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 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  

2020  +0.7%  +8.3%  (3.5%)  (4.7%)  +9.0%  +3.0%  +12.7%  
2021  (1.6%)  +0.1%  +5.4%  +5.3%  +9.2% 
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  $7,559  
Cash  $5,261  
Equity  $2,298  
Cumulative $  $2,517  
Includes dividends and cashsettled expirations:  $116  Itemized 
Total System Equity  $12,517  
Margined  $0  
Open P/L  $2,298 
Trading Record
Statistics

Strategy began7/13/2020

Suggested Minimum Cap$15,000

Strategy Age (days)278.2

Age9 months ago

What it tradesStocks

# Trades28

# Profitable25

% Profitable89.30%

Avg trade duration207.6 days

Max peaktovalley drawdown9.92%

drawdown periodAug 28, 2020  Oct 30, 2020

Cumul. Return22.0%

Avg win$100.12

Avg loss$34.33
 Model Account Values (Raw)

Cash$5,261

Margin Used$0

Buying Power$7,559
 Ratios

W:L ratio26.57:1

Sharpe Ratio1.68

Sortino Ratio2.46

Calmar Ratio4.791
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)10.66%

Correlation to SP5000.68660

Return Percent SP500 (cumu) during strategy life32.65%
 Return Statistics

Ann Return (w trading costs)29.4%
 Slump

Current Slump as Pcnt Equity0.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.01%
 Return Statistics

Return Pcnt Since TOS Status15.320%

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.220%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)34.1%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)841
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)752
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$34

Avg Win$100

Sum Trade PL (losers)$103.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table10
 Win / Loss

Sum Trade PL (winners)$2,503.000

# Winners25

Num Months Winners7
 Dividends

Dividends Received in Model Acct117
 AUM

AUM (AutoTrader live capital)12517
 Win / Loss

# Losers3

% Winners89.3%
 Frequency

Avg Position Time (mins)298917.00

Avg Position Time (hrs)4981.95

Avg Trade Length207.6 days

Last Trade Ago107
 Leverage

Daily leverage (average)0.91

Daily leverage (max)0.97
 Regression

Alpha0.01

Beta0.53

Treynor Index0.13
 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)0.83

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades0.421

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 trades0.323

Avg(MAE) / Avg(PL)  Losing trades1.878

HoldandHope Ratio0.370
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.25630

SD0.12327

Sharpe ratio (Glass type estimate)2.07920

Sharpe ratio (Hedges UMVUE)1.84675

df7.00000

t1.69766

p0.06669

Lowerbound of 95% confidence interval for Sharpe Ratio0.60844

Upperbound of 95% confidence interval for Sharpe Ratio4.64634

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.74129

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.43480
 Statistics related to Sortino ratio

Sortino ratio7.44053

Upside Potential Ratio8.94322

Upside part of mean0.30807

Downside part of mean0.05176

Upside SD0.13260

Downside SD0.03445

N nonnegative terms5.00000

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

N of observations8.00000

Mean of predictor0.35009

Mean of criterion0.25630

SD of predictor0.14706

SD of criterion0.12327

Covariance0.01748

r0.96430

b (slope, estimate of beta)0.80830

a (intercept, estimate of alpha)0.02667

Mean Square Error0.00124

DF error6.00000

t(b)8.91960

p(b)0.00006

t(a)0.49772

p(a)0.68180

Lowerbound of 95% confidence interval for beta0.58655

Upperbound of 95% confidence interval for beta1.03004

Lowerbound of 95% confidence interval for alpha0.15779

Upperbound of 95% confidence interval for alpha0.10445

Treynor index (mean / b)0.31709

Jensen alpha (a)0.02667
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24670

SD0.12011

Sharpe ratio (Glass type estimate)2.05398

Sharpe ratio (Hedges UMVUE)1.82435

df7.00000

t1.67707

p0.06872

Lowerbound of 95% confidence interval for Sharpe Ratio0.62789

Upperbound of 95% confidence interval for Sharpe Ratio4.61641

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.75933

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.40803
 Statistics related to Sortino ratio

Sortino ratio7.08221

Upside Potential Ratio8.58202

Upside part of mean0.29894

Downside part of mean0.05224

Upside SD0.12838

Downside SD0.03483

N nonnegative terms5.00000

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

N of observations8.00000

Mean of predictor0.33538

Mean of criterion0.24670

SD of predictor0.14276

SD of criterion0.12011

Covariance0.01651

r0.96290

b (slope, estimate of beta)0.81014

a (intercept, estimate of alpha)0.02500

Mean Square Error0.00123

DF error6.00000

t(b)8.73992

p(b)0.00006

t(a)0.47211

p(a)0.67324

Lowerbound of 95% confidence interval for beta0.58332

Upperbound of 95% confidence interval for beta1.03696

Lowerbound of 95% confidence interval for alpha0.15460

Upperbound of 95% confidence interval for alpha0.10459

Treynor index (mean / b)0.30452

Jensen alpha (a)0.02500
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03582

Expected Shortfall on VaR0.04961
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00808

Expected Shortfall on VaR0.01743
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.97474

Quartile 10.99974

Median1.01610

Quartile 31.05239

Maximum1.07862

Mean of quarter 10.98594

Mean of quarter 21.00161

Mean of quarter 31.04063

Mean of quarter 41.06657

Inter Quartile Range0.05266

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

Minimum0.00287

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)0.30135

Compounded annual return (geometric extrapolation)0.31601

Calmar ratio (compounded annual return / max draw down)12.51060

Compounded annual return / average of 25% largest draw downs12.51060

Compounded annual return / Expected Shortfall lognormal6.37052

0.00000

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

Mean0.29527

SD0.11925

Sharpe ratio (Glass type estimate)2.47614

Sharpe ratio (Hedges UMVUE)2.46603

df184.00000

t2.08070

p0.42419

Lowerbound of 95% confidence interval for Sharpe Ratio0.12674

Upperbound of 95% confidence interval for Sharpe Ratio4.81900

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12001

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.81205
 Statistics related to Sortino ratio

Sortino ratio3.69788

Upside Potential Ratio10.90330

Upside part of mean0.87062

Downside part of mean0.57534

Upside SD0.09000

Downside SD0.07985

N nonnegative terms107.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations185.00000

Mean of predictor0.38578

Mean of criterion0.29527

SD of predictor0.16266

SD of criterion0.11925

Covariance0.01325

r0.68314

b (slope, estimate of beta)0.50082

a (intercept, estimate of alpha)0.10200

Mean Square Error0.00763

DF error183.00000

t(b)12.65450

p(b)0.10181

t(a)0.97176

p(a)0.45443

Lowerbound of 95% confidence interval for beta0.42274

Upperbound of 95% confidence interval for beta0.57891

Lowerbound of 95% confidence interval for alpha0.10516

Upperbound of 95% confidence interval for alpha0.30930

Treynor index (mean / b)0.58957

Jensen alpha (a)0.10207
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.28800

SD0.11939

Sharpe ratio (Glass type estimate)2.41228

Sharpe ratio (Hedges UMVUE)2.40243

df184.00000

t2.02704

p0.42610

Lowerbound of 95% confidence interval for Sharpe Ratio0.06366

Upperbound of 95% confidence interval for Sharpe Ratio4.75454

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05710

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.74776
 Statistics related to Sortino ratio

Sortino ratio3.57362

Upside Potential Ratio10.75200

Upside part of mean0.86651

Downside part of mean0.57851

Upside SD0.08943

Downside SD0.08059

N nonnegative terms107.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations185.00000

Mean of predictor0.37226

Mean of criterion0.28800

SD of predictor0.16311

SD of criterion0.11939

Covariance0.01331

r0.68356

b (slope, estimate of beta)0.50033

a (intercept, estimate of alpha)0.10175

Mean Square Error0.00764

DF error183.00000

t(b)12.66910

p(b)0.10162

t(a)0.96882

p(a)0.45456

Lowerbound of 95% confidence interval for beta0.42241

Upperbound of 95% confidence interval for beta0.57825

Lowerbound of 95% confidence interval for alpha0.10546

Upperbound of 95% confidence interval for alpha0.30895

Treynor index (mean / b)0.57561

Jensen alpha (a)0.10175
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01097

Expected Shortfall on VaR0.01401
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00448

Expected Shortfall on VaR0.00938
 ORDER STATISTICS
 Quartiles of return rates

Number of observations185.00000

Minimum0.96562

Quartile 10.99757

Median1.00132

Quartile 31.00553

Maximum1.02600

Mean of quarter 10.99216

Mean of quarter 20.99958

Mean of quarter 31.00353

Mean of quarter 41.00986

Inter Quartile Range0.00796

Number outliers low3.00000

Percentage of outliers low0.01622

Mean of outliers low0.97412

Number of outliers high1.00000

Percentage of outliers high0.00541

Mean of outliers high1.02600
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.32740

VaR(95%) (moments method)0.00655

Expected Shortfall (moments method)0.00802

Extreme Value Index (regression method)0.13858

VaR(95%) (regression method)0.00728

Expected Shortfall (regression method)0.01117
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations17.00000

Minimum0.00021

Quartile 10.00134

Median0.00943

Quartile 30.01751

Maximum0.07754

Mean of quarter 10.00063

Mean of quarter 20.00496

Mean of quarter 30.01562

Mean of quarter 40.05601

Inter Quartile Range0.01617

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.17647

Mean of outliers high0.06336
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)4.14902

VaR(95%) (moments method)0.04161

Expected Shortfall (moments method)0.04165

Extreme Value Index (regression method)1.22145

VaR(95%) (regression method)0.07876

Expected Shortfall (regression method)0.08348
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.35391

Compounded annual return (geometric extrapolation)0.37150

Calmar ratio (compounded annual return / max draw down)4.79089

Compounded annual return / average of 25% largest draw downs6.63333

Compounded annual return / Expected Shortfall lognormal26.51270

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

Mean0.22761

SD0.11450

Sharpe ratio (Glass type estimate)1.98778

Sharpe ratio (Hedges UMVUE)1.97629

df130.00000

t1.40557

p0.43883

Lowerbound of 95% confidence interval for Sharpe Ratio0.79829

Upperbound of 95% confidence interval for Sharpe Ratio4.76635

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.80590

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.75849
 Statistics related to Sortino ratio

Sortino ratio3.12293

Upside Potential Ratio11.42230

Upside part of mean0.83249

Downside part of mean0.60488

Upside SD0.08886

Downside SD0.07288

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.33509

Mean of criterion0.22761

SD of predictor0.15442

SD of criterion0.11450

Covariance0.01194

r0.67549

b (slope, estimate of beta)0.50087

a (intercept, estimate of alpha)0.05977

Mean Square Error0.00718

DF error129.00000

t(b)10.40460

p(b)0.10539

t(a)0.49419

p(a)0.47234

Lowerbound of 95% confidence interval for beta0.40562

Upperbound of 95% confidence interval for beta0.59611

Lowerbound of 95% confidence interval for alpha0.17953

Upperbound of 95% confidence interval for alpha0.29907

Treynor index (mean / b)0.45443

Jensen alpha (a)0.05977
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.22099

SD0.11439

Sharpe ratio (Glass type estimate)1.93183

Sharpe ratio (Hedges UMVUE)1.92066

df130.00000

t1.36601

p0.44052

Lowerbound of 95% confidence interval for Sharpe Ratio0.85354

Upperbound of 95% confidence interval for Sharpe Ratio4.70993

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.86096

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.70228
 Statistics related to Sortino ratio

Sortino ratio3.01341

Upside Potential Ratio11.29710

Upside part of mean0.82849

Downside part of mean0.60750

Upside SD0.08829

Downside SD0.07334

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.32300

Mean of criterion0.22099

SD of predictor0.15465

SD of criterion0.11439

Covariance0.01196

r0.67579

b (slope, estimate of beta)0.49988

a (intercept, estimate of alpha)0.05953

Mean Square Error0.00717

DF error129.00000

t(b)10.41310

p(b)0.10525

t(a)0.49318

p(a)0.47239

VAR (95 Confidence Intrvl)0.01100

Lowerbound of 95% confidence interval for beta0.40490

Upperbound of 95% confidence interval for beta0.59486

Lowerbound of 95% confidence interval for alpha0.17929

Upperbound of 95% confidence interval for alpha0.29836

Treynor index (mean / b)0.44209

Jensen alpha (a)0.05953
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01072

Expected Shortfall on VaR0.01364
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00516

Expected Shortfall on VaR0.00992
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97532

Quartile 10.99665

Median1.00063

Quartile 31.00542

Maximum1.02600

Mean of quarter 10.99215

Mean of quarter 20.99893

Mean of quarter 31.00324

Mean of quarter 41.00965

Inter Quartile Range0.00878

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.97532

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.02600
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.60749

VaR(95%) (moments method)0.00776

Expected Shortfall (moments method)0.00875

Extreme Value Index (regression method)0.03277

VaR(95%) (regression method)0.00768

Expected Shortfall (regression method)0.01012
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00021

Quartile 10.00190

Median0.01198

Quartile 30.02162

Maximum0.07754

Mean of quarter 10.00073

Mean of quarter 20.00550

Mean of quarter 30.01605

Mean of quarter 40.05217

Inter Quartile Range0.01972

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 high0.07754
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.03426

VaR(95%) (moments method)0.06031

Expected Shortfall (moments method)0.06573

Extreme Value Index (regression method)0.54674

VaR(95%) (regression method)0.07655

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.16727

Strat Max DD how much worse than SP500 max DD during strat life?293465000

Max Equity Drawdown (num days)63
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.26505

Compounded annual return (geometric extrapolation)0.28261

Calmar ratio (compounded annual return / max draw down)3.64458

Compounded annual return / average of 25% largest draw downs5.41665

Compounded annual return / Expected Shortfall lognormal20.72370
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.