interval for beta0.96543

Upperbound of 95% confidence interval for beta1.47587

Lowerbound of 95% confidence interval for alpha0.27467

Upperbound of 95% confidence interval for alpha0.60183

Treynor index (mean / b)0.36003

Jensen alpha (a)0.16358
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.41897

SD0.20138

Sharpe ratio (Glass type estimate)2.08052

Sharpe ratio (Hedges UMVUE)2.06849

df130.00000

t1.47115

p0.43602

Lowerbound of 95% confidence interval for Sharpe Ratio0.70668

Upperbound of 95% confidence interval for Sharpe Ratio4.85996

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.71469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.85168
 Statistics related to Sortino ratio

Sortino ratio3.14106

Upside Potential Ratio10.15690

Upside part of mean1.35477

Downside part of mean0.93581

Upside SD0.15206

Downside SD0.13338

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.41897

SD of predictor0.10552

SD of criterion0.20138

Covariance0.01361

r0.64026

b (slope, estimate of beta)1.22184

a (intercept, estimate of alpha)0.14970

Mean Square Error0.02411

DF error129.00000

t(b)9.46673

p(b)0.12227

t(a)0.67603

p(a)0.46220

Lowerbound of 95% confidence interval for beta0.96648

Upperbound of 95% confidence interval for beta1.47720

Lowerbound of 95% confidence interval for alpha0.28843

Upperbound of 95% confidence interval for alpha0.58783

Treynor index (mean / b)0.34290

Jensen alpha (a)0.14970
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01869

Expected Shortfall on VaR0.02377
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00744

Expected Shortfall on VaR0.01559
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94533

Quartile 10.99660

Median1.00098

Quartile 31.00808

Maximum1.04414

Mean of quarter 10.98698

Mean of quarter 20.99929

Mean of quarter 31.00467

Mean of quarter 41.01629

Inter Quartile Range0.01147

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.97283

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.03836
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.31781

VaR(95%) (moments method)0.01040

Expected Shortfall (moments method)0.01287

Extreme Value Index (regression method)0.09482

VaR(95%) (regression method)0.01232

Expected Shortfall (regression method)0.01686
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00116

Quartile 10.01291

Median0.02191

Quartile 30.04349

Maximum0.08890

Mean of quarter 10.00398

Mean of quarter 20.02038

Mean of quarter 30.02693

Mean of quarter 40.07051

Inter Quartile Range0.03058

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)2.21423

VaR(95%) (moments method)0.08079

Expected Shortfall (moments method)0.08187

Extreme Value Index (regression method)0.21063

VaR(95%) (regression method)0.09193

Expected Shortfall (regression method)0.10780
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.50073

Compounded annual return (geometric extrapolation)0.56342

Calmar ratio (compounded annual return / max draw down)6.33766

Compounded annual return / average of 25% largest draw downs7.99032

Compounded annual return / Expected Shortfall lognormal23.70730

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

Mean0.43947

SD0.20131

Sharpe ratio (Glass type estimate)2.18304

Sharpe ratio (Hedges UMVUE)2.17042

df130.00000

t1.54364

p0.43292

Lowerbound of 95% confidence interval for Sharpe Ratio0.60556

Upperbound of 95% confidence interval for Sharpe Ratio4.96340

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.61391

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.95475
 Statistics related to Sortino ratio

Sortino ratio3.34547

Upside Potential Ratio10.40300

Upside part of mean1.36657

Downside part of mean0.92710

Upside SD0.15394

Downside SD0.13136

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22602

Mean of criterion0.43947

SD of predictor0.10557

SD of criterion0.20131

Covariance0.01360

r0.64011

b (slope, estimate of beta)1.22065

a (intercept, estimate of alpha)0.16358

Mean Square Error0.02411

DF error129.00000

t(b)9.46286

p(b)0.12235

t(a)0.73850

p(a)0.45872

Lowerbound of 95% confidence interval for beta0.96543

Upperbound of 95% confidence interval for beta1.47587

Lowerbound of 95% confidence interval for alpha0.27467

Upperbound of 95% confidence interval for alpha0.60183

Treynor index (mean / b)0.36003

Jensen alpha (a)0.16358
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.41897

SD0.20138

Sharpe ratio (Glass type estimate)2.08052

Sharpe ratio (Hedges UMVUE)2.06849

df130.00000

t1.47115

p0.43602

Lowerbound of 95% confidence interval for Sharpe Ratio0.70668

Upperbound of 95% confidence interval for Sharpe Ratio4.85996

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.71469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.85168
 Statistics related to Sortino ratio

Sortino ratio3.14106

Upside Potential Ratio10.15690

Upside part of mean1.35477

Downside part of mean0.93581

Upside SD0.15206

Downside SD0.13338

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22038

Mean of criterion0.41897

SD of predictor0.10552

SD of criterion0.20138

Covariance0.01361

r0.64026

b (slope, estimate of beta)1.22184

a (intercept, estimate of alpha)0.14970

Mean Square Error0.02411

DF error129.00000

t(b)9.46673

p(b)0.12227

t(a)0.67603

p(a)0.46220

VAR (95 Confidence Intrvl)0.01900

Lowerbound of 95% confidence interval for beta0.96648

Upperbound of 95% confidence interval for beta1.47720

Lowerbound of 95% confidence interval for alpha0.28843

Upperbound of 95% confidence interval for alpha0.58783

Treynor index (mean / b)0.34290

Jensen alpha (a)0.14970
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01869

Expected Shortfall on VaR0.02377
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00744

Expected Shortfall on VaR0.01559
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94533

Quartile 10.99660

Median1.00098

Quartile 31.00808

Maximum1.04414

Mean of quarter 10.98698

Mean of quarter 20.99929

Mean of quarter 31.00467

Mean of quarter 41.01629

Inter Quartile Range0.01147

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.97283

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.03836
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.31781

VaR(95%) (moments method)0.01040

Expected Shortfall (moments method)0.01287

Extreme Value Index (regression method)0.09482

VaR(95%) (regression method)0.01232

Expected Shortfall (regression method)0.01686
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00116

Quartile 10.01291

Median0.02191

Quartile 30.04349

Maximum0.08890

Mean of quarter 10.00398

Mean of quarter 20.02038

Mean of quarter 30.02693

Mean of quarter 40.07051

Inter Quartile Range0.03058

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)2.21423

VaR(95%) (moments method)0.08079

Expected Shortfall (moments method)0.08187

Extreme Value Index (regression method)0.21063

VaR(95%) (regression method)0.09193

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.10780

Strat Max DD how much worse than SP500 max DD during strat life?325392000

Max Equity Drawdown (num days)52
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.50073

Compounded annual return (geometric extrapolation)0.56342

Calmar ratio (compounded annual return / max draw down)6.33766

Compounded annual return / average of 25% largest draw downs7.99032

Compounded annual return / Expected Shortfall lognormal23.70730
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.