ENQ Trader
(135662488)
Subscription terms. Subscriptions to this system cost $125.00 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.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).Financials / Indexes
Focuses on market indexes or interest rates futures.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  +10.3%  +8.4%  +5.7%  (4.2%)  +11.6%  +7.2%  (0.5%)  +44.1% 
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  $36,125  
Buy Power  $55,156  
Cash  $1  
Equity  $1  
Cumulative $  $19,585  
Total System Equity  $55,710  
Margined  $1  
Open P/L  ($125)  
Data has been delayed by 10 hours for nonsubscribers 
System developer has asked us to delay this information by 10 hours.
Trading Record
Statistics

Strategy began5/18/2021

Suggested Minimum Cap$50,000

Strategy Age (days)193.67

Age6 months ago

What it tradesFutures

# Trades433

# Profitable268

% Profitable61.90%

Avg trade duration10.3 hours

Max peaktovalley drawdown8.63%

drawdown periodAug 10, 2021  Sept 12, 2021

Cumul. Return44.1%

Avg win$178.76

Avg loss$171.65
 Model Account Values (Raw)

Cash$55,835

Margin Used$554

Buying Power$55,156
 Ratios

W:L ratio1.69:1

Sharpe Ratio3.14

Sortino Ratio6.31

Calmar Ratio17.735
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)32.83%

Correlation to SP5000.03830

Return Percent SP500 (cumu) during strategy life11.31%
 Verified

C2Star2
 Return Statistics

Ann Return (w trading costs)97.1%
 Slump

Current Slump as Pcnt Equity3.90%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.441%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)125.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss0.50%

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 Automated99.50%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)865

Popularity (Last 6 weeks)982
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score924

Popularity (7 days, Percentile 1000 scale)935
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$172

Avg Win$179

Sum Trade PL (losers)$28,323.000
 AUM

AUM (AutoTrader num accounts)4
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$47,908.000

# Winners268

Num Months Winners5
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)212719
 Win / Loss

# Losers165

% Winners61.9%
 Frequency

Avg Position Time (mins)620.35

Avg Position Time (hrs)10.34

Avg Trade Length0.4 days

Last Trade Ago3
 Leverage

Daily leverage (average)3.79

Daily leverage (max)24.70
 Regression

Alpha0.19

Beta0.07

Treynor Index2.84
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.32

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades5.386

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 trades0.601

Avg(MAE) / Avg(PL)  Losing trades1.106

HoldandHope Ratio0.185
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.93352

SD0.25333

Sharpe ratio (Glass type estimate)3.68503

Sharpe ratio (Hedges UMVUE)3.09818

df5.00000

t2.60571

p0.02396

Lowerbound of 95% confidence interval for Sharpe Ratio0.03099

Upperbound of 95% confidence interval for Sharpe Ratio7.13231

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.27379

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.47016
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.93352

Downside part of mean0.00000

Upside SD0.35511

Downside SD0.00000

N nonnegative terms6.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.23078

Mean of criterion0.93352

SD of predictor0.05438

SD of criterion0.25333

Covariance0.00641

r0.46542

b (slope, estimate of beta)2.16834

a (intercept, estimate of alpha)1.43394

Mean Square Error0.06284

DF error4.00000

t(b)1.05170

p(b)0.82386

t(a)2.41661

p(a)0.03652

Lowerbound of 95% confidence interval for beta7.89382

Upperbound of 95% confidence interval for beta3.55713

Lowerbound of 95% confidence interval for alpha0.21384

Upperbound of 95% confidence interval for alpha3.08171

Treynor index (mean / b)0.43052

Jensen alpha (a)1.43394
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.87458

SD0.23049

Sharpe ratio (Glass type estimate)3.79448

Sharpe ratio (Hedges UMVUE)3.19021

df5.00000

t2.68310

p0.02183

Lowerbound of 95% confidence interval for Sharpe Ratio0.09876

Upperbound of 95% confidence interval for Sharpe Ratio7.28298

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21457

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.59499
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.87458

Downside part of mean0.00000

Upside SD0.32865

Downside SD0.00000

N nonnegative terms6.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.22689

Mean of criterion0.87458

SD of predictor0.05311

SD of criterion0.23049

Covariance0.00587

r0.47921

b (slope, estimate of beta)2.07960

a (intercept, estimate of alpha)1.34642

Mean Square Error0.05116

DF error4.00000

t(b)1.09198

p(b)0.83190

t(a)2.50449

p(a)0.03322

Lowerbound of 95% confidence interval for beta7.36819

Upperbound of 95% confidence interval for beta3.20899

Lowerbound of 95% confidence interval for alpha0.14649

Upperbound of 95% confidence interval for alpha2.83933

Treynor index (mean / b)0.42056

Jensen alpha (a)1.34642
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03590

Expected Shortfall on VaR0.06205
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum1.00955

Quartile 11.02639

Median1.05811

Quartile 31.12180

Maximum1.19611

Mean of quarter 11.01505

Mean of quarter 21.04389

Mean of quarter 31.07233

Mean of quarter 41.16720

Inter Quartile Range0.09542

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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

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

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.14053

Compounded annual return (geometric extrapolation)1.46574

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal23.62100

0.00000

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

Mean0.80340

SD0.17781

Sharpe ratio (Glass type estimate)4.51835

Sharpe ratio (Hedges UMVUE)4.49357

df137.00000

t3.27921

p0.33036

Lowerbound of 95% confidence interval for Sharpe Ratio1.75745

Upperbound of 95% confidence interval for Sharpe Ratio7.26349

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.74107

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.24608
 Statistics related to Sortino ratio

Sortino ratio10.01950

Upside Potential Ratio15.95740

Upside part of mean1.27952

Downside part of mean0.47612

Upside SD0.16559

Downside SD0.08018

N nonnegative terms91.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations138.00000

Mean of predictor0.18110

Mean of criterion0.80340

SD of predictor0.10543

SD of criterion0.17781

Covariance0.00025

r0.01338

b (slope, estimate of beta)0.02257

a (intercept, estimate of alpha)0.79900

Mean Square Error0.03184

DF error136.00000

t(b)0.15606

p(b)0.49331

t(a)3.23260

p(a)0.36644

Lowerbound of 95% confidence interval for beta0.26340

Upperbound of 95% confidence interval for beta0.30854

Lowerbound of 95% confidence interval for alpha0.31033

Upperbound of 95% confidence interval for alpha1.28830

Treynor index (mean / b)35.60020

Jensen alpha (a)0.79931
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.78668

SD0.17562

Sharpe ratio (Glass type estimate)4.47942

Sharpe ratio (Hedges UMVUE)4.45485

df137.00000

t3.25095

p0.33169

Lowerbound of 95% confidence interval for Sharpe Ratio1.71953

Upperbound of 95% confidence interval for Sharpe Ratio7.22367

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.70323

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.20648
 Statistics related to Sortino ratio

Sortino ratio9.72347

Upside Potential Ratio15.64800

Upside part of mean1.26601

Downside part of mean0.47933

Upside SD0.16259

Downside SD0.08091

N nonnegative terms91.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations138.00000

Mean of predictor0.17549

Mean of criterion0.78668

SD of predictor0.10558

SD of criterion0.17562

Covariance0.00025

r0.01355

b (slope, estimate of beta)0.02253

a (intercept, estimate of alpha)0.78273

Mean Square Error0.03106

DF error136.00000

t(b)0.15798

p(b)0.49323

t(a)3.20610

p(a)0.36746

Lowerbound of 95% confidence interval for beta0.25952

Upperbound of 95% confidence interval for beta0.30459

Lowerbound of 95% confidence interval for alpha0.29993

Upperbound of 95% confidence interval for alpha1.26553

Treynor index (mean / b)34.91340

Jensen alpha (a)0.78273
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01473

Expected Shortfall on VaR0.01918
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00310

Expected Shortfall on VaR0.00719
 ORDER STATISTICS
 Quartiles of return rates

Number of observations138.00000

Minimum0.97376

Quartile 10.99923

Median1.00151

Quartile 31.00540

Maximum1.06674

Mean of quarter 10.99309

Mean of quarter 21.00034

Mean of quarter 31.00331

Mean of quarter 41.01587

Inter Quartile Range0.00617

Number outliers low11.00000

Percentage of outliers low0.07971

Mean of outliers low0.98419

Number of outliers high14.00000

Percentage of outliers high0.10145

Mean of outliers high1.02673
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.46122

VaR(95%) (moments method)0.00427

Expected Shortfall (moments method)0.01012

Extreme Value Index (regression method)0.30981

VaR(95%) (regression method)0.00665

Expected Shortfall (regression method)0.01360
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00004

Quartile 10.00285

Median0.00757

Quartile 30.02842

Maximum0.07095

Mean of quarter 10.00119

Mean of quarter 20.00425

Mean of quarter 30.01704

Mean of quarter 40.04459

Inter Quartile Range0.02557

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.08333

Mean of outliers high0.07095
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.03672

VaR(95%) (moments method)0.04771

Expected Shortfall (moments method)0.06414

Extreme Value Index (regression method)1.98646

VaR(95%) (regression method)0.07101

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.01726

Compounded annual return (geometric extrapolation)1.25825

Calmar ratio (compounded annual return / max draw down)17.73490

Compounded annual return / average of 25% largest draw downs28.21520

Compounded annual return / Expected Shortfall lognormal65.59120

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

Mean0.74253

SD0.18043

Sharpe ratio (Glass type estimate)4.11528

Sharpe ratio (Hedges UMVUE)4.09149

df130.00000

t2.90994

p0.37635

Lowerbound of 95% confidence interval for Sharpe Ratio1.29121

Upperbound of 95% confidence interval for Sharpe Ratio6.92414

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.27542

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.90756
 Statistics related to Sortino ratio

Sortino ratio9.03711

Upside Potential Ratio15.06090

Upside part of mean1.23747

Downside part of mean0.49494

Upside SD0.16632

Downside SD0.08216

N nonnegative terms85.00000

N negative terms46.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15696

Mean of criterion0.74253

SD of predictor0.10630

SD of criterion0.18043

Covariance0.00017

r0.00867

b (slope, estimate of beta)0.01471

a (intercept, estimate of alpha)0.74022

Mean Square Error0.03281

DF error129.00000

t(b)0.09846

p(b)0.49448

t(a)2.87778

p(a)0.34523

Lowerbound of 95% confidence interval for beta0.28097

Upperbound of 95% confidence interval for beta0.31040

Lowerbound of 95% confidence interval for alpha0.23131

Upperbound of 95% confidence interval for alpha1.24914

Treynor index (mean / b)50.46210

Jensen alpha (a)0.74022
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.72555

SD0.17818

Sharpe ratio (Glass type estimate)4.07213

Sharpe ratio (Hedges UMVUE)4.04859

df130.00000

t2.87943

p0.37757

Lowerbound of 95% confidence interval for Sharpe Ratio1.24899

Upperbound of 95% confidence interval for Sharpe Ratio6.88018

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.23344

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.86374
 Statistics related to Sortino ratio

Sortino ratio8.75143

Upside Potential Ratio14.76190

Upside part of mean1.22385

Downside part of mean0.49830

Upside SD0.16322

Downside SD0.08291

N nonnegative terms85.00000

N negative terms46.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15128

Mean of criterion0.72555

SD of predictor0.10647

SD of criterion0.17818

Covariance0.00017

r0.00883

b (slope, estimate of beta)0.01478

a (intercept, estimate of alpha)0.72331

Mean Square Error0.03199

DF error129.00000

t(b)0.10031

p(b)0.49438

t(a)2.84857

p(a)0.34667

VAR (95 Confidence Intrvl)0.01500

Lowerbound of 95% confidence interval for beta0.27674

Upperbound of 95% confidence interval for beta0.30630

Lowerbound of 95% confidence interval for alpha0.22092

Upperbound of 95% confidence interval for alpha1.22571

Treynor index (mean / b)49.09010

Jensen alpha (a)0.72331
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01522

Expected Shortfall on VaR0.01973
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00331

Expected Shortfall on VaR0.00759
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97376

Quartile 10.99921

Median1.00132

Quartile 31.00508

Maximum1.06674

Mean of quarter 10.99279

Mean of quarter 21.00024

Mean of quarter 31.00297

Mean of quarter 41.01576

Inter Quartile Range0.00587

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.98419

Number of outliers high14.00000

Percentage of outliers high0.10687

Mean of outliers high1.02647
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.48643

VaR(95%) (moments method)0.00444

Expected Shortfall (moments method)0.01092

Extreme Value Index (regression method)0.31696

VaR(95%) (regression method)0.00671

Expected Shortfall (regression method)0.01376
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00004

Quartile 10.00322

Median0.01025

Quartile 30.02864

Maximum0.07095

Mean of quarter 10.00119

Mean of quarter 20.00660

Mean of quarter 30.02044

Mean of quarter 40.04459

Inter Quartile Range0.02542

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.09091

Mean of outliers high0.07095
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.03672

VaR(95%) (moments method)0.04909

Expected Shortfall (moments method)0.06558

Extreme Value Index (regression method)1.98646

VaR(95%) (regression method)0.07860

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?314923000

Max Equity Drawdown (num days)33
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.91502

Compounded annual return (geometric extrapolation)1.12433

Calmar ratio (compounded annual return / max draw down)15.84730

Compounded annual return / average of 25% largest draw downs25.21220

Compounded annual return / Expected Shortfall lognormal56.98360
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.
Not available
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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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To make this strategy private, you need to first withdraw from C2Star program.
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.
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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.