On The Cloud
(130039847)
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  +2.0%  +10.9%  (4.7%)  (2.7%)  +4.1%  +0.3%  +9.5%  
2021  +1.1%  +5.8%  (1.7%)  +9.2%  (4%)  +5.5%  +1.2%  (0.9%)  (3.4%)  +12.5% 
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  $9,002  
Cash  $7,496  
Equity  $1,506  
Cumulative $  $2,732  
Includes dividends and cashsettled expirations:  $72  Itemized 
Total System Equity  $12,732  
Margined  $0  
Open P/L  $1,506 
Trading Record
Statistics

Strategy began7/13/2020

Suggested Minimum Cap$15,000

Strategy Age (days)434.79

Age15 months ago

What it tradesStocks

# Trades13

# Profitable10

% Profitable76.90%

Avg trade duration294.0 days

Max peaktovalley drawdown10.59%

drawdown periodApril 28, 2021  May 13, 2021

Annual Return (Compounded)16.3%

Avg win$302.60

Avg loss$272.00
 Model Account Values (Raw)

Cash$7,496

Margin Used$0

Buying Power$9,002
 Ratios

W:L ratio3.89:1

Sharpe Ratio0.85

Sortino Ratio1.17

Calmar Ratio2.783
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)18.22%

Correlation to SP5000.47430

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

Ann Return (w trading costs)16.3%
 Slump

Current Slump as Pcnt Equity8.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.14%
 Return Statistics

Return Pcnt Since TOS Status10.060%

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.163%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)22.4%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)468

Popularity (Last 6 weeks)704
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)307
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$327

Avg Win$364

Sum Trade PL (losers)$982.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$3,641.000

# Winners10

Num Months Winners9
 Dividends

Dividends Received in Model Acct73
 AUM

AUM (AutoTrader live capital)25460
 Win / Loss

# Losers3

% Winners76.9%
 Frequency

Avg Position Time (mins)423309.00

Avg Position Time (hrs)7055.16

Avg Trade Length294.0 days

Last Trade Ago28
 Leverage

Daily leverage (average)0.81

Daily leverage (max)0.97
 Regression

Alpha0.01

Beta0.53

Treynor Index0.08
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.02

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades0.985

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.193

Avg(MAE) / Avg(PL)  Losing trades1.257

HoldandHope Ratio2.778
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.22987

SD0.13645

Sharpe ratio (Glass type estimate)1.68468

Sharpe ratio (Hedges UMVUE)1.57676

df12.00000

t1.75347

p0.27419

Lowerbound of 95% confidence interval for Sharpe Ratio0.34371

Upperbound of 95% confidence interval for Sharpe Ratio3.65143

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40916

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.56269
 Statistics related to Sortino ratio

Sortino ratio4.08727

Upside Potential Ratio5.69752

Upside part of mean0.32043

Downside part of mean0.09056

Upside SD0.13574

Downside SD0.05624

N nonnegative terms10.00000

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

N of observations13.00000

Mean of predictor0.31418

Mean of criterion0.22987

SD of predictor0.09268

SD of criterion0.13645

Covariance0.00348

r0.27554

b (slope, estimate of beta)0.40564

a (intercept, estimate of alpha)0.10242

Mean Square Error0.01877

DF error11.00000

t(b)0.95067

p(b)0.18110

t(a)0.54517

p(a)0.29826

Lowerbound of 95% confidence interval for beta0.53350

Upperbound of 95% confidence interval for beta1.34479

Lowerbound of 95% confidence interval for alpha0.31108

Upperbound of 95% confidence interval for alpha0.51593

Treynor index (mean / b)0.56668

Jensen alpha (a)0.10242
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21901

SD0.13265

Sharpe ratio (Glass type estimate)1.65113

Sharpe ratio (Hedges UMVUE)1.54536

df12.00000

t1.71855

p0.27779

Lowerbound of 95% confidence interval for Sharpe Ratio0.37237

Upperbound of 95% confidence interval for Sharpe Ratio3.61403

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43661

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.52733
 Statistics related to Sortino ratio

Sortino ratio3.83020

Upside Potential Ratio5.43852

Upside part of mean0.31098

Downside part of mean0.09196

Upside SD0.13026

Downside SD0.05718

N nonnegative terms10.00000

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

N of observations13.00000

Mean of predictor0.30569

Mean of criterion0.21901

SD of predictor0.08993

SD of criterion0.13265

Covariance0.00322

r0.26974

b (slope, estimate of beta)0.39786

a (intercept, estimate of alpha)0.09739

Mean Square Error0.01780

DF error11.00000

t(b)0.92908

p(b)0.18639

t(a)0.53160

p(a)0.30279

Lowerbound of 95% confidence interval for beta0.54467

Upperbound of 95% confidence interval for beta1.34039

Lowerbound of 95% confidence interval for alpha0.30584

Upperbound of 95% confidence interval for alpha0.50063

Treynor index (mean / b)0.55049

Jensen alpha (a)0.09739
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04375

Expected Shortfall on VaR0.05883
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00984

Expected Shortfall on VaR0.02297
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.95757

Quartile 11.01284

Median1.02048

Quartile 31.03712

Maximum1.11142

Mean of quarter 10.98043

Mean of quarter 21.01815

Mean of quarter 31.03065

Mean of quarter 41.07039

Inter Quartile Range0.02428

Number outliers low3.00000

Percentage of outliers low0.23077

Mean of outliers low0.96963

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high1.11142
 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)1.09670

VaR(95%) (regression method)0.01323

Expected Shortfall (regression method)0.01560
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.02399

Quartile 10.02435

Median0.02471

Quartile 30.03357

Maximum0.04243

Mean of quarter 10.02399

Mean of quarter 20.02471

Mean of quarter 30.00000

Mean of quarter 40.04243

Inter Quartile Range0.00922

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)0.28310

Compounded annual return (geometric extrapolation)0.28008

Calmar ratio (compounded annual return / max draw down)6.60139

Compounded annual return / average of 25% largest draw downs6.60139

Compounded annual return / Expected Shortfall lognormal4.76075

0.00000

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

Mean0.19904

SD0.15068

Sharpe ratio (Glass type estimate)1.32094

Sharpe ratio (Hedges UMVUE)1.31761

df298.00000

t1.41113

p0.07962

Lowerbound of 95% confidence interval for Sharpe Ratio0.51788

Upperbound of 95% confidence interval for Sharpe Ratio3.15763

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.52013

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.15535
 Statistics related to Sortino ratio

Sortino ratio1.84725

Upside Potential Ratio8.96060

Upside part of mean0.96549

Downside part of mean0.76645

Upside SD0.10569

Downside SD0.10775

N nonnegative terms170.00000

N negative terms129.00000
 Statistics related to linear regression on benchmark

N of observations299.00000

Mean of predictor0.26536

Mean of criterion0.19904

SD of predictor0.14275

SD of criterion0.15068

Covariance0.01026

r0.47714

b (slope, estimate of beta)0.50364

a (intercept, estimate of alpha)0.06500

Mean Square Error0.01759

DF error297.00000

t(b)9.35668

p(b)0.00000

t(a)0.52320

p(a)0.30061

Lowerbound of 95% confidence interval for beta0.39771

Upperbound of 95% confidence interval for beta0.60957

Lowerbound of 95% confidence interval for alpha0.18058

Upperbound of 95% confidence interval for alpha0.31136

Treynor index (mean / b)0.39520

Jensen alpha (a)0.06539
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18757

SD0.15127

Sharpe ratio (Glass type estimate)1.24001

Sharpe ratio (Hedges UMVUE)1.23688

df298.00000

t1.32467

p0.09315

Lowerbound of 95% confidence interval for Sharpe Ratio0.59839

Upperbound of 95% confidence interval for Sharpe Ratio3.07639

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60049

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.07426
 Statistics related to Sortino ratio

Sortino ratio1.71602

Upside Potential Ratio8.78122

Upside part of mean0.95986

Downside part of mean0.77228

Upside SD0.10484

Downside SD0.10931

N nonnegative terms170.00000

N negative terms129.00000
 Statistics related to linear regression on benchmark

N of observations299.00000

Mean of predictor0.25503

Mean of criterion0.18757

SD of predictor0.14297

SD of criterion0.15127

Covariance0.01034

r0.47809

b (slope, estimate of beta)0.50584

a (intercept, estimate of alpha)0.05857

Mean Square Error0.01771

DF error297.00000

t(b)9.38084

p(b)0.00000

t(a)0.46731

p(a)0.32031

Lowerbound of 95% confidence interval for beta0.39972

Upperbound of 95% confidence interval for beta0.61196

Lowerbound of 95% confidence interval for alpha0.18809

Upperbound of 95% confidence interval for alpha0.30523

Treynor index (mean / b)0.37082

Jensen alpha (a)0.05857
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01455

Expected Shortfall on VaR0.01838
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00605

Expected Shortfall on VaR0.01269
 ORDER STATISTICS
 Quartiles of return rates

Number of observations299.00000

Minimum0.94001

Quartile 10.99643

Median1.00109

Quartile 31.00569

Maximum1.03065

Mean of quarter 10.98962

Mean of quarter 20.99908

Mean of quarter 31.00338

Mean of quarter 41.01143

Inter Quartile Range0.00926

Number outliers low6.00000

Percentage of outliers low0.02007

Mean of outliers low0.96918

Number of outliers high7.00000

Percentage of outliers high0.02341

Mean of outliers high1.02403
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.19142

VaR(95%) (moments method)0.00954

Expected Shortfall (moments method)0.01489

Extreme Value Index (regression method)0.04178

VaR(95%) (regression method)0.00884

Expected Shortfall (regression method)0.01237
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00092

Quartile 10.00568

Median0.02130

Quartile 30.06717

Maximum0.08640

Mean of quarter 10.00195

Mean of quarter 20.01314

Mean of quarter 30.03722

Mean of quarter 40.08032

Inter Quartile Range0.06149

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)8.70708

VaR(95%) (moments method)0.08326

Expected Shortfall (moments method)0.08326

Extreme Value Index (regression method)1.07554

VaR(95%) (regression method)0.08241

Expected Shortfall (regression method)0.08349
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.24429

Compounded annual return (geometric extrapolation)0.24046

Calmar ratio (compounded annual return / max draw down)2.78303

Compounded annual return / average of 25% largest draw downs2.99382

Compounded annual return / Expected Shortfall lognormal13.07990

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

Mean0.14517

SD0.13686

Sharpe ratio (Glass type estimate)1.06067

Sharpe ratio (Hedges UMVUE)1.05454

df130.00000

t0.75001

p0.46718

Lowerbound of 95% confidence interval for Sharpe Ratio1.71607

Upperbound of 95% confidence interval for Sharpe Ratio3.83354

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.72023

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.82931
 Statistics related to Sortino ratio

Sortino ratio1.47651

Upside Potential Ratio9.23977

Upside part of mean0.90843

Downside part of mean0.76327

Upside SD0.09488

Downside SD0.09832

N nonnegative terms73.00000

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

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.14517

SD of predictor0.10856

SD of criterion0.13686

Covariance0.00666

r0.44836

b (slope, estimate of beta)0.56527

a (intercept, estimate of alpha)0.03592

Mean Square Error0.01508

DF error129.00000

t(b)5.69715

p(b)0.22444

t(a)0.20555

p(a)0.48848

Lowerbound of 95% confidence interval for beta0.36896

Upperbound of 95% confidence interval for beta0.76158

Lowerbound of 95% confidence interval for alpha0.30980

Upperbound of 95% confidence interval for alpha0.38163

Treynor index (mean / b)0.25681

Jensen alpha (a)0.03592
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13580

SD0.13710

Sharpe ratio (Glass type estimate)0.99051

Sharpe ratio (Hedges UMVUE)0.98479

df130.00000

t0.70040

p0.46934

Lowerbound of 95% confidence interval for Sharpe Ratio1.78572

Upperbound of 95% confidence interval for Sharpe Ratio3.76312

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.78960

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.75918
 Statistics related to Sortino ratio

Sortino ratio1.36894

Upside Potential Ratio9.11158

Upside part of mean0.90388

Downside part of mean0.76808

Upside SD0.09425

Downside SD0.09920

N nonnegative terms73.00000

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

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.13580

SD of predictor0.10856

SD of criterion0.13710

Covariance0.00669

r0.44941

b (slope, estimate of beta)0.56758

a (intercept, estimate of alpha)0.02947

Mean Square Error0.01512

DF error129.00000

t(b)5.71378

p(b)0.22384

t(a)0.16854

p(a)0.49056

VAR (95 Confidence Intrvl)0.01500

Lowerbound of 95% confidence interval for beta0.37104

Upperbound of 95% confidence interval for beta0.76411

Lowerbound of 95% confidence interval for alpha0.31651

Upperbound of 95% confidence interval for alpha0.37546

Treynor index (mean / b)0.23926

Jensen alpha (a)0.02947
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01332

Expected Shortfall on VaR0.01681
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00620

Expected Shortfall on VaR0.01245
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96965

Quartile 10.99638

Median1.00109

Quartile 31.00569

Maximum1.02478

Mean of quarter 10.98989

Mean of quarter 20.99888

Mean of quarter 31.00373

Mean of quarter 41.01025

Inter Quartile Range0.00931

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.97415

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02278
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04477

VaR(95%) (moments method)0.00895

Expected Shortfall (moments method)0.01259

Extreme Value Index (regression method)0.22682

VaR(95%) (regression method)0.01055

Expected Shortfall (regression method)0.01346
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00092

Quartile 10.00583

Median0.01437

Quartile 30.04121

Maximum0.08640

Mean of quarter 10.00131

Mean of quarter 20.00732

Mean of quarter 30.02455

Mean of quarter 40.08391

Inter Quartile Range0.03538

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 Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?316016000

Max Equity Drawdown (num days)15
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.17059

Compounded annual return (geometric extrapolation)0.17787

Calmar ratio (compounded annual return / max draw down)2.05862

Compounded annual return / average of 25% largest draw downs2.11979

Compounded annual return / Expected Shortfall lognormal10.58410
Strategy Description
Average stocks holding  10 positions .
Most of our investments is in the US but we can hold different positions of 10 percent in other countries.
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.
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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.