MNQ combo
(132692805)
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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
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  +5.3%  +5.3%  
2021  +6.3%  +3.4%  +6.6%  +23.9%  (2%)  +13.6%  +5.6%  +5.0%  (8.8%)  +11.3%  +4.9%  +22.2%  +133.4% 
2022  (1.1%)  (3.9%)  +3.4%  (2.4%)  (0.8%)  (4.8%) 
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  $30,000  
Buy Power  $68,936  
Cash  $71,026  
Equity  $1,450  
Cumulative $  $44,168  
Total System Equity  $74,168  
Margined  $3,540  
Open P/L  $3,142 
Trading Record
Statistics

Strategy began12/8/2020

Suggested Minimum Cap$70,000

Strategy Age (days)534.59

Age18 months ago

What it tradesFutures

# Trades83

# Profitable36

% Profitable43.40%

Avg trade duration3.4 days

Max peaktovalley drawdown16.3%

drawdown periodJan 12, 2022  Feb 27, 2022

Annual Return (Compounded)78.1%

Avg win$2,343

Avg loss$891.11
 Model Account Values (Raw)

Cash$71,026

Margin Used$3,540

Buying Power$68,936
 Ratios

W:L ratio2.01:1

Sharpe Ratio1.6

Sortino Ratio2.89

Calmar Ratio6.044
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)124.42%

Correlation to SP5000.37230

Return Percent SP500 (cumu) during strategy life9.60%
 Return Statistics

Ann Return (w trading costs)78.1%
 Slump

Current Slump as Pcnt Equity10.30%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.25%
 Return Statistics

Return Pcnt Since TOS Status2.780%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.781%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)85.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss34.50%

Chance of 20% account loss2.00%

Chance of 30% account loss0.50%

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 Automated98.17%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)833

Popularity (Last 6 weeks)969
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score963

Popularity (7 days, Percentile 1000 scale)907
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$891

Avg Win$2,390

Sum Trade PL (losers)$41,882.000
 Age

Num Months filled monthly returns table18
 Win / Loss

Sum Trade PL (winners)$86,053.000

# Winners36

Num Months Winners12
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)473256
 Win / Loss

# Losers47

% Winners43.4%
 Frequency

Avg Position Time (mins)4956.32

Avg Position Time (hrs)82.61

Avg Trade Length3.4 days

Last Trade Ago0
 Leverage

Daily leverage (average)3.31

Daily leverage (max)8.50
 Regression

Alpha0.15

Beta0.70

Treynor Index0.24
 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)1.07

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades2.105

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 trades0.255

Avg(MAE) / Avg(PL)  Losing trades1.236

HoldandHope Ratio0.539
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.69070

SD0.43278

Sharpe ratio (Glass type estimate)1.59594

Sharpe ratio (Hedges UMVUE)1.51974

df16.00000

t1.89955

p0.28551

Lowerbound of 95% confidence interval for Sharpe Ratio0.16195

Upperbound of 95% confidence interval for Sharpe Ratio3.30933

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.20909

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.24858
 Statistics related to Sortino ratio

Sortino ratio4.68121

Upside Potential Ratio6.57634

Upside part of mean0.97032

Downside part of mean0.27962

Upside SD0.44076

Downside SD0.14755

N nonnegative terms10.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.04137

Mean of criterion0.69070

SD of predictor0.14690

SD of criterion0.43278

Covariance0.04027

r0.63333

b (slope, estimate of beta)1.86583

a (intercept, estimate of alpha)0.61351

Mean Square Error0.11965

DF error15.00000

t(b)3.16960

p(b)0.12568

t(a)2.10366

p(a)0.20811

Lowerbound of 95% confidence interval for beta0.61112

Upperbound of 95% confidence interval for beta3.12054

Lowerbound of 95% confidence interval for alpha0.00810

Upperbound of 95% confidence interval for alpha1.23512

Treynor index (mean / b)0.37018

Jensen alpha (a)0.61351
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.59426

SD0.39816

Sharpe ratio (Glass type estimate)1.49252

Sharpe ratio (Hedges UMVUE)1.42126

df16.00000

t1.77646

p0.29706

Lowerbound of 95% confidence interval for Sharpe Ratio0.25328

Upperbound of 95% confidence interval for Sharpe Ratio3.19619

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29749

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.14001
 Statistics related to Sortino ratio

Sortino ratio3.84535

Upside Potential Ratio5.72532

Upside part of mean0.88479

Downside part of mean0.29053

Upside SD0.39338

Downside SD0.15454

N nonnegative terms10.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.03090

Mean of criterion0.59426

SD of predictor0.14897

SD of criterion0.39816

Covariance0.03747

r0.63169

b (slope, estimate of beta)1.68831

a (intercept, estimate of alpha)0.54209

Mean Square Error0.10162

DF error15.00000

t(b)3.15588

p(b)0.12649

t(a)2.02015

p(a)0.21644

Lowerbound of 95% confidence interval for beta0.54804

Upperbound of 95% confidence interval for beta2.82859

Lowerbound of 95% confidence interval for alpha0.02987

Upperbound of 95% confidence interval for alpha1.11405

Treynor index (mean / b)0.35198

Jensen alpha (a)0.54209
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13024

Expected Shortfall on VaR0.17028
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04814

Expected Shortfall on VaR0.09077
 ORDER STATISTICS
 Quartiles of return rates

Number of observations17.00000

Minimum0.88229

Quartile 10.97046

Median1.05882

Quartile 31.14043

Maximum1.35577

Mean of quarter 10.93192

Mean of quarter 21.01098

Mean of quarter 31.09570

Mean of quarter 41.23294

Inter Quartile Range0.16997

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)1.20410

VaR(95%) (moments method)0.07046

Expected Shortfall (moments method)0.07456

Extreme Value Index (regression method)0.45770

VaR(95%) (regression method)0.08407

Expected Shortfall (regression method)0.09844
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.01119

Quartile 10.07180

Median0.07542

Quartile 30.07842

Maximum0.11771

Mean of quarter 10.04150

Mean of quarter 20.07542

Mean of quarter 30.07842

Mean of quarter 40.11771

Inter Quartile Range0.00662

Number outliers low1.00000

Percentage of outliers low0.20000

Mean of outliers low0.01119

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.11771
 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)0.99831

Compounded annual return (geometric extrapolation)0.86296

Calmar ratio (compounded annual return / max draw down)7.33118

Compounded annual return / average of 25% largest draw downs7.33118

Compounded annual return / Expected Shortfall lognormal5.06781

0.00000

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

Mean0.62617

SD0.29672

Sharpe ratio (Glass type estimate)2.11028

Sharpe ratio (Hedges UMVUE)2.10610

df379.00000

t2.54144

p0.00572

Lowerbound of 95% confidence interval for Sharpe Ratio0.47457

Upperbound of 95% confidence interval for Sharpe Ratio3.74331

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47176

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.74044
 Statistics related to Sortino ratio

Sortino ratio4.10402

Upside Potential Ratio11.88200

Upside part of mean1.81289

Downside part of mean1.18672

Upside SD0.25696

Downside SD0.15257

N nonnegative terms153.00000

N negative terms227.00000
 Statistics related to linear regression on benchmark

N of observations380.00000

Mean of predictor0.04951

Mean of criterion0.62617

SD of predictor0.16834

SD of criterion0.29672

Covariance0.01902

r0.38083

b (slope, estimate of beta)0.67126

a (intercept, estimate of alpha)0.59300

Mean Square Error0.07548

DF error378.00000

t(b)8.00749

p(b)0.00000

t(a)2.59881

p(a)0.00486

Lowerbound of 95% confidence interval for beta0.50643

Upperbound of 95% confidence interval for beta0.83609

Lowerbound of 95% confidence interval for alpha0.14432

Upperbound of 95% confidence interval for alpha1.04155

Treynor index (mean / b)0.93283

Jensen alpha (a)0.59294
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.58247

SD0.29195

Sharpe ratio (Glass type estimate)1.99512

Sharpe ratio (Hedges UMVUE)1.99117

df379.00000

t2.40276

p0.00838

Lowerbound of 95% confidence interval for Sharpe Ratio0.36024

Upperbound of 95% confidence interval for Sharpe Ratio3.62750

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.35756

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.62478
 Statistics related to Sortino ratio

Sortino ratio3.76467

Upside Potential Ratio11.51060

Upside part of mean1.78092

Downside part of mean1.19845

Upside SD0.24973

Downside SD0.15472

N nonnegative terms153.00000

N negative terms227.00000
 Statistics related to linear regression on benchmark

N of observations380.00000

Mean of predictor0.03532

Mean of criterion0.58247

SD of predictor0.16876

SD of criterion0.29195

Covariance0.01879

r0.38145

b (slope, estimate of beta)0.65990

a (intercept, estimate of alpha)0.55916

Mean Square Error0.07302

DF error378.00000

t(b)8.02274

p(b)0.00000

t(a)2.49176

p(a)0.00657

Lowerbound of 95% confidence interval for beta0.49817

Upperbound of 95% confidence interval for beta0.82163

Lowerbound of 95% confidence interval for alpha0.11793

Upperbound of 95% confidence interval for alpha1.00040

Treynor index (mean / b)0.88267

Jensen alpha (a)0.55916
 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 VaR0.03435
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01163

Expected Shortfall on VaR0.02242
 ORDER STATISTICS
 Quartiles of return rates

Number of observations380.00000

Minimum0.94897

Quartile 10.99359

Median1.00000

Quartile 31.00779

Maximum1.11541

Mean of quarter 10.98413

Mean of quarter 20.99801

Mean of quarter 31.00243

Mean of quarter 41.02542

Inter Quartile Range0.01420

Number outliers low11.00000

Percentage of outliers low0.02895

Mean of outliers low0.96370

Number of outliers high27.00000

Percentage of outliers high0.07105

Mean of outliers high1.04742
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.28708

VaR(95%) (moments method)0.01631

Expected Shortfall (moments method)0.02709

Extreme Value Index (regression method)0.08416

VaR(95%) (regression method)0.01589

Expected Shortfall (regression method)0.02094
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00144

Quartile 10.00769

Median0.02562

Quartile 30.05886

Maximum0.13917

Mean of quarter 10.00464

Mean of quarter 20.01811

Mean of quarter 30.04147

Mean of quarter 40.10917

Inter Quartile Range0.05117

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04348

Mean of outliers high0.13917
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)12.15540

VaR(95%) (moments method)0.10723

Expected Shortfall (moments method)0.10723

Extreme Value Index (regression method)1.04228

VaR(95%) (regression method)0.11560

Expected Shortfall (regression method)0.12134
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.98158

Compounded annual return (geometric extrapolation)0.84113

Calmar ratio (compounded annual return / max draw down)6.04388

Compounded annual return / average of 25% largest draw downs7.70489

Compounded annual return / Expected Shortfall lognormal24.48360

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

Mean0.23518

SD0.22942

Sharpe ratio (Glass type estimate)1.02512

Sharpe ratio (Hedges UMVUE)1.01919

df130.00000

t0.72487

p0.46828

Lowerbound of 95% confidence interval for Sharpe Ratio1.75142

Upperbound of 95% confidence interval for Sharpe Ratio3.79779

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.75538

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.79377
 Statistics related to Sortino ratio

Sortino ratio1.67073

Upside Potential Ratio8.60623

Upside part of mean1.21147

Downside part of mean0.97629

Upside SD0.18063

Downside SD0.14077

N nonnegative terms43.00000

N negative terms88.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.29542

Mean of criterion0.23518

SD of predictor0.23184

SD of criterion0.22942

Covariance0.02381

r0.44772

b (slope, estimate of beta)0.44305

a (intercept, estimate of alpha)0.36607

Mean Square Error0.04241

DF error129.00000

t(b)5.68703

p(b)0.22480

t(a)1.25305

p(a)0.43033

Lowerbound of 95% confidence interval for beta0.28891

Upperbound of 95% confidence interval for beta0.59719

Lowerbound of 95% confidence interval for alpha0.21194

Upperbound of 95% confidence interval for alpha0.94408

Treynor index (mean / b)0.53083

Jensen alpha (a)0.36607
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20911

SD0.22843

Sharpe ratio (Glass type estimate)0.91543

Sharpe ratio (Hedges UMVUE)0.91013

df130.00000

t0.64730

p0.47166

Lowerbound of 95% confidence interval for Sharpe Ratio1.86031

Upperbound of 95% confidence interval for Sharpe Ratio3.68777

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.86388

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.68415
 Statistics related to Sortino ratio

Sortino ratio1.46284

Upside Potential Ratio8.36265

Upside part of mean1.19541

Downside part of mean0.98630

Upside SD0.17752

Downside SD0.14295

N nonnegative terms43.00000

N negative terms88.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.32235

Mean of criterion0.20911

SD of predictor0.23254

SD of criterion0.22843

Covariance0.02364

r0.44502

b (slope, estimate of beta)0.43715

a (intercept, estimate of alpha)0.35002

Mean Square Error0.04217

DF error129.00000

t(b)5.64409

p(b)0.22634

t(a)1.20083

p(a)0.43319

VAR (95 Confidence Intrvl)0.02700

Lowerbound of 95% confidence interval for beta0.28391

Upperbound of 95% confidence interval for beta0.59039

Lowerbound of 95% confidence interval for alpha0.22668

Upperbound of 95% confidence interval for alpha0.92673

Treynor index (mean / b)0.47834

Jensen alpha (a)0.35002
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02217

Expected Shortfall on VaR0.02790
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01023

Expected Shortfall on VaR0.02043
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.94897

Quartile 10.99601

Median1.00000

Quartile 31.00329

Maximum1.05541

Mean of quarter 10.98636

Mean of quarter 20.99913

Mean of quarter 31.00059

Mean of quarter 41.01792

Inter Quartile Range0.00727

Number outliers low10.00000

Percentage of outliers low0.07634

Mean of outliers low0.97372

Number of outliers high17.00000

Percentage of outliers high0.12977

Mean of outliers high1.02797
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.26813

VaR(95%) (moments method)0.01210

Expected Shortfall (moments method)0.02067

Extreme Value Index (regression method)0.31339

VaR(95%) (regression method)0.01306

Expected Shortfall (regression method)0.02351
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.01579

Quartile 10.02692

Median0.04083

Quartile 30.06396

Maximum0.10276

Mean of quarter 10.01579

Mean of quarter 20.03064

Mean of quarter 30.05103

Mean of quarter 40.10276

Inter Quartile Range0.03704

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 Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?478765000

Max Equity Drawdown (num days)46
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.25163

Compounded annual return (geometric extrapolation)0.26746

Calmar ratio (compounded annual return / max draw down)2.60284

Compounded annual return / average of 25% largest draw downs2.60284

Compounded annual return / Expected Shortfall lognormal9.58599
Strategy Description
Latest Activity
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.