Market Leaders
(130039802)
Subscription terms. Subscriptions to this system cost $20.00 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  +0.7%  +8.3%  (3.5%)  (4.7%)  +9.0%  +3.0%  +12.7%  
2021  (1.8%)  (0.1%)  +5.2%  +5.0%  +1.0%  +2.2%  +2.3%  +1.9%  (3.9%)  +12.1% 
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  $10,000  
Buy Power  $7,298  
Cash  $5,241  
Equity  $2,057  
Cumulative $  $3,076  
Includes dividends and cashsettled expirations:  $197  Itemized 
Total System Equity  $13,076  
Margined  $0  
Open P/L  $2,057 
Trading Record
Statistics

Strategy began7/13/2020

Suggested Minimum Cap$15,000

Strategy Age (days)434.71

Age15 months ago

What it tradesStocks

# Trades43

# Profitable31

% Profitable72.10%

Avg trade duration211.6 days

Max peaktovalley drawdown15.7%

drawdown periodMay 01, 2021  May 11, 2021

Annual Return (Compounded)19.1%

Avg win$107.55

Avg loss$37.83
 Model Account Values (Raw)

Cash$5,241

Margin Used$0

Buying Power$7,298
 Ratios

W:L ratio8.21:1

Sharpe Ratio1.26

Sortino Ratio1.83

Calmar Ratio3.567
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)14.78%

Correlation to SP5000.59170

Return Percent SP500 (cumu) during strategy life38.11%
 Return Statistics

Ann Return (w trading costs)19.1%
 Slump

Current Slump as Pcnt Equity8.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.33%
 Return Statistics

Return Pcnt Since TOS Status19.770%

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.191%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)25.2%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)594

Popularity (Last 6 weeks)774
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)539
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$38

Avg Win$108

Sum Trade PL (losers)$454.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$3,334.000

# Winners31

Num Months Winners10
 Dividends

Dividends Received in Model Acct197
 AUM

AUM (AutoTrader live capital)26148
 Win / Loss

# Losers12

% Winners72.1%
 Frequency

Avg Position Time (mins)304707.00

Avg Position Time (hrs)5078.44

Avg Trade Length211.6 days

Last Trade Ago20
 Leverage

Daily leverage (average)0.88

Daily leverage (max)0.97
 Regression

Alpha0.01

Beta0.53

Treynor Index0.10
 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)0.49

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades0.518

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 trades0.240

Avg(MAE) / Avg(PL)  Losing trades1.411

HoldandHope Ratio1.089
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26836

SD0.09863

Sharpe ratio (Glass type estimate)2.72101

Sharpe ratio (Hedges UMVUE)2.54671

df12.00000

t2.83212

p0.18352

Lowerbound of 95% confidence interval for Sharpe Ratio0.50970

Upperbound of 95% confidence interval for Sharpe Ratio4.84794

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40566

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.68775
 Statistics related to Sortino ratio

Sortino ratio9.93103

Upside Potential Ratio11.10980

Upside part of mean0.30022

Downside part of mean0.03185

Upside SD0.11937

Downside SD0.02702

N nonnegative terms10.00000

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

N of observations13.00000

Mean of predictor0.31798

Mean of criterion0.26836

SD of predictor0.11515

SD of criterion0.09863

Covariance0.01079

r0.94974

b (slope, estimate of beta)0.81343

a (intercept, estimate of alpha)0.00971

Mean Square Error0.00104

DF error11.00000

t(b)10.06220

p(b)0.00000

t(a)0.24119

p(a)0.40692

Lowerbound of 95% confidence interval for beta0.63550

Upperbound of 95% confidence interval for beta0.99136

Lowerbound of 95% confidence interval for alpha0.07890

Upperbound of 95% confidence interval for alpha0.09831

Treynor index (mean / b)0.32991

Jensen alpha (a)0.00971
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26053

SD0.09615

Sharpe ratio (Glass type estimate)2.70968

Sharpe ratio (Hedges UMVUE)2.53610

df12.00000

t2.82032

p0.18432

Lowerbound of 95% confidence interval for Sharpe Ratio0.50067

Upperbound of 95% confidence interval for Sharpe Ratio4.83446

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.39707

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.67513
 Statistics related to Sortino ratio

Sortino ratio9.53401

Upside Potential Ratio10.71060

Upside part of mean0.29268

Downside part of mean0.03215

Upside SD0.11594

Downside SD0.02733

N nonnegative terms10.00000

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

N of observations13.00000

Mean of predictor0.30735

Mean of criterion0.26053

SD of predictor0.11169

SD of criterion0.09615

Covariance0.01019

r0.94888

b (slope, estimate of beta)0.81684

a (intercept, estimate of alpha)0.00947

Mean Square Error0.00100

DF error11.00000

t(b)9.97048

p(b)0.00000

t(a)0.23958

p(a)0.40753

Lowerbound of 95% confidence interval for beta0.63652

Upperbound of 95% confidence interval for beta0.99716

Lowerbound of 95% confidence interval for alpha0.07751

Upperbound of 95% confidence interval for alpha0.09644

Treynor index (mean / b)0.31894

Jensen alpha (a)0.00947
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02366

Expected Shortfall on VaR0.03486
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00326

Expected Shortfall on VaR0.00842
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.97474

Quartile 11.00262

Median1.02834

Quartile 31.04056

Maximum1.07862

Mean of quarter 10.99377

Mean of quarter 21.01710

Mean of quarter 31.03659

Mean of quarter 41.06161

Inter Quartile Range0.03794

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)1.68978

VaR(95%) (regression method)0.02154

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00287

Quartile 10.00847

Median0.01406

Quartile 30.01966

Maximum0.02526

Mean of quarter 10.00287

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.02526

Inter Quartile Range0.01120

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)0.33858

Compounded annual return (geometric extrapolation)0.33433

Calmar ratio (compounded annual return / max draw down)13.23590

Compounded annual return / average of 25% largest draw downs13.23590

Compounded annual return / Expected Shortfall lognormal9.58938

0.00000

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

Mean0.22203

SD0.10610

Sharpe ratio (Glass type estimate)2.09266

Sharpe ratio (Hedges UMVUE)2.08733

df295.00000

t2.22430

p0.01344

Lowerbound of 95% confidence interval for Sharpe Ratio0.23926

Upperbound of 95% confidence interval for Sharpe Ratio3.94262

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.23569

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.93897
 Statistics related to Sortino ratio

Sortino ratio3.08879

Upside Potential Ratio10.23930

Upside part of mean0.73604

Downside part of mean0.51400

Upside SD0.07900

Downside SD0.07188

N nonnegative terms170.00000

N negative terms126.00000
 Statistics related to linear regression on benchmark

N of observations296.00000

Mean of predictor0.26851

Mean of criterion0.22203

SD of predictor0.14461

SD of criterion0.10610

Covariance0.01047

r0.68271

b (slope, estimate of beta)0.50090

a (intercept, estimate of alpha)0.08800

Mean Square Error0.00603

DF error294.00000

t(b)16.02050

p(b)0.00000

t(a)1.19027

p(a)0.11745

Lowerbound of 95% confidence interval for beta0.43937

Upperbound of 95% confidence interval for beta0.56244

Lowerbound of 95% confidence interval for alpha0.05720

Upperbound of 95% confidence interval for alpha0.23227

Treynor index (mean / b)0.44326

Jensen alpha (a)0.08754
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21630

SD0.10622

Sharpe ratio (Glass type estimate)2.03642

Sharpe ratio (Hedges UMVUE)2.03124

df295.00000

t2.16453

p0.01561

Lowerbound of 95% confidence interval for Sharpe Ratio0.18349

Upperbound of 95% confidence interval for Sharpe Ratio3.88598

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.88247
 Statistics related to Sortino ratio

Sortino ratio2.98375

Upside Potential Ratio10.10940

Upside part of mean0.73286

Downside part of mean0.51656

Upside SD0.07853

Downside SD0.07249

N nonnegative terms170.00000

N negative terms126.00000
 Statistics related to linear regression on benchmark

N of observations296.00000

Mean of predictor0.25790

Mean of criterion0.21630

SD of predictor0.14494

SD of criterion0.10622

Covariance0.01051

r0.68296

b (slope, estimate of beta)0.50050

a (intercept, estimate of alpha)0.08722

Mean Square Error0.00604

DF error294.00000

t(b)16.03140

p(b)0.00000

t(a)1.18572

p(a)0.11835

Lowerbound of 95% confidence interval for beta0.43906

Upperbound of 95% confidence interval for beta0.56195

Lowerbound of 95% confidence interval for alpha0.05755

Upperbound of 95% confidence interval for alpha0.23200

Treynor index (mean / b)0.43217

Jensen alpha (a)0.08722
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00992

Expected Shortfall on VaR0.01263
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00402

Expected Shortfall on VaR0.00844
 ORDER STATISTICS
 Quartiles of return rates

Number of observations296.00000

Minimum0.96562

Quartile 10.99793

Median1.00100

Quartile 31.00467

Maximum1.02600

Mean of quarter 10.99299

Mean of quarter 20.99950

Mean of quarter 31.00263

Mean of quarter 41.00869

Inter Quartile Range0.00674

Number outliers low7.00000

Percentage of outliers low0.02365

Mean of outliers low0.98035

Number of outliers high5.00000

Percentage of outliers high0.01689

Mean of outliers high1.01833
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.02285

VaR(95%) (moments method)0.00554

Expected Shortfall (moments method)0.00762

Extreme Value Index (regression method)0.00779

VaR(95%) (regression method)0.00648

Expected Shortfall (regression method)0.00918
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations29.00000

Minimum0.00021

Quartile 10.00180

Median0.00756

Quartile 30.01612

Maximum0.07754

Mean of quarter 10.00082

Mean of quarter 20.00494

Mean of quarter 30.01188

Mean of quarter 40.04419

Inter Quartile Range0.01432

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.13793

Mean of outliers high0.05722
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.45313

VaR(95%) (moments method)0.03994

Expected Shortfall (moments method)0.04707

Extreme Value Index (regression method)0.24354

VaR(95%) (regression method)0.05389

Expected Shortfall (regression method)0.06858
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.28122

Compounded annual return (geometric extrapolation)0.27661

Calmar ratio (compounded annual return / max draw down)3.56715

Compounded annual return / average of 25% largest draw downs6.25908

Compounded annual return / Expected Shortfall lognormal21.90670

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

Mean0.22204

SD0.08084

Sharpe ratio (Glass type estimate)2.74656

Sharpe ratio (Hedges UMVUE)2.73069

df130.00000

t1.94211

p0.41604

Lowerbound of 95% confidence interval for Sharpe Ratio0.05038

Upperbound of 95% confidence interval for Sharpe Ratio5.53318

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.06092

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.52229
 Statistics related to Sortino ratio

Sortino ratio4.17934

Upside Potential Ratio11.27260

Upside part of mean0.59889

Downside part of mean0.37685

Upside SD0.06206

Downside SD0.05313

N nonnegative terms78.00000

N negative terms53.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.22204

SD of predictor0.10856

SD of criterion0.08084

Covariance0.00590

r0.67270

b (slope, estimate of beta)0.50096

a (intercept, estimate of alpha)0.12522

Mean Square Error0.00361

DF error129.00000

t(b)10.32600

p(b)0.10670

t(a)1.46561

p(a)0.41875

Lowerbound of 95% confidence interval for beta0.40497

Upperbound of 95% confidence interval for beta0.59695

Lowerbound of 95% confidence interval for alpha0.04382

Upperbound of 95% confidence interval for alpha0.29426

Treynor index (mean / b)0.44323

Jensen alpha (a)0.12522
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21868

SD0.08088

Sharpe ratio (Glass type estimate)2.70393

Sharpe ratio (Hedges UMVUE)2.68830

df130.00000

t1.91197

p0.41731

Lowerbound of 95% confidence interval for Sharpe Ratio0.09228

Upperbound of 95% confidence interval for Sharpe Ratio5.49005

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.10270

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.47930
 Statistics related to Sortino ratio

Sortino ratio4.09299

Upside Potential Ratio11.17230

Upside part of mean0.59691

Downside part of mean0.37823

Upside SD0.06180

Downside SD0.05343

N nonnegative terms78.00000

N negative terms53.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.21868

SD of predictor0.10856

SD of criterion0.08088

Covariance0.00590

r0.67240

b (slope, estimate of beta)0.50094

a (intercept, estimate of alpha)0.12484

Mean Square Error0.00361

DF error129.00000

t(b)10.31760

p(b)0.10684

t(a)1.46055

p(a)0.41902

VAR (95 Confidence Intrvl)0.01000

Lowerbound of 95% confidence interval for beta0.40488

Upperbound of 95% confidence interval for beta0.59700

Lowerbound of 95% confidence interval for alpha0.04427

Upperbound of 95% confidence interval for alpha0.29394

Treynor index (mean / b)0.43654

Jensen alpha (a)0.12484
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00736

Expected Shortfall on VaR0.00943
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00285

Expected Shortfall on VaR0.00604
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98139

Quartile 10.99822

Median1.00109

Quartile 31.00385

Maximum1.01318

Mean of quarter 10.99492

Mean of quarter 20.99980

Mean of quarter 31.00214

Mean of quarter 41.00699

Inter Quartile Range0.00563

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.98456

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.01288
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.43014

VaR(95%) (moments method)0.00525

Expected Shortfall (moments method)0.01051

Extreme Value Index (regression method)0.33446

VaR(95%) (regression method)0.00453

Expected Shortfall (regression method)0.00784
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00064

Quartile 10.00194

Median0.00721

Quartile 30.00952

Maximum0.03879

Mean of quarter 10.00100

Mean of quarter 20.00466

Mean of quarter 30.00797

Mean of quarter 40.02275

Inter Quartile Range0.00758

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.13333

Mean of outliers high0.03391
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.10403

VaR(95%) (moments method)0.02312

Expected Shortfall (moments method)0.03064

Extreme Value Index (regression method)0.32196

VaR(95%) (regression method)0.03018

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.05302

Strat Max DD how much worse than SP500 max DD during strat life?322354000

Max Equity Drawdown (num days)10
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.26243

Compounded annual return (geometric extrapolation)0.27965

Calmar ratio (compounded annual return / max draw down)7.20902

Compounded annual return / average of 25% largest draw downs12.29020

Compounded annual return / Expected Shortfall lognormal29.67050
Strategy Description
Average stocks holding  20 positions .
This trading strategy is managed by the investment managers of Interactive Israel Investment House
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
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
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.
This strategy is no longer visible to the public. No subscribers will be allowed.
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.